# EDGAR Filing Document

**Accession Number:** 0000844779
**File Stem:** 0001410368-26-031815
**Filing Date:** 2026-3
**Character Count:** 3157711
**Document Hash:** 61acee17a20d6144b7a7b9bac42793d1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-031815.hdr.sgml**: 20260326

**ACCESSION NUMBER**: 0001410368-26-031815

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260326

**DATE AS OF CHANGE**: 20260326

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK FUNDS
- **CENTRAL INDEX KEY:** 0000844779

**ORGANIZATION NAME:**
- **EIN:** 510318674
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05742
- **FILM NUMBER:** 26796002

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** COMPASS CAPITAL FUNDS\
- **DATE OF NAME CHANGE:** 19961114

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PNC FUND
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NCP FUNDS
- **DATE OF NAME CHANGE:** 19890511

## Series and Classes Contracts Data

### iShares U.S. Intermediate Credit Bond Index Fund (Series ID: S000075204)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000234048 | iShares U.S. Intermediate Credit Bond Index Fund |  |

## Nport-Ex

January 31, 2026

2026 Quarterly Report <br>&nbsp;&nbsp;&nbsp;&nbsp;(Unaudited)<br>

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

---

| |
|:---|
| **BlackRock Funds**<sup>SM</sup> |
| • iShares U.S. Intermediate Credit Bond Index Fund |

---

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

**Not FDIC Insured • May Lose Value • No Bank Guarantee**<br>

------

Schedule of Investments (unaudited)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par* <br>*(000)*<br>| *Value* |
| **Corporate Bonds** | **Corporate Bonds** | **Corporate Bonds** |
| **Advertising Agencies — 0.1%** | **Advertising Agencies — 0.1%** | **Advertising Agencies — 0.1%** |
| Omnicom Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/01/28 | $326 | &nbsp;&nbsp; $328882 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/30/30 | 529 | &nbsp;&nbsp; 534052 |
| &nbsp;&nbsp;&nbsp; 2.45%, 04/30/30 | 455 | &nbsp;&nbsp; 421526 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/01/30 | 350 | &nbsp;&nbsp; 347802 |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/01/31 | 185 | &nbsp;&nbsp; 166411 |
| &nbsp;&nbsp;&nbsp; 2.60%, 08/01/31 | 583 | &nbsp;&nbsp; 529747 |
| &nbsp;&nbsp;&nbsp; 5.30%, 11/01/34 | 375 | &nbsp;&nbsp; 382358 |
|  |  | &nbsp;&nbsp; 2710778 |
| **Aerospace & Defense — 1.2%** | **Aerospace & Defense — 1.2%** | **Aerospace & Defense — 1.2%** |
| Boeing Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/01/27<sup>(a)</sup> | 550 | &nbsp;&nbsp; 543251 |
| &nbsp;&nbsp;&nbsp; 2.80%, 03/01/27 | 129 | &nbsp;&nbsp; 127421 |
| &nbsp;&nbsp;&nbsp; 5.04%, 05/01/27 | 1359 | &nbsp;&nbsp; 1373259 |
| &nbsp;&nbsp;&nbsp; 6.26%, 05/01/27 | 475 | &nbsp;&nbsp; 487145 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/01/28 | 632 | &nbsp;&nbsp; 622625 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/01/28 | 300 | &nbsp;&nbsp; 295477 |
| &nbsp;&nbsp;&nbsp; 3.45%, 11/01/28<sup>(a)</sup> | 248 | &nbsp;&nbsp; 243705 |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/01/29 | 625 | &nbsp;&nbsp; 607229 |
| &nbsp;&nbsp;&nbsp; 6.30%, 05/01/29 | 890 | &nbsp;&nbsp; 945375 |
| &nbsp;&nbsp;&nbsp; 2.95%, 02/01/30 | 470 | &nbsp;&nbsp; 445939 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/01/30 | 2615 | &nbsp;&nbsp; 2687162 |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/01/31 | 875 | &nbsp;&nbsp; 843401 |
| &nbsp;&nbsp;&nbsp; 6.39%, 05/01/31 | 645 | &nbsp;&nbsp; 699927 |
| &nbsp;&nbsp;&nbsp; 6.13%, 02/15/33 | 200 | &nbsp;&nbsp; 216087 |
| &nbsp;&nbsp;&nbsp; 3.60%, 05/01/34 | 614 | &nbsp;&nbsp; 558834 |
| &nbsp;&nbsp;&nbsp; 6.53%, 05/01/34 | 1540 | &nbsp;&nbsp; 1703681 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/01/35 | 570 | &nbsp;&nbsp; 498878 |
| Embraer Netherlands Finance BV, 5.98%, 02/11/35 | 450 | &nbsp;&nbsp; 477016 |
| GE Capital Funding LLC, 4.55%, 05/15/32 | 250 | &nbsp;&nbsp; 252181 |
| General Dynamics Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/27 | 100 | &nbsp;&nbsp; 99816 |
| &nbsp;&nbsp;&nbsp; 2.63%, 11/15/27 | 350 | &nbsp;&nbsp; 343988 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/28 | 687 | &nbsp;&nbsp; 688096 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/01/30 | 688 | &nbsp;&nbsp; 675290 |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/01/31 | 279 | &nbsp;&nbsp; 253130 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/35 | 500 | &nbsp;&nbsp; 508131 |
| General Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/29/30 | 545 | &nbsp;&nbsp; 548829 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/32 | 717 | &nbsp;&nbsp; 810687 |
| HEICO Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/01/28 | 276 | &nbsp;&nbsp; 283673 |
| &nbsp;&nbsp;&nbsp; 5.35%, 08/01/33 | 380 | &nbsp;&nbsp; 393123 |
| Hexcel Corp., 5.88%, 02/26/35 | 200 | &nbsp;&nbsp; 209892 |
| Howmet Aerospace, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/15/28 | 251 | &nbsp;&nbsp; 264033 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/29 | 576 | &nbsp;&nbsp; 560111 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/15/31<sup>(a)</sup> | 312 | &nbsp;&nbsp; 320133 |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/15/32 | 225 | &nbsp;&nbsp; 225988 |
| Huntington Ingalls Industries, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.48%, 12/01/27 | 350 | &nbsp;&nbsp; 346513 |
| &nbsp;&nbsp;&nbsp; 2.04%, 08/16/28 | 329 | &nbsp;&nbsp; 312693 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/30 | 350 | &nbsp;&nbsp; 361697 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/01/30 | 374 | &nbsp;&nbsp; 371124 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/35 | 250 | &nbsp;&nbsp; 263835 |
| L3Harris Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/15/28 | 1163 | &nbsp;&nbsp; 1171804 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/01/29 | 651 | &nbsp;&nbsp; 668869 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/15/29<sup>(a)</sup> | 233 | &nbsp;&nbsp; 222496 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** |
| L3Harris Technologies, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 01/15/31 | 542 | &nbsp;&nbsp; $481290 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/31 | 650 | &nbsp;&nbsp; 676092 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/31/33 | 1016 | &nbsp;&nbsp; 1056228 |
| &nbsp;&nbsp;&nbsp; 5.35%, 06/01/34 | 451 | &nbsp;&nbsp; 465295 |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/27/35 | 250 | &nbsp;&nbsp; 248923 |
| Lockheed Martin Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 11/15/27 | 420 | &nbsp;&nbsp; 430041 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/15/28 | 294 | &nbsp;&nbsp; 297735 |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/15/28<sup>(a)</sup> | 300 | &nbsp;&nbsp; 302287 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/29 | 242 | &nbsp;&nbsp; 246045 |
| &nbsp;&nbsp;&nbsp; 1.85%, 06/15/30 | 316 | &nbsp;&nbsp; 287179 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/15/30 | 390 | &nbsp;&nbsp; 393979 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/15/31 | 479 | &nbsp;&nbsp; 492787 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/15/32 | 632 | &nbsp;&nbsp; 619623 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/33<sup>(a)</sup> | 800 | &nbsp;&nbsp; 841613 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/34 | 500 | &nbsp;&nbsp; 506103 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/15/34 | 300 | &nbsp;&nbsp; 303042 |
| &nbsp;&nbsp;&nbsp; 3.60%, 03/01/35 | 382 | &nbsp;&nbsp; 352062 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/35 | 450 | &nbsp;&nbsp; 458267 |
| Northrop Grumman Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 02/01/27 | 400 | &nbsp;&nbsp; 397764 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/28 | 1255 | &nbsp;&nbsp; 1239758 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/01/29 | 325 | &nbsp;&nbsp; 330282 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/01/30 | 573 | &nbsp;&nbsp; 577181 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/15/30 | 450 | &nbsp;&nbsp; 457460 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/15/33<sup>(a)</sup> | 778 | &nbsp;&nbsp; 784698 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/01/34 | 532 | &nbsp;&nbsp; 538735 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/35<sup>(a)</sup> | 340 | &nbsp;&nbsp; 351374 |
| RTX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/15/27 | 829 | &nbsp;&nbsp; 825200 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/04/27 | 899 | &nbsp;&nbsp; 890648 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/16/28 | 1821 | &nbsp;&nbsp; 1829314 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/29 | 410 | &nbsp;&nbsp; 429709 |
| &nbsp;&nbsp;&nbsp; 2.25%, 07/01/30 | 873 | &nbsp;&nbsp; 805328 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/31 | 830 | &nbsp;&nbsp; 893188 |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/01/31 | 829 | &nbsp;&nbsp; 729882 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/32 | 873 | &nbsp;&nbsp; 778434 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/27/33 | 420 | &nbsp;&nbsp; 434151 |
| &nbsp;&nbsp;&nbsp; 6.10%, 03/15/34 | 1227 | &nbsp;&nbsp; 1339272 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/01/35 | 200 | &nbsp;&nbsp; 209624 |
|  |  | &nbsp;&nbsp; 45833137 |
| **Automobile Components — 0.1%** | **Automobile Components — 0.1%** | **Automobile Components — 0.1%** |
| Aptiv Swiss Holdings Ltd.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/13/29 | 400 | &nbsp;&nbsp; 408351 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/01/32 | 488 | &nbsp;&nbsp; 456021 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/13/34 | 400 | &nbsp;&nbsp; 403677 |
| BorgWarner, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 07/01/27 | 749 | &nbsp;&nbsp; 735025 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/29 | 345 | &nbsp;&nbsp; 352828 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/34 | 265 | &nbsp;&nbsp; 271930 |
| Lear Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/15/27 | 350 | &nbsp;&nbsp; 348466 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/29 | 129 | &nbsp;&nbsp; 128624 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/30/30 | 254 | &nbsp;&nbsp; 244420 |
| &nbsp;&nbsp;&nbsp; 2.60%, 01/15/32 | 209 | &nbsp;&nbsp; 186798 |
| Magna International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/14/29 | 180 | &nbsp;&nbsp; 184534 |
| &nbsp;&nbsp;&nbsp; 2.45%, 06/15/30 | 505 | &nbsp;&nbsp; 468421 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Automobile Components (continued)** | **Automobile Components (continued)** | **Automobile Components (continued)** |
| Magna International, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/21/33<sup>(a)</sup> | 280 | &nbsp;&nbsp; $291452 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/01/35 | 225 | &nbsp;&nbsp; 237091 |
|  |  | &nbsp;&nbsp; 4717638 |
| **Automobiles — 2.6%** | **Automobiles — 2.6%** | **Automobiles — 2.6%** |
| American Honda Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/12/27 | 275 | &nbsp;&nbsp; 278085 |
| &nbsp;&nbsp;&nbsp; 4.55%, 07/09/27 | 675 | &nbsp;&nbsp; 681293 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/09/27 | 300 | &nbsp;&nbsp; 304286 |
| &nbsp;&nbsp;&nbsp; 4.45%, 10/22/27 | 425 | &nbsp;&nbsp; 428814 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/12/28 | 400 | &nbsp;&nbsp; 405841 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/28 | 252 | &nbsp;&nbsp; 249852 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/03/28 | 300 | &nbsp;&nbsp; 303417 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/24/28 | 447 | &nbsp;&nbsp; 429084 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/07/28 | 400 | &nbsp;&nbsp; 410308 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/01/28 | 375 | &nbsp;&nbsp; 377249 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/15/28 | 750 | &nbsp;&nbsp; 781829 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/08/29 | 325 | &nbsp;&nbsp; 325749 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/12/29 | 413 | &nbsp;&nbsp; 392382 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/13/29<sup>(a)</sup> | 537 | &nbsp;&nbsp; 548970 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/05/29 | 525 | &nbsp;&nbsp; 529699 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/05/30 | 300 | &nbsp;&nbsp; 305957 |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/17/30 | 520 | &nbsp;&nbsp; 525123 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/04/30 | 375 | &nbsp;&nbsp; 376339 |
| &nbsp;&nbsp;&nbsp; 5.85%, 10/04/30 | 250 | &nbsp;&nbsp; 265001 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/08/31 | 325 | &nbsp;&nbsp; 324817 |
| &nbsp;&nbsp;&nbsp; 1.80%, 01/13/31<sup>(a)</sup> | 300 | &nbsp;&nbsp; 264808 |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/10/31 | 650 | &nbsp;&nbsp; 667259 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/23/31 | 425 | &nbsp;&nbsp; 432608 |
| &nbsp;&nbsp;&nbsp; 5.15%, 07/09/32 | 475 | &nbsp;&nbsp; 487633 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/10/34<sup>(a)</sup> | 511 | &nbsp;&nbsp; 511951 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/05/35<sup>(a)</sup> | 250 | &nbsp;&nbsp; 252549 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/08/36<sup>(a)</sup> | 325 | &nbsp;&nbsp; 323408 |
| AutoNation, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/15/27 | 200 | &nbsp;&nbsp; 198879 |
| &nbsp;&nbsp;&nbsp; 1.95%, 08/01/28 | 136 | &nbsp;&nbsp; 128683 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/15/29 | 200 | &nbsp;&nbsp; 200274 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/01/30 | 529 | &nbsp;&nbsp; 533548 |
| &nbsp;&nbsp;&nbsp; 2.40%, 08/01/31 | 362 | &nbsp;&nbsp; 320417 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/01/32 | 400 | &nbsp;&nbsp; 377325 |
| &nbsp;&nbsp;&nbsp; 5.89%, 03/15/35 | 325 | &nbsp;&nbsp; 336908 |
| Cummins, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/09/28 | 125 | &nbsp;&nbsp; 126190 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/20/29<sup>(a)</sup> | 262 | &nbsp;&nbsp; 269280 |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/01/30 | 544 | &nbsp;&nbsp; 485932 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/15/31<sup>(a)</sup> | 475 | &nbsp;&nbsp; 484610 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/20/34 | 443 | &nbsp;&nbsp; 456172 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/09/35 | 625 | &nbsp;&nbsp; 645524 |
| Ford Motor Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 10/01/28 | 283 | &nbsp;&nbsp; 299008 |
| &nbsp;&nbsp;&nbsp; 7.45%, 07/16/31 | 600 | &nbsp;&nbsp; 666833 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/12/32 | 1600 | &nbsp;&nbsp; 1425047 |
| &nbsp;&nbsp;&nbsp; 6.10%, 08/19/32<sup>(a)</sup> | 1100 | &nbsp;&nbsp; 1143794 |
| Ford Motor Credit Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/05/27 | 985 | &nbsp;&nbsp; 998742 |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/17/27 | 800 | &nbsp;&nbsp; 813204 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/28/27 | 1000 | &nbsp;&nbsp; 1005717 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/17/27 | 950 | &nbsp;&nbsp; 945426 |
| &nbsp;&nbsp;&nbsp; 3.82%, 11/02/27 | 400 | &nbsp;&nbsp; 395793 |
| &nbsp;&nbsp;&nbsp; 7.35%, 11/04/27 | 900 | &nbsp;&nbsp; 939932 |
| &nbsp;&nbsp;&nbsp; 2.90%, 02/16/28 | 400 | &nbsp;&nbsp; 387105 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Automobiles (continued)** | **Automobiles (continued)** | **Automobiles (continued)** |
| Ford Motor Credit Co. LLC (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.92%, 03/20/28<sup>(a)</sup> | $400 | &nbsp;&nbsp; $410215 |
| &nbsp;&nbsp;&nbsp; 6.80%, 05/12/28 | 1000 | &nbsp;&nbsp; 1046180 |
| &nbsp;&nbsp;&nbsp; 6.80%, 11/07/28<sup>(a)</sup> | 860 | &nbsp;&nbsp; 905433 |
| &nbsp;&nbsp;&nbsp; 2.90%, 02/10/29 | 400 | &nbsp;&nbsp; 379073 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/08/29 | 1000 | &nbsp;&nbsp; 1027735 |
| &nbsp;&nbsp;&nbsp; 4.97%, 04/06/29 | 940 | &nbsp;&nbsp; 944927 |
| &nbsp;&nbsp;&nbsp; 5.11%, 05/03/29 | 900 | &nbsp;&nbsp; 907017 |
| &nbsp;&nbsp;&nbsp; 5.30%, 09/06/29 | 600 | &nbsp;&nbsp; 608059 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/07/29 | 600 | &nbsp;&nbsp; 618649 |
| &nbsp;&nbsp;&nbsp; 7.35%, 03/06/30 | 600 | &nbsp;&nbsp; 647485 |
| &nbsp;&nbsp;&nbsp; 7.20%, 06/10/30 | 500 | &nbsp;&nbsp; 537845 |
| &nbsp;&nbsp;&nbsp; 5.73%, 09/05/30 | 1000 | &nbsp;&nbsp; 1023329 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/13/30 | 1100 | &nbsp;&nbsp; 1046036 |
| &nbsp;&nbsp;&nbsp; 6.05%, 03/05/31 | 700 | &nbsp;&nbsp; 722959 |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/17/31 | 800 | &nbsp;&nbsp; 739178 |
| &nbsp;&nbsp;&nbsp; 6.05%, 11/05/31 | 800 | &nbsp;&nbsp; 826170 |
| &nbsp;&nbsp;&nbsp; 6.53%, 03/19/32 | 500 | &nbsp;&nbsp; 527071 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/06/33 | 640 | &nbsp;&nbsp; 645502 |
| &nbsp;&nbsp;&nbsp; 7.12%, 11/07/33 | 945 | &nbsp;&nbsp; 1021584 |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/08/34<sup>(a)</sup> | 1050 | &nbsp;&nbsp; 1073605 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/07/35 | 800 | &nbsp;&nbsp; 834116 |
| &nbsp;&nbsp;&nbsp; 5.87%, 10/31/35<sup>(a)</sup> | 600 | &nbsp;&nbsp; 596759 |
| General Motors Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/01/27 | 487 | &nbsp;&nbsp; 487851 |
| &nbsp;&nbsp;&nbsp; 6.80%, 10/01/27 | 696 | &nbsp;&nbsp; 723423 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/15/28 | 441 | &nbsp;&nbsp; 452070 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/01/28<sup>(a)</sup> | 440 | &nbsp;&nbsp; 448520 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/15/29 | 665 | &nbsp;&nbsp; 689223 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/15/30 | 275 | &nbsp;&nbsp; 286464 |
| &nbsp;&nbsp;&nbsp; 5.60%, 10/15/32 | 850 | &nbsp;&nbsp; 888063 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/35 | 500 | &nbsp;&nbsp; 491791 |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/15/35 | 500 | &nbsp;&nbsp; 530642 |
| General Motors Financial Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.35%, 02/26/27 | 629 | &nbsp;&nbsp; 617997 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/09/27 | 800 | &nbsp;&nbsp; 807849 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/08/27 | 764 | &nbsp;&nbsp; 776359 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/27<sup>(a)</sup> | 275 | &nbsp;&nbsp; 278567 |
| &nbsp;&nbsp;&nbsp; 5.35%, 07/15/27 | 735 | &nbsp;&nbsp; 747903 |
| &nbsp;&nbsp;&nbsp; 2.70%, 08/20/27 | 585 | &nbsp;&nbsp; 573012 |
| &nbsp;&nbsp;&nbsp; 3.85%, 01/05/28 | 284 | &nbsp;&nbsp; 283173 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/09/28 | 588 | &nbsp;&nbsp; 607776 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/04/28 | 800 | &nbsp;&nbsp; 815637 |
| &nbsp;&nbsp;&nbsp; 2.40%, 04/10/28 | 630 | &nbsp;&nbsp; 607852 |
| &nbsp;&nbsp;&nbsp; 5.80%, 06/23/28 | 765 | &nbsp;&nbsp; 792537 |
| &nbsp;&nbsp;&nbsp; 2.40%, 10/15/28 | 802 | &nbsp;&nbsp; 766935 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/27/28<sup>(a)</sup> | 625 | &nbsp;&nbsp; 626609 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/07/29 | 1032 | &nbsp;&nbsp; 1076217 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/17/29 | 463 | &nbsp;&nbsp; 479723 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/06/29 | 750 | &nbsp;&nbsp; 750965 |
| &nbsp;&nbsp;&nbsp; 5.55%, 07/15/29 | 913 | &nbsp;&nbsp; 948018 |
| &nbsp;&nbsp;&nbsp; 4.90%, 10/06/29 | 1125 | &nbsp;&nbsp; 1143815 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/07/30 | 695 | &nbsp;&nbsp; 717953 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/06/30 | 765 | &nbsp;&nbsp; 803760 |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/21/30 | 735 | &nbsp;&nbsp; 709307 |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/15/30 | 275 | &nbsp;&nbsp; 285793 |
| &nbsp;&nbsp;&nbsp; 2.35%, 01/08/31 | 750 | &nbsp;&nbsp; 676112 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/08/31 | 555 | &nbsp;&nbsp; 554973 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/08/31 | 636 | &nbsp;&nbsp; 668148 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/10/31 | 638 | &nbsp;&nbsp; 580228 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/18/31 | 668 | &nbsp;&nbsp; 697029 |
| &nbsp;&nbsp;&nbsp; 3.10%, 01/12/32 | 934 | &nbsp;&nbsp; 855457 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Automobiles (continued)** | **Automobiles (continued)** | **Automobiles (continued)** |
| General Motors Financial Co., Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/04/32 | $250 | &nbsp;&nbsp; $260532 |
| &nbsp;&nbsp;&nbsp; 6.40%, 01/09/33 | 550 | &nbsp;&nbsp; 592697 |
| &nbsp;&nbsp;&nbsp; 6.10%, 01/07/34 | 768 | &nbsp;&nbsp; 813695 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/04/34 | 620 | &nbsp;&nbsp; 650339 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/06/34 | 425 | &nbsp;&nbsp; 431071 |
| &nbsp;&nbsp;&nbsp; 5.90%, 01/07/35<sup>(a)</sup> | 775 | &nbsp;&nbsp; 807166 |
| &nbsp;&nbsp;&nbsp; 6.15%, 07/15/35<sup>(a)</sup> | 475 | &nbsp;&nbsp; 501937 |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/08/36 | 370 | &nbsp;&nbsp; 371409 |
| Honda Motor Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.53%, 03/10/27 | 516 | &nbsp;&nbsp; 508606 |
| &nbsp;&nbsp;&nbsp; 4.44%, 07/08/28 | 575 | &nbsp;&nbsp; 580389 |
| &nbsp;&nbsp;&nbsp; 4.69%, 07/08/30 | 575 | &nbsp;&nbsp; 581256 |
| &nbsp;&nbsp;&nbsp; 2.97%, 03/10/32 | 537 | &nbsp;&nbsp; 491300 |
| &nbsp;&nbsp;&nbsp; 5.34%, 07/08/35 | 675 | &nbsp;&nbsp; 688730 |
| &nbsp;&nbsp;&nbsp; Mercedes-Benz Finance North America LLC, 8.50%, <br> 01/18/31<br>| 942 | &nbsp;&nbsp; 1112625 |
| PACCAR Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/04/27 | 225 | &nbsp;&nbsp; 221311 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/13/27 | 250 | &nbsp;&nbsp; 254136 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/23/27 | 225 | &nbsp;&nbsp; 226804 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/06/27 | 325 | &nbsp;&nbsp; 328550 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/10/28<sup>(a)</sup> | 200 | &nbsp;&nbsp; 203564 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/03/28 | 325 | &nbsp;&nbsp; 330193 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/08/28 | 125 | &nbsp;&nbsp; 125624 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/31/29 | 525 | &nbsp;&nbsp; 535765 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/26/29 | 200 | &nbsp;&nbsp; 200400 |
| &nbsp;&nbsp;&nbsp; 4.55%, 05/08/30 | 200 | &nbsp;&nbsp; 203560 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/22/34 | 375 | &nbsp;&nbsp; 385487 |
| &nbsp;&nbsp;&nbsp; Series R, 4.00%, 11/07/28 | 200 | &nbsp;&nbsp; 201029 |
| &nbsp;&nbsp;&nbsp; Series R, 3.90%, 02/05/29 | 175 | &nbsp;&nbsp; 175222 |
| Toyota Motor Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.19%, 06/30/27 | 300 | &nbsp;&nbsp; 301747 |
| &nbsp;&nbsp;&nbsp; 5.12%, 07/13/28 | 700 | &nbsp;&nbsp; 720494 |
| &nbsp;&nbsp;&nbsp; 3.67%, 07/20/28 | 278 | &nbsp;&nbsp; 277159 |
| &nbsp;&nbsp;&nbsp; 2.76%, 07/02/29 | 120 | &nbsp;&nbsp; 115185 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/30/30 | 650 | &nbsp;&nbsp; 656624 |
| &nbsp;&nbsp;&nbsp; 2.36%, 03/25/31 | 413 | &nbsp;&nbsp; 377592 |
| &nbsp;&nbsp;&nbsp; 5.12%, 07/13/33<sup>(a)</sup> | 175 | &nbsp;&nbsp; 181177 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/30/35<sup>(a)</sup> | 350 | &nbsp;&nbsp; 357834 |
| Toyota Motor Credit Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/22/27 | 829 | &nbsp;&nbsp; 822795 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/14/27 | 500 | &nbsp;&nbsp; 504871 |
| &nbsp;&nbsp;&nbsp; 1.15%, 08/13/27 | 150 | &nbsp;&nbsp; 144353 |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/20/27 | 500 | &nbsp;&nbsp; 506277 |
| &nbsp;&nbsp;&nbsp; 4.35%, 10/08/27 | 892 | &nbsp;&nbsp; 900724 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/10/27 | 450 | &nbsp;&nbsp; 462907 |
| &nbsp;&nbsp;&nbsp; 3.05%, 01/11/28<sup>(a)</sup> | 278 | &nbsp;&nbsp; 274464 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/12/28 | 652 | &nbsp;&nbsp; 662397 |
| &nbsp;&nbsp;&nbsp; 1.90%, 04/06/28 | 411 | &nbsp;&nbsp; 395093 |
| &nbsp;&nbsp;&nbsp; 4.05%, 09/05/28 | 400 | &nbsp;&nbsp; 402082 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/11/28 | 416 | &nbsp;&nbsp; 430189 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/05/29 | 607 | &nbsp;&nbsp; 619051 |
| &nbsp;&nbsp;&nbsp; 3.65%, 01/08/29 | 179 | &nbsp;&nbsp; 177879 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/16/29 | 712 | &nbsp;&nbsp; 734471 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/29/29 | 806 | &nbsp;&nbsp; 816767 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/09/29 | 675 | &nbsp;&nbsp; 686569 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/09/30 | 275 | &nbsp;&nbsp; 283211 |
| &nbsp;&nbsp;&nbsp; 2.15%, 02/13/30 | 413 | &nbsp;&nbsp; 383335 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/01/30 | 529 | &nbsp;&nbsp; 513989 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/30 | 470 | &nbsp;&nbsp; 481172 |
| &nbsp;&nbsp;&nbsp; 4.55%, 05/17/30 | 380 | &nbsp;&nbsp; 386110 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Automobiles (continued)** | **Automobiles (continued)** | **Automobiles (continued)** |
| Toyota Motor Credit Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/20/30 | 614 | &nbsp;&nbsp; $648947 |
| &nbsp;&nbsp;&nbsp; 1.65%, 01/10/31<sup>(a)</sup> | 706 | &nbsp;&nbsp; 624629 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/21/31 | 575 | &nbsp;&nbsp; 596393 |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/12/31 | 379 | &nbsp;&nbsp; 333291 |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/10/31 | 400 | &nbsp;&nbsp; 405288 |
| &nbsp;&nbsp;&nbsp; 2.40%, 01/13/32 | 350 | &nbsp;&nbsp; 313502 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/03/32 | 400 | &nbsp;&nbsp; 402816 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/12/33 | 478 | &nbsp;&nbsp; 482404 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/05/34 | 479 | &nbsp;&nbsp; 484531 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/09/35 | 535 | &nbsp;&nbsp; 557913 |
| &nbsp;&nbsp;&nbsp; Series B, 5.00%, 03/19/27 | 623 | &nbsp;&nbsp; 631781 |
| &nbsp;&nbsp;&nbsp; Series B, 3.75%, 01/12/28 | 400 | &nbsp;&nbsp; 400246 |
| &nbsp;&nbsp;&nbsp; Series B, 4.20%, 01/10/31 | 400 | &nbsp;&nbsp; 399107 |
| &nbsp;&nbsp;&nbsp; Series B, 4.80%, 01/11/36 | 400 | &nbsp;&nbsp; 396579 |
|  |  | &nbsp;&nbsp; 98142674 |
| **Banks — 25.5%** | **Banks — 25.5%** | **Banks — 25.5%** |
| African Development Bank, 4.38%, 03/14/28 | 1200 | &nbsp;&nbsp; 1218736 |
| Asian Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/25/28 | 1500 | &nbsp;&nbsp; 1505154 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/25/28 | 1900 | &nbsp;&nbsp; 1940971 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/12/33 | 1300 | &nbsp;&nbsp; 1293970 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/14/33 | 1000 | &nbsp;&nbsp; 985435 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/12/34<sup>(a)</sup> | 1300 | &nbsp;&nbsp; 1297257 |
| &nbsp;&nbsp;&nbsp; Asian Infrastructure Investment Bank, 4.13%, <br> 01/18/29<br>| 2000 | &nbsp;&nbsp; 2026391 |
| &nbsp;&nbsp;&nbsp; Associated Banc-Corp., (1-day SOFR + 3.03%), <br> 6.46%, 08/29/30<sup>(b)</sup><br>| 100 | &nbsp;&nbsp; 104133 |
| Australia & New Zealand Banking Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/16/27<sup>(a)</sup> | 380 | &nbsp;&nbsp; 386080 |
| &nbsp;&nbsp;&nbsp; 3.92%, 09/30/27 | 500 | &nbsp;&nbsp; 501803 |
| &nbsp;&nbsp;&nbsp; 4.36%, 06/18/28 | 250 | &nbsp;&nbsp; 252887 |
| &nbsp;&nbsp;&nbsp; 4.62%, 12/16/29 | 500 | &nbsp;&nbsp; 510508 |
| &nbsp;&nbsp;&nbsp; Series A, 3.92%, 12/08/28<sup>(a)</sup> | 500 | &nbsp;&nbsp; 500664 |
| Banco Bilbao Vizcaya Argentaria SA |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/13/29 | 600 | &nbsp;&nbsp; 621946 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.95%), 6.03%, 03/13/35<sup>(b)</sup> | 600 | &nbsp;&nbsp; 636579 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 2.70%), 6.14%, 09/14/28<sup>(b)</sup> | 400 | &nbsp;&nbsp; 413543 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 3.30%), 7.88%, 11/15/34<sup>(b)</sup> | 400 | &nbsp;&nbsp; 465042 |
| Banco Santander SA |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/11/27 | 400 | &nbsp;&nbsp; 400706 |
| &nbsp;&nbsp;&nbsp; 5.29%, 08/18/27 | 1000 | &nbsp;&nbsp; 1017843 |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/23/28 | 1000 | &nbsp;&nbsp; 994004 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/12/28 | 800 | &nbsp;&nbsp; 804777 |
| &nbsp;&nbsp;&nbsp; 5.59%, 08/08/28 | 800 | &nbsp;&nbsp; 829265 |
| &nbsp;&nbsp;&nbsp; 6.61%, 11/07/28 | 1000 | &nbsp;&nbsp; 1066284 |
| &nbsp;&nbsp;&nbsp; 3.31%, 06/27/29 | 600 | &nbsp;&nbsp; 583877 |
| &nbsp;&nbsp;&nbsp; 5.57%, 01/17/30 | 600 | &nbsp;&nbsp; 624534 |
| &nbsp;&nbsp;&nbsp; 3.49%, 05/28/30 | 800 | &nbsp;&nbsp; 771558 |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/06/30 | 800 | &nbsp;&nbsp; 800518 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/03/30 | 800 | &nbsp;&nbsp; 729290 |
| &nbsp;&nbsp;&nbsp; 2.96%, 03/25/31 | 600 | &nbsp;&nbsp; 555277 |
| &nbsp;&nbsp;&nbsp; 5.44%, 07/15/31 | 1150 | &nbsp;&nbsp; 1204567 |
| &nbsp;&nbsp;&nbsp; 6.92%, 08/08/33 | 1200 | &nbsp;&nbsp; 1324694 |
| &nbsp;&nbsp;&nbsp; 6.94%, 11/07/33 | 800 | &nbsp;&nbsp; 912866 |
| &nbsp;&nbsp;&nbsp; 6.35%, 03/14/34<sup>(a)</sup> | 600 | &nbsp;&nbsp; 643894 |
| &nbsp;&nbsp;&nbsp; 6.03%, 01/17/35 | 800 | &nbsp;&nbsp; 855136 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/06/35 | 800 | &nbsp;&nbsp; 798836 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.95%), 5.37%, 07/15/28<sup>(b)</sup> | 800 | &nbsp;&nbsp; 814530 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.25%), 5.55%, 03/14/28<sup>(b)</sup> | 800 | &nbsp;&nbsp; 812367 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.45%), 5.54%, 03/14/30<sup>(b)</sup> | 800 | &nbsp;&nbsp; 828602 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.60%), 3.23%, 11/22/32<sup>(b)</sup> | 800 | &nbsp;&nbsp; 733534 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Banco Santander SA (continued) |  |  |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 2.00%), 4.18%, 03/24/28<sup>(b)</sup> | $800 | &nbsp;&nbsp; $800402 |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/21/27 | 1961 | &nbsp;&nbsp; 1944992 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.83%), 4.98%, 01/24/29<sup>(b)</sup> | 1500 | &nbsp;&nbsp; 1527730 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.00%), 5.16%, 01/24/31<sup>(b)</sup> | 1705 | &nbsp;&nbsp; 1757963 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.06%), 2.09%, 06/14/29<sup>(b)</sup> | 1859 | &nbsp;&nbsp; 1775932 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.11%), 4.62%, 05/09/29<sup>(b)</sup> | 1440 | &nbsp;&nbsp; 1458994 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.21%), 2.57%, 10/20/32<sup>(b)</sup> | 2228 | &nbsp;&nbsp; 2009915 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.22%), 2.30%, 07/21/32<sup>(b)</sup> | 2350 | &nbsp;&nbsp; 2099249 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.31%), 5.51%, 01/24/36<sup>(b)</sup> | 2220 | &nbsp;&nbsp; 2303651 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.32%), 2.69%, 04/22/32<sup>(b)</sup> | 3267 | &nbsp;&nbsp; 2995560 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.33%), 2.97%, 02/04/33<sup>(b)</sup> | 2518 | &nbsp;&nbsp; 2301764 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.37%), 1.92%, 10/24/31<sup>(b)</sup> | 1609 | &nbsp;&nbsp; 1439305 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.53%), 1.90%, 07/23/31<sup>(b)</sup> | 1759 | &nbsp;&nbsp; 1582900 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.57%), 5.82%, 09/15/29<sup>(b)</sup> | 1832 | &nbsp;&nbsp; 1910133 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.58%), 4.38%, 04/27/28<sup>(b)</sup> | 1618 | &nbsp;&nbsp; 1624866 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.63%), 5.20%, 04/25/29<sup>(b)</sup> | 2040 | &nbsp;&nbsp; 2089215 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.64%), 5.46%, 05/09/36<sup>(b)</sup> | 1190 | &nbsp;&nbsp; 1230936 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.65%), 5.47%, 01/23/35<sup>(b)</sup> | 2979 | &nbsp;&nbsp; 3089665 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.70%), 5.74%, 02/12/36<sup>(b)</sup> | 1445 | &nbsp;&nbsp; 1495472 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.74%), 5.52%, 10/25/35<sup>(b)</sup> | 2200 | &nbsp;&nbsp; 2245675 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.83%), 4.57%, 04/27/33<sup>(b)</sup> | 2507 | &nbsp;&nbsp; 2494124 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.84%), 5.87%, 09/15/34<sup>(b)</sup> | 2500 | &nbsp;&nbsp; 2655177 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.91%), 5.29%, 04/25/34<sup>(b)</sup> | 3080 | &nbsp;&nbsp; 3162950 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.91%), 5.43%, 08/15/35<sup>(b)</sup> | 1600 | &nbsp;&nbsp; 1626908 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.99%), 6.20%, 11/10/28<sup>(b)</sup> | 1275 | &nbsp;&nbsp; 1322716 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.04%), 4.95%, 07/22/28<sup>(b)</sup> | 1855 | &nbsp;&nbsp; 1880598 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.15%), 2.59%, 04/29/31<sup>(b)</sup> | 1900 | &nbsp;&nbsp; 1771100 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.16%), 5.02%, 07/22/33<sup>(b)</sup> | 3176 | &nbsp;&nbsp; 3238272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.25%), 2.50%, <br> 02/13/31<sup>(b)</sup><br>| 2203 | &nbsp;&nbsp; 2053060 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.30%), 3.42%, <br> 12/20/28<sup>(b)</sup><br>| 3651 | &nbsp;&nbsp; 3611202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.33%), 3.97%, <br> 03/05/29<sup>(b)</sup><br>| 1513 | &nbsp;&nbsp; 1510203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.44%), 3.19%, <br> 07/23/30<sup>(b)</sup><br>| 1614 | &nbsp;&nbsp; 1560847 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.45%), 2.88%, <br> 10/22/30<sup>(b)</sup><br>| 1327 | &nbsp;&nbsp; 1265113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.47%), 3.97%, <br> 02/07/30<sup>(b)</sup><br>| 1859 | &nbsp;&nbsp; 1850029 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.57%), 4.27%, <br> 07/23/29<sup>(b)</sup><br>| 1817 | &nbsp;&nbsp; 1824823 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.63%), 3.59%, <br> 07/21/28<sup>(b)</sup><br>| 1113 | &nbsp;&nbsp; 1106179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.77%), 3.71%, <br> 04/24/28<sup>(b)</sup><br>| 1429 | &nbsp;&nbsp; 1423556 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.20%), 2.48%, 09/21/36<sup>(b)</sup> | 1229 | &nbsp;&nbsp; 1077824 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.00%), 3.85%, 03/08/37<sup>(b)</sup> | 1600 | &nbsp;&nbsp; 1501393 |
| &nbsp;&nbsp;&nbsp; Series L, 4.18%, 11/25/27 | 829 | &nbsp;&nbsp; 830123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series N, (1-day SOFR + 1.22%), 2.65%, <br> 03/11/32<sup>(b)</sup><br>| 1409 | &nbsp;&nbsp; 1292620 |
| Bank of Montreal |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 03/08/27 | 787 | &nbsp;&nbsp; 777219 |
| &nbsp;&nbsp;&nbsp; 5.37%, 06/04/27<sup>(a)</sup> | 400 | &nbsp;&nbsp; 407794 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/01/28 | 740 | &nbsp;&nbsp; 758052 |
| &nbsp;&nbsp;&nbsp; 5.72%, 09/25/28 | 700 | &nbsp;&nbsp; 729589 |
| &nbsp;&nbsp;&nbsp; 5.51%, 06/04/31 | 528 | &nbsp;&nbsp; 553766 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.25%), 4.64%, 09/10/30<sup>(b)</sup> | 545 | &nbsp;&nbsp; 552473 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 0.67%), 5.00%, 01/27/29<sup>(b)</sup> | 410 | &nbsp;&nbsp; 417597 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 0.75%), 4.06%, 09/22/28<sup>(b)</sup> | 500 | &nbsp;&nbsp; 500773 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.08%), 4.35%, 09/22/31<sup>(b)</sup> | 650 | &nbsp;&nbsp; 648625 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Bank of Montreal (continued) |  |  |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.40%), 3.09%, 01/10/37<sup>(b)</sup> | $734 | &nbsp;&nbsp; $661539 |
| &nbsp;&nbsp;&nbsp; (5-year USD Swap + 1.43%), 3.80%, 12/15/32<sup>(b)</sup> | 733 | &nbsp;&nbsp; 725456 |
| &nbsp;&nbsp;&nbsp; Series H, 4.70%, 09/14/27 | 700 | &nbsp;&nbsp; 708717 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series J, (1-day SOFR + 0.97%), 4.44%, <br> 01/14/32<sup>(b)</sup><br>| 700 | &nbsp;&nbsp; 698438 |
| &nbsp;&nbsp;&nbsp; Bank of New York Mellon, (1-day SOFR + 1.14%), <br> 4.73%, 04/20/29<sup>(b)</sup><br>| 760 | &nbsp;&nbsp; 772759 |
| Bank of New York Mellon Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/16/27 | 620 | &nbsp;&nbsp; 617132 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/29/28 | 563 | &nbsp;&nbsp; 559141 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/28/28 | 343 | &nbsp;&nbsp; 343882 |
| &nbsp;&nbsp;&nbsp; 1.65%, 07/14/28 | 225 | &nbsp;&nbsp; 214307 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/30/28 | 375 | &nbsp;&nbsp; 365899 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/26/29 | 472 | &nbsp;&nbsp; 472192 |
| &nbsp;&nbsp;&nbsp; 3.30%, 08/23/29 | 529 | &nbsp;&nbsp; 514820 |
| &nbsp;&nbsp;&nbsp; 1.65%, 01/28/31 | 575 | &nbsp;&nbsp; 509470 |
| &nbsp;&nbsp;&nbsp; 1.80%, 07/28/31 | 229 | &nbsp;&nbsp; 201193 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/26/32<sup>(a)</sup> | 413 | &nbsp;&nbsp; 376391 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.63%), 4.03%, 01/22/30<sup>(b)</sup> | 335 | &nbsp;&nbsp; 334607 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.68%), 4.44%, 06/09/28<sup>(b)</sup> | 494 | &nbsp;&nbsp; 497665 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.84%), 4.89%, 07/21/28<sup>(b)</sup> | 525 | &nbsp;&nbsp; 532968 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.89%), 4.94%, 02/11/31<sup>(b)</sup> | 751 | &nbsp;&nbsp; 771492 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.09%), 4.98%, 03/14/30<sup>(a)(b)</sup> | 800 | &nbsp;&nbsp; 822388 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.15%), 3.99%, 06/13/28<sup>(b)</sup> | 100 | &nbsp;&nbsp; 100120 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.17%), 4.54%, 02/01/29<sup>(b)</sup> | 700 | &nbsp;&nbsp; 708140 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.23%), 5.06%, 07/22/32<sup>(b)</sup> | 525 | &nbsp;&nbsp; 542069 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.25%), 5.23%, 11/20/35<sup>(b)</sup> | 475 | &nbsp;&nbsp; 487816 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.35%), 5.32%, 06/06/36<sup>(b)</sup> | 500 | &nbsp;&nbsp; 515055 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.42%), 4.29%, 06/13/33<sup>(a)(b)</sup> | 500 | &nbsp;&nbsp; 493073 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.42%), 5.19%, 03/14/35<sup>(b)</sup> | 600 | &nbsp;&nbsp; 617504 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.51%), 4.71%, 02/01/34<sup>(b)</sup> | 500 | &nbsp;&nbsp; 500819 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.60%), 6.32%, 10/25/29<sup>(b)</sup> | 575 | &nbsp;&nbsp; 608875 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.76%), 4.60%, 07/26/30<sup>(b)</sup> | 300 | &nbsp;&nbsp; 305254 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.77%), 5.61%, 07/21/39<sup>(b)</sup> | 300 | &nbsp;&nbsp; 312925 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.85%), 6.47%, 10/25/34<sup>(b)</sup> | 825 | &nbsp;&nbsp; 918197 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.80%), 5.80%, 10/25/28<sup>(b)</sup> | 490 | &nbsp;&nbsp; 505666 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 2.07%), 5.83%, 10/25/33<sup>(b)</sup> | 712 | &nbsp;&nbsp; 764733 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.33%), 3.44%, <br> 02/07/28<sup>(b)</sup><br>| 575 | &nbsp;&nbsp; 572626 |
| &nbsp;&nbsp;&nbsp; Series J, 1.90%, 01/25/29 | 250 | &nbsp;&nbsp; 235972 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series J, (1-day SOFR + 1.61%), 4.97%, <br> 04/26/34<sup>(b)</sup><br>| 740 | &nbsp;&nbsp; 751672 |
| Bank of Nova Scotia |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 02/02/27 | 429 | &nbsp;&nbsp; 421316 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/11/27 | 372 | &nbsp;&nbsp; 368534 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/04/27<sup>(a)</sup> | 549 | &nbsp;&nbsp; 559872 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/12/28 | 360 | &nbsp;&nbsp; 370794 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/01/29<sup>(a)</sup> | 475 | &nbsp;&nbsp; 494798 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/01/30 | 900 | &nbsp;&nbsp; 919630 |
| &nbsp;&nbsp;&nbsp; 2.15%, 08/01/31 | 329 | &nbsp;&nbsp; 292970 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/02/32 | 553 | &nbsp;&nbsp; 494507 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/01/34 | 550 | &nbsp;&nbsp; 580797 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.73%), 4.25%, 02/02/30<sup>(b)(c)</sup> | 525 | &nbsp;&nbsp; 525971 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.76%), 4.04%, 09/15/28<sup>(a)(b)</sup> | 300 | &nbsp;&nbsp; 300092 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.89%), 4.93%, 02/14/29<sup>(b)</sup> | 864 | &nbsp;&nbsp; 880114 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.00%), 4.40%, 09/08/28<sup>(b)</sup> | 683 | &nbsp;&nbsp; 687116 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.05%), 4.81%, 02/02/34<sup>(b)(c)</sup> | 675 | &nbsp;&nbsp; 675146 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.07%), 5.13%, 02/14/31<sup>(b)</sup> | 750 | &nbsp;&nbsp; 771504 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.09%), 4.34%, 09/15/31<sup>(b)</sup> | 600 | &nbsp;&nbsp; 597447 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.44%), 4.74%, 11/10/32<sup>(b)</sup> | 475 | &nbsp;&nbsp; 479092 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.05%), 4.59%, 05/04/37<sup>(b)</sup> | 664 | &nbsp;&nbsp; 649405 |
| BankUnited, Inc., 5.13%, 06/11/30 | 150 | &nbsp;&nbsp; 150527 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Barclays PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.34%, 01/10/28 | $700 | &nbsp;&nbsp; $701905 |
| &nbsp;&nbsp;&nbsp; 4.84%, 05/09/28 | 1178 | &nbsp;&nbsp; 1186924 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.96%), 5.09%, 02/25/29<sup>(b)</sup> | 800 | &nbsp;&nbsp; 815040 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.08%), 4.48%, 11/11/29<sup>(b)</sup> | 950 | &nbsp;&nbsp; 955560 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.23%), 5.37%, 02/25/31<sup>(b)</sup> | 1100 | &nbsp;&nbsp; 1135159 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.34%), 4.84%, 09/10/28<sup>(b)</sup> | 600 | &nbsp;&nbsp; 606881 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.49%), 5.67%, 03/12/28<sup>(b)</sup> | 800 | &nbsp;&nbsp; 813539 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.56%), 4.94%, 09/10/30<sup>(b)</sup> | 1000 | &nbsp;&nbsp; 1018486 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.59%), 5.79%, 02/25/36<sup>(b)</sup> | 1200 | &nbsp;&nbsp; 1250310 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.74%), 5.69%, 03/12/30<sup>(b)</sup> | 1200 | &nbsp;&nbsp; 1249234 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.91%), 5.34%, 09/10/35<sup>(b)</sup> | 1200 | &nbsp;&nbsp; 1214060 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.22%), 6.49%, 09/13/29<sup>(b)</sup> | 650 | &nbsp;&nbsp; 686100 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.62%), 6.69%, 09/13/34<sup>(b)</sup> | 1000 | &nbsp;&nbsp; 1103495 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.98%), 6.22%, 05/09/34<sup>(b)</sup> | 1300 | &nbsp;&nbsp; 1394081 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 3.57%), 7.12%, 06/27/34<sup>(b)</sup> | 900 | &nbsp;&nbsp; 1004062 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.20%), 2.67%, 03/10/32<sup>(b)</sup> | 810 | &nbsp;&nbsp; 737264 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.30%), 2.89%, 11/24/32<sup>(b)</sup> | 600 | &nbsp;&nbsp; 544819 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.90%), 2.65%, 06/24/31<sup>(b)</sup> | 1000 | &nbsp;&nbsp; 927275 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 2.65%), 5.50%, 08/09/28<sup>(b)</sup> | 1100 | &nbsp;&nbsp; 1123052 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 3.00%), 5.75%, 08/09/33<sup>(b)</sup> | 600 | &nbsp;&nbsp; 629147 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 3.30%), 7.39%, 11/02/28<sup>(b)</sup> | 900 | &nbsp;&nbsp; 949483 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 3.50%), 7.44%, 11/02/33<sup>(b)</sup> | 1200 | &nbsp;&nbsp; 1370601 |
| &nbsp;&nbsp;&nbsp; (3-mo. SOFR US + 2.16%), 4.97%, 05/16/29<sup>(b)</sup> | 1195 | &nbsp;&nbsp; 1215421 |
| &nbsp;&nbsp;&nbsp; (3-mo. SOFR US + 3.32%), 5.09%, 06/20/30<sup>(b)</sup> | 1078 | &nbsp;&nbsp; 1097671 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.90%), 3.56%, 09/23/35<sup>(b)</sup> | 678 | &nbsp;&nbsp; 641207 |
| BOKF NA, (5-year CMT + 2.00%), 6.11%, 11/06/40<sup>(b)</sup> | 250 | &nbsp;&nbsp; 256675 |
| Canadian Imperial Bank of Commerce |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/07/27 | 650 | &nbsp;&nbsp; 647397 |
| &nbsp;&nbsp;&nbsp; 5.24%, 06/28/27 | 1100 | &nbsp;&nbsp; 1120444 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/28/28 | 572 | &nbsp;&nbsp; 584376 |
| &nbsp;&nbsp;&nbsp; 5.99%, 10/03/28<sup>(a)</sup> | 250 | &nbsp;&nbsp; 262041 |
| &nbsp;&nbsp;&nbsp; 5.26%, 04/08/29 | 800 | &nbsp;&nbsp; 827774 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/07/32 | 664 | &nbsp;&nbsp; 633355 |
| &nbsp;&nbsp;&nbsp; 6.09%, 10/03/33 | 650 | &nbsp;&nbsp; 703757 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.03%), 4.86%, 03/30/29<sup>(b)</sup> | 834 | &nbsp;&nbsp; 847457 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.11%), 5.25%, 01/13/31<sup>(b)</sup> | 675 | &nbsp;&nbsp; 696506 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.34%), 4.63%, 09/11/30<sup>(b)</sup> | 525 | &nbsp;&nbsp; 532002 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 0.60%), 4.24%, 09/08/28<sup>(b)</sup> | 600 | &nbsp;&nbsp; 602166 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 0.79%), 4.28%, 01/29/30<sup>(b)</sup> | 575 | &nbsp;&nbsp; 576584 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.17%), 4.58%, 09/08/31<sup>(b)</sup> | 600 | &nbsp;&nbsp; 604275 |
| Capital One NA |  |  |
| &nbsp;&nbsp;&nbsp; Series BKNT, 4.65%, 09/13/28 | 350 | &nbsp;&nbsp; 354754 |
| &nbsp;&nbsp;&nbsp; Series BKNT, 2.70%, 02/06/30 | 300 | &nbsp;&nbsp; 282427 |
| Citibank N.A. |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/29/28<sup>(a)</sup> | 1150 | &nbsp;&nbsp; 1203857 |
| &nbsp;&nbsp;&nbsp; 4.84%, 08/06/29 | 950 | &nbsp;&nbsp; 971726 |
| &nbsp;&nbsp;&nbsp; Series BKNT, 5.57%, 04/30/34 | 1210 | &nbsp;&nbsp; 1273366 |
| Citibank NA |  |  |
| &nbsp;&nbsp;&nbsp; Class BN, 4.58%, 05/29/27 | 1500 | &nbsp;&nbsp; 1513696 |
| &nbsp;&nbsp;&nbsp; Class BN, 4.91%, 05/29/30 | 2080 | &nbsp;&nbsp; 2134111 |
| Citigroup, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/29/27 | 2541 | &nbsp;&nbsp; 2557870 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/25/28 | 1138 | &nbsp;&nbsp; 1138969 |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/15/32<sup>(a)</sup> | 526 | &nbsp;&nbsp; 581292 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/22/33<sup>(a)</sup> | 300 | &nbsp;&nbsp; 319924 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/31/33 | 600 | &nbsp;&nbsp; 640970 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.87%), 4.79%, 03/04/29<sup>(b)</sup> | 1750 | &nbsp;&nbsp; 1774933 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.14%), 4.64%, 05/07/28<sup>(b)</sup> | 1497 | &nbsp;&nbsp; 1508427 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.15%), 2.67%, 01/29/31<sup>(b)</sup> | 1429 | &nbsp;&nbsp; 1338592 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.17%), 4.50%, 09/11/31<sup>(b)</sup> | 1855 | &nbsp;&nbsp; 1856468 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.17%), 2.56%, 05/01/32<sup>(b)</sup> | 1948 | &nbsp;&nbsp; 1766094 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.18%), 2.52%, 11/03/32<sup>(b)</sup> | 1200 | &nbsp;&nbsp; 1073867 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Citigroup, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.28%), 3.07%, 02/24/28<sup>(b)</sup> | $1329 | &nbsp;&nbsp; $1315952 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.34%), 4.54%, 09/19/30<sup>(b)</sup> | 1875 | &nbsp;&nbsp; 1890957 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.35%), 3.06%, 01/25/33<sup>(b)</sup> | 1913 | &nbsp;&nbsp; 1750844 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.36%), 5.17%, 02/13/30<sup>(b)</sup> | 1920 | &nbsp;&nbsp; 1972636 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.42%), 2.98%, 11/05/30<sup>(b)</sup> | 1820 | &nbsp;&nbsp; 1734833 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.45%), 5.45%, 06/11/35<sup>(b)</sup> | 1500 | &nbsp;&nbsp; 1544294 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.46%), 4.95%, 05/07/31<sup>(b)</sup> | 1200 | &nbsp;&nbsp; 1223897 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.47%), 5.33%, 03/27/36<sup>(b)</sup> | 1550 | &nbsp;&nbsp; 1578783 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.49%), 5.17%, 09/11/36<sup>(a)(b)</sup> | 1810 | &nbsp;&nbsp; 1819576 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.83%), 6.02%, 01/24/36<sup>(b)</sup> | 1955 | &nbsp;&nbsp; 2040208 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.89%), 4.66%, 05/24/28<sup>(b)</sup> | 700 | &nbsp;&nbsp; 705715 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.94%), 3.79%, 03/17/33<sup>(b)</sup> | 1877 | &nbsp;&nbsp; 1786201 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.06%), 5.83%, 02/13/35<sup>(b)</sup> | 1625 | &nbsp;&nbsp; 1680729 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.09%), 4.91%, 05/24/33<sup>(b)</sup> | 1550 | &nbsp;&nbsp; 1565269 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.11%), 2.57%, 06/03/31<sup>(b)</sup> | 2143 | &nbsp;&nbsp; 1985821 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.34%), 6.27%, 11/17/33<sup>(b)</sup> | 1400 | &nbsp;&nbsp; 1521570 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.66%), 6.17%, 05/25/34<sup>(b)</sup> | 1935 | &nbsp;&nbsp; 2051435 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 3.91%), 4.41%, 03/31/31<sup>(b)</sup> | 2579 | &nbsp;&nbsp; 2578003 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.41%), 3.52%, <br> 10/27/28<sup>(b)</sup><br>| 1451 | &nbsp;&nbsp; 1439300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.45%), 4.08%, <br> 04/23/29<sup>(b)</sup><br>| 1300 | &nbsp;&nbsp; 1300079 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.60%), 3.98%, <br> 03/20/30<sup>(b)</sup><br>| 1773 | &nbsp;&nbsp; 1758831 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.65%), 3.67%, <br> 07/24/28<sup>(b)</sup><br>| 1554 | &nbsp;&nbsp; 1546094 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.28%), 5.59%, 11/19/34<sup>(b)</sup> | 802 | &nbsp;&nbsp; 825128 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.73%), 5.41%, 09/19/39<sup>(b)</sup> | 700 | &nbsp;&nbsp; 700371 |
| &nbsp;&nbsp;&nbsp; Citizens Bank NA, (1-day SOFR + 2.00%), 4.58%, <br> 08/09/28<sup>(b)</sup><br>| 600 | &nbsp;&nbsp; 604360 |
| &nbsp;&nbsp;&nbsp; Citizens Bank NA/Providence, (1-day SOFR + <br> 0.70%), 4.19%, 01/29/29<sup>(b)</sup><br>| 250 | &nbsp;&nbsp; 250377 |
| Citizens Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/06/30 | 279 | &nbsp;&nbsp; 260066 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/30/30 | 550 | &nbsp;&nbsp; 525641 |
| &nbsp;&nbsp;&nbsp; 2.64%, 09/30/32 | 400 | &nbsp;&nbsp; 348376 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.26%), 5.25%, 03/05/31<sup>(b)</sup> | 475 | &nbsp;&nbsp; 486981 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.91%), 5.72%, 07/23/32<sup>(b)</sup> | 725 | &nbsp;&nbsp; 758881 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.01%), 5.84%, 01/23/30<sup>(b)</sup> | 792 | &nbsp;&nbsp; 826233 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.33%), 6.65%, 04/25/35<sup>(b)</sup> | 450 | &nbsp;&nbsp; 492563 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.45%), 5.30%, 01/29/36<sup>(b)</sup> | 260 | &nbsp;&nbsp; 261228 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.75%), 5.64%, 05/21/37<sup>(b)</sup> | 200 | &nbsp;&nbsp; 203856 |
| &nbsp;&nbsp;&nbsp; Comerica Bank, (1-day SOFR + 2.61%), 5.33%, <br> 08/25/33<sup>(b)</sup><br>| 250 | &nbsp;&nbsp; 252473 |
| Comerica, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/29 | 429 | &nbsp;&nbsp; 426586 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.16%), 5.98%, 01/30/30<sup>(b)</sup> | 548 | &nbsp;&nbsp; 572795 |
| Commonwealth Bank of Australia |  |  |
| &nbsp;&nbsp;&nbsp; 4.42%, 03/14/28 | 500 | &nbsp;&nbsp; 506383 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/01/30 | 380 | &nbsp;&nbsp; 379558 |
| Cooperatieve Rabobank UA |  |  |
| &nbsp;&nbsp;&nbsp; 5.04%, 03/05/27 | 500 | &nbsp;&nbsp; 506622 |
| &nbsp;&nbsp;&nbsp; 4.37%, 05/27/27 | 250 | &nbsp;&nbsp; 251944 |
| &nbsp;&nbsp;&nbsp; 3.74%, 01/14/28 | 250 | &nbsp;&nbsp; 250086 |
| &nbsp;&nbsp;&nbsp; 4.88%, 01/21/28 | 500 | &nbsp;&nbsp; 510834 |
| &nbsp;&nbsp;&nbsp; 3.96%, 10/17/28 | 250 | &nbsp;&nbsp; 250943 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/09/29 | 250 | &nbsp;&nbsp; 255908 |
| &nbsp;&nbsp;&nbsp; 4.49%, 10/17/29 | 500 | &nbsp;&nbsp; 508869 |
| &nbsp;&nbsp;&nbsp; 4.16%, 01/14/31 | 250 | &nbsp;&nbsp; 249124 |
| Corp. Andina de Fomento, 5.00%, 01/24/29 | 1200 | &nbsp;&nbsp; 1235859 |
| Deutsche Bank AG |  |  |
| &nbsp;&nbsp;&nbsp; 5.41%, 05/10/29 | 480 | &nbsp;&nbsp; 498956 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Deutsche Bank AG (continued) |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.10%), 4.47%, 12/10/31<sup>(b)</sup> | $650 | &nbsp;&nbsp; $648854 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.30%), 4.95%, 08/04/31<sup>(b)</sup> | 1075 | &nbsp;&nbsp; 1087714 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.59%), 5.71%, 02/08/28<sup>(b)</sup> | 600 | &nbsp;&nbsp; 609389 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.70%), 5.00%, 09/11/30<sup>(b)</sup> | 1000 | &nbsp;&nbsp; 1017021 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.72%), 5.30%, 05/09/31<sup>(b)</sup> | 900 | &nbsp;&nbsp; 921721 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.72%), 3.04%, 05/28/32<sup>(b)</sup> | 655 | &nbsp;&nbsp; 600746 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.05%), 5.40%, 09/11/35<sup>(b)</sup> | 1000 | &nbsp;&nbsp; 1013912 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.26%), 3.74%, 01/07/33<sup>(b)</sup> | 750 | &nbsp;&nbsp; 698129 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.51%), 6.82%, 11/20/29<sup>(b)</sup> | 750 | &nbsp;&nbsp; 799184 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.76%), 3.73%, 01/14/32<sup>(b)</sup> | 650 | &nbsp;&nbsp; 616114 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 3.04%), 3.55%, 09/18/31<sup>(b)</sup> | 959 | &nbsp;&nbsp; 912779 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 3.18%), 6.72%, 01/18/29<sup>(b)</sup> | 1150 | &nbsp;&nbsp; 1204318 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 3.65%), 7.08%, 02/10/34<sup>(b)</sup> | 850 | &nbsp;&nbsp; 934037 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 5.44%), 5.88%, 07/08/31<sup>(b)</sup> | 400 | &nbsp;&nbsp; 414772 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5-year USD SOFR ICE Swap + 2.55%), 4.88%, <br> 12/01/32<sup>(b)</sup><br>| 550 | &nbsp;&nbsp; 552259 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.21%), 5.37%, 01/10/29<sup>(b)</sup> | 750 | &nbsp;&nbsp; 765960 |
| &nbsp;&nbsp;&nbsp; European Bank for Reconstruction & Development, <br> 4.38%, 03/09/28<br>| 2000 | &nbsp;&nbsp; 2030308 |
| European Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/15/28 | 2800 | &nbsp;&nbsp; 2816987 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/16/28 | 2400 | &nbsp;&nbsp; 2454884 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/15/29 | 3500 | &nbsp;&nbsp; 3536566 |
| &nbsp;&nbsp;&nbsp; 3.63%, 07/15/30<sup>(a)</sup> | 3200 | &nbsp;&nbsp; 3177953 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/14/33 | 3000 | &nbsp;&nbsp; 2941508 |
| Fifth Third Bancorp |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 05/05/27 | 471 | &nbsp;&nbsp; 462919 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/14/28 | 500 | &nbsp;&nbsp; 499629 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.95%), 4.57%, 04/29/32<sup>(b)</sup> | 690 | &nbsp;&nbsp; 689321 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.24%), 5.14%, 01/29/37<sup>(b)</sup> | 680 | &nbsp;&nbsp; 675919 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.36%), 4.06%, 04/25/28<sup>(b)</sup> | 279 | &nbsp;&nbsp; 278801 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.49%), 4.90%, 09/06/30<sup>(b)</sup> | 400 | &nbsp;&nbsp; 406679 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.66%), 4.34%, 04/25/33<sup>(a)(b)</sup> | 479 | &nbsp;&nbsp; 468780 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.84%), 5.63%, 01/29/32<sup>(b)</sup> | 540 | &nbsp;&nbsp; 565702 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.34%), 6.34%, 07/27/29<sup>(b)</sup> | 762 | &nbsp;&nbsp; 800629 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 2.13%), 4.77%, 07/28/30<sup>(b)</sup> | 670 | &nbsp;&nbsp; 678595 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 2.19%), 6.36%, 10/27/28<sup>(b)</sup> | 384 | &nbsp;&nbsp; 398715 |
| Fifth Third Bank N.A., Series BKNT, 2.25%, 02/01/27 | 350 | &nbsp;&nbsp; 344555 |
| First Citizens BancShares, Inc.<sup>(b)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.41%), 5.23%, 03/12/31 | 972 | &nbsp;&nbsp; 985745 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.97%), 6.25%, 03/12/40 | 456 | &nbsp;&nbsp; 463798 |
| First Horizon Bank, Series BKNT, 5.75%, 05/01/30 | 250 | &nbsp;&nbsp; 258021 |
| &nbsp;&nbsp;&nbsp; First Horizon Corp., (1-day SOFR + 1.77%), 5.51%, <br> 03/07/31<sup>(b)</sup><br>| 304 | &nbsp;&nbsp; 313042 |
| First-Citizens Bank & Trust Co., 6.13%, 03/09/28 | 225 | &nbsp;&nbsp; 232819 |
| &nbsp;&nbsp;&nbsp; FNB Corp., (1-day SOFR Index + 1.93%), 5.72%, <br> 12/11/30<sup>(b)</sup><br>| 295 | &nbsp;&nbsp; 301727 |
| Goldman Sachs Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 02/07/30 | 1309 | &nbsp;&nbsp; 1229015 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/15/30 | 1634 | &nbsp;&nbsp; 1609219 |
| &nbsp;&nbsp;&nbsp; 6.13%, 02/15/33 | 518 | &nbsp;&nbsp; 564062 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.71%), 4.15%, 01/21/29<sup>(b)</sup> | 3700 | &nbsp;&nbsp; 3702635 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.90%), 4.15%, 10/21/29<sup>(b)</sup> | 1650 | &nbsp;&nbsp; 1648782 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.96%), 4.52%, 01/21/32<sup>(b)</sup> | 3700 | &nbsp;&nbsp; 3697508 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.06%), 4.37%, 10/21/31<sup>(b)</sup> | 1950 | &nbsp;&nbsp; 1939580 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.08%), 5.21%, 01/28/31<sup>(b)</sup> | 1400 | &nbsp;&nbsp; 1443178 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.09%), 1.99%, 01/27/32<sup>(b)</sup> | 1710 | &nbsp;&nbsp; 1517329 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.14%), 4.69%, 10/23/30<sup>(b)</sup> | 1420 | &nbsp;&nbsp; 1439531 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.19%), 5.07%, 01/21/37<sup>(b)</sup> | 2460 | &nbsp;&nbsp; 2449406 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.21%), 5.05%, 07/23/30<sup>(b)</sup> | 1600 | &nbsp;&nbsp; 1638734 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.25%), 2.38%, 07/21/32<sup>(b)</sup> | 2719 | &nbsp;&nbsp; 2431675 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Goldman Sachs Group, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.26%), 2.65%, 10/21/32<sup>(b)</sup> | $1981 | &nbsp;&nbsp; $1789012 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.27%), 5.73%, 04/25/30<sup>(b)</sup> | 1495 | &nbsp;&nbsp; 1560858 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.28%), 2.62%, 04/22/32<sup>(b)</sup> | 2418 | &nbsp;&nbsp; 2201461 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.32%), 4.94%, 04/23/28<sup>(b)</sup> | 1567 | &nbsp;&nbsp; 1583662 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.33%), 4.94%, 10/21/36<sup>(b)</sup> | 2250 | &nbsp;&nbsp; 2219077 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.38%), 5.54%, 01/28/36<sup>(b)</sup> | 1900 | &nbsp;&nbsp; 1963648 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.41%), 3.10%, 02/24/33<sup>(b)</sup> | 2844 | &nbsp;&nbsp; 2612571 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.42%), 5.02%, 10/23/35<sup>(b)</sup> | 2265 | &nbsp;&nbsp; 2264732 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.55%), 5.85%, 04/25/35<sup>(b)</sup> | 1635 | &nbsp;&nbsp; 1728063 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.55%), 5.33%, 07/23/35<sup>(b)</sup> | 1950 | &nbsp;&nbsp; 1994047 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.58%), 5.22%, 04/23/31<sup>(b)</sup> | 2275 | &nbsp;&nbsp; 2342783 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.73%), 4.48%, 08/23/28<sup>(b)</sup> | 1653 | &nbsp;&nbsp; 1662995 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.77%), 6.48%, 10/24/29<sup>(b)</sup> | 1626 | &nbsp;&nbsp; 1721358 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.85%), 3.62%, 03/15/28<sup>(b)</sup> | 2121 | &nbsp;&nbsp; 2111306 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.95%), 6.56%, 10/24/34<sup>(b)</sup> | 800 | &nbsp;&nbsp; 885204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.42%), 3.81%, <br> 04/23/29<sup>(b)</sup><br>| 1659 | &nbsp;&nbsp; 1648680 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.56%), 4.22%, <br> 05/01/29<sup>(b)</sup><br>| 2279 | &nbsp;&nbsp; 2283730 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.77%), 3.69%, <br> 06/05/28<sup>(b)</sup><br>| 1573 | &nbsp;&nbsp; 1566116 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.18%), 5.39%, 02/02/41<sup>(b)(c)</sup> | 1225 | &nbsp;&nbsp; 1213632 |
| HSBC Bank USA NA, Series BKNT, 5.88%, 11/01/34 | 250 | &nbsp;&nbsp; 264397 |
| HSBC Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/31/30 | 1586 | &nbsp;&nbsp; 1623783 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.03%), 4.90%, 03/03/29<sup>(b)</sup> | 900 | &nbsp;&nbsp; 913048 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.04%), 5.13%, 11/19/28<sup>(b)</sup> | 900 | &nbsp;&nbsp; 916129 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.06%), 5.60%, 05/17/28<sup>(b)</sup> | 955 | &nbsp;&nbsp; 973032 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.19%), 4.62%, 11/06/31<sup>(b)</sup> | 1400 | &nbsp;&nbsp; 1405123 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.19%), 2.80%, 05/24/32<sup>(b)</sup> | 1864 | &nbsp;&nbsp; 1704857 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.29%), 2.21%, 08/17/29<sup>(b)</sup> | 1250 | &nbsp;&nbsp; 1190169 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.29%), 5.29%, 11/19/30<sup>(b)</sup> | 1450 | &nbsp;&nbsp; 1497250 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.29%), 5.13%, 03/03/31<sup>(b)</sup> | 1320 | &nbsp;&nbsp; 1352873 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.41%), 2.87%, 11/22/32<sup>(b)</sup> | 1310 | &nbsp;&nbsp; 1188991 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.43%), 5.13%, 11/06/36<sup>(b)</sup> | 1400 | &nbsp;&nbsp; 1397677 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.46%), 5.55%, 03/04/30<sup>(b)</sup> | 800 | &nbsp;&nbsp; 829092 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.52%), 5.73%, 05/17/32<sup>(b)</sup> | 800 | &nbsp;&nbsp; 841023 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.56%), 5.45%, 03/03/36<sup>(b)</sup> | 1400 | &nbsp;&nbsp; 1437589 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.57%), 5.24%, 05/13/31<sup>(b)</sup> | 1400 | &nbsp;&nbsp; 1440787 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.73%), 2.01%, 09/22/28<sup>(a)(b)</sup> | 1278 | &nbsp;&nbsp; 1235861 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.78%), 5.72%, 03/04/35<sup>(b)</sup> | 800 | &nbsp;&nbsp; 840610 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.88%), 5.79%, 05/13/36<sup>(b)</sup> | 1200 | &nbsp;&nbsp; 1261137 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.90%), 5.87%, 11/18/35<sup>(b)</sup> | 1150 | &nbsp;&nbsp; 1196322 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.95%), 2.36%, 08/18/31<sup>(b)</sup> | 1000 | &nbsp;&nbsp; 911335 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.96%), 5.74%, 09/10/36<sup>(a)(b)</sup> | 1000 | &nbsp;&nbsp; 1025974 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.97%), 6.16%, 03/09/29<sup>(b)</sup> | 1550 | &nbsp;&nbsp; 1610891 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.11%), 4.76%, 06/09/28<sup>(b)</sup> | 1500 | &nbsp;&nbsp; 1513353 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.39%), 2.85%, 06/04/31<sup>(b)</sup> | 1010 | &nbsp;&nbsp; 945057 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.39%), 6.25%, 03/09/34<sup>(b)</sup> | 1000 | &nbsp;&nbsp; 1082532 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.53%), 4.76%, 03/29/33<sup>(b)</sup> | 1335 | &nbsp;&nbsp; 1326136 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.61%), 5.21%, 08/11/28<sup>(b)</sup> | 1500 | &nbsp;&nbsp; 1524830 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.87%), 5.40%, 08/11/33<sup>(b)</sup> | 1650 | &nbsp;&nbsp; 1705756 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.98%), 6.55%, 06/20/34<sup>(b)</sup> | 1200 | &nbsp;&nbsp; 1296313 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 3.02%), 7.40%, 11/13/34<sup>(b)</sup> | 1170 | &nbsp;&nbsp; 1330037 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 4.25%), 8.11%, 11/03/33<sup>(b)</sup> | 1400 | &nbsp;&nbsp; 1637215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.80%), 4.58%, <br> 06/19/29<sup>(b)</sup><br>| 2289 | &nbsp;&nbsp; 2310109 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.81%), 4.04%, <br> 03/13/28<sup>(b)</sup><br>| 1689 | &nbsp;&nbsp; 1688830 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.87%), 3.97%, <br> 05/22/30<sup>(b)</sup><br>| 2039 | &nbsp;&nbsp; 2017727 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| HSBC Holdings PLC (continued) |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 3.35%), 7.39%, 11/03/28<sup>(b)</sup> | $1805 | &nbsp;&nbsp; $1904805 |
| HSBC USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.29%, 03/04/27 | 635 | &nbsp;&nbsp; 644477 |
| &nbsp;&nbsp;&nbsp; 4.65%, 06/03/28 | 600 | &nbsp;&nbsp; 609332 |
| Huntington Bancshares, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 02/04/30 | 440 | &nbsp;&nbsp; 410478 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.99%), 4.62%, 01/28/32<sup>(b)</sup> | 625 | &nbsp;&nbsp; 625957 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.28%), 5.27%, 01/15/31<sup>(b)</sup> | 706 | &nbsp;&nbsp; 726371 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.97%), 4.44%, 08/04/28<sup>(b)</sup> | 450 | &nbsp;&nbsp; 452614 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.02%), 6.21%, 08/21/29<sup>(b)</sup> | 600 | &nbsp;&nbsp; 628797 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.05%), 5.02%, 05/17/33<sup>(b)</sup> | 200 | &nbsp;&nbsp; 202227 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.87%), 5.71%, 02/02/35<sup>(b)</sup> | 1050 | &nbsp;&nbsp; 1092320 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.17%), 2.49%, 08/15/36<sup>(b)</sup> | 324 | &nbsp;&nbsp; 282096 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.35%), 5.61%, 01/28/41<sup>(b)</sup> | 425 | &nbsp;&nbsp; 422886 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.70%), 6.14%, 11/18/39<sup>(b)</sup> | 350 | &nbsp;&nbsp; 365373 |
| Huntington National Bank |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/10/30 | 400 | &nbsp;&nbsp; 418424 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.72%), 4.87%, 04/12/28<sup>(b)</sup> | 500 | &nbsp;&nbsp; 504270 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.65%), 4.55%, 05/17/28<sup>(b)</sup> | 500 | &nbsp;&nbsp; 502861 |
| &nbsp;&nbsp;&nbsp; Independent Bank Corp., (3-mo. CME Term SOFR + <br> 3.53%), 7.25%, 04/01/35<sup>(a)(b)</sup><br>| 100 | &nbsp;&nbsp; 105692 |
| ING Groep NV |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/29/27 | 1000 | &nbsp;&nbsp; 1000591 |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/02/28 | 878 | &nbsp;&nbsp; 888843 |
| &nbsp;&nbsp;&nbsp; 4.05%, 04/09/29 | 678 | &nbsp;&nbsp; 676195 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.01%), 4.86%, 03/25/29<sup>(b)</sup> | 400 | &nbsp;&nbsp; 406292 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.32%), 2.73%, 04/01/32<sup>(b)</sup> | 450 | &nbsp;&nbsp; 413839 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.44%), 5.34%, 03/19/30<sup>(b)</sup> | 800 | &nbsp;&nbsp; 825153 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.61%), 5.53%, 03/25/36<sup>(b)</sup> | 660 | &nbsp;&nbsp; 683655 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.77%), 5.55%, 03/19/35<sup>(b)</sup> | 1000 | &nbsp;&nbsp; 1038130 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.83%), 4.02%, 03/28/28<sup>(b)</sup> | 789 | &nbsp;&nbsp; 789310 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.07%), 4.25%, 03/28/33<sup>(b)</sup> | 600 | &nbsp;&nbsp; 588286 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.09%), 6.11%, 09/11/34<sup>(b)</sup> | 800 | &nbsp;&nbsp; 862391 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.23%), 5.07%, 03/25/31<sup>(b)</sup> | 600 | &nbsp;&nbsp; 614366 |
| Inter-American Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/01/27<sup>(a)</sup> | 1000 | &nbsp;&nbsp; 1007081 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/12/28 | 1300 | &nbsp;&nbsp; 1310145 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/15/29 | 2400 | &nbsp;&nbsp; 2432609 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/12/33<sup>(a)</sup> | 1400 | &nbsp;&nbsp; 1346938 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/13/33 | 1300 | &nbsp;&nbsp; 1331484 |
| Inter-American Investment Corp., 4.75%, 09/19/28 | 200 | &nbsp;&nbsp; 205168 |
| International Bank for Reconstruction & Development |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/26/28 | 700 | &nbsp;&nbsp; 702069 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/12/28 | 2500 | &nbsp;&nbsp; 2493672 |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/01/28 | 2500 | &nbsp;&nbsp; 2560148 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/14/30 | 3000 | &nbsp;&nbsp; 3015594 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/25/30 | 2300 | &nbsp;&nbsp; 2318154 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/10/31 | 3300 | &nbsp;&nbsp; 3323068 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/14/33 | 1600 | &nbsp;&nbsp; 1664323 |
| International Finance Corp., 4.50%, 07/13/28 | 1100 | &nbsp;&nbsp; 1122722 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/01/27 | 813 | &nbsp;&nbsp; 818805 |
| &nbsp;&nbsp;&nbsp; 3.63%, 12/01/27 | 829 | &nbsp;&nbsp; 825264 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/05/37 | 925 | &nbsp;&nbsp; 921793 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.80%), 4.92%, 01/24/29<sup>(b)</sup> | 995 | &nbsp;&nbsp; 1012881 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.84%), 4.35%, 01/22/32<sup>(b)</sup> | 1645 | &nbsp;&nbsp; 1641161 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.86%), 4.51%, 10/22/28<sup>(b)</sup> | 1700 | &nbsp;&nbsp; 1715402 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.93%), 5.57%, 04/22/28<sup>(b)</sup> | 1550 | &nbsp;&nbsp; 1579224 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.93%), 4.98%, 07/22/28<sup>(b)</sup> | 1030 | &nbsp;&nbsp; 1044571 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.93%), 4.26%, 10/22/31<sup>(b)</sup> | 1245 | &nbsp;&nbsp; 1238152 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.01%), 5.14%, 01/24/31<sup>(b)</sup> | 1505 | &nbsp;&nbsp; 1552270 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.02%), 2.07%, 06/01/29<sup>(b)</sup> | 1210 | &nbsp;&nbsp; 1156961 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| JPMorgan Chase & Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.04%), 4.60%, 10/22/30<sup>(b)</sup> | $1700 | &nbsp;&nbsp; $1723557 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.07%), 1.95%, 02/04/32<sup>(b)</sup> | 2059 | &nbsp;&nbsp; 1833260 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.07%), 4.90%, 01/22/37<sup>(b)</sup> | 1855 | &nbsp;&nbsp; 1840600 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.13%), 5.00%, 07/22/30<sup>(b)</sup> | 1725 | &nbsp;&nbsp; 1770152 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.16%), 5.58%, 04/22/30<sup>(b)</sup> | 1950 | &nbsp;&nbsp; 2031577 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.18%), 2.55%, 11/08/32<sup>(b)</sup> | 1872 | &nbsp;&nbsp; 1686043 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.19%), 4.81%, 10/22/36<sup>(b)</sup> | 1885 | &nbsp;&nbsp; 1858149 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.26%), 2.96%, 01/25/33<sup>(b)</sup> | 2257 | &nbsp;&nbsp; 2068921 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.31%), 5.01%, 01/23/30<sup>(b)</sup> | 1550 | &nbsp;&nbsp; 1589251 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.32%), 5.50%, 01/24/36<sup>(b)</sup> | 1705 | &nbsp;&nbsp; 1773252 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.34%), 4.95%, 10/22/35<sup>(b)</sup> | 1960 | &nbsp;&nbsp; 1966504 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.44%), 5.10%, 04/22/31<sup>(b)</sup> | 1590 | &nbsp;&nbsp; 1638737 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.45%), 5.30%, 07/24/29<sup>(b)</sup> | 1545 | &nbsp;&nbsp; 1589920 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.46%), 5.29%, 07/22/35<sup>(b)</sup> | 2425 | &nbsp;&nbsp; 2489026 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.49%), 5.77%, 04/22/35<sup>(b)</sup> | 1770 | &nbsp;&nbsp; 1874020 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.56%), 4.32%, 04/26/28<sup>(b)</sup> | 1798 | &nbsp;&nbsp; 1805320 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.57%), 6.09%, 10/23/29<sup>(b)</sup> | 1425 | &nbsp;&nbsp; 1497511 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.62%), 5.34%, 01/23/35<sup>(b)</sup> | 1876 | &nbsp;&nbsp; 1930471 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.64%), 5.58%, 07/23/36<sup>(b)</sup> | 2485 | &nbsp;&nbsp; 2554555 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.68%), 5.57%, 04/22/36<sup>(b)</sup> | 2110 | &nbsp;&nbsp; 2203050 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.75%), 4.57%, 06/14/30<sup>(b)</sup> | 1250 | &nbsp;&nbsp; 1264844 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.80%), 4.59%, 04/26/33<sup>(b)</sup> | 1598 | &nbsp;&nbsp; 1600246 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.81%), 6.25%, 10/23/34<sup>(b)</sup> | 1724 | &nbsp;&nbsp; 1879969 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.85%), 5.35%, 06/01/34<sup>(a)(b)</sup> | 2815 | &nbsp;&nbsp; 2910027 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.89%), 2.18%, 06/01/28<sup>(b)</sup> | 1000 | &nbsp;&nbsp; 976866 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.99%), 4.85%, 07/25/28<sup>(b)</sup> | 2600 | &nbsp;&nbsp; 2631900 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.04%), 2.52%, 04/22/31<sup>(b)</sup> | 1755 | &nbsp;&nbsp; 1634318 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.08%), 4.91%, 07/25/33<sup>(b)</sup> | 3188 | &nbsp;&nbsp; 3238163 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.58%), 5.72%, 09/14/33<sup>(b)</sup> | 2102 | &nbsp;&nbsp; 2217431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.11%), 1.76%, <br> 11/19/31<sup>(b)</sup><br>| 829 | &nbsp;&nbsp; 736553 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.21%), 3.51%, <br> 01/23/29<sup>(b)</sup><br>| 1529 | &nbsp;&nbsp; 1514153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.25%), 2.58%, <br> 04/22/32<sup>(b)</sup><br>| 2342 | &nbsp;&nbsp; 2137903 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.38%), 4.01%, <br> 04/23/29<sup>(b)</sup><br>| 1319 | &nbsp;&nbsp; 1317873 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.42%), 3.70%, <br> 05/06/30<sup>(b)</sup><br>| 1529 | &nbsp;&nbsp; 1507343 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.51%), 2.74%, <br> 10/15/30<sup>(b)</sup><br>| 2791 | &nbsp;&nbsp; 2652439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.52%), 4.20%, <br> 07/23/29<sup>(b)</sup><br>| 1749 | &nbsp;&nbsp; 1755059 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.59%), 4.45%, <br> 12/05/29<sup>(b)</sup><br>| 1605 | &nbsp;&nbsp; 1620270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.64%), 3.54%, <br> 05/01/28<sup>(b)</sup><br>| 1450 | &nbsp;&nbsp; 1442242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 2.52%), 2.96%, <br> 05/13/31<sup>(b)</sup><br>| 2091 | &nbsp;&nbsp; 1969799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 3.79%), 4.49%, <br> 03/24/31<sup>(b)</sup><br>| 1959 | &nbsp;&nbsp; 1973629 |
| KeyBank NA |  |  |
| &nbsp;&nbsp;&nbsp; Series BKNT, 6.95%, 02/01/28 | 550 | &nbsp;&nbsp; 577088 |
| &nbsp;&nbsp;&nbsp; Series BKNT, 3.90%, 04/13/29 | 261 | &nbsp;&nbsp; 256821 |
| &nbsp;&nbsp;&nbsp; Series BKNT, 4.90%, 08/08/32 | 550 | &nbsp;&nbsp; 548699 |
| Keybank National Association |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/26/33 | 450 | &nbsp;&nbsp; 452718 |
| &nbsp;&nbsp;&nbsp; Series BKNT, 5.85%, 11/15/27 | 500 | &nbsp;&nbsp; 515120 |
| &nbsp;&nbsp;&nbsp; Series BKNT, 4.39%, 12/14/27 | 250 | &nbsp;&nbsp; 251541 |
| KeyCorp |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/06/27<sup>(a)</sup> | 546 | &nbsp;&nbsp; 534916 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/30/28 | 495 | &nbsp;&nbsp; 495730 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| KeyCorp (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 10/01/29 | $513 | &nbsp;&nbsp; $485431 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.37%), 5.31%, 01/28/37<sup>(b)</sup> | 485 | &nbsp;&nbsp; 485383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.23%), 5.12%, <br> 04/04/31<sup>(a)(b)</sup><br>| 494 | &nbsp;&nbsp; 505921 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 2.06%), 4.79%, 06/01/33<sup>(b)</sup> | 546 | &nbsp;&nbsp; 544946 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 2.42%), 6.40%, 03/06/35<sup>(b)</sup> | 558 | &nbsp;&nbsp; 604253 |
| Kreditanstalt fuer Wiederaufbau |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/01/27 | 3000 | &nbsp;&nbsp; 3024624 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/20/27 | 2700 | &nbsp;&nbsp; 2679940 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/28/27 | 2000 | &nbsp;&nbsp; 2011687 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/27/27 | 2000 | &nbsp;&nbsp; 1997748 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/28 | 1650 | &nbsp;&nbsp; 1655679 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/03/28 | 1150 | &nbsp;&nbsp; 1133369 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/15/28 | 3000 | &nbsp;&nbsp; 3020086 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/09/28<sup>(a)</sup> | 2000 | &nbsp;&nbsp; 1995967 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/29 | 3000 | &nbsp;&nbsp; 3032790 |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/14/29 | 1243 | &nbsp;&nbsp; 1162501 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/18/30 | 1995 | &nbsp;&nbsp; 2062411 |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/15/30 | 3000 | &nbsp;&nbsp; 2995121 |
| &nbsp;&nbsp;&nbsp; 0.75%, 09/30/30 | 789 | &nbsp;&nbsp; 686968 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/29/30 | 1500 | &nbsp;&nbsp; 1560430 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/15/33<sup>(a)</sup> | 2600 | &nbsp;&nbsp; 2603446 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/28/34<sup>(a)</sup> | 2000 | &nbsp;&nbsp; 2030330 |
| &nbsp;&nbsp;&nbsp; Series GLOB, 3.88%, 05/15/28<sup>(a)</sup> | 2000 | &nbsp;&nbsp; 2012950 |
| Landwirtschaftliche Rentenbank |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/17/29 | 1000 | &nbsp;&nbsp; 1027966 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/28/30 | 955 | &nbsp;&nbsp; 968187 |
| &nbsp;&nbsp;&nbsp; 0.88%, 09/03/30 | 1559 | &nbsp;&nbsp; 1367810 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/24/33 | 600 | &nbsp;&nbsp; 632887 |
| &nbsp;&nbsp;&nbsp; Series 37, 2.50%, 11/15/27 | 1400 | &nbsp;&nbsp; 1372584 |
| Lloyds Banking Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/22/28 | 678 | &nbsp;&nbsp; 682743 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/16/28 | 710 | &nbsp;&nbsp; 719092 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.82%), 4.43%, 11/04/31<sup>(b)</sup> | 800 | &nbsp;&nbsp; 797136 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.83%), 4.82%, 06/13/29<sup>(b)</sup> | 800 | &nbsp;&nbsp; 812640 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.85%), 5.09%, 11/26/28<sup>(b)</sup> | 600 | &nbsp;&nbsp; 610774 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.97%), 4.94%, 11/04/36<sup>(a)(b)</sup> | 800 | &nbsp;&nbsp; 787877 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.07%), 5.72%, 06/05/30<sup>(b)</sup> | 1000 | &nbsp;&nbsp; 1046367 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.20%), 5.59%, 11/26/35<sup>(a)(b)</sup> | 800 | &nbsp;&nbsp; 831646 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.60%), 6.07%, 06/13/36<sup>(b)</sup> | 800 | &nbsp;&nbsp; 839170 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.70%), 5.87%, 03/06/29<sup>(b)</sup> | 1000 | &nbsp;&nbsp; 1036158 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.75%), 5.68%, 01/05/35<sup>(b)</sup> | 1200 | &nbsp;&nbsp; 1257582 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.80%), 3.75%, 03/18/28<sup>(b)</sup> | 678 | &nbsp;&nbsp; 676047 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 2.30%), 4.98%, 08/11/33<sup>(b)</sup> | 900 | &nbsp;&nbsp; 915727 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 3.75%), 7.95%, 11/15/33<sup>(b)</sup> | 500 | &nbsp;&nbsp; 582682 |
| &nbsp;&nbsp;&nbsp; (3-mo. SOFR US + 1.47%), 3.57%, 11/07/28<sup>(b)</sup> | 1300 | &nbsp;&nbsp; 1289803 |
| M&T Bank Corp.<sup>(b)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.93%), 4.83%, 01/16/29 | 145 | &nbsp;&nbsp; 147271 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.40%), 5.18%, 07/08/31 | 486 | &nbsp;&nbsp; 498323 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.61%), 5.39%, 01/16/36 | 1120 | &nbsp;&nbsp; 1136276 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.85%), 5.05%, 01/27/34 | 550 | &nbsp;&nbsp; 551493 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.26%), 6.08%, 03/13/32 | 466 | &nbsp;&nbsp; 495198 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.80%), 7.41%, 10/30/29 | 400 | &nbsp;&nbsp; 433408 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.78%), 4.55%, 08/16/28 | 450 | &nbsp;&nbsp; 453045 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.43%), 5.40%, 07/30/35 | 150 | &nbsp;&nbsp; 151507 |
| Manufacturers & Traders Trust Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/27/28 | 650 | &nbsp;&nbsp; 659098 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.95%), 4.76%, 07/06/28<sup>(b)</sup> | 500 | &nbsp;&nbsp; 504654 |
| &nbsp;&nbsp;&nbsp; Series BKNT, 3.40%, 08/17/27 | 250 | &nbsp;&nbsp; 247593 |
| Mitsubishi UFJ Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.68%, 02/22/27 | 590 | &nbsp;&nbsp; 589089 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Mitsubishi UFJ Financial Group, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.29%, 07/25/27 | $529 | &nbsp;&nbsp; $524816 |
| &nbsp;&nbsp;&nbsp; 3.96%, 03/02/28 | 729 | &nbsp;&nbsp; 729738 |
| &nbsp;&nbsp;&nbsp; 4.05%, 09/11/28 | 640 | &nbsp;&nbsp; 641869 |
| &nbsp;&nbsp;&nbsp; 3.74%, 03/07/29 | 1159 | &nbsp;&nbsp; 1150307 |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/18/29 | 1300 | &nbsp;&nbsp; 1260569 |
| &nbsp;&nbsp;&nbsp; 2.56%, 02/25/30 | 1010 | &nbsp;&nbsp; 944857 |
| &nbsp;&nbsp;&nbsp; 2.05%, 07/17/30 | 910 | &nbsp;&nbsp; 827488 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.78%), 5.20%, 01/16/31<sup>(b)</sup> | 400 | &nbsp;&nbsp; 411618 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.80%), 4.53%, 09/12/31<sup>(b)</sup> | 600 | &nbsp;&nbsp; 602248 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.80%), 4.51%, 01/14/32<sup>(b)</sup> | 600 | &nbsp;&nbsp; 601059 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.82%), 5.26%, 04/17/30<sup>(b)</sup> | 600 | &nbsp;&nbsp; 618451 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.90%), 5.06%, 01/14/37<sup>(b)</sup> | 1000 | &nbsp;&nbsp; 998118 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.93%), 5.19%, 09/12/36<sup>(b)</sup> | 500 | &nbsp;&nbsp; 505744 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.95%), 2.31%, 07/20/32<sup>(b)</sup> | 1310 | &nbsp;&nbsp; 1169466 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.95%), 5.57%, 01/16/36<sup>(b)</sup> | 800 | &nbsp;&nbsp; 834094 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.97%), 2.49%, 10/13/32<sup>(b)</sup> | 600 | &nbsp;&nbsp; 537385 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.00%), 5.43%, 04/17/35<sup>(b)</sup> | 1000 | &nbsp;&nbsp; 1034402 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.10%), 2.85%, 01/19/33<sup>(b)</sup> | 600 | &nbsp;&nbsp; 544753 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.17%), 5.16%, 04/24/31<sup>(b)</sup> | 680 | &nbsp;&nbsp; 699438 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.27%), 5.62%, 04/24/36<sup>(b)</sup> | 1000 | &nbsp;&nbsp; 1043950 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.30%), 4.08%, 04/19/28<sup>(b)</sup> | 600 | &nbsp;&nbsp; 600597 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.38%), 5.42%, 02/22/29<sup>(b)</sup> | 980 | &nbsp;&nbsp; 1006310 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.53%), 5.48%, 02/22/31<sup>(b)</sup> | 440 | &nbsp;&nbsp; 457404 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.55%), 4.32%, 04/19/33<sup>(b)</sup> | 400 | &nbsp;&nbsp; 392549 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.63%), 5.44%, 02/22/34<sup>(b)</sup> | 755 | &nbsp;&nbsp; 786018 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.70%), 5.24%, 04/19/29<sup>(b)</sup> | 335 | &nbsp;&nbsp; 343412 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.90%), 5.35%, 09/13/28<sup>(b)</sup> | 955 | &nbsp;&nbsp; 975138 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.95%), 5.02%, 07/20/28<sup>(b)</sup> | 900 | &nbsp;&nbsp; 912463 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.97%), 5.41%, 04/19/34<sup>(b)</sup> | 600 | &nbsp;&nbsp; 623303 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 2.13%), 5.13%, 07/20/33<sup>(b)</sup> | 800 | &nbsp;&nbsp; 819489 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 2.13%), 5.47%, 09/13/33<sup>(b)</sup> | 450 | &nbsp;&nbsp; 469481 |
| Mizuho Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.66%, 02/28/27 | 200 | &nbsp;&nbsp; 199613 |
| &nbsp;&nbsp;&nbsp; 3.17%, 09/11/27 | 678 | &nbsp;&nbsp; 670553 |
| &nbsp;&nbsp;&nbsp; 4.02%, 03/05/28<sup>(a)</sup> | 800 | &nbsp;&nbsp; 801984 |
| &nbsp;&nbsp;&nbsp; 2.56%, 09/13/31 | 610 | &nbsp;&nbsp; 546276 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.82%), 5.10%, 05/13/31<sup>(b)</sup> | 800 | &nbsp;&nbsp; 820510 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.87%), 2.17%, 05/22/32<sup>(b)</sup> | 400 | &nbsp;&nbsp; 355196 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.90%), 2.26%, 07/09/32<sup>(b)</sup> | 400 | &nbsp;&nbsp; 355709 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.92%), 4.71%, 07/08/31<sup>(b)</sup> | 610 | &nbsp;&nbsp; 616676 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.98%), 5.42%, 05/13/36<sup>(b)</sup> | 400 | &nbsp;&nbsp; 412289 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.07%), 5.32%, 07/08/36<sup>(b)</sup> | 800 | &nbsp;&nbsp; 819142 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.08%), 5.38%, 07/10/30<sup>(b)</sup> | 600 | &nbsp;&nbsp; 620655 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.12%), 5.38%, 05/26/30<sup>(b)</sup> | 440 | &nbsp;&nbsp; 455235 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.25%), 3.26%, 05/22/30<sup>(b)</sup> | 200 | &nbsp;&nbsp; 193853 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.30%), 5.58%, 05/26/35<sup>(b)</sup> | 400 | &nbsp;&nbsp; 417217 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.30%), 5.59%, 07/10/35<sup>(b)</sup> | 550 | &nbsp;&nbsp; 573719 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.50%), 5.67%, 05/27/29<sup>(b)</sup> | 600 | &nbsp;&nbsp; 620869 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.65%), 5.78%, 07/06/29<sup>(b)</sup> | 800 | &nbsp;&nbsp; 830919 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.65%), 5.74%, 05/27/31<sup>(b)</sup> | 300 | &nbsp;&nbsp; 314987 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.80%), 5.75%, 05/27/34<sup>(b)</sup> | 600 | &nbsp;&nbsp; 632882 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.90%), 5.75%, 07/06/34<sup>(b)</sup> | 600 | &nbsp;&nbsp; 633511 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 2.05%), 5.41%, 09/13/28<sup>(b)</sup> | 600 | &nbsp;&nbsp; 613291 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 2.40%), 5.67%, 09/13/33<sup>(b)</sup> | 500 | &nbsp;&nbsp; 528653 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.33%), 2.59%, <br> 05/25/31<sup>(b)</sup><br>| 300 | &nbsp;&nbsp; 278430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.39%), 3.15%, <br> 07/16/30<sup>(b)</sup><br>| 678 | &nbsp;&nbsp; 653283 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.53%), 4.25%, <br> 09/11/29<sup>(a)(b)</sup><br>| 600 | &nbsp;&nbsp; 601623 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Mizuho Financial Group, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.53%), 1.98%, <br> 09/08/31<sup>(b)</sup><br>| $450 | &nbsp;&nbsp; $403693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.57%), 2.87%, <br> 09/13/30<sup>(b)</sup><br>| 420 | &nbsp;&nbsp; 399714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.77%), 2.20%, <br> 07/10/31<sup>(b)</sup><br>| 678 | &nbsp;&nbsp; 617575 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/23/27 | 1263 | &nbsp;&nbsp; 1262579 |
| &nbsp;&nbsp;&nbsp; 3.59%, 07/22/28<sup>(b)</sup> | 1766 | &nbsp;&nbsp; 1754475 |
| &nbsp;&nbsp;&nbsp; 7.25%, 04/01/32 | 400 | &nbsp;&nbsp; 458763 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.80%), 4.24%, 01/09/30<sup>(b)</sup> | 1560 | &nbsp;&nbsp; 1564921 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.95%), 4.49%, 01/16/32<sup>(b)</sup> | 2070 | &nbsp;&nbsp; 2068372 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.01%), 5.65%, 04/13/28<sup>(b)</sup> | 825 | &nbsp;&nbsp; 840423 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.02%), 1.93%, 04/28/32<sup>(b)</sup> | 1872 | &nbsp;&nbsp; 1644640 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.03%), 1.79%, 02/13/32<sup>(b)</sup> | 1742 | &nbsp;&nbsp; 1528706 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.10%), 4.65%, 10/18/30<sup>(b)</sup> | 1975 | &nbsp;&nbsp; 1999187 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.11%), 5.23%, 01/15/31<sup>(b)</sup> | 1520 | &nbsp;&nbsp; 1564301 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.14%), 2.70%, 01/22/31<sup>(b)</sup> | 2159 | &nbsp;&nbsp; 2026234 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.18%), 2.24%, 07/21/32<sup>(b)</sup> | 2563 | &nbsp;&nbsp; 2273099 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.18%), 5.07%, 01/30/37<sup>(b)(c)</sup> | 1525 | &nbsp;&nbsp; 1520231 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.20%), 2.51%, 10/20/32<sup>(b)</sup> | 1546 | &nbsp;&nbsp; 1386978 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.22%), 5.04%, 07/19/30<sup>(b)</sup> | 1530 | &nbsp;&nbsp; 1566743 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.26%), 5.66%, 04/18/30<sup>(b)</sup> | 1415 | &nbsp;&nbsp; 1473838 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.29%), 2.94%, 01/21/33<sup>(b)</sup> | 1562 | &nbsp;&nbsp; 1423886 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.36%), 2.48%, 09/16/36<sup>(b)</sup> | 2017 | &nbsp;&nbsp; 1772614 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.38%), 4.99%, 04/12/29<sup>(b)</sup> | 1215 | &nbsp;&nbsp; 1237084 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.42%), 5.59%, 01/18/36<sup>(b)</sup> | 1815 | &nbsp;&nbsp; 1886752 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.45%), 5.17%, 01/16/30<sup>(b)</sup> | 1425 | &nbsp;&nbsp; 1463215 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.51%), 5.19%, 04/17/31<sup>(b)</sup> | 1650 | &nbsp;&nbsp; 1698984 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.56%), 5.32%, 07/19/35<sup>(b)</sup> | 2091 | &nbsp;&nbsp; 2142578 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.58%), 5.83%, 04/19/35<sup>(b)</sup> | 1781 | &nbsp;&nbsp; 1882899 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.59%), 5.16%, 04/20/29<sup>(b)</sup> | 1710 | &nbsp;&nbsp; 1747179 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.61%), 4.21%, 04/20/28<sup>(b)</sup> | 1454 | &nbsp;&nbsp; 1457224 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.63%), 5.45%, 07/20/29<sup>(b)</sup> | 1480 | &nbsp;&nbsp; 1525527 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.73%), 5.12%, 02/01/29<sup>(b)</sup> | 1495 | &nbsp;&nbsp; 1524582 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.73%), 5.47%, 01/18/35<sup>(b)</sup> | 1738 | &nbsp;&nbsp; 1796599 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.76%), 5.66%, 04/17/36<sup>(b)</sup> | 1795 | &nbsp;&nbsp; 1874204 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.83%), 6.41%, 11/01/29<sup>(b)</sup> | 1280 | &nbsp;&nbsp; 1353923 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.87%), 5.25%, 04/21/34<sup>(b)</sup> | 1990 | &nbsp;&nbsp; 2039841 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.88%), 5.42%, 07/21/34<sup>(b)</sup> | 1600 | &nbsp;&nbsp; 1656184 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.05%), 6.63%, 11/01/34<sup>(b)</sup> | 1078 | &nbsp;&nbsp; 1198367 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.08%), 4.89%, 07/20/33<sup>(b)</sup> | 1365 | &nbsp;&nbsp; 1380346 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.24%), 6.30%, 10/18/28<sup>(b)</sup> | 1619 | &nbsp;&nbsp; 1679193 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.56%), 6.34%, 10/18/33<sup>(b)</sup> | 1881 | &nbsp;&nbsp; 2051823 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.62%), 5.30%, 04/20/37<sup>(b)</sup> | 1178 | &nbsp;&nbsp; 1196786 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 3.12%), 3.62%, 04/01/31<sup>(b)</sup> | 2086 | &nbsp;&nbsp; 2024948 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.40%), 3.77%, <br> 01/24/29<sup>(b)</sup><br>| 1845 | &nbsp;&nbsp; 1834983 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.89%), 4.43%, <br> 01/23/30<sup>(b)</sup><br>| 2017 | &nbsp;&nbsp; 2030503 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.17%), 5.31%, 01/18/41<sup>(b)</sup> | 900 | &nbsp;&nbsp; 889919 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.80%), 5.94%, 02/07/39<sup>(b)</sup> | 900 | &nbsp;&nbsp; 942426 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.43%), 5.95%, 01/19/38<sup>(b)</sup> | 1210 | &nbsp;&nbsp; 1266212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series I, (1-day SOFR + 0.91%), 4.13%, <br> 10/18/29<sup>(b)</sup><br>| 1305 | &nbsp;&nbsp; 1303556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series I, (1-day SOFR + 1.07%), 4.36%, <br> 10/22/31<sup>(b)</sup><br>| 1535 | &nbsp;&nbsp; 1526211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series I, (1-day SOFR + 1.31%), 4.89%, <br> 10/22/36<sup>(b)</sup><br>| 1980 | &nbsp;&nbsp; 1948657 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Bank N.A., Series BKNT, (1-day <br> SOFR + 0.93%), 4.97%, 07/14/28<sup>(b)</sup><br>| 925 | &nbsp;&nbsp; 937810 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Morgan Stanley Bank NA<sup>(b)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Class BN, (1-day SOFR + 0.91%), 5.02%, <br> 01/12/29<br>| $1050 | &nbsp;&nbsp; $1069800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series BKNT, (1-day SOFR + 0.87%), 5.50%, <br> 05/26/28<br>| 1400 | &nbsp;&nbsp; 1426800 |
| Morgan Stanley Private Bank NA<sup>(b)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.77%), 4.47%, 07/06/28 | 1320 | &nbsp;&nbsp; 1328355 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.08%), 4.73%, 07/18/31 | 2120 | &nbsp;&nbsp; 2147597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Class BN, (1-day SOFR + 0.76%), 4.21%, <br> 02/08/30<sup>(c)</sup><br>| 1250 | &nbsp;&nbsp; 1249613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Class BN, (1-day SOFR + 0.78%), 4.20%, <br> 11/17/28<br>| 1390 | &nbsp;&nbsp; 1393925 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Class BN, (1-day SOFR + 1.02%), 4.47%, <br> 11/19/31<br>| 2000 | &nbsp;&nbsp; 2000729 |
| National Australia Bank Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.91%, 06/09/27 | 1000 | &nbsp;&nbsp; 1002233 |
| &nbsp;&nbsp;&nbsp; 5.09%, 06/11/27 | 630 | &nbsp;&nbsp; 640837 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/26/27 | 775 | &nbsp;&nbsp; 784326 |
| &nbsp;&nbsp;&nbsp; 4.94%, 01/12/28<sup>(a)</sup> | 700 | &nbsp;&nbsp; 714755 |
| &nbsp;&nbsp;&nbsp; 4.31%, 06/13/28 | 470 | &nbsp;&nbsp; 474794 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/13/28 | 400 | &nbsp;&nbsp; 409554 |
| &nbsp;&nbsp;&nbsp; 3.85%, 12/13/28 | 250 | &nbsp;&nbsp; 249815 |
| &nbsp;&nbsp;&nbsp; 4.79%, 01/10/29 | 750 | &nbsp;&nbsp; 768002 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/14/30 | 500 | &nbsp;&nbsp; 514410 |
| &nbsp;&nbsp;&nbsp; 4.53%, 06/13/30 | 500 | &nbsp;&nbsp; 507816 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/13/31 | 250 | &nbsp;&nbsp; 249764 |
| National Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 12/18/28 | 750 | &nbsp;&nbsp; 782071 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/10/29 | 750 | &nbsp;&nbsp; 758434 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.80%), 4.95%, 02/01/28<sup>(b)</sup> | 250 | &nbsp;&nbsp; 252210 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 0.76%), 4.17%, 01/20/29<sup>(b)</sup> | 250 | &nbsp;&nbsp; 250522 |
| NatWest Group PLC<sup>(b)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.05%), 5.12%, 05/23/31 | 800 | &nbsp;&nbsp; 820305 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.10%), 5.58%, 03/01/28 | 600 | &nbsp;&nbsp; 609896 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.22%), 4.96%, 08/15/30 | 800 | &nbsp;&nbsp; 816636 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.50%), 5.78%, 03/01/35 | 1000 | &nbsp;&nbsp; 1055436 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.95%), 5.81%, 09/13/29 | 800 | &nbsp;&nbsp; 832822 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 2.10%), 6.02%, 03/02/34 | 700 | &nbsp;&nbsp; 749780 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 2.27%), 5.52%, 09/30/28 | 825 | &nbsp;&nbsp; 844490 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 2.55%), 3.07%, 05/22/28 | 650 | &nbsp;&nbsp; 642327 |
| &nbsp;&nbsp;&nbsp; (3-mo. SOFR US + 2.02%), 4.89%, 05/18/29 | 928 | &nbsp;&nbsp; 943762 |
| &nbsp;&nbsp;&nbsp; (3-mo. SOFR US + 2.13%), 4.45%, 05/08/30 | 878 | &nbsp;&nbsp; 881837 |
| &nbsp;&nbsp;&nbsp; (3-mo. SOFR US + 2.17%), 5.08%, 01/27/30 | 978 | &nbsp;&nbsp; 1001666 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.20%), 6.48%, 06/01/34 | 600 | &nbsp;&nbsp; 631290 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.35%), 3.03%, 11/28/35 | 400 | &nbsp;&nbsp; 369857 |
| Northern Trust Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/10/27 | 633 | &nbsp;&nbsp; 634907 |
| &nbsp;&nbsp;&nbsp; 3.65%, 08/03/28 | 313 | &nbsp;&nbsp; 312332 |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/03/29 | 313 | &nbsp;&nbsp; 305189 |
| &nbsp;&nbsp;&nbsp; 1.95%, 05/01/30 | 650 | &nbsp;&nbsp; 595358 |
| &nbsp;&nbsp;&nbsp; 4.15%, 11/19/30 | 365 | &nbsp;&nbsp; 364936 |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/02/32 | 610 | &nbsp;&nbsp; 662751 |
| &nbsp;&nbsp;&nbsp; (3-mo. SOFR US + 1.39%), 3.38%, 05/08/32<sup>(a)(b)</sup> | 600 | &nbsp;&nbsp; 592044 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.05%), 5.12%, 11/19/40<sup>(b)</sup> | 390 | &nbsp;&nbsp; 388315 |
| Oesterreichische Kontrollbank AG |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/21/27 | 920 | &nbsp;&nbsp; 933028 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/01/28 | 900 | &nbsp;&nbsp; 911122 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/28/28 | 1000 | &nbsp;&nbsp; 1008042 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/18/29 | 1000 | &nbsp;&nbsp; 1012016 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/05/29 | 700 | &nbsp;&nbsp; 700024 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/24/30<sup>(a)</sup> | 975 | &nbsp;&nbsp; 1000052 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/10/30<sup>(a)</sup> | 1000 | &nbsp;&nbsp; 995611 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Oesterreichische Kontrollbank AG (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/15/31 | $1000 | &nbsp;&nbsp; $995372 |
| &nbsp;&nbsp;&nbsp; Old National Bancorp, (3-mo. CME Term SOFR + <br> 2.20%), 5.77%, 02/15/36<sup>(b)</sup><br>| 200 | &nbsp;&nbsp; 201109 |
| Pinnacle Bank/Nashville TN, 5.63%, 02/15/28 | 500 | &nbsp;&nbsp; 510771 |
| PNC Bank NA |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.73%), 4.43%, 07/21/28<sup>(b)</sup> | 750 | &nbsp;&nbsp; 755210 |
| &nbsp;&nbsp;&nbsp; Series BKNT, 3.10%, 10/25/27 | 500 | &nbsp;&nbsp; 494263 |
| &nbsp;&nbsp;&nbsp; Series BKNT, 3.25%, 01/22/28 | 250 | &nbsp;&nbsp; 247392 |
| &nbsp;&nbsp;&nbsp; Series BKNT, 4.05%, 07/26/28 | 900 | &nbsp;&nbsp; 900099 |
| &nbsp;&nbsp;&nbsp; Series BKNT, 2.70%, 10/22/29 | 500 | &nbsp;&nbsp; 473028 |
| PNC Financial Services Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/19/27 | 450 | &nbsp;&nbsp; 445979 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/23/29 | 1073 | &nbsp;&nbsp; 1057314 |
| &nbsp;&nbsp;&nbsp; 2.55%, 01/22/30<sup>(a)</sup> | 1331 | &nbsp;&nbsp; 1252648 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.98%), 2.31%, 04/23/32<sup>(b)</sup> | 629 | &nbsp;&nbsp; 567333 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.07%), 5.22%, 01/29/31<sup>(b)</sup> | 510 | &nbsp;&nbsp; 526572 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.20%), 5.49%, 05/14/30<sup>(b)</sup> | 1276 | &nbsp;&nbsp; 1327726 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.26%), 4.81%, 10/21/32<sup>(b)</sup> | 1180 | &nbsp;&nbsp; 1197218 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.33%), 4.90%, 05/13/31<sup>(a)(b)</sup> | 575 | &nbsp;&nbsp; 587015 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.39%), 5.58%, 01/29/36<sup>(b)</sup> | 1100 | &nbsp;&nbsp; 1141220 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.42%), 5.37%, 07/21/36<sup>(b)</sup> | 1125 | &nbsp;&nbsp; 1152164 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.60%), 5.40%, 07/23/35<sup>(b)</sup> | 920 | &nbsp;&nbsp; 946776 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.62%), 5.35%, 12/02/28<sup>(b)</sup> | 675 | &nbsp;&nbsp; 691660 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.84%), 5.58%, 06/12/29<sup>(b)</sup> | 1658 | &nbsp;&nbsp; 1716075 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.90%), 5.68%, 01/22/35<sup>(b)</sup> | 1012 | &nbsp;&nbsp; 1060964 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.93%), 5.07%, 01/24/34<sup>(b)</sup> | 1175 | &nbsp;&nbsp; 1196493 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.95%), 5.94%, 08/18/34<sup>(b)</sup> | 300 | &nbsp;&nbsp; 320334 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.28%), 6.88%, 10/20/34<sup>(b)</sup> | 1399 | &nbsp;&nbsp; 1570654 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.85%), 4.63%, 06/06/33<sup>(b)</sup> | 450 | &nbsp;&nbsp; 445423 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 2.14%), 6.04%, 10/28/33<sup>(b)</sup> | 648 | &nbsp;&nbsp; 697077 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.17%), 5.42%, 01/25/41<sup>(b)</sup> | 320 | &nbsp;&nbsp; 319932 |
| Regions Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 08/12/28 | 363 | &nbsp;&nbsp; 343696 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.49%), 5.72%, 06/06/30<sup>(b)</sup> | 325 | &nbsp;&nbsp; 339097 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.06%), 5.50%, 09/06/35<sup>(b)</sup> | 600 | &nbsp;&nbsp; 615752 |
| Royal Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/04/27 | 837 | &nbsp;&nbsp; 835808 |
| &nbsp;&nbsp;&nbsp; 4.24%, 08/03/27 | 750 | &nbsp;&nbsp; 754770 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/01/27 | 1100 | &nbsp;&nbsp; 1139812 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/12/28 | 300 | &nbsp;&nbsp; 306079 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/01/28 | 880 | &nbsp;&nbsp; 906935 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/01/29 | 433 | &nbsp;&nbsp; 444853 |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/03/31 | 900 | &nbsp;&nbsp; 810704 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/04/32 | 700 | &nbsp;&nbsp; 679393 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/01/33<sup>(a)</sup> | 960 | &nbsp;&nbsp; 983374 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/02/33 | 562 | &nbsp;&nbsp; 574843 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/01/34 | 1041 | &nbsp;&nbsp; 1080092 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.70%), 4.00%, 11/03/28<sup>(b)</sup> | 625 | &nbsp;&nbsp; 625289 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.83%), 4.97%, 01/24/29<sup>(b)</sup> | 850 | &nbsp;&nbsp; 866467 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.89%), 4.50%, 08/06/29<sup>(b)</sup> | 725 | &nbsp;&nbsp; 732527 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.98%), 4.31%, 11/03/31<sup>(b)</sup> | 625 | &nbsp;&nbsp; 622766 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.03%), 5.15%, 02/04/31<sup>(b)</sup> | 950 | &nbsp;&nbsp; 978381 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.06%), 4.70%, 08/06/31<sup>(b)</sup> | 575 | &nbsp;&nbsp; 582115 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.10%), 4.97%, 08/02/30<sup>(b)</sup> | 700 | &nbsp;&nbsp; 716746 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 0.81%), 4.72%, 03/27/28<sup>(b)</sup> | 775 | &nbsp;&nbsp; 781682 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 0.86%), 4.52%, 10/18/28<sup>(b)</sup> | 350 | &nbsp;&nbsp; 353389 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.08%), 4.65%, 10/18/30<sup>(b)</sup> | 1358 | &nbsp;&nbsp; 1378482 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.13%), 4.97%, <br> 05/02/31<sup>(a)(b)</sup><br>| 775 | &nbsp;&nbsp; 793468 |
| Santander Holdings USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/13/27 | 650 | &nbsp;&nbsp; 652474 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.61%), 5.47%, 03/20/29<sup>(b)</sup> | 500 | &nbsp;&nbsp; 511336 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Santander Holdings USA, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.88%), 5.74%, 03/20/31<sup>(b)</sup> | $400 | &nbsp;&nbsp; $414729 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.94%), 5.35%, 09/06/30<sup>(b)</sup> | 638 | &nbsp;&nbsp; 654046 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.14%), 6.34%, 05/31/35<sup>(a)(b)</sup> | 510 | &nbsp;&nbsp; 544129 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.36%), 6.50%, 03/09/29<sup>(b)</sup> | 496 | &nbsp;&nbsp; 517326 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.50%), 6.17%, 01/09/30<sup>(b)</sup> | 611 | &nbsp;&nbsp; 638172 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.70%), 6.57%, 06/12/29<sup>(b)</sup> | 388 | &nbsp;&nbsp; 405637 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 3.28%), 7.66%, 11/09/31<sup>(b)</sup> | 300 | &nbsp;&nbsp; 336120 |
| Santander U.K. Group Holdings PLC<sup>(b)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.48%), 2.90%, 03/15/32 | 450 | &nbsp;&nbsp; 413729 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.60%), 6.53%, 01/10/29 | 800 | &nbsp;&nbsp; 835099 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.07%), 4.32%, 09/22/29 | 800 | &nbsp;&nbsp; 801017 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.52%), 5.69%, 04/15/31 | 550 | &nbsp;&nbsp; 573380 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.55%), 4.86%, 09/11/30 | 600 | &nbsp;&nbsp; 607353 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.58%), 5.14%, 09/22/36 | 800 | &nbsp;&nbsp; 793790 |
| &nbsp;&nbsp;&nbsp; (3-mo. SOFR US + 1.66%), 3.82%, 11/03/28 | 600 | &nbsp;&nbsp; 596930 |
| &nbsp;&nbsp;&nbsp; Simmons First National Corp., (3-mo. CME Term <br> SOFR + 3.02%), 6.25%, 10/01/35<sup>(a)(b)</sup><br>| 100 | &nbsp;&nbsp; 101207 |
| &nbsp;&nbsp;&nbsp; Southstate Bank Corp., (3-mo. CME Term SOFR + <br> 3.19%), 7.00%, 06/13/35<sup>(b)</sup><br>| 200 | &nbsp;&nbsp; 209736 |
| Standard Chartered Bank, 4.85%, 12/03/27 | 250 | &nbsp;&nbsp; 255035 |
| State Street Bank & Trust Co., 4.78%, 11/23/29 | 500 | &nbsp;&nbsp; 514236 |
| State Street Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.99%, 03/18/27 | 801 | &nbsp;&nbsp; 811007 |
| &nbsp;&nbsp;&nbsp; 4.33%, 10/22/27 | 841 | &nbsp;&nbsp; 848754 |
| &nbsp;&nbsp;&nbsp; 4.54%, 02/28/28 | 834 | &nbsp;&nbsp; 845671 |
| &nbsp;&nbsp;&nbsp; 2.40%, 01/24/30<sup>(a)</sup> | 489 | &nbsp;&nbsp; 461374 |
| &nbsp;&nbsp;&nbsp; 4.73%, 02/28/30 | 400 | &nbsp;&nbsp; 409300 |
| &nbsp;&nbsp;&nbsp; 4.83%, 04/24/30 | 500 | &nbsp;&nbsp; 513816 |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/03/31 | 450 | &nbsp;&nbsp; 405300 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.73%), 2.20%, 02/07/28<sup>(b)</sup> | 279 | &nbsp;&nbsp; 274215 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.95%), 4.54%, 04/24/28<sup>(b)</sup> | 495 | &nbsp;&nbsp; 499101 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.00%), 2.62%, 02/07/33<sup>(a)(b)</sup> | 441 | &nbsp;&nbsp; 397967 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.02%), 4.53%, 02/20/29<sup>(b)</sup> | 700 | &nbsp;&nbsp; 707894 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.05%), 4.68%, 10/22/32<sup>(b)</sup> | 525 | &nbsp;&nbsp; 532448 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.22%), 5.15%, 02/28/36<sup>(b)</sup> | 500 | &nbsp;&nbsp; 508544 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.22%), 4.78%, 10/23/36<sup>(b)</sup> | 675 | &nbsp;&nbsp; 666399 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.48%), 5.68%, 11/21/29<sup>(b)</sup> | 500 | &nbsp;&nbsp; 522541 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.49%), 3.03%, 11/01/34<sup>(b)</sup> | 330 | &nbsp;&nbsp; 313199 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.57%), 4.82%, 01/26/34<sup>(b)</sup> | 600 | &nbsp;&nbsp; 604994 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.61%), 4.42%, 05/13/33<sup>(b)</sup> | 350 | &nbsp;&nbsp; 348124 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.72%), 5.82%, 11/04/28<sup>(b)</sup> | 115 | &nbsp;&nbsp; 118756 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.73%), 4.16%, 08/04/33<sup>(b)</sup> | 500 | &nbsp;&nbsp; 489245 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.89%), 5.16%, 05/18/34<sup>(a)(b)</sup> | 550 | &nbsp;&nbsp; 564896 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.96%), 6.12%, 11/21/34<sup>(b)</sup> | 450 | &nbsp;&nbsp; 484430 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.65%), 3.15%, 03/30/31<sup>(b)</sup> | 335 | &nbsp;&nbsp; 322671 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.29%), 4.14%, <br> 12/03/29<sup>(b)</sup><br>| 250 | &nbsp;&nbsp; 251351 |
| Sumitomo Mitsui Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.36%, 07/12/27 | 1177 | &nbsp;&nbsp; 1168988 |
| &nbsp;&nbsp;&nbsp; 3.35%, 10/18/27 | 413 | &nbsp;&nbsp; 409533 |
| &nbsp;&nbsp;&nbsp; 5.52%, 01/13/28 | 1100 | &nbsp;&nbsp; 1132641 |
| &nbsp;&nbsp;&nbsp; 3.54%, 01/17/28 | 309 | &nbsp;&nbsp; 306744 |
| &nbsp;&nbsp;&nbsp; 5.80%, 07/13/28 | 500 | &nbsp;&nbsp; 520549 |
| &nbsp;&nbsp;&nbsp; 3.94%, 07/19/28 | 514 | &nbsp;&nbsp; 514135 |
| &nbsp;&nbsp;&nbsp; 5.72%, 09/14/28 | 400 | &nbsp;&nbsp; 416206 |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/17/28 | 1582 | &nbsp;&nbsp; 1497343 |
| &nbsp;&nbsp;&nbsp; 4.31%, 10/16/28 | 432 | &nbsp;&nbsp; 435369 |
| &nbsp;&nbsp;&nbsp; 2.47%, 01/14/29 | 400 | &nbsp;&nbsp; 381649 |
| &nbsp;&nbsp;&nbsp; 4.11%, 01/15/29 | 490 | &nbsp;&nbsp; 490042 |
| &nbsp;&nbsp;&nbsp; 5.32%, 07/09/29 | 400 | &nbsp;&nbsp; 413998 |
| &nbsp;&nbsp;&nbsp; 3.04%, 07/16/29 | 1640 | &nbsp;&nbsp; 1578981 |
| &nbsp;&nbsp;&nbsp; 2.72%, 09/27/29 | 478 | &nbsp;&nbsp; 453190 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Sumitomo Mitsui Financial Group, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.71%, 01/13/30 | $700 | &nbsp;&nbsp; $735211 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/15/30 | 750 | &nbsp;&nbsp; 707639 |
| &nbsp;&nbsp;&nbsp; 5.24%, 04/15/30 | 400 | &nbsp;&nbsp; 413753 |
| &nbsp;&nbsp;&nbsp; 2.13%, 07/08/30 | 1310 | &nbsp;&nbsp; 1193416 |
| &nbsp;&nbsp;&nbsp; 5.85%, 07/13/30 | 500 | &nbsp;&nbsp; 529604 |
| &nbsp;&nbsp;&nbsp; 2.14%, 09/23/30<sup>(a)</sup> | 470 | &nbsp;&nbsp; 424841 |
| &nbsp;&nbsp;&nbsp; 1.71%, 01/12/31 | 235 | &nbsp;&nbsp; 206808 |
| &nbsp;&nbsp;&nbsp; 5.42%, 07/09/31 | 600 | &nbsp;&nbsp; 626143 |
| &nbsp;&nbsp;&nbsp; 2.22%, 09/17/31<sup>(a)</sup> | 600 | &nbsp;&nbsp; 532201 |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/15/32 | 200 | &nbsp;&nbsp; 208826 |
| &nbsp;&nbsp;&nbsp; 5.77%, 01/13/33 | 1050 | &nbsp;&nbsp; 1113051 |
| &nbsp;&nbsp;&nbsp; 5.78%, 07/13/33 | 500 | &nbsp;&nbsp; 530986 |
| &nbsp;&nbsp;&nbsp; 5.81%, 09/14/33<sup>(a)</sup> | 600 | &nbsp;&nbsp; 639646 |
| &nbsp;&nbsp;&nbsp; 5.56%, 07/09/34 | 800 | &nbsp;&nbsp; 836047 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/15/35 | 600 | &nbsp;&nbsp; 631334 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.02%), 4.49%, 01/15/32<sup>(b)</sup> | 600 | &nbsp;&nbsp; 601428 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.19%), 4.66%, 07/08/31<sup>(b)</sup> | 500 | &nbsp;&nbsp; 504582 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.22%), 5.05%, 01/15/37<sup>(b)</sup> | 755 | &nbsp;&nbsp; 753061 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.38%), 4.95%, 07/08/33<sup>(b)</sup> | 500 | &nbsp;&nbsp; 508032 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.50%), 5.25%, 07/08/36<sup>(b)</sup> | 500 | &nbsp;&nbsp; 509403 |
| Synchrony Bank, 5.63%, 08/23/27 | 500 | &nbsp;&nbsp; 509414 |
| &nbsp;&nbsp;&nbsp; Synovus Financial Corp., (1-day SOFR + 2.35%), <br> 6.17%, 11/01/30<sup>(b)</sup><br>| 334 | &nbsp;&nbsp; 348029 |
| Toronto-Dominion Bank |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 03/10/27 | 637 | &nbsp;&nbsp; 629788 |
| &nbsp;&nbsp;&nbsp; 4.98%, 04/05/27 | 275 | &nbsp;&nbsp; 278465 |
| &nbsp;&nbsp;&nbsp; 4.11%, 06/08/27 | 816 | &nbsp;&nbsp; 818234 |
| &nbsp;&nbsp;&nbsp; 4.69%, 09/15/27 | 674 | &nbsp;&nbsp; 682204 |
| &nbsp;&nbsp;&nbsp; 5.16%, 01/10/28 | 1350 | &nbsp;&nbsp; 1380579 |
| &nbsp;&nbsp;&nbsp; 3.91%, 01/13/28 | 150 | &nbsp;&nbsp; 150041 |
| &nbsp;&nbsp;&nbsp; 4.86%, 01/31/28 | 998 | &nbsp;&nbsp; 1014819 |
| &nbsp;&nbsp;&nbsp; 4.57%, 06/02/28 | 650 | &nbsp;&nbsp; 658380 |
| &nbsp;&nbsp;&nbsp; 5.52%, 07/17/28 | 747 | &nbsp;&nbsp; 773860 |
| &nbsp;&nbsp;&nbsp; 4.11%, 10/13/28 | 425 | &nbsp;&nbsp; 425866 |
| &nbsp;&nbsp;&nbsp; 4.99%, 04/05/29 | 605 | &nbsp;&nbsp; 620991 |
| &nbsp;&nbsp;&nbsp; 4.78%, 12/17/29 | 550 | &nbsp;&nbsp; 563302 |
| &nbsp;&nbsp;&nbsp; 4.81%, 06/03/30 | 650 | &nbsp;&nbsp; 663243 |
| &nbsp;&nbsp;&nbsp; 4.41%, 01/13/31 | 150 | &nbsp;&nbsp; 150416 |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/10/31<sup>(a)</sup> | 595 | &nbsp;&nbsp; 531011 |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/12/32 | 413 | &nbsp;&nbsp; 370303 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/30/32 | 500 | &nbsp;&nbsp; 521540 |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/10/32 | 1015 | &nbsp;&nbsp; 945962 |
| &nbsp;&nbsp;&nbsp; 4.46%, 06/08/32<sup>(a)</sup> | 1432 | &nbsp;&nbsp; 1430614 |
| &nbsp;&nbsp;&nbsp; 4.93%, 10/15/35 | 725 | &nbsp;&nbsp; 722872 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.50%), 5.15%, 09/10/34<sup>(b)</sup> | 650 | &nbsp;&nbsp; 661080 |
| Truist Bank |  |  |
| &nbsp;&nbsp;&nbsp; Series BKNT, 2.25%, 03/11/30 | 761 | &nbsp;&nbsp; 696683 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series BKNT, Class BN, (1-day SOFR + 0.77%), <br> 4.42%, 07/24/28<sup>(b)</sup><br>| 1135 | &nbsp;&nbsp; 1141258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series BKNT, Class BN, (1-day SOFR + 0.91%), <br> 4.14%, 10/23/29<sup>(b)</sup><br>| 800 | &nbsp;&nbsp; 799320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series I, Class BN, (1-day SOFR + 0.66%), 4.14%, <br> 01/27/29<sup>(b)</sup><br>| 795 | &nbsp;&nbsp; 795864 |
| Truist Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 08/03/27<sup>(a)</sup> | 435 | &nbsp;&nbsp; 417649 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/19/29 | 330 | &nbsp;&nbsp; 326695 |
| &nbsp;&nbsp;&nbsp; 1.95%, 06/05/30 | 535 | &nbsp;&nbsp; 486407 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.86%), 1.89%, 06/07/29<sup>(b)</sup> | 529 | &nbsp;&nbsp; 503336 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.97%), 4.60%, 01/27/32<sup>(b)</sup> | 760 | &nbsp;&nbsp; 761971 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.31%), 5.07%, 05/20/31<sup>(b)</sup> | 700 | &nbsp;&nbsp; 717370 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.37%), 4.12%, 06/06/28<sup>(a)(b)</sup> | 123 | &nbsp;&nbsp; 123272 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.40%), 4.96%, 10/23/36<sup>(a)(b)</sup> | 825 | &nbsp;&nbsp; 812028 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Truist Financial Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.44%), 4.87%, 01/26/29<sup>(a)(b)</sup> | $1054 | &nbsp;&nbsp; $1070340 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.57%), 5.15%, 08/05/32<sup>(b)</sup> | 625 | &nbsp;&nbsp; 643700 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.62%), 5.44%, 01/24/30<sup>(b)</sup> | 899 | &nbsp;&nbsp; 930479 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.85%), 5.12%, 01/26/34<sup>(b)</sup> | 999 | &nbsp;&nbsp; 1013344 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.92%), 5.71%, 01/24/35<sup>(a)(b)</sup> | 1248 | &nbsp;&nbsp; 1306466 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.24%), 4.92%, 07/28/33<sup>(b)</sup> | 702 | &nbsp;&nbsp; 703896 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.30%), 6.12%, 10/28/33<sup>(a)(b)</sup> | 500 | &nbsp;&nbsp; 538524 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.36%), 5.87%, 06/08/34<sup>(b)</sup> | 1165 | &nbsp;&nbsp; 1233433 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.45%), 7.16%, 10/30/29<sup>(b)</sup> | 1035 | &nbsp;&nbsp; 1114058 |
| U.S. Bancorp |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/26/28 | 965 | &nbsp;&nbsp; 966662 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/30/29 | 634 | &nbsp;&nbsp; 611153 |
| &nbsp;&nbsp;&nbsp; 1.38%, 07/22/30 | 969 | &nbsp;&nbsp; 857678 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.87%), 4.48%, 01/26/32<sup>(b)</sup> | 525 | &nbsp;&nbsp; 525991 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.02%), 2.68%, 01/27/33<sup>(b)</sup> | 413 | &nbsp;&nbsp; 372064 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.06%), 5.05%, 02/12/31<sup>(b)</sup> | 605 | &nbsp;&nbsp; 620970 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.10%), 5.03%, 01/26/37<sup>(b)</sup> | 525 | &nbsp;&nbsp; 524393 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.23%), 4.65%, 02/01/29<sup>(b)</sup> | 847 | &nbsp;&nbsp; 857141 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.25%), 5.10%, 07/23/30<sup>(b)</sup> | 810 | &nbsp;&nbsp; 833758 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.30%), 5.08%, 05/15/31<sup>(b)</sup> | 750 | &nbsp;&nbsp; 771042 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.41%), 5.42%, 02/12/36<sup>(a)(b)</sup> | 840 | &nbsp;&nbsp; 869003 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.56%), 5.38%, 01/23/30<sup>(b)</sup> | 1018 | &nbsp;&nbsp; 1053308 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.60%), 4.84%, 02/01/34<sup>(b)</sup> | 1200 | &nbsp;&nbsp; 1204271 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.66%), 4.55%, 07/22/28<sup>(b)</sup> | 760 | &nbsp;&nbsp; 766119 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.86%), 5.68%, 01/23/35<sup>(b)</sup> | 1224 | &nbsp;&nbsp; 1283356 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.02%), 5.78%, 06/12/29<sup>(b)</sup> | 1045 | &nbsp;&nbsp; 1084702 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.09%), 5.85%, 10/21/33<sup>(b)</sup> | 1162 | &nbsp;&nbsp; 1240735 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.11%), 4.97%, 07/22/33<sup>(b)</sup> | 875 | &nbsp;&nbsp; 881487 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.26%), 5.84%, 06/12/34<sup>(b)</sup> | 933 | &nbsp;&nbsp; 988344 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 0.95%), 2.49%, 11/03/36<sup>(b)</sup> | 1007 | &nbsp;&nbsp; 881396 |
| &nbsp;&nbsp;&nbsp; Series X, 3.15%, 04/27/27 | 783 | &nbsp;&nbsp; 777456 |
| &nbsp;&nbsp;&nbsp; U.S. Bank NA, (1-day SOFR + 0.91%), 4.73%, <br> 05/15/28<sup>(b)</sup><br>| 750 | &nbsp;&nbsp; 757158 |
| UBS AG |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/09/27 | 400 | &nbsp;&nbsp; 406936 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/11/28 | 1000 | &nbsp;&nbsp; 1043081 |
| Wachovia Corp., 5.50%, 08/01/35 | 250 | &nbsp;&nbsp; 256537 |
| Webster Financial Corp., 4.10%, 03/25/29 | 200 | &nbsp;&nbsp; 198190 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/22/27 | 1667 | &nbsp;&nbsp; 1674712 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/24/29 | 1374 | &nbsp;&nbsp; 1379981 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.74%), 4.18%, 01/23/30<sup>(b)</sup> | 1170 | &nbsp;&nbsp; 1170753 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.88%), 4.08%, 09/15/29<sup>(a)(b)</sup> | 1675 | &nbsp;&nbsp; 1672897 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.07%), 5.71%, 04/22/28<sup>(b)</sup> | 1880 | &nbsp;&nbsp; 1917847 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.10%), 4.96%, 01/23/37<sup>(b)</sup> | 1950 | &nbsp;&nbsp; 1934298 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.11%), 5.24%, 01/24/31<sup>(b)</sup> | 2091 | &nbsp;&nbsp; 2159752 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.34%), 4.89%, 09/15/36<sup>(b)</sup> | 1675 | &nbsp;&nbsp; 1657244 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.37%), 4.97%, 04/23/29<sup>(b)</sup> | 2000 | &nbsp;&nbsp; 2037548 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.38%), 5.21%, 12/03/35<sup>(b)</sup> | 1650 | &nbsp;&nbsp; 1673220 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.50%), 5.20%, 01/23/30<sup>(b)</sup> | 1720 | &nbsp;&nbsp; 1771167 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.50%), 5.15%, 04/23/31<sup>(b)</sup> | 2375 | &nbsp;&nbsp; 2445775 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.50%), 3.35%, 03/02/33<sup>(b)</sup> | 2463 | &nbsp;&nbsp; 2295509 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.51%), 3.53%, 03/24/28<sup>(b)</sup> | 2167 | &nbsp;&nbsp; 2155277 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.74%), 5.57%, 07/25/29<sup>(b)</sup> | 2394 | &nbsp;&nbsp; 2477073 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.74%), 5.61%, 04/23/36<sup>(b)</sup> | 1795 | &nbsp;&nbsp; 1870103 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.78%), 5.50%, 01/23/35<sup>(b)</sup> | 1965 | &nbsp;&nbsp; 2037572 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.79%), 6.30%, 10/23/29<sup>(b)</sup> | 1571 | &nbsp;&nbsp; 1658711 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.98%), 4.81%, 07/25/28<sup>(b)</sup> | 2045 | &nbsp;&nbsp; 2068164 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.99%), 5.56%, 07/25/34<sup>(b)</sup> | 2556 | &nbsp;&nbsp; 2664338 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.02%), 5.39%, 04/24/34<sup>(b)</sup> | 2335 | &nbsp;&nbsp; 2413743 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.06%), 6.49%, 10/23/34<sup>(b)</sup> | 1966 | &nbsp;&nbsp; 2162988 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.10%), 2.39%, 06/02/28<sup>(b)</sup> | 2045 | &nbsp;&nbsp; 2002165 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Wells Fargo & Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.10%), 4.90%, 07/25/33<sup>(b)</sup> | 2873 | &nbsp;&nbsp; $2906902 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.26%), 2.57%, <br> 02/11/31<sup>(b)</sup><br>| 1943 | &nbsp;&nbsp; 1814891 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.43%), 2.88%, <br> 10/30/30<sup>(b)</sup><br>| 2209 | &nbsp;&nbsp; 2103673 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.57%), 3.58%, <br> 05/22/28<sup>(b)</sup><br>| 2143 | &nbsp;&nbsp; 2131204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 4.03%), 4.48%, <br> 04/04/31<sup>(b)</sup><br>| 1559 | &nbsp;&nbsp; 1565816 |
| Westpac Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/08/27 | 500 | &nbsp;&nbsp; 497882 |
| &nbsp;&nbsp;&nbsp; 4.04%, 08/26/27 | 600 | &nbsp;&nbsp; 603093 |
| &nbsp;&nbsp;&nbsp; 5.46%, 11/18/27 | 854 | &nbsp;&nbsp; 878774 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/25/28 | 935 | &nbsp;&nbsp; 928371 |
| &nbsp;&nbsp;&nbsp; 5.54%, 11/17/28 | 820 | &nbsp;&nbsp; 856133 |
| &nbsp;&nbsp;&nbsp; 1.95%, 11/20/28 | 779 | &nbsp;&nbsp; 740778 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/16/29 | 500 | &nbsp;&nbsp; 517254 |
| &nbsp;&nbsp;&nbsp; 2.65%, 01/16/30 | 571 | &nbsp;&nbsp; 541455 |
| &nbsp;&nbsp;&nbsp; 4.35%, 07/01/30 | 550 | &nbsp;&nbsp; 554178 |
| &nbsp;&nbsp;&nbsp; 2.15%, 06/03/31 | 536 | &nbsp;&nbsp; 483724 |
| &nbsp;&nbsp;&nbsp; 6.82%, 11/17/33 | 428 | &nbsp;&nbsp; 477321 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.20%), 5.62%, 11/20/35<sup>(b)</sup> | 950 | &nbsp;&nbsp; 981465 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 2.68%), 5.41%, 08/10/33<sup>(b)</sup> | 550 | &nbsp;&nbsp; 567377 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.53%), 3.02%, 11/18/36<sup>(b)</sup> | 820 | &nbsp;&nbsp; 742121 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.75%), 2.67%, 11/15/35<sup>(b)</sup> | 957 | &nbsp;&nbsp; 868591 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.00%), 4.11%, 07/24/34<sup>(b)</sup> | 740 | &nbsp;&nbsp; 729215 |
| Wintrust Financial Corp., 4.85%, 06/06/29 | 150 | &nbsp;&nbsp; 149627 |
| Zions Bancorp NA |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/29/29 | 261 | &nbsp;&nbsp; 246434 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.16%), 4.70%, 08/18/28<sup>(b)</sup> | 250 | &nbsp;&nbsp; 250960 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.83%), 6.82%, 11/19/35<sup>(b)</sup> | 250 | &nbsp;&nbsp; 265024 |
|  |  | &nbsp;&nbsp; 950569252 |
| **Beverages — 1.2%** | **Beverages — 1.2%** | **Beverages — 1.2%** |
| Anheuser-Busch InBev Worldwide, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/23/29 | 2067 | &nbsp;&nbsp; 2109613 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/30 | 1311 | &nbsp;&nbsp; 1280758 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/23/31 | 400 | &nbsp;&nbsp; 413276 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/34 | 863 | &nbsp;&nbsp; 887837 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/15/35 | 200 | &nbsp;&nbsp; 216264 |
| Brown-Forman Corp., 4.75%, 04/15/33<sup>(a)</sup> | 400 | &nbsp;&nbsp; 404627 |
| Coca-Cola Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/25/27 | 672 | &nbsp;&nbsp; 670223 |
| &nbsp;&nbsp;&nbsp; 2.90%, 05/25/27 | 163 | &nbsp;&nbsp; 161529 |
| &nbsp;&nbsp;&nbsp; 1.45%, 06/01/27 | 900 | &nbsp;&nbsp; 875250 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/05/28<sup>(a)</sup> | 429 | &nbsp;&nbsp; 410647 |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/15/28 | 676 | &nbsp;&nbsp; 639678 |
| &nbsp;&nbsp;&nbsp; 2.13%, 09/06/29 | 729 | &nbsp;&nbsp; 687735 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/25/30 | 745 | &nbsp;&nbsp; 729852 |
| &nbsp;&nbsp;&nbsp; 1.65%, 06/01/30 | 876 | &nbsp;&nbsp; 793886 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/05/31 | 462 | &nbsp;&nbsp; 418505 |
| &nbsp;&nbsp;&nbsp; 1.38%, 03/15/31 | 912 | &nbsp;&nbsp; 799553 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/05/32 | 1233 | &nbsp;&nbsp; 1110719 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/13/34 | 466 | &nbsp;&nbsp; 483715 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/14/34<sup>(a)</sup> | 637 | &nbsp;&nbsp; 647684 |
| Coca-Cola Consolidated, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/29 | 300 | &nbsp;&nbsp; 309708 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/34 | 300 | &nbsp;&nbsp; 312531 |
| Coca-Cola Femsa SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/22/30 | 705 | &nbsp;&nbsp; 666189 |
| &nbsp;&nbsp;&nbsp; 1.85%, 09/01/32 | 332 | &nbsp;&nbsp; 280427 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Beverages (continued)** | **Beverages (continued)** | **Beverages (continued)** |
| Coca-Cola Femsa SAB de CV (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/06/35 | $350 | &nbsp;&nbsp; $353698 |
| Constellation Brands, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/09/27 | 179 | &nbsp;&nbsp; 177925 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/09/27 | 400 | &nbsp;&nbsp; 401491 |
| &nbsp;&nbsp;&nbsp; 3.60%, 02/15/28 | 450 | &nbsp;&nbsp; 446607 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/15/28 | 250 | &nbsp;&nbsp; 253257 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/15/29 | 175 | &nbsp;&nbsp; 177984 |
| &nbsp;&nbsp;&nbsp; 3.15%, 08/01/29 | 829 | &nbsp;&nbsp; 800567 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/01/30 | 379 | &nbsp;&nbsp; 357719 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/01/30<sup>(a)</sup> | 325 | &nbsp;&nbsp; 330531 |
| &nbsp;&nbsp;&nbsp; 2.25%, 08/01/31<sup>(a)</sup> | 652 | &nbsp;&nbsp; 579972 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/09/32 | 330 | &nbsp;&nbsp; 332158 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/01/33 | 440 | &nbsp;&nbsp; 442174 |
| &nbsp;&nbsp;&nbsp; 4.95%, 11/01/35<sup>(a)</sup> | 350 | &nbsp;&nbsp; 345732 |
| Diageo Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 10/24/27 | 500 | &nbsp;&nbsp; 511978 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/18/28 | 478 | &nbsp;&nbsp; 478023 |
| &nbsp;&nbsp;&nbsp; 2.38%, 10/24/29 | 766 | &nbsp;&nbsp; 721450 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/29/30 | 678 | &nbsp;&nbsp; 620438 |
| &nbsp;&nbsp;&nbsp; 2.13%, 04/29/32 | 478 | &nbsp;&nbsp; 416316 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/24/33 | 500 | &nbsp;&nbsp; 525158 |
| &nbsp;&nbsp;&nbsp; 5.63%, 10/05/33 | 600 | &nbsp;&nbsp; 635051 |
| Diageo Investment Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 08/15/30 | 600 | &nbsp;&nbsp; 620752 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/15/35 | 500 | &nbsp;&nbsp; 526732 |
| Keurig Dr. Pepper, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/15/27 | 543 | &nbsp;&nbsp; 548854 |
| &nbsp;&nbsp;&nbsp; 3.43%, 06/15/27 | 314 | &nbsp;&nbsp; 311456 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/15/28 | 250 | &nbsp;&nbsp; 251056 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/25/28<sup>(a)</sup> | 702 | &nbsp;&nbsp; 707916 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/29 | 543 | &nbsp;&nbsp; 554458 |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/15/29 | 632 | &nbsp;&nbsp; 626126 |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/01/30 | 413 | &nbsp;&nbsp; 392641 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/30 | 250 | &nbsp;&nbsp; 251060 |
| &nbsp;&nbsp;&nbsp; 4.05%, 04/15/32 | 615 | &nbsp;&nbsp; 592290 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/15/34 | 325 | &nbsp;&nbsp; 330406 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/35<sup>(a)</sup> | 450 | &nbsp;&nbsp; 449579 |
| &nbsp;&nbsp;&nbsp; Series 10, 5.20%, 03/15/31 | 225 | &nbsp;&nbsp; 231052 |
| &nbsp;&nbsp;&nbsp; Series 31, 2.25%, 03/15/31 | 213 | &nbsp;&nbsp; 190538 |
| Pepsico Singapore Financing I Pte. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/16/27 | 225 | &nbsp;&nbsp; 226839 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/16/29 | 225 | &nbsp;&nbsp; 228786 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/16/34 | 325 | &nbsp;&nbsp; 326651 |
| PepsiCo, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/07/27 | 100 | &nbsp;&nbsp; 100640 |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/19/27 | 256 | &nbsp;&nbsp; 252878 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/15/27 | 963 | &nbsp;&nbsp; 953441 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/07/28 | 300 | &nbsp;&nbsp; 304198 |
| &nbsp;&nbsp;&nbsp; 3.60%, 02/18/28 | 445 | &nbsp;&nbsp; 444078 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/15/28 | 456 | &nbsp;&nbsp; 463101 |
| &nbsp;&nbsp;&nbsp; 4.10%, 01/15/29 | 575 | &nbsp;&nbsp; 579229 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/01/29 | 150 | &nbsp;&nbsp; 163159 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/17/29 | 425 | &nbsp;&nbsp; 433344 |
| &nbsp;&nbsp;&nbsp; 2.63%, 07/29/29 | 729 | &nbsp;&nbsp; 697137 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/07/30 | 700 | &nbsp;&nbsp; 715016 |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/19/30 | 1025 | &nbsp;&nbsp; 974830 |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/01/30 | 646 | &nbsp;&nbsp; 585542 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/23/30 | 435 | &nbsp;&nbsp; 439263 |
| &nbsp;&nbsp;&nbsp; 1.40%, 02/25/31 | 464 | &nbsp;&nbsp; 407241 |
| &nbsp;&nbsp;&nbsp; 1.95%, 10/21/31 | 816 | &nbsp;&nbsp; 724866 |
| &nbsp;&nbsp;&nbsp; 3.90%, 07/18/32 | 837 | &nbsp;&nbsp; 821137 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Beverages (continued)** | **Beverages (continued)** | **Beverages (continued)** |
| PepsiCo, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/23/32 | 375 | &nbsp;&nbsp; $381971 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/15/33 | 550 | &nbsp;&nbsp; 557507 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/17/34 | 425 | &nbsp;&nbsp; 432768 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/07/35 | 854 | &nbsp;&nbsp; 874911 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/23/35 | 775 | &nbsp;&nbsp; 788081 |
|  |  | &nbsp;&nbsp; 43679965 |
| **Biotechnology — 0.7%** | **Biotechnology — 0.7%** | **Biotechnology — 0.7%** |
| Amgen, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 02/21/27 | 1148 | &nbsp;&nbsp; 1128315 |
| &nbsp;&nbsp;&nbsp; 3.20%, 11/02/27 | 865 | &nbsp;&nbsp; 855672 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/02/28 | 1999 | &nbsp;&nbsp; 2046108 |
| &nbsp;&nbsp;&nbsp; 1.65%, 08/15/28 | 1200 | &nbsp;&nbsp; 1134991 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/22/29 | 300 | &nbsp;&nbsp; 291265 |
| &nbsp;&nbsp;&nbsp; 4.05%, 08/18/29 | 942 | &nbsp;&nbsp; 941651 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/21/30 | 902 | &nbsp;&nbsp; 843393 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/02/30 | 1832 | &nbsp;&nbsp; 1901065 |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/25/31 | 902 | &nbsp;&nbsp; 819757 |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/15/32 | 760 | &nbsp;&nbsp; 663474 |
| &nbsp;&nbsp;&nbsp; 3.35%, 02/22/32 | 666 | &nbsp;&nbsp; 627024 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/33 | 600 | &nbsp;&nbsp; 584742 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/02/33 | 2258 | &nbsp;&nbsp; 2336034 |
| Biogen, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/01/30 | 1007 | &nbsp;&nbsp; 925684 |
| &nbsp;&nbsp;&nbsp; 5.05%, 01/15/31 | 120 | &nbsp;&nbsp; 123485 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/35 | 415 | &nbsp;&nbsp; 435635 |
| Bio-Rad Laboratories, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/15/27 | 250 | &nbsp;&nbsp; 248103 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/32 | 577 | &nbsp;&nbsp; 544807 |
| Gilead Sciences, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/01/27 | 863 | &nbsp;&nbsp; 855697 |
| &nbsp;&nbsp;&nbsp; 1.20%, 10/01/27 | 475 | &nbsp;&nbsp; 455838 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/15/29 | 380 | &nbsp;&nbsp; 390323 |
| &nbsp;&nbsp;&nbsp; 1.65%, 10/01/30 | 821 | &nbsp;&nbsp; 735534 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/15/33 | 665 | &nbsp;&nbsp; 695829 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/15/35 | 704 | &nbsp;&nbsp; 720335 |
| &nbsp;&nbsp;&nbsp; 4.60%, 09/01/35 | 600 | &nbsp;&nbsp; 591864 |
| Illumina, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/13/27 | 200 | &nbsp;&nbsp; 205890 |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/12/30 | 225 | &nbsp;&nbsp; 227295 |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/23/31 | 395 | &nbsp;&nbsp; 358851 |
| Regeneron Pharmaceuticals, Inc., 1.75%, 09/15/30 | 670 | &nbsp;&nbsp; 599613 |
| Royalty Pharma PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/02/27 | 643 | &nbsp;&nbsp; 620597 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/02/29 | 300 | &nbsp;&nbsp; 308956 |
| &nbsp;&nbsp;&nbsp; 2.20%, 09/02/30 | 1059 | &nbsp;&nbsp; 962752 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/25/31 | 450 | &nbsp;&nbsp; 449050 |
| &nbsp;&nbsp;&nbsp; 2.15%, 09/02/31<sup>(a)</sup> | 286 | &nbsp;&nbsp; 252623 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/02/34 | 300 | &nbsp;&nbsp; 306976 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/25/35 | 550 | &nbsp;&nbsp; 552895 |
|  |  | &nbsp;&nbsp; 25742123 |
| **Broadline Retail — 0.0%** | **Broadline Retail — 0.0%** | **Broadline Retail — 0.0%** |
| TJX Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.15%, 05/15/28 | 350 | &nbsp;&nbsp; 329792 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/15/30 | 350 | &nbsp;&nbsp; 348075 |
| &nbsp;&nbsp;&nbsp; 1.60%, 05/15/31 | 350 | &nbsp;&nbsp; 307226 |
|  |  | &nbsp;&nbsp; 985093 |
| **Building Materials — 0.6%** | **Building Materials — 0.6%** | **Building Materials — 0.6%** |
| Amrize Finance U.S. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/07/27 | 125 | &nbsp;&nbsp; 125831 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Building Materials (continued)** | **Building Materials (continued)** | **Building Materials (continued)** |
| Amrize Finance U.S. LLC (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/07/28 | $425 | &nbsp;&nbsp; $430864 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/07/30 | 898 | &nbsp;&nbsp; 919263 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/07/35 | 595 | &nbsp;&nbsp; 615784 |
| Carlisle Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/01/27<sup>(a)</sup> | 400 | &nbsp;&nbsp; 398512 |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/01/30 | 599 | &nbsp;&nbsp; 565919 |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/01/32 | 325 | &nbsp;&nbsp; 284382 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/15/35 | 320 | &nbsp;&nbsp; 325426 |
| Carrier Global Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.49%, 02/15/27 | 542 | &nbsp;&nbsp; 534552 |
| &nbsp;&nbsp;&nbsp; 2.72%, 02/15/30 | 1287 | &nbsp;&nbsp; 1212758 |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/15/31 | 506 | &nbsp;&nbsp; 469115 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/15/34 | 576 | &nbsp;&nbsp; 616554 |
| CRH America Finance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/09/31 | 500 | &nbsp;&nbsp; 500219 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/21/34<sup>(a)</sup> | 500 | &nbsp;&nbsp; 516957 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/09/35 | 650 | &nbsp;&nbsp; 675865 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/09/36 | 500 | &nbsp;&nbsp; 499197 |
| CRH SMW Finance DAC |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 05/21/29 | 600 | &nbsp;&nbsp; 619379 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/09/30 | 650 | &nbsp;&nbsp; 669848 |
| Eagle Materials, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/01/31 | 403 | &nbsp;&nbsp; 365413 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/36 | 100 | &nbsp;&nbsp; 97967 |
| Fortune Brands Innovations, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/15/29 | 413 | &nbsp;&nbsp; 398768 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/25/32 | 479 | &nbsp;&nbsp; 459622 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/01/33<sup>(a)</sup> | 186 | &nbsp;&nbsp; 196603 |
| &nbsp;&nbsp;&nbsp; Johnson Controls International PLC/Tyco Fire & <br> Security Finance SCA<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/19/29 | 300 | &nbsp;&nbsp; 312637 |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/15/30 | 411 | &nbsp;&nbsp; 367398 |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/16/31 | 351 | &nbsp;&nbsp; 309566 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/01/32 | 475 | &nbsp;&nbsp; 482886 |
| Lennox International, Inc., 5.50%, 09/15/28 | 254 | &nbsp;&nbsp; 262211 |
| Martin Marietta Materials, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 06/01/27 | 163 | &nbsp;&nbsp; 162075 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/15/27 | 300 | &nbsp;&nbsp; 297779 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/15/30 | 179 | &nbsp;&nbsp; 167028 |
| &nbsp;&nbsp;&nbsp; 2.40%, 07/15/31 | 561 | &nbsp;&nbsp; 506039 |
| &nbsp;&nbsp;&nbsp; 5.15%, 12/01/34 | 507 | &nbsp;&nbsp; 516667 |
| Masco Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/15/28 | 300 | &nbsp;&nbsp; 285327 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/01/30 | 109 | &nbsp;&nbsp; 97641 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/15/31 | 413 | &nbsp;&nbsp; 365644 |
| Mohawk Industries, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/18/28 | 250 | &nbsp;&nbsp; 260717 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/15/30 | 425 | &nbsp;&nbsp; 413407 |
| Owens Corning |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/27 | 299 | &nbsp;&nbsp; 304770 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/15/29 | 270 | &nbsp;&nbsp; 268123 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/30 | 290 | &nbsp;&nbsp; 281685 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/01/30 | 225 | &nbsp;&nbsp; 220534 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/15/34<sup>(a)</sup> | 422 | &nbsp;&nbsp; 443472 |
| Trane Technologies Financing Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/21/29 | 560 | &nbsp;&nbsp; 557878 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/03/33 | 400 | &nbsp;&nbsp; 415955 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/13/34 | 255 | &nbsp;&nbsp; 261086 |
| Trane Technologies Holdco, Inc., 3.75%, 08/21/28 | 300 | &nbsp;&nbsp; 299898 |
| Vulcan Materials Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/01/27 | 129 | &nbsp;&nbsp; 129012 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Building Materials (continued)** | **Building Materials (continued)** | **Building Materials (continued)** |
| Vulcan Materials Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 12/01/29 | 325 | &nbsp;&nbsp; $333380 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/30 | 400 | &nbsp;&nbsp; 387510 |
| &nbsp;&nbsp;&nbsp; 5.35%, 12/01/34 | 425 | &nbsp;&nbsp; 438838 |
|  |  | &nbsp;&nbsp; 20647961 |
| **Building Products — 0.7%** | **Building Products — 0.7%** | **Building Products — 0.7%** |
| Ferguson Enterprises, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/15/31 | 300 | &nbsp;&nbsp; 298873 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/03/34 | 500 | &nbsp;&nbsp; 501803 |
| Home Depot, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/15/27 | 460 | &nbsp;&nbsp; 453520 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/15/27 | 525 | &nbsp;&nbsp; 519973 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/25/27 | 245 | &nbsp;&nbsp; 248894 |
| &nbsp;&nbsp;&nbsp; 2.80%, 09/14/27 | 671 | &nbsp;&nbsp; 661509 |
| &nbsp;&nbsp;&nbsp; 0.90%, 03/15/28 | 408 | &nbsp;&nbsp; 385248 |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/15/28 | 555 | &nbsp;&nbsp; 524488 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/15/28 | 190 | &nbsp;&nbsp; 190030 |
| &nbsp;&nbsp;&nbsp; 3.90%, 12/06/28 | 600 | &nbsp;&nbsp; 602044 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/15/29 | 250 | &nbsp;&nbsp; 257103 |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/15/29 | 1226 | &nbsp;&nbsp; 1188891 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/25/29 | 853 | &nbsp;&nbsp; 874267 |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/30 | 1051 | &nbsp;&nbsp; 994924 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/15/30<sup>(a)</sup> | 235 | &nbsp;&nbsp; 233760 |
| &nbsp;&nbsp;&nbsp; 1.38%, 03/15/31 | 775 | &nbsp;&nbsp; 673684 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/25/31 | 595 | &nbsp;&nbsp; 614871 |
| &nbsp;&nbsp;&nbsp; 1.88%, 09/15/31 | 671 | &nbsp;&nbsp; 592044 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/15/32 | 734 | &nbsp;&nbsp; 691371 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/32 | 944 | &nbsp;&nbsp; 954509 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/25/34 | 1185 | &nbsp;&nbsp; 1208236 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/15/35 | 650 | &nbsp;&nbsp; 642182 |
| Lowe's Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 04/01/27 | 628 | &nbsp;&nbsp; 624243 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/03/27 | 1056 | &nbsp;&nbsp; 1046168 |
| &nbsp;&nbsp;&nbsp; 3.95%, 10/15/27 | 600 | &nbsp;&nbsp; 601334 |
| &nbsp;&nbsp;&nbsp; 1.30%, 04/15/28 | 899 | &nbsp;&nbsp; 849565 |
| &nbsp;&nbsp;&nbsp; 1.70%, 09/15/28<sup>(a)</sup> | 652 | &nbsp;&nbsp; 615166 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/28 | 600 | &nbsp;&nbsp; 600639 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/15/29 | 260 | &nbsp;&nbsp; 278369 |
| &nbsp;&nbsp;&nbsp; 3.65%, 04/05/29<sup>(a)</sup> | 913 | &nbsp;&nbsp; 901819 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/30 | 829 | &nbsp;&nbsp; 838809 |
| &nbsp;&nbsp;&nbsp; 1.70%, 10/15/30 | 941 | &nbsp;&nbsp; 837431 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/31 | 700 | &nbsp;&nbsp; 696862 |
| &nbsp;&nbsp;&nbsp; 2.63%, 04/01/31 | 1129 | &nbsp;&nbsp; 1038005 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/32 | 929 | &nbsp;&nbsp; 891532 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/15/32 | 850 | &nbsp;&nbsp; 846367 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/33 | 850 | &nbsp;&nbsp; 868703 |
| &nbsp;&nbsp;&nbsp; 5.15%, 07/01/33<sup>(a)</sup> | 552 | &nbsp;&nbsp; 568128 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/15/35 | 750 | &nbsp;&nbsp; 744152 |
|  |  | &nbsp;&nbsp; 26159516 |
| **Capital Markets — 1.0%** | **Capital Markets — 1.0%** | **Capital Markets — 1.0%** |
| Apollo Debt Solutions BDC |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 12/08/28<sup>(d)</sup> | 250 | &nbsp;&nbsp; 250032 |
| &nbsp;&nbsp;&nbsp; 6.90%, 04/13/29 | 600 | &nbsp;&nbsp; 626113 |
| &nbsp;&nbsp;&nbsp; 5.88%, 08/30/30 | 300 | &nbsp;&nbsp; 302261 |
| &nbsp;&nbsp;&nbsp; 5.70%, 01/23/31<sup>(d)</sup> | 475 | &nbsp;&nbsp; 472317 |
| &nbsp;&nbsp;&nbsp; 6.70%, 07/29/31<sup>(a)</sup> | 640 | &nbsp;&nbsp; 667299 |
| &nbsp;&nbsp;&nbsp; 6.55%, 03/15/32 | 355 | &nbsp;&nbsp; 366171 |
| Ares Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/15/27 | 179 | &nbsp;&nbsp; 175608 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/15/28 | 768 | &nbsp;&nbsp; 737237 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/01/29 | 550 | &nbsp;&nbsp; 564013 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Capital Markets (continued)** | **Capital Markets (continued)** | **Capital Markets (continued)** |
| Ares Capital Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 07/15/29 | $565 | &nbsp;&nbsp; $580552 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/12/31 | 450 | &nbsp;&nbsp; 442864 |
| &nbsp;&nbsp;&nbsp; 3.20%, 11/15/31 | 563 | &nbsp;&nbsp; 499076 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/08/32 | 625 | &nbsp;&nbsp; 629171 |
| ARES Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/30 | 615 | &nbsp;&nbsp; 618316 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/15/31 | 375 | &nbsp;&nbsp; 368533 |
| Bain Capital Specialty Finance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/30<sup>(a)</sup> | 250 | &nbsp;&nbsp; 249991 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/01/31 | 200 | &nbsp;&nbsp; 196570 |
| Barings BDC, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/28 | 200 | &nbsp;&nbsp; 199291 |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/15/29<sup>(a)</sup> | 250 | &nbsp;&nbsp; 258182 |
| Barings Private Credit Corp., 6.15%, 06/11/30<sup>(d)</sup> | 250 | &nbsp;&nbsp; 248375 |
| Blackstone Private Credit Fund |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/15/27 | 532 | &nbsp;&nbsp; 524019 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/26/27 | 250 | &nbsp;&nbsp; 251340 |
| &nbsp;&nbsp;&nbsp; 7.30%, 11/27/28 | 450 | &nbsp;&nbsp; 475979 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/29 | 393 | &nbsp;&nbsp; 381599 |
| &nbsp;&nbsp;&nbsp; 5.95%, 07/16/29 | 575 | &nbsp;&nbsp; 584865 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/22/29 | 300 | &nbsp;&nbsp; 301839 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/01/30 | 250 | &nbsp;&nbsp; 246977 |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/10/30 | 300 | &nbsp;&nbsp; 293847 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/25/31 | 300 | &nbsp;&nbsp; 305531 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/12/31 | 450 | &nbsp;&nbsp; 439528 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/29/32 | 650 | &nbsp;&nbsp; 651675 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/22/34<sup>(a)</sup> | 550 | &nbsp;&nbsp; 546115 |
| Blackstone Secured Lending Fund |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 02/15/27 | 400 | &nbsp;&nbsp; 390469 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/27 | 175 | &nbsp;&nbsp; 178485 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/13/28 | 450 | &nbsp;&nbsp; 454037 |
| &nbsp;&nbsp;&nbsp; 2.85%, 09/30/28 | 390 | &nbsp;&nbsp; 369022 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/30/30 | 375 | &nbsp;&nbsp; 372061 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/31/31 | 350 | &nbsp;&nbsp; 342460 |
| Blue Owl Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 04/13/27 | 130 | &nbsp;&nbsp; 127285 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/11/28 | 526 | &nbsp;&nbsp; 498523 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/29 | 758 | &nbsp;&nbsp; 766119 |
| &nbsp;&nbsp;&nbsp; 6.20%, 07/15/30 | 280 | &nbsp;&nbsp; 282636 |
| Blue Owl Credit Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/08/27 | 252 | &nbsp;&nbsp; 251587 |
| &nbsp;&nbsp;&nbsp; 7.75%, 09/16/27 | 600 | &nbsp;&nbsp; 623915 |
| &nbsp;&nbsp;&nbsp; 7.95%, 06/13/28 | 398 | &nbsp;&nbsp; 420441 |
| &nbsp;&nbsp;&nbsp; 7.75%, 01/15/29 | 352 | &nbsp;&nbsp; 373229 |
| &nbsp;&nbsp;&nbsp; 6.60%, 09/15/29 | 600 | &nbsp;&nbsp; 617467 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/30 | 625 | &nbsp;&nbsp; 619762 |
| &nbsp;&nbsp;&nbsp; 6.65%, 03/15/31 | 470 | &nbsp;&nbsp; 480946 |
| Blue Owl Technology Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.10%, 03/15/28<sup>(a)</sup> | 465 | &nbsp;&nbsp; 471566 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/04/29<sup>(a)</sup> | 400 | &nbsp;&nbsp; 410532 |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/23/31 | 250 | &nbsp;&nbsp; 246081 |
| Capital Southwest Corp., 5.95%, 09/18/30 | 250 | &nbsp;&nbsp; 250068 |
| Carlyle Secured Lending, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/18/30 | 150 | &nbsp;&nbsp; 153814 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/15/31 | 250 | &nbsp;&nbsp; 245759 |
| Franklin BSP Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 7.20%, 06/15/29 | 200 | &nbsp;&nbsp; 207318 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/02/30<sup>(a)(d)</sup> | 200 | &nbsp;&nbsp; 196436 |
| FS KKR Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/15/27 | 413 | &nbsp;&nbsp; 400077 |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/12/28 | 431 | &nbsp;&nbsp; 398204 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Capital Markets (continued)** | **Capital Markets (continued)** | **Capital Markets (continued)** |
| FS KKR Capital Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 01/15/29 | 250 | &nbsp;&nbsp; $258944 |
| &nbsp;&nbsp;&nbsp; 6.88%, 08/15/29<sup>(a)</sup> | 372 | &nbsp;&nbsp; 374621 |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/15/30<sup>(a)</sup> | 400 | &nbsp;&nbsp; 390768 |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/15/31<sup>(a)</sup> | 350 | &nbsp;&nbsp; 338851 |
| Goldman Sachs BDC, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/11/27 | 100 | &nbsp;&nbsp; 101887 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/28/29 | 250 | &nbsp;&nbsp; 248257 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/09/30<sup>(a)</sup> | 325 | &nbsp;&nbsp; 324405 |
| Goldman Sachs Private Credit Corp.<sup>(d)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 05/06/28<sup>(a)</sup> | 225 | &nbsp;&nbsp; 229262 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/31/29 | 450 | &nbsp;&nbsp; 450636 |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/06/30<sup>(a)</sup> | 475 | &nbsp;&nbsp; 483471 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/31/31 | 300 | &nbsp;&nbsp; 297266 |
| Golub Capital BDC, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 02/15/27<sup>(a)</sup> | 245 | &nbsp;&nbsp; 238852 |
| &nbsp;&nbsp;&nbsp; 7.05%, 12/05/28 | 325 | &nbsp;&nbsp; 341980 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/15/29 | 502 | &nbsp;&nbsp; 513821 |
| Golub Capital Private Credit Fund |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/15/28 | 395 | &nbsp;&nbsp; 397679 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/12/29 | 300 | &nbsp;&nbsp; 304202 |
| &nbsp;&nbsp;&nbsp; 5.88%, 05/01/30 | 302 | &nbsp;&nbsp; 305655 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/15/31<sup>(d)</sup> | 325 | &nbsp;&nbsp; 320800 |
| HA Sustainable Infrastructure Capital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.15%, 01/15/31 | 275 | &nbsp;&nbsp; 281975 |
| &nbsp;&nbsp;&nbsp; 6.38%, 07/01/34 | 645 | &nbsp;&nbsp; 658496 |
| &nbsp;&nbsp;&nbsp; 6.75%, 07/15/35 | 275 | &nbsp;&nbsp; 287947 |
| Main Street Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/04/27 | 175 | &nbsp;&nbsp; 178637 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/28 | 300 | &nbsp;&nbsp; 301752 |
| &nbsp;&nbsp;&nbsp; 6.95%, 03/01/29<sup>(a)</sup> | 225 | &nbsp;&nbsp; 234933 |
| Morgan Stanley Direct Lending Fund<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.15%, 05/17/29 | 250 | &nbsp;&nbsp; 257799 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/19/30 | 250 | &nbsp;&nbsp; 254457 |
| MSD Investment Corp.<sup>(d)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/31/30 | 325 | &nbsp;&nbsp; 325562 |
| &nbsp;&nbsp;&nbsp; 6.13%, 02/05/31<sup>(a)</sup> | 250 | &nbsp;&nbsp; 248759 |
| New Mountain Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.20%, 10/15/27 | 200 | &nbsp;&nbsp; 202415 |
| &nbsp;&nbsp;&nbsp; 6.88%, 02/01/29<sup>(a)</sup> | 250 | &nbsp;&nbsp; 254749 |
| North Haven Private Income Fund LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/25/28<sup>(d)</sup> | 200 | &nbsp;&nbsp; 199333 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/01/30<sup>(a)</sup> | 200 | &nbsp;&nbsp; 199119 |
| &nbsp;&nbsp;&nbsp; Nuveen Churchill Direct Lending Corp., 6.65%, <br> 03/15/30<br>| 200 | &nbsp;&nbsp; 204776 |
| Oaktree Specialty Lending Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 7.10%, 02/15/29 | 200 | &nbsp;&nbsp; 206682 |
| &nbsp;&nbsp;&nbsp; 6.34%, 02/27/30<sup>(a)</sup> | 245 | &nbsp;&nbsp; 244066 |
| Sixth Street Lending Partners |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/11/29 | 426 | &nbsp;&nbsp; 442261 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/30<sup>(a)</sup> | 350 | &nbsp;&nbsp; 353684 |
| &nbsp;&nbsp;&nbsp; 6.13%, 07/15/30 | 500 | &nbsp;&nbsp; 511640 |
| Sixth Street Specialty Lending, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.95%, 08/14/28 | 250 | &nbsp;&nbsp; 262077 |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/01/29 | 200 | &nbsp;&nbsp; 205747 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/15/30<sup>(a)</sup> | 190 | &nbsp;&nbsp; 191740 |
|  |  | &nbsp;&nbsp; 36033548 |
| **Chemicals — 0.8%** | **Chemicals — 0.8%** | **Chemicals — 0.8%** |
| Air Products and Chemicals, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 05/15/27 | 342 | &nbsp;&nbsp; 334022 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/11/28 | 400 | &nbsp;&nbsp; 403862 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Chemicals (continued)** | **Chemicals (continued)** | **Chemicals (continued)** |
| Air Products and Chemicals, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/08/29 | $450 | &nbsp;&nbsp; $458285 |
| &nbsp;&nbsp;&nbsp; 2.05%, 05/15/30 | 623 | &nbsp;&nbsp; 573660 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/08/31<sup>(a)</sup> | 386 | &nbsp;&nbsp; 395571 |
| &nbsp;&nbsp;&nbsp; 4.90%, 10/11/32<sup>(a)</sup> | 300 | &nbsp;&nbsp; 307926 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/03/33 | 300 | &nbsp;&nbsp; 305056 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/08/34<sup>(a)</sup> | 672 | &nbsp;&nbsp; 682879 |
| Albemarle Corp.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 06/01/27 | 400 | &nbsp;&nbsp; 402643 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/01/32 | 400 | &nbsp;&nbsp; 405405 |
| Cabot Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/29 | 93 | &nbsp;&nbsp; 92204 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/30/32 | 400 | &nbsp;&nbsp; 405503 |
| CF Industries, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/34 | 542 | &nbsp;&nbsp; 544920 |
| &nbsp;&nbsp;&nbsp; 5.30%, 11/26/35 | 675 | &nbsp;&nbsp; 674903 |
| Dow Chemical Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/30/28<sup>(a)</sup> | 375 | &nbsp;&nbsp; 381464 |
| &nbsp;&nbsp;&nbsp; 7.38%, 11/01/29 | 358 | &nbsp;&nbsp; 394616 |
| &nbsp;&nbsp;&nbsp; 2.10%, 11/15/30 | 550 | &nbsp;&nbsp; 488174 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/15/31 | 500 | &nbsp;&nbsp; 498207 |
| &nbsp;&nbsp;&nbsp; 6.30%, 03/15/33<sup>(a)</sup> | 262 | &nbsp;&nbsp; 278026 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/34<sup>(a)</sup> | 400 | &nbsp;&nbsp; 396564 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/01/34<sup>(a)</sup> | 350 | &nbsp;&nbsp; 320148 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/35 | 325 | &nbsp;&nbsp; 320678 |
| DuPont de Nemours, Inc., 4.73%, 11/15/28<sup>(d)</sup> | 558 | &nbsp;&nbsp; 565349 |
| Eastman Chemical Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/28 | 179 | &nbsp;&nbsp; 180745 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/29 | 615 | &nbsp;&nbsp; 628189 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/08/33<sup>(a)</sup> | 360 | &nbsp;&nbsp; 376881 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/20/34 | 510 | &nbsp;&nbsp; 526075 |
| Ecolab, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 02/01/27 | 270 | &nbsp;&nbsp; 264521 |
| &nbsp;&nbsp;&nbsp; 3.25%, 12/01/27 | 329 | &nbsp;&nbsp; 326732 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/28 | 304 | &nbsp;&nbsp; 312208 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/28 | 354 | &nbsp;&nbsp; 357556 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/24/30 | 413 | &nbsp;&nbsp; 423363 |
| &nbsp;&nbsp;&nbsp; 1.30%, 01/30/31<sup>(a)</sup> | 490 | &nbsp;&nbsp; 426518 |
| &nbsp;&nbsp;&nbsp; 2.13%, 02/01/32 | 329 | &nbsp;&nbsp; 290930 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/35<sup>(a)</sup> | 305 | &nbsp;&nbsp; 310819 |
| EIDP, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 07/15/30 | 374 | &nbsp;&nbsp; 346138 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/32 | 300 | &nbsp;&nbsp; 308830 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/33<sup>(a)</sup> | 350 | &nbsp;&nbsp; 349803 |
| &nbsp;&nbsp;&nbsp; International Flavors & Fragrances, Inc., 4.45%, <br> 09/26/28<br>| 263 | &nbsp;&nbsp; 264200 |
| Linde, Inc., 1.10%, 08/10/30 | 383 | &nbsp;&nbsp; 336502 |
| Lubrizol Corp., 6.50%, 10/01/34 | 100 | &nbsp;&nbsp; 112708 |
| LYB International Finance II BV, 3.50%, 03/02/27 | 380 | &nbsp;&nbsp; 378052 |
| LYB International Finance III LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 10/01/30 | 384 | &nbsp;&nbsp; 342681 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/15/31<sup>(a)</sup> | 310 | &nbsp;&nbsp; 311521 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/15/33 | 420 | &nbsp;&nbsp; 422800 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/34<sup>(a)</sup> | 425 | &nbsp;&nbsp; 419668 |
| &nbsp;&nbsp;&nbsp; 6.15%, 05/15/35<sup>(a)</sup> | 300 | &nbsp;&nbsp; 305925 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/15/36<sup>(a)</sup> | 640 | &nbsp;&nbsp; 632684 |
| Mosaic Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 11/15/27<sup>(a)</sup> | 419 | &nbsp;&nbsp; 419243 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/15/28<sup>(a)</sup> | 200 | &nbsp;&nbsp; 206361 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/15/29 | 315 | &nbsp;&nbsp; 316047 |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/15/30<sup>(a)</sup> | 270 | &nbsp;&nbsp; 270722 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/15/33<sup>(a)</sup> | 272 | &nbsp;&nbsp; 279499 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Chemicals (continued)** | **Chemicals (continued)** | **Chemicals (continued)** |
| NewMarket Corp., 2.70%, 03/18/31 | 294 | &nbsp;&nbsp; $269210 |
| Nutrien Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/12/27 | 275 | &nbsp;&nbsp; 276479 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/21/27 | 300 | &nbsp;&nbsp; 304657 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/27/28 | 460 | &nbsp;&nbsp; 467987 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/29 | 500 | &nbsp;&nbsp; 499967 |
| &nbsp;&nbsp;&nbsp; 2.95%, 05/13/30 | 279 | &nbsp;&nbsp; 263967 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/12/32 | 400 | &nbsp;&nbsp; 413929 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/21/34 | 400 | &nbsp;&nbsp; 411966 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/35 | 284 | &nbsp;&nbsp; 262789 |
| PPG Industries, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/15/28 | 400 | &nbsp;&nbsp; 398995 |
| &nbsp;&nbsp;&nbsp; 2.80%, 08/15/29 | 129 | &nbsp;&nbsp; 123524 |
| &nbsp;&nbsp;&nbsp; 2.55%, 06/15/30 | 300 | &nbsp;&nbsp; 279834 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/31 | 300 | &nbsp;&nbsp; 298954 |
| RPM International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/15/27 | 330 | &nbsp;&nbsp; 328810 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/01/29 | 290 | &nbsp;&nbsp; 293424 |
| &nbsp;&nbsp;&nbsp; 2.95%, 01/15/32 | 159 | &nbsp;&nbsp; 145248 |
| Sherwin-Williams Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 06/01/27 | 1045 | &nbsp;&nbsp; 1038721 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/01/28 | 400 | &nbsp;&nbsp; 405082 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/15/28 | 300 | &nbsp;&nbsp; 302121 |
| &nbsp;&nbsp;&nbsp; 2.95%, 08/15/29 | 512 | &nbsp;&nbsp; 492291 |
| &nbsp;&nbsp;&nbsp; 2.30%, 05/15/30 | 350 | &nbsp;&nbsp; 322704 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/30<sup>(a)</sup> | 300 | &nbsp;&nbsp; 302611 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/01/31 | 150 | &nbsp;&nbsp; 153233 |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/15/32 | 411 | &nbsp;&nbsp; 360641 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/15/35<sup>(a)</sup> | 300 | &nbsp;&nbsp; 304567 |
| Westlake Corp.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/15/30 | 225 | &nbsp;&nbsp; 215454 |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/15/35 | 375 | &nbsp;&nbsp; 373525 |
|  |  | &nbsp;&nbsp; 29388676 |
| **Commercial Services & Supplies — 1.1%** | **Commercial Services & Supplies — 1.1%** | **Commercial Services & Supplies — 1.1%** |
| Automatic Data Processing, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 05/15/28 | 574 | &nbsp;&nbsp; 549433 |
| &nbsp;&nbsp;&nbsp; 1.25%, 09/01/30 | 705 | &nbsp;&nbsp; 623362 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/08/32 | 450 | &nbsp;&nbsp; 460669 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/09/34 | 843 | &nbsp;&nbsp; 836051 |
| Block Financial LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/15/28<sup>(a)</sup> | 273 | &nbsp;&nbsp; 261602 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/30 | 479 | &nbsp;&nbsp; 461423 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/15/32 | 200 | &nbsp;&nbsp; 200754 |
| Cintas Corp. No. 2 |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/27 | 547 | &nbsp;&nbsp; 545942 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/01/28 | 275 | &nbsp;&nbsp; 276634 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/32 | 350 | &nbsp;&nbsp; 342431 |
| Cornell University |  |  |
| &nbsp;&nbsp;&nbsp; 4.84%, 06/15/34 | 350 | &nbsp;&nbsp; 354728 |
| &nbsp;&nbsp;&nbsp; Series 2025, 4.17%, 06/15/30 | 235 | &nbsp;&nbsp; 235662 |
| &nbsp;&nbsp;&nbsp; Series 2025, 4.73%, 06/15/35 | 250 | &nbsp;&nbsp; 250258 |
| Emory University, Series 2020, 2.14%, 09/01/30<sup>(a)</sup> | 250 | &nbsp;&nbsp; 228676 |
| Equifax, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 12/15/27 | 300 | &nbsp;&nbsp; 305529 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/01/28 | 524 | &nbsp;&nbsp; 535188 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/15/29 | 324 | &nbsp;&nbsp; 329227 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/15/30 | 354 | &nbsp;&nbsp; 335672 |
| &nbsp;&nbsp;&nbsp; 2.35%, 09/15/31 | 617 | &nbsp;&nbsp; 550447 |
| GATX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/27 | 205 | &nbsp;&nbsp; 207876 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/30/27 | 413 | &nbsp;&nbsp; 412270 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** |
| GATX Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/15/28 | $200 | &nbsp;&nbsp; $197546 |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/07/28 | 200 | &nbsp;&nbsp; 202170 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/01/29 | 379 | &nbsp;&nbsp; 383524 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/30/30 | 350 | &nbsp;&nbsp; 343465 |
| &nbsp;&nbsp;&nbsp; 1.90%, 06/01/31 | 259 | &nbsp;&nbsp; 227152 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/32 | 250 | &nbsp;&nbsp; 233308 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/33 | 215 | &nbsp;&nbsp; 215052 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/15/33 | 300 | &nbsp;&nbsp; 309719 |
| &nbsp;&nbsp;&nbsp; 6.05%, 03/15/34 | 400 | &nbsp;&nbsp; 427118 |
| &nbsp;&nbsp;&nbsp; 6.90%, 05/01/34 | 250 | &nbsp;&nbsp; 279650 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/35 | 310 | &nbsp;&nbsp; 317427 |
| Global Payments, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/27 | 275 | &nbsp;&nbsp; 278192 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/01/28 | 350 | &nbsp;&nbsp; 351412 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/28 | 1025 | &nbsp;&nbsp; 1029387 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/15/29 | 777 | &nbsp;&nbsp; 742558 |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/15/29 | 520 | &nbsp;&nbsp; 532411 |
| &nbsp;&nbsp;&nbsp; 2.90%, 05/15/30 | 504 | &nbsp;&nbsp; 468271 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/30 | 1035 | &nbsp;&nbsp; 1034917 |
| &nbsp;&nbsp;&nbsp; 2.90%, 11/15/31 | 625 | &nbsp;&nbsp; 560474 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/32 | 285 | &nbsp;&nbsp; 289095 |
| &nbsp;&nbsp;&nbsp; 5.20%, 11/15/32 | 650 | &nbsp;&nbsp; 650537 |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/15/35 | 1125 | &nbsp;&nbsp; 1115250 |
| J Paul Getty Trust, 4.91%, 04/01/35 | 325 | &nbsp;&nbsp; 330429 |
| Johns Hopkins University, Series A, 4.71%, 07/01/32 | 125 | &nbsp;&nbsp; 127778 |
| Leland Stanford Junior University<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 1.29%, 06/01/27 | 50 | &nbsp;&nbsp; 48416 |
| &nbsp;&nbsp;&nbsp; 4.68%, 03/01/35 | 300 | &nbsp;&nbsp; 301158 |
| &nbsp;&nbsp;&nbsp; Series 2025, 4.15%, 08/01/30 | 500 | &nbsp;&nbsp; 501948 |
| Moody's Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/28 | 196 | &nbsp;&nbsp; 193532 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/01/29 | 129 | &nbsp;&nbsp; 130070 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/19/31<sup>(a)</sup> | 592 | &nbsp;&nbsp; 526456 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/08/32 | 350 | &nbsp;&nbsp; 346033 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/05/34 | 225 | &nbsp;&nbsp; 228577 |
| PayPal Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/01/27 | 250 | &nbsp;&nbsp; 250475 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/06/28 | 280 | &nbsp;&nbsp; 283024 |
| &nbsp;&nbsp;&nbsp; 2.85%, 10/01/29 | 1054 | &nbsp;&nbsp; 1010519 |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/01/30 | 652 | &nbsp;&nbsp; 603835 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/01/32 | 770 | &nbsp;&nbsp; 767691 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/01/34 | 673 | &nbsp;&nbsp; 686527 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/01/35 | 250 | &nbsp;&nbsp; 253077 |
| President and Fellows of Harvard College<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.89%, 03/15/30 | 400 | &nbsp;&nbsp; 412340 |
| &nbsp;&nbsp;&nbsp; 4.61%, 02/15/35 | 200 | &nbsp;&nbsp; 201496 |
| Quanta Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/09/27 | 325 | &nbsp;&nbsp; 328912 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/09/28 | 225 | &nbsp;&nbsp; 226196 |
| &nbsp;&nbsp;&nbsp; 2.90%, 10/01/30 | 537 | &nbsp;&nbsp; 503689 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/31 | 225 | &nbsp;&nbsp; 225090 |
| &nbsp;&nbsp;&nbsp; 2.35%, 01/15/32 | 400 | &nbsp;&nbsp; 353675 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/09/34 | 425 | &nbsp;&nbsp; 434800 |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/09/35 | 325 | &nbsp;&nbsp; 324750 |
| RELX Capital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/18/29 | 697 | &nbsp;&nbsp; 695112 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/27/30 | 522 | &nbsp;&nbsp; 531679 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/22/30 | 450 | &nbsp;&nbsp; 427946 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/20/32 | 210 | &nbsp;&nbsp; 212959 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/27/35 | 575 | &nbsp;&nbsp; 590347 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** |
| Rollins, Inc., 5.25%, 02/24/35 | 340 | &nbsp;&nbsp; $344865 |
| S&P Global, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 03/01/27 | 966 | &nbsp;&nbsp; 952320 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/01/28<sup>(a)</sup> | 429 | &nbsp;&nbsp; 437242 |
| &nbsp;&nbsp;&nbsp; 2.70%, 03/01/29 | 758 | &nbsp;&nbsp; 729961 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/01/29 | 525 | &nbsp;&nbsp; 527980 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/29 | 239 | &nbsp;&nbsp; 226030 |
| &nbsp;&nbsp;&nbsp; 1.25%, 08/15/30<sup>(a)</sup> | 355 | &nbsp;&nbsp; 312251 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/31<sup>(a)(d)</sup> | 395 | &nbsp;&nbsp; 394240 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/01/32 | 994 | &nbsp;&nbsp; 914747 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/15/33 | 321 | &nbsp;&nbsp; 335658 |
| &nbsp;&nbsp;&nbsp; 4.80%, 12/04/35<sup>(d)</sup> | 260 | &nbsp;&nbsp; 257590 |
| TR Finance LLC, 5.50%, 08/15/35<sup>(a)</sup> | 200 | &nbsp;&nbsp; 207415 |
| &nbsp;&nbsp;&nbsp; Triton Container International Ltd./TAL International <br> Container Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/15/32 | 450 | &nbsp;&nbsp; 409464 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/33 | 425 | &nbsp;&nbsp; 422808 |
| &nbsp;&nbsp;&nbsp; Trustees of Columbia University in the City of New <br> York, Series 2024, 4.36%, 10/01/35<sup>(a)</sup><br>| 300 | &nbsp;&nbsp; 292820 |
| Trustees of Dartmouth College, 4.27%, 06/01/30 | 115 | &nbsp;&nbsp; 115452 |
| Trustees of Princeton University, 4.65%, 07/01/30 | 75 | &nbsp;&nbsp; 76781 |
| UL Solutions, Inc., 6.50%, 10/20/28<sup>(a)</sup> | 150 | &nbsp;&nbsp; 158075 |
| Verisk Analytics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/29 | 413 | &nbsp;&nbsp; 412846 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/33 | 285 | &nbsp;&nbsp; 301223 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/05/34 | 496 | &nbsp;&nbsp; 506002 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/35 | 525 | &nbsp;&nbsp; 533089 |
| Yale University |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020, 1.48%, 04/15/30 | 98 | &nbsp;&nbsp; 88500 |
| &nbsp;&nbsp;&nbsp; Series 2025, 4.70%, 04/15/32 | 55 | &nbsp;&nbsp; 56348 |
|  |  | &nbsp;&nbsp; 39564712 |
| **Communications Equipment — 0.1%** | **Communications Equipment — 0.1%** | **Communications Equipment — 0.1%** |
| Motorola Solutions, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/23/28 | 413 | &nbsp;&nbsp; 417399 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/29 | 400 | &nbsp;&nbsp; 410132 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/23/29 | 399 | &nbsp;&nbsp; 403709 |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/15/30 | 425 | &nbsp;&nbsp; 433143 |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/15/30<sup>(a)</sup> | 638 | &nbsp;&nbsp; 579887 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/24/31 | 550 | &nbsp;&nbsp; 504868 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/01/32 | 368 | &nbsp;&nbsp; 386931 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/15/32 | 225 | &nbsp;&nbsp; 232168 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/15/34 | 600 | &nbsp;&nbsp; 617731 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/35 | 525 | &nbsp;&nbsp; 544671 |
|  |  | &nbsp;&nbsp; 4530639 |
| **Construction & Engineering — 0.0%** | **Construction & Engineering — 0.0%** | **Construction & Engineering — 0.0%** |
| Jacobs Engineering Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.35%, 08/18/28 | 300 | &nbsp;&nbsp; 315386 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/01/33<sup>(a)</sup> | 265 | &nbsp;&nbsp; 278250 |
| MasTec, Inc., 5.90%, 06/15/29 | 296 | &nbsp;&nbsp; 309712 |
|  |  | &nbsp;&nbsp; 903348 |
| **Consumer Finance — 1.4%** | **Consumer Finance — 1.4%** | **Consumer Finance — 1.4%** |
| American Express Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 05/03/27 | 1109 | &nbsp;&nbsp; 1102835 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/05/27 | 990 | &nbsp;&nbsp; 1022392 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/03/29<sup>(a)</sup> | 709 | &nbsp;&nbsp; 711630 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.81%), 4.35%, 07/20/29<sup>(b)</sup> | 950 | &nbsp;&nbsp; 955836 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.93%), 5.04%, 07/26/28<sup>(b)</sup> | 554 | &nbsp;&nbsp; 562689 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.22%), 4.92%, 07/20/33<sup>(b)</sup> | 1195 | &nbsp;&nbsp; 1210253 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.24%), 4.80%, 10/24/36<sup>(b)</sup> | 1275 | &nbsp;&nbsp; 1251033 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.26%), 4.73%, 04/25/29<sup>(a)(b)</sup> | 1050 | &nbsp;&nbsp; 1065363 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.42%), 5.28%, 07/26/35<sup>(a)(b)</sup> | 1280 | &nbsp;&nbsp; 1309257 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Consumer Finance (continued)** | **Consumer Finance (continued)** | **Consumer Finance (continued)** |
| American Express Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.44%), 5.02%, 04/25/31<sup>(b)</sup> | $1050 | &nbsp;&nbsp; $1077083 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.63%), 5.92%, 04/25/35<sup>(b)</sup> | 200 | &nbsp;&nbsp; 211647 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.76%), 4.42%, 08/03/33<sup>(b)</sup> | 722 | &nbsp;&nbsp; 713665 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.79%), 5.67%, 04/25/36<sup>(b)</sup> | 1245 | &nbsp;&nbsp; 1304684 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.84%), 5.04%, 05/01/34<sup>(b)</sup> | 800 | &nbsp;&nbsp; 813202 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.93%), 5.63%, 07/28/34<sup>(b)</sup> | 300 | &nbsp;&nbsp; 312134 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.94%), 6.49%, 10/30/31<sup>(b)</sup> | 708 | &nbsp;&nbsp; 770725 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.26%), 4.99%, 05/26/33<sup>(b)</sup> | 632 | &nbsp;&nbsp; 640542 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.02%), 5.09%, 01/30/31<sup>(b)</sup> | 695 | &nbsp;&nbsp; 714148 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.09%), 5.53%, 04/25/30<sup>(b)</sup> | 678 | &nbsp;&nbsp; 706030 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.28%), 5.28%, 07/27/29<sup>(b)</sup> | 1063 | &nbsp;&nbsp; 1093144 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.32%), 5.44%, 01/30/36<sup>(b)</sup> | 750 | &nbsp;&nbsp; 773325 |
| &nbsp;&nbsp;&nbsp; Andrew W Mellon Foundation, Series 2020, 0.95%, <br> 08/01/27<br>| 29 | &nbsp;&nbsp; 27823 |
| Capital One Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/09/27<sup>(a)</sup> | 664 | &nbsp;&nbsp; 664474 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/09/27 | 757 | &nbsp;&nbsp; 755461 |
| &nbsp;&nbsp;&nbsp; 3.65%, 05/11/27 | 673 | &nbsp;&nbsp; 669874 |
| &nbsp;&nbsp;&nbsp; 3.80%, 01/31/28 | 879 | &nbsp;&nbsp; 874542 |
| &nbsp;&nbsp;&nbsp; 4.99%, 01/30/32 | 450 | &nbsp;&nbsp; 450071 |
| &nbsp;&nbsp;&nbsp; 6.70%, 11/29/32 | 500 | &nbsp;&nbsp; 551074 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/30/37 | 450 | &nbsp;&nbsp; 448760 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.25%), 4.49%, 09/11/31<sup>(b)</sup> | 735 | &nbsp;&nbsp; 729910 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.27%), 2.62%, 11/02/32<sup>(b)</sup> | 313 | &nbsp;&nbsp; 280575 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.34%), 2.36%, 07/29/32<sup>(b)</sup> | 629 | &nbsp;&nbsp; 550028 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.56%), 5.46%, 07/26/30<sup>(b)</sup> | 472 | &nbsp;&nbsp; 488011 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.63%), 5.20%, 09/11/36<sup>(b)</sup> | 1050 | &nbsp;&nbsp; 1035510 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.79%), 3.27%, 03/01/30<sup>(b)</sup> | 792 | &nbsp;&nbsp; 768057 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.91%), 5.70%, 02/01/30<sup>(b)</sup> | 668 | &nbsp;&nbsp; 693314 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.99%), 5.88%, 07/26/35<sup>(b)</sup> | 700 | &nbsp;&nbsp; 729363 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.04%), 6.18%, 01/30/36<sup>(b)</sup> | 1000 | &nbsp;&nbsp; 1035457 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.06%), 4.93%, 05/10/28<sup>(b)</sup> | 634 | &nbsp;&nbsp; 640521 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.08%), 5.47%, 02/01/29<sup>(b)</sup> | 567 | &nbsp;&nbsp; 580941 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.26%), 6.05%, 02/01/35<sup>(b)</sup> | 790 | &nbsp;&nbsp; 829691 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.37%), 5.27%, 05/10/33<sup>(b)</sup> | 650 | &nbsp;&nbsp; 662766 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.60%), 5.25%, 07/26/30<sup>(b)</sup> | 714 | &nbsp;&nbsp; 733876 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.60%), 5.82%, 02/01/34<sup>(b)</sup> | 801 | &nbsp;&nbsp; 833860 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.64%), 6.31%, 06/08/29<sup>(b)</sup> | 1155 | &nbsp;&nbsp; 1208842 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.86%), 6.38%, 06/08/34<sup>(b)</sup> | 1055 | &nbsp;&nbsp; 1132262 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 3.07%), 7.62%, 10/30/31<sup>(b)</sup> | 1126 | &nbsp;&nbsp; 1264001 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 3.37%), 7.96%, 11/02/34<sup>(b)</sup> | 575 | &nbsp;&nbsp; 671932 |
| Mastercard, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/26/27 | 353 | &nbsp;&nbsp; 351461 |
| &nbsp;&nbsp;&nbsp; 4.10%, 01/15/28 | 215 | &nbsp;&nbsp; 216691 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/26/28 | 179 | &nbsp;&nbsp; 178267 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/09/28<sup>(a)</sup> | 410 | &nbsp;&nbsp; 419090 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/15/28 | 615 | &nbsp;&nbsp; 625396 |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/01/29 | 543 | &nbsp;&nbsp; 526637 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/26/30 | 902 | &nbsp;&nbsp; 880147 |
| &nbsp;&nbsp;&nbsp; 1.90%, 03/15/31<sup>(a)</sup> | 325 | &nbsp;&nbsp; 291941 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/18/31 | 456 | &nbsp;&nbsp; 405947 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/15/32 | 600 | &nbsp;&nbsp; 602837 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/32 | 325 | &nbsp;&nbsp; 336484 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/09/33 | 556 | &nbsp;&nbsp; 569366 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/09/34 | 574 | &nbsp;&nbsp; 584888 |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/15/35 | 874 | &nbsp;&nbsp; 867707 |
| Synchrony Financial |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/27 | 479 | &nbsp;&nbsp; 476718 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/19/29 | 413 | &nbsp;&nbsp; 419008 |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/28/31 | 508 | &nbsp;&nbsp; 453454 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.40%), 5.02%, 07/29/29<sup>(a)(b)</sup> | 340 | &nbsp;&nbsp; 343761 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.68%), 5.45%, 03/06/31<sup>(a)(b)</sup> | 542 | &nbsp;&nbsp; 552631 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Consumer Finance (continued)** | **Consumer Finance (continued)** | **Consumer Finance (continued)** |
| Synchrony Financial (continued) |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.07%), 6.00%, 07/29/36<sup>(b)</sup> | 305 | &nbsp;&nbsp; $309680 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 2.13%), 5.94%, 08/02/30<sup>(b)</sup> | 400 | &nbsp;&nbsp; 414315 |
| Visa, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 04/15/27 | 1149 | &nbsp;&nbsp; 1126685 |
| &nbsp;&nbsp;&nbsp; 0.75%, 08/15/27 | 250 | &nbsp;&nbsp; 239750 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/15/27 | 609 | &nbsp;&nbsp; 600895 |
| &nbsp;&nbsp;&nbsp; 2.05%, 04/15/30<sup>(a)</sup> | 897 | &nbsp;&nbsp; 831655 |
| &nbsp;&nbsp;&nbsp; 1.10%, 02/15/31 | 710 | &nbsp;&nbsp; 618493 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/14/35<sup>(a)</sup> | 1000 | &nbsp;&nbsp; 964662 |
| Western Union Co., 2.75%, 03/15/31<sup>(a)</sup> | 195 | &nbsp;&nbsp; 179520 |
|  |  | &nbsp;&nbsp; 52020699 |
| **Consumer Staples Distribution & Retail — 0.6%** | **Consumer Staples Distribution & Retail — 0.6%** | **Consumer Staples Distribution & Retail — 0.6%** |
| Best Buy Co., Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 10/01/28 | 250 | &nbsp;&nbsp; 252351 |
| &nbsp;&nbsp;&nbsp; 1.95%, 10/01/30 | 436 | &nbsp;&nbsp; 392179 |
| Costco Wholesale Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/18/27 | 657 | &nbsp;&nbsp; 652387 |
| &nbsp;&nbsp;&nbsp; 1.38%, 06/20/27 | 832 | &nbsp;&nbsp; 807652 |
| &nbsp;&nbsp;&nbsp; 1.60%, 04/20/30 | 1143 | &nbsp;&nbsp; 1036300 |
| &nbsp;&nbsp;&nbsp; 1.75%, 04/20/32 | 633 | &nbsp;&nbsp; 548862 |
| Dollar General Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/01/28 | 300 | &nbsp;&nbsp; 300557 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/05/28 | 140 | &nbsp;&nbsp; 143500 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/03/30 | 626 | &nbsp;&nbsp; 604370 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/01/32 | 455 | &nbsp;&nbsp; 460962 |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/05/33 | 630 | &nbsp;&nbsp; 652599 |
| Dollar Tree, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/15/28 | 693 | &nbsp;&nbsp; 693736 |
| &nbsp;&nbsp;&nbsp; 2.65%, 12/01/31 | 513 | &nbsp;&nbsp; 462305 |
| Target Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/15/28 | 405 | &nbsp;&nbsp; 410449 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/15/29 | 829 | &nbsp;&nbsp; 814895 |
| &nbsp;&nbsp;&nbsp; 2.35%, 02/15/30 | 811 | &nbsp;&nbsp; 759566 |
| &nbsp;&nbsp;&nbsp; 2.65%, 09/15/30 | 361 | &nbsp;&nbsp; 338085 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/32<sup>(a)</sup> | 672 | &nbsp;&nbsp; 678466 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/15/33<sup>(a)</sup> | 300 | &nbsp;&nbsp; 299363 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/34 | 475 | &nbsp;&nbsp; 469134 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/35 | 650 | &nbsp;&nbsp; 656259 |
| Walmart, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/05/27 | 256 | &nbsp;&nbsp; 262750 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/28/27 | 310 | &nbsp;&nbsp; 312122 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/09/27 | 640 | &nbsp;&nbsp; 643420 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/15/28 | 520 | &nbsp;&nbsp; 522568 |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/26/28 | 974 | &nbsp;&nbsp; 976239 |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/22/28 | 835 | &nbsp;&nbsp; 791182 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/08/29 | 500 | &nbsp;&nbsp; 492310 |
| &nbsp;&nbsp;&nbsp; 7.55%, 02/15/30 | 278 | &nbsp;&nbsp; 315655 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/30 | 342 | &nbsp;&nbsp; 344245 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/28/30<sup>(a)</sup> | 910 | &nbsp;&nbsp; 924405 |
| &nbsp;&nbsp;&nbsp; 1.80%, 09/22/31 | 1440 | &nbsp;&nbsp; 1284275 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/09/32<sup>(a)</sup> | 762 | &nbsp;&nbsp; 765217 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/15/33<sup>(a)</sup> | 1000 | &nbsp;&nbsp; 994307 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/28/35 | 1215 | &nbsp;&nbsp; 1243463 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/01/35 | 400 | &nbsp;&nbsp; 422347 |
| &nbsp;&nbsp;&nbsp; 2.38%, 09/24/29<sup>(a)</sup> | 300 | &nbsp;&nbsp; 285861 |
|  |  | &nbsp;&nbsp; 22014343 |
| **Containers & Packaging — 0.3%** | **Containers & Packaging — 0.3%** | **Containers & Packaging — 0.3%** |
| Amcor Finance USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/28 | 272 | &nbsp;&nbsp; 273955 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/26/33<sup>(a)</sup> | 320 | &nbsp;&nbsp; 334390 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Containers & Packaging (continued)** | **Containers & Packaging (continued)** | **Containers & Packaging (continued)** |
| Amcor Flexibles North America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/17/28 | 525 | &nbsp;&nbsp; $532683 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/17/30<sup>(a)</sup> | 436 | &nbsp;&nbsp; 447910 |
| &nbsp;&nbsp;&nbsp; 2.63%, 06/19/30<sup>(a)</sup> | 405 | &nbsp;&nbsp; 377354 |
| &nbsp;&nbsp;&nbsp; 2.69%, 05/25/31 | 437 | &nbsp;&nbsp; 399329 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/17/35<sup>(a)</sup> | 490 | &nbsp;&nbsp; 506468 |
| Amcor Group Finance PLC, 5.45%, 05/23/29<sup>(a)</sup> | 350 | &nbsp;&nbsp; 363292 |
| AptarGroup, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/30/31 | 325 | &nbsp;&nbsp; 326745 |
| &nbsp;&nbsp;&nbsp; 3.60%, 03/15/32 | 250 | &nbsp;&nbsp; 235637 |
| Berry Global, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/28 | 350 | &nbsp;&nbsp; 360798 |
| &nbsp;&nbsp;&nbsp; 5.80%, 06/15/31 | 590 | &nbsp;&nbsp; 624196 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/15/34<sup>(a)</sup> | 424 | &nbsp;&nbsp; 442269 |
| Packaging Corp. of America |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 12/15/27 | 350 | &nbsp;&nbsp; 346509 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/15/29 | 388 | &nbsp;&nbsp; 371392 |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/01/33 | 220 | &nbsp;&nbsp; 231953 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/15/35 | 315 | &nbsp;&nbsp; 319107 |
| Smurfit Kappa Treasury ULC |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/15/30 | 400 | &nbsp;&nbsp; 412453 |
| &nbsp;&nbsp;&nbsp; 5.44%, 04/03/34 | 800 | &nbsp;&nbsp; 825656 |
| Smurfit Westrock Financing DAC |  |  |
| &nbsp;&nbsp;&nbsp; 5.42%, 01/15/35 | 600 | &nbsp;&nbsp; 617668 |
| &nbsp;&nbsp;&nbsp; 5.19%, 01/15/36<sup>(a)</sup> | 400 | &nbsp;&nbsp; 403564 |
| Sonoco Products Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 02/01/27 | 88 | &nbsp;&nbsp; 86554 |
| &nbsp;&nbsp;&nbsp; 4.60%, 09/01/29 | 525 | &nbsp;&nbsp; 529374 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/01/30 | 277 | &nbsp;&nbsp; 262300 |
| &nbsp;&nbsp;&nbsp; 2.85%, 02/01/32<sup>(a)</sup> | 379 | &nbsp;&nbsp; 342794 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/34<sup>(a)</sup> | 455 | &nbsp;&nbsp; 451711 |
| WestRock MWV LLC, 8.20%, 01/15/30 | 289 | &nbsp;&nbsp; 328303 |
| WRKCo, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/28 | 323 | &nbsp;&nbsp; 323072 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/01/28 | 264 | &nbsp;&nbsp; 263076 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/29 | 429 | &nbsp;&nbsp; 437662 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/01/32 | 288 | &nbsp;&nbsp; 280388 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/15/33 | 350 | &nbsp;&nbsp; 311805 |
|  |  | &nbsp;&nbsp; 12370367 |
| **Distributors — 0.0%** | **Distributors — 0.0%** | **Distributors — 0.0%** |
| LKQ Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/15/28 | 488 | &nbsp;&nbsp; 500938 |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/15/33<sup>(a)</sup> | 350 | &nbsp;&nbsp; 366215 |
| WW Grainger, Inc., 4.45%, 09/15/34 | 280 | &nbsp;&nbsp; 276634 |
|  |  | &nbsp;&nbsp; 1143787 |
| **Diversified REITs — 1.8%** | **Diversified REITs — 1.8%** | **Diversified REITs — 1.8%** |
| Agree LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/15/28<sup>(a)</sup> | 258 | &nbsp;&nbsp; 246547 |
| &nbsp;&nbsp;&nbsp; 2.90%, 10/01/30 | 258 | &nbsp;&nbsp; 241459 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/01/32 | 200 | &nbsp;&nbsp; 201386 |
| &nbsp;&nbsp;&nbsp; 2.60%, 06/15/33 | 200 | &nbsp;&nbsp; 172570 |
| &nbsp;&nbsp;&nbsp; 5.63%, 06/15/34 | 334 | &nbsp;&nbsp; 349052 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/15/35 | 175 | &nbsp;&nbsp; 182768 |
| American Assets Trust LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/01/31 | 372 | &nbsp;&nbsp; 339201 |
| &nbsp;&nbsp;&nbsp; 6.15%, 10/01/34 | 300 | &nbsp;&nbsp; 303632 |
| American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 03/15/27 | 493 | &nbsp;&nbsp; 491254 |
| &nbsp;&nbsp;&nbsp; 3.55%, 07/15/27 | 500 | &nbsp;&nbsp; 496722 |
| &nbsp;&nbsp;&nbsp; 3.60%, 01/15/28 | 500 | &nbsp;&nbsp; 495974 |
| &nbsp;&nbsp;&nbsp; 1.50%, 01/31/28 | 243 | &nbsp;&nbsp; 231189 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Diversified REITs (continued)** | **Diversified REITs (continued)** | **Diversified REITs (continued)** |
| American Tower Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/28 | $290 | &nbsp;&nbsp; $298060 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/28 | 494 | &nbsp;&nbsp; 507575 |
| &nbsp;&nbsp;&nbsp; 5.80%, 11/15/28 | 420 | &nbsp;&nbsp; 438518 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/29 | 300 | &nbsp;&nbsp; 308436 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/29 | 413 | &nbsp;&nbsp; 410299 |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/15/29 | 1063 | &nbsp;&nbsp; 1047924 |
| &nbsp;&nbsp;&nbsp; 2.90%, 01/15/30 | 447 | &nbsp;&nbsp; 424292 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/31/30 | 465 | &nbsp;&nbsp; 476349 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/30 | 545 | &nbsp;&nbsp; 556514 |
| &nbsp;&nbsp;&nbsp; 2.10%, 06/15/30 | 609 | &nbsp;&nbsp; 554206 |
| &nbsp;&nbsp;&nbsp; 1.88%, 10/15/30 | 599 | &nbsp;&nbsp; 535641 |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/31 | 396 | &nbsp;&nbsp; 364076 |
| &nbsp;&nbsp;&nbsp; 2.30%, 09/15/31 | 391 | &nbsp;&nbsp; 347899 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/15/32 | 366 | &nbsp;&nbsp; 356309 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/15/32 | 565 | &nbsp;&nbsp; 565221 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/33 | 506 | &nbsp;&nbsp; 531822 |
| &nbsp;&nbsp;&nbsp; 5.55%, 07/15/33 | 524 | &nbsp;&nbsp; 547424 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/33 | 500 | &nbsp;&nbsp; 533821 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/15/34 | 400 | &nbsp;&nbsp; 414073 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/31/35 | 325 | &nbsp;&nbsp; 333943 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/35 | 506 | &nbsp;&nbsp; 518105 |
| Americold Realty Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/15/32 | 225 | &nbsp;&nbsp; 228113 |
| &nbsp;&nbsp;&nbsp; 5.41%, 09/12/34<sup>(a)</sup> | 325 | &nbsp;&nbsp; 319354 |
| Brixmor Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/15/27 | 256 | &nbsp;&nbsp; 255624 |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/01/28 | 270 | &nbsp;&nbsp; 259822 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/15/29 | 380 | &nbsp;&nbsp; 378643 |
| &nbsp;&nbsp;&nbsp; 4.05%, 07/01/30 | 394 | &nbsp;&nbsp; 388105 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/16/31 | 415 | &nbsp;&nbsp; 372972 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/32<sup>(a)</sup> | 200 | &nbsp;&nbsp; 204717 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/15/33 | 280 | &nbsp;&nbsp; 279238 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/15/34 | 225 | &nbsp;&nbsp; 231072 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/15/35 | 300 | &nbsp;&nbsp; 314056 |
| Broadstone Net Lease LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 09/15/31 | 220 | &nbsp;&nbsp; 195208 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/01/32 | 275 | &nbsp;&nbsp; 275074 |
| Crown Castle, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/27 | 321 | &nbsp;&nbsp; 320855 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/15/27 | 430 | &nbsp;&nbsp; 424642 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/01/27 | 600 | &nbsp;&nbsp; 596040 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/11/28 | 645 | &nbsp;&nbsp; 655147 |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/15/28 | 709 | &nbsp;&nbsp; 704424 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/01/28 | 120 | &nbsp;&nbsp; 121807 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/15/29 | 450 | &nbsp;&nbsp; 450197 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/01/29 | 425 | &nbsp;&nbsp; 440867 |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/01/29 | 260 | &nbsp;&nbsp; 264385 |
| &nbsp;&nbsp;&nbsp; 3.10%, 11/15/29 | 200 | &nbsp;&nbsp; 191161 |
| &nbsp;&nbsp;&nbsp; 3.30%, 07/01/30 | 572 | &nbsp;&nbsp; 542814 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/15/31 | 705 | &nbsp;&nbsp; 630573 |
| &nbsp;&nbsp;&nbsp; 2.10%, 04/01/31 | 593 | &nbsp;&nbsp; 524005 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/15/31 | 500 | &nbsp;&nbsp; 447625 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/01/33 | 475 | &nbsp;&nbsp; 479554 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/01/34 | 450 | &nbsp;&nbsp; 470791 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/01/34 | 525 | &nbsp;&nbsp; 529230 |
| Digital Realty Trust LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/15/27 | 717 | &nbsp;&nbsp; 713851 |
| &nbsp;&nbsp;&nbsp; 5.55%, 01/15/28 | 685 | &nbsp;&nbsp; 703919 |
| &nbsp;&nbsp;&nbsp; 4.45%, 07/15/28 | 350 | &nbsp;&nbsp; 352682 |
| &nbsp;&nbsp;&nbsp; 3.60%, 07/01/29 | 620 | &nbsp;&nbsp; 608294 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Diversified REITs (continued)** | **Diversified REITs (continued)** | **Diversified REITs (continued)** |
| EPR Properties |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/27 | $225 | &nbsp;&nbsp; $225446 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/15/28 | 225 | &nbsp;&nbsp; 227195 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/29 | 225 | &nbsp;&nbsp; 218782 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/30 | 350 | &nbsp;&nbsp; 347081 |
| &nbsp;&nbsp;&nbsp; 3.60%, 11/15/31 | 250 | &nbsp;&nbsp; 231785 |
| Equinix Europe 2 Financing Corp. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/15/30 | 475 | &nbsp;&nbsp; 476738 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/34 | 476 | &nbsp;&nbsp; 491498 |
| Equinix, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 07/15/27 | 372 | &nbsp;&nbsp; 360655 |
| &nbsp;&nbsp;&nbsp; 1.55%, 03/15/28 | 545 | &nbsp;&nbsp; 518570 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/15/28 | 308 | &nbsp;&nbsp; 294201 |
| &nbsp;&nbsp;&nbsp; 3.20%, 11/18/29 | 592 | &nbsp;&nbsp; 569848 |
| &nbsp;&nbsp;&nbsp; 2.15%, 07/15/30 | 817 | &nbsp;&nbsp; 741593 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/15/31 | 819 | &nbsp;&nbsp; 741510 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/15/32 | 800 | &nbsp;&nbsp; 769154 |
| Federal Realty OP LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/15/27 | 259 | &nbsp;&nbsp; 256120 |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/01/28 | 160 | &nbsp;&nbsp; 164097 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/30 | 518 | &nbsp;&nbsp; 499935 |
| First Industrial LP, 5.25%, 01/15/31 | 300 | &nbsp;&nbsp; 305465 |
| GLP Capital LP/GLP Financing II, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/01/28 | 340 | &nbsp;&nbsp; 348494 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/15/29 | 429 | &nbsp;&nbsp; 437321 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/30 | 567 | &nbsp;&nbsp; 550837 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/31 | 400 | &nbsp;&nbsp; 382793 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/32 | 450 | &nbsp;&nbsp; 407454 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/33 | 350 | &nbsp;&nbsp; 350656 |
| &nbsp;&nbsp;&nbsp; 6.75%, 12/01/33 | 309 | &nbsp;&nbsp; 334691 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/15/34 | 545 | &nbsp;&nbsp; 551490 |
| Host Hotels & Resorts LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/15/28 | 250 | &nbsp;&nbsp; 250292 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/15/32 | 225 | &nbsp;&nbsp; 234736 |
| &nbsp;&nbsp;&nbsp; 5.70%, 07/01/34 | 400 | &nbsp;&nbsp; 412676 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/35 | 450 | &nbsp;&nbsp; 455175 |
| &nbsp;&nbsp;&nbsp; Series H, 3.38%, 12/15/29 | 405 | &nbsp;&nbsp; 389747 |
| &nbsp;&nbsp;&nbsp; Series I, 3.50%, 09/15/30 | 450 | &nbsp;&nbsp; 428730 |
| &nbsp;&nbsp;&nbsp; Series J, 2.90%, 12/15/31 | 329 | &nbsp;&nbsp; 297910 |
| Kimco Realty OP LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/01/27 | 250 | &nbsp;&nbsp; 249883 |
| &nbsp;&nbsp;&nbsp; 1.90%, 03/01/28 | 166 | &nbsp;&nbsp; 159499 |
| &nbsp;&nbsp;&nbsp; 2.70%, 10/01/30 | 350 | &nbsp;&nbsp; 328288 |
| &nbsp;&nbsp;&nbsp; 2.25%, 12/01/31 | 239 | &nbsp;&nbsp; 212236 |
| &nbsp;&nbsp;&nbsp; 3.20%, 04/01/32 | 500 | &nbsp;&nbsp; 464010 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/01/33 | 372 | &nbsp;&nbsp; 370330 |
| &nbsp;&nbsp;&nbsp; 6.40%, 03/01/34 | 325 | &nbsp;&nbsp; 357414 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/35 | 398 | &nbsp;&nbsp; 395070 |
| Kite Realty Group LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 12/15/31 | 200 | &nbsp;&nbsp; 202850 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/15/32 | 185 | &nbsp;&nbsp; 188975 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/34 | 272 | &nbsp;&nbsp; 279569 |
| Kite Realty Group Trust, 4.75%, 09/15/30 | 200 | &nbsp;&nbsp; 201989 |
| Lineage OP LP, 5.25%, 07/15/30<sup>(d)</sup> | 350 | &nbsp;&nbsp; 352948 |
| LXP Industrial Trust |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 09/15/30 | 256 | &nbsp;&nbsp; 234691 |
| &nbsp;&nbsp;&nbsp; 2.38%, 10/01/31 | 300 | &nbsp;&nbsp; 262862 |
| &nbsp;&nbsp;&nbsp; Phillips Edison Grocery Center Operating Partnership <br> I LP<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 11/15/31 | 245 | &nbsp;&nbsp; 219349 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/15/32 | 125 | &nbsp;&nbsp; 127939 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/34<sup>(a)</sup> | 175 | &nbsp;&nbsp; 182749 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Diversified REITs (continued)** | **Diversified REITs (continued)** | **Diversified REITs (continued)** |
| &nbsp;&nbsp;&nbsp; Phillips Edison Grocery Center Operating Partnership <br> I LP (continued)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/35 | $280 | &nbsp;&nbsp; $274953 |
| Prologis LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 04/15/27 | 350 | &nbsp;&nbsp; 343031 |
| &nbsp;&nbsp;&nbsp; 3.38%, 12/15/27 | 316 | &nbsp;&nbsp; 313698 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/15/28 | 427 | &nbsp;&nbsp; 436857 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/15/28 | 150 | &nbsp;&nbsp; 149792 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/15/28 | 200 | &nbsp;&nbsp; 200354 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/01/29 | 261 | &nbsp;&nbsp; 263507 |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/15/29 | 308 | &nbsp;&nbsp; 294459 |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/15/30 | 715 | &nbsp;&nbsp; 663909 |
| &nbsp;&nbsp;&nbsp; 1.75%, 07/01/30<sup>(a)</sup> | 243 | &nbsp;&nbsp; 218958 |
| &nbsp;&nbsp;&nbsp; 1.25%, 10/15/30 | 528 | &nbsp;&nbsp; 462295 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/31<sup>(a)</sup> | 450 | &nbsp;&nbsp; 459594 |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/01/31 | 191 | &nbsp;&nbsp; 169032 |
| &nbsp;&nbsp;&nbsp; 1.63%, 03/15/31 | 282 | &nbsp;&nbsp; 246726 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/15/32 | 210 | &nbsp;&nbsp; 186275 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/15/33<sup>(a)</sup> | 365 | &nbsp;&nbsp; 366865 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/15/33 | 505 | &nbsp;&nbsp; 507492 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/15/34 | 506 | &nbsp;&nbsp; 517391 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/34 | 471 | &nbsp;&nbsp; 478374 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/31/35 | 500 | &nbsp;&nbsp; 504846 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/35 | 525 | &nbsp;&nbsp; 539322 |
| Rayonier LP, 2.75%, 05/17/31 | 241 | &nbsp;&nbsp; 218693 |
| Regency Centers LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 02/01/27 | 350 | &nbsp;&nbsp; 348794 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/28 | 254 | &nbsp;&nbsp; 254699 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/15/29 | 179 | &nbsp;&nbsp; 171823 |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/15/30 | 413 | &nbsp;&nbsp; 404164 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/32 | 180 | &nbsp;&nbsp; 183734 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/34 | 250 | &nbsp;&nbsp; 256511 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/15/35 | 210 | &nbsp;&nbsp; 212310 |
| Rexford Industrial Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/28<sup>(a)</sup> | 120 | &nbsp;&nbsp; 122077 |
| &nbsp;&nbsp;&nbsp; 2.13%, 12/01/30 | 219 | &nbsp;&nbsp; 196002 |
| &nbsp;&nbsp;&nbsp; 2.15%, 09/01/31 | 218 | &nbsp;&nbsp; 191252 |
| Safehold GL Holdings LLC<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/15/31 | 429 | &nbsp;&nbsp; 393849 |
| &nbsp;&nbsp;&nbsp; 6.10%, 04/01/34 | 195 | &nbsp;&nbsp; 207392 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/15/35 | 300 | &nbsp;&nbsp; 308905 |
| Sun Communities Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/01/28<sup>(a)</sup> | 231 | &nbsp;&nbsp; 219871 |
| &nbsp;&nbsp;&nbsp; 2.70%, 07/15/31 | 403 | &nbsp;&nbsp; 366043 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/15/32 | 429 | &nbsp;&nbsp; 416602 |
| VICI Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/28 | 868 | &nbsp;&nbsp; 876863 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/01/28 | 370 | &nbsp;&nbsp; 373837 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/15/30 | 776 | &nbsp;&nbsp; 785260 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/15/31 | 475 | &nbsp;&nbsp; 480360 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/32<sup>(a)</sup> | 930 | &nbsp;&nbsp; 935662 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/34 | 400 | &nbsp;&nbsp; 412596 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/01/35 | 535 | &nbsp;&nbsp; 544705 |
| Weyerhaeuser Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/29 | 541 | &nbsp;&nbsp; 535911 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/30 | 500 | &nbsp;&nbsp; 492627 |
| &nbsp;&nbsp;&nbsp; 7.38%, 03/15/32 | 403 | &nbsp;&nbsp; 458486 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/09/33 | 250 | &nbsp;&nbsp; 228331 |
| WP Carey, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 07/15/29<sup>(a)</sup> | 393 | &nbsp;&nbsp; 388558 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/15/30 | 275 | &nbsp;&nbsp; 276742 |
| &nbsp;&nbsp;&nbsp; 2.40%, 02/01/31 | 304 | &nbsp;&nbsp; 274506 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Diversified REITs (continued)** | **Diversified REITs (continued)** | **Diversified REITs (continued)** |
| WP Carey, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/01/32 | 250 | &nbsp;&nbsp; $220881 |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/01/33 | 258 | &nbsp;&nbsp; 217844 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/30/34 | 200 | &nbsp;&nbsp; 205626 |
|  |  | &nbsp;&nbsp; 65539694 |
| **Diversified Telecommunication Services — 1.9%** | **Diversified Telecommunication Services — 1.9%** | **Diversified Telecommunication Services — 1.9%** |
| AT&T, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/15/27 | 450 | &nbsp;&nbsp; 449281 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/01/27 | 1174 | &nbsp;&nbsp; 1177088 |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/01/27 | 1688 | &nbsp;&nbsp; 1653297 |
| &nbsp;&nbsp;&nbsp; 1.65%, 02/01/28 | 1730 | &nbsp;&nbsp; 1653661 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/15/28 | 928 | &nbsp;&nbsp; 930077 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/01/29 | 1818 | &nbsp;&nbsp; 1830661 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/15/30 | 2002 | &nbsp;&nbsp; 2003405 |
| &nbsp;&nbsp;&nbsp; 4.70%, 08/15/30<sup>(a)</sup> | 725 | &nbsp;&nbsp; 736158 |
| &nbsp;&nbsp;&nbsp; 4.40%, 04/30/31<sup>(c)</sup> | 775 | &nbsp;&nbsp; 774640 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/01/31 | 1809 | &nbsp;&nbsp; 1663026 |
| &nbsp;&nbsp;&nbsp; 2.25%, 02/01/32 | 1490 | &nbsp;&nbsp; 1309351 |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/01/32<sup>(a)</sup> | 750 | &nbsp;&nbsp; 744642 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/30/33<sup>(c)</sup> | 775 | &nbsp;&nbsp; 773610 |
| &nbsp;&nbsp;&nbsp; 2.55%, 12/01/33 | 2356 | &nbsp;&nbsp; 2003261 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/15/34<sup>(a)</sup> | 1750 | &nbsp;&nbsp; 1804336 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/35<sup>(a)</sup> | 1600 | &nbsp;&nbsp; 1530190 |
| &nbsp;&nbsp;&nbsp; 5.38%, 08/15/35 | 725 | &nbsp;&nbsp; 739583 |
| &nbsp;&nbsp;&nbsp; 4.90%, 11/01/35 | 750 | &nbsp;&nbsp; 738305 |
| &nbsp;&nbsp;&nbsp; 5.13%, 04/30/36 | 775 | &nbsp;&nbsp; 772708 |
| Bell Telephone Co. of Canada or Bell Canada |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 02/15/32<sup>(a)</sup> | 245 | &nbsp;&nbsp; 212813 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/11/33 | 592 | &nbsp;&nbsp; 600796 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/34<sup>(a)</sup> | 400 | &nbsp;&nbsp; 407124 |
| British Telecommunications PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 12/04/28 | 478 | &nbsp;&nbsp; 490393 |
| &nbsp;&nbsp;&nbsp; 9.63%, 12/15/30 | 1526 | &nbsp;&nbsp; 1856084 |
| Cisco Systems, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/26/27 | 1286 | &nbsp;&nbsp; 1300206 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/24/28 | 600 | &nbsp;&nbsp; 609481 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/26/29 | 1800 | &nbsp;&nbsp; 1846031 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/24/30 | 650 | &nbsp;&nbsp; 666769 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/26/31 | 1661 | &nbsp;&nbsp; 1718011 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/24/32 | 550 | &nbsp;&nbsp; 567176 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/26/34 | 1628 | &nbsp;&nbsp; 1669379 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/24/35 | 775 | &nbsp;&nbsp; 794451 |
| Deutsche Telekom International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 8.75%, 06/15/30 | 2218 | &nbsp;&nbsp; 2586208 |
| &nbsp;&nbsp;&nbsp; 9.25%, 06/01/32 | 362 | &nbsp;&nbsp; 451113 |
| Juniper Networks, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/29 | 313 | &nbsp;&nbsp; 306244 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/10/30 | 250 | &nbsp;&nbsp; 222286 |
| Koninklijke KPN NV, 8.38%, 10/01/30 | 350 | &nbsp;&nbsp; 407339 |
| Nokia OYJ, 4.38%, 06/12/27 | 350 | &nbsp;&nbsp; 350129 |
| Sprint Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/15/28 | 1450 | &nbsp;&nbsp; 1555327 |
| &nbsp;&nbsp;&nbsp; 8.75%, 03/15/32 | 1100 | &nbsp;&nbsp; 1332131 |
| Telefonica Emisiones SA, 4.10%, 03/08/27 | 715 | &nbsp;&nbsp; 715404 |
| Telefonica Europe BV, 8.25%, 09/15/30 | 775 | &nbsp;&nbsp; 887575 |
| TELUS Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 02/16/27 | 400 | &nbsp;&nbsp; 395003 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/15/27 | 400 | &nbsp;&nbsp; 397339 |
| &nbsp;&nbsp;&nbsp; 3.40%, 05/13/32 | 522 | &nbsp;&nbsp; 481763 |
| Verizon Communications, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/16/27<sup>(a)</sup> | 1114 | &nbsp;&nbsp; 1117263 |
| &nbsp;&nbsp;&nbsp; 2.10%, 03/22/28 | 1832 | &nbsp;&nbsp; 1763660 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Diversified Telecommunication Services (continued)** | **Diversified Telecommunication Services (continued)** | **Diversified Telecommunication Services (continued)** |
| Verizon Communications, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.33%, 09/21/28 | 1983 | &nbsp;&nbsp; $1998960 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/08/29 | 759 | &nbsp;&nbsp; 756692 |
| &nbsp;&nbsp;&nbsp; 4.02%, 12/03/29 | 2049 | &nbsp;&nbsp; 2037662 |
| &nbsp;&nbsp;&nbsp; 3.15%, 03/22/30 | 829 | &nbsp;&nbsp; 794327 |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/18/30 | 450 | &nbsp;&nbsp; 397390 |
| &nbsp;&nbsp;&nbsp; 1.68%, 10/30/30 | 319 | &nbsp;&nbsp; 282883 |
| &nbsp;&nbsp;&nbsp; 7.75%, 12/01/30 | 367 | &nbsp;&nbsp; 420582 |
| &nbsp;&nbsp;&nbsp; 1.75%, 01/20/31 | 1273 | &nbsp;&nbsp; 1122610 |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/21/31 | 2023 | &nbsp;&nbsp; 1847695 |
| &nbsp;&nbsp;&nbsp; 2.36%, 03/15/32 | 2962 | &nbsp;&nbsp; 2609270 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/33<sup>(a)</sup> | 1340 | &nbsp;&nbsp; 1339604 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/09/33 | 629 | &nbsp;&nbsp; 643619 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/10/33 | 1204 | &nbsp;&nbsp; 1182398 |
| &nbsp;&nbsp;&nbsp; 4.40%, 11/01/34 | 1100 | &nbsp;&nbsp; 1058959 |
| &nbsp;&nbsp;&nbsp; 4.78%, 02/15/35 | 1500 | &nbsp;&nbsp; 1471051 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/02/35 | 1465 | &nbsp;&nbsp; 1483860 |
| &nbsp;&nbsp;&nbsp; 4.27%, 01/15/36 | 850 | &nbsp;&nbsp; 796506 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/36 | 1900 | &nbsp;&nbsp; 1877550 |
|  |  | &nbsp;&nbsp; 71116396 |
| **Electric Utilities — 6.2%** | **Electric Utilities — 6.2%** | **Electric Utilities — 6.2%** |
| AEP Texas, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/01/28 | 413 | &nbsp;&nbsp; 411904 |
| &nbsp;&nbsp;&nbsp; 5.45%, 05/15/29 | 225 | &nbsp;&nbsp; 233431 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/15/32 | 480 | &nbsp;&nbsp; 481439 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/33 | 245 | &nbsp;&nbsp; 252507 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/15/34 | 450 | &nbsp;&nbsp; 469095 |
| &nbsp;&nbsp;&nbsp; Series I, 2.10%, 07/01/30<sup>(a)</sup> | 500 | &nbsp;&nbsp; 456102 |
| AEP Transmission Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/01/34 | 295 | &nbsp;&nbsp; 300437 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/15/35 | 598 | &nbsp;&nbsp; 614639 |
| AES Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/28 | 570 | &nbsp;&nbsp; 585088 |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/15/31<sup>(a)</sup> | 663 | &nbsp;&nbsp; 602983 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/32 | 488 | &nbsp;&nbsp; 503881 |
| Alabama Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/01/27 | 400 | &nbsp;&nbsp; 399921 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/15/32 | 600 | &nbsp;&nbsp; 555784 |
| &nbsp;&nbsp;&nbsp; 3.94%, 09/01/32 | 300 | &nbsp;&nbsp; 291465 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/15/33 | 225 | &nbsp;&nbsp; 240606 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/02/35 | 500 | &nbsp;&nbsp; 510861 |
| &nbsp;&nbsp;&nbsp; Series 2020-A, 1.45%, 09/15/30 | 483 | &nbsp;&nbsp; 428167 |
| &nbsp;&nbsp;&nbsp; Series C, 4.30%, 03/15/31<sup>(a)</sup> | 450 | &nbsp;&nbsp; 450359 |
| Ameren Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 03/15/27 | 365 | &nbsp;&nbsp; 357085 |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/15/28 | 300 | &nbsp;&nbsp; 285860 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/29 | 512 | &nbsp;&nbsp; 524410 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/15/31 | 329 | &nbsp;&nbsp; 316345 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/15/35 | 565 | &nbsp;&nbsp; 578658 |
| Ameren Illinois Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/15/28 | 250 | &nbsp;&nbsp; 249535 |
| &nbsp;&nbsp;&nbsp; 1.55%, 11/15/30<sup>(a)</sup> | 250 | &nbsp;&nbsp; 221027 |
| &nbsp;&nbsp;&nbsp; 3.85%, 09/01/32 | 400 | &nbsp;&nbsp; 384994 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/33 | 250 | &nbsp;&nbsp; 255042 |
| American Electric Power Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/01/27 | 400 | &nbsp;&nbsp; 411376 |
| &nbsp;&nbsp;&nbsp; 3.20%, 11/13/27<sup>(a)</sup> | 260 | &nbsp;&nbsp; 256667 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/15/29 | 775 | &nbsp;&nbsp; 798921 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/01/30 | 525 | &nbsp;&nbsp; 485832 |
| &nbsp;&nbsp;&nbsp; 5.95%, 11/01/32 | 400 | &nbsp;&nbsp; 428896 |
| &nbsp;&nbsp;&nbsp; 5.63%, 03/01/33 | 678 | &nbsp;&nbsp; 710236 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| American Electric Power Co., Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Series J, 4.30%, 12/01/28 | $413 | &nbsp;&nbsp; $415924 |
| Appalachian Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 04/01/34 | 225 | &nbsp;&nbsp; 234689 |
| &nbsp;&nbsp;&nbsp; Series AA, 2.70%, 04/01/31 | 450 | &nbsp;&nbsp; 412623 |
| &nbsp;&nbsp;&nbsp; Series BB, 4.50%, 08/01/32 | 400 | &nbsp;&nbsp; 396193 |
| &nbsp;&nbsp;&nbsp; Series X, 3.30%, 06/01/27 | 250 | &nbsp;&nbsp; 247813 |
| Arizona Public Service Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 08/15/29 | 413 | &nbsp;&nbsp; 391100 |
| &nbsp;&nbsp;&nbsp; 2.20%, 12/15/31 | 129 | &nbsp;&nbsp; 113450 |
| &nbsp;&nbsp;&nbsp; 6.35%, 12/15/32 | 300 | &nbsp;&nbsp; 327131 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/01/33 | 375 | &nbsp;&nbsp; 390774 |
| &nbsp;&nbsp;&nbsp; 5.70%, 08/15/34 | 435 | &nbsp;&nbsp; 456203 |
| Atlantic City Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/28 | 200 | &nbsp;&nbsp; 200278 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/15/31 | 200 | &nbsp;&nbsp; 181544 |
| Avangrid, Inc., 3.80%, 06/01/29 | 500 | &nbsp;&nbsp; 493516 |
| Baltimore Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/15/31 | 509 | &nbsp;&nbsp; 460204 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/01/34 | 275 | &nbsp;&nbsp; 283248 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/35 | 600 | &nbsp;&nbsp; 620986 |
| Berkshire Hathaway Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/15/28 | 513 | &nbsp;&nbsp; 506725 |
| &nbsp;&nbsp;&nbsp; 3.70%, 07/15/30 | 733 | &nbsp;&nbsp; 720488 |
| &nbsp;&nbsp;&nbsp; 1.65%, 05/15/31 | 699 | &nbsp;&nbsp; 610094 |
| Black Hills Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/28 | 200 | &nbsp;&nbsp; 207267 |
| &nbsp;&nbsp;&nbsp; 3.05%, 10/15/29 | 342 | &nbsp;&nbsp; 327358 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/15/30 | 300 | &nbsp;&nbsp; 277234 |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/31/31 | 275 | &nbsp;&nbsp; 274868 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/01/33 | 220 | &nbsp;&nbsp; 212568 |
| &nbsp;&nbsp;&nbsp; 6.15%, 05/15/34 | 250 | &nbsp;&nbsp; 267652 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/35 | 300 | &nbsp;&nbsp; 318039 |
| CenterPoint Energy Houston Electric LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 10/01/28 | 415 | &nbsp;&nbsp; 428062 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/30 | 325 | &nbsp;&nbsp; 332534 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/01/33 | 660 | &nbsp;&nbsp; 670731 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/01/34 | 310 | &nbsp;&nbsp; 317297 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/01/35 | 385 | &nbsp;&nbsp; 388967 |
| &nbsp;&nbsp;&nbsp; Series AA, 3.00%, 02/01/27 | 200 | &nbsp;&nbsp; 198444 |
| &nbsp;&nbsp;&nbsp; Series AE, 2.35%, 04/01/31 | 332 | &nbsp;&nbsp; 300954 |
| &nbsp;&nbsp;&nbsp; Series AG, 3.00%, 03/01/32 | 262 | &nbsp;&nbsp; 240872 |
| &nbsp;&nbsp;&nbsp; Series AI, 4.45%, 10/01/32 | 414 | &nbsp;&nbsp; 411997 |
| &nbsp;&nbsp;&nbsp; Series AQ, 4.95%, 08/15/35 | 510 | &nbsp;&nbsp; 510976 |
| &nbsp;&nbsp;&nbsp; Series K2, 6.95%, 03/15/33 | 273 | &nbsp;&nbsp; 309201 |
| CenterPoint Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/29 | 576 | &nbsp;&nbsp; 597265 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/01/30 | 344 | &nbsp;&nbsp; 326369 |
| CMS Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 08/15/27 | 229 | &nbsp;&nbsp; 227112 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.90%), 3.75%, 12/01/50<sup>(b)</sup> | 250 | &nbsp;&nbsp; 230024 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 4.12%), 4.75%, 06/01/50<sup>(b)</sup> | 400 | &nbsp;&nbsp; 394558 |
| Commonwealth Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/15/28 | 363 | &nbsp;&nbsp; 361781 |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/01/30 | 300 | &nbsp;&nbsp; 278287 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/01/33<sup>(a)</sup> | 320 | &nbsp;&nbsp; 326374 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/01/34 | 335 | &nbsp;&nbsp; 347444 |
| &nbsp;&nbsp;&nbsp; Series 122, 2.95%, 08/15/27<sup>(a)</sup> | 250 | &nbsp;&nbsp; 247043 |
| &nbsp;&nbsp;&nbsp; Series 132, 3.15%, 03/15/32 | 200 | &nbsp;&nbsp; 186572 |
| Connecticut Light and Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/01/29 | 200 | &nbsp;&nbsp; 203730 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/30 | 275 | &nbsp;&nbsp; 282080 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Connecticut Light and Power Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/01/33 | $150 | &nbsp;&nbsp; $151312 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/34<sup>(a)</sup> | 200 | &nbsp;&nbsp; 201548 |
| &nbsp;&nbsp;&nbsp; Series A, 3.20%, 03/15/27 | 413 | &nbsp;&nbsp; 410458 |
| &nbsp;&nbsp;&nbsp; Series A, 2.05%, 07/01/31 | 228 | &nbsp;&nbsp; 202657 |
| Consolidated Edison Co. of New York, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/15/28 | 413 | &nbsp;&nbsp; 412139 |
| &nbsp;&nbsp;&nbsp; 2.40%, 06/15/31 | 629 | &nbsp;&nbsp; 574943 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/33 | 500 | &nbsp;&nbsp; 517359 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/34 | 500 | &nbsp;&nbsp; 524545 |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/15/34 | 200 | &nbsp;&nbsp; 207025 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/15/35 | 284 | &nbsp;&nbsp; 289457 |
| &nbsp;&nbsp;&nbsp; Series 2005-A, 5.30%, 03/01/35 | 200 | &nbsp;&nbsp; 204916 |
| &nbsp;&nbsp;&nbsp; Series 20A, 3.35%, 04/01/30 | 193 | &nbsp;&nbsp; 187078 |
| &nbsp;&nbsp;&nbsp; Series D, 4.00%, 12/01/28 | 313 | &nbsp;&nbsp; 314092 |
| Constellation Energy Generation LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 01/08/28 | 525 | &nbsp;&nbsp; 524481 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/01/28 | 530 | &nbsp;&nbsp; 546517 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/15/31<sup>(a)</sup> | 200 | &nbsp;&nbsp; 199531 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/01/33 | 400 | &nbsp;&nbsp; 424699 |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/15/34 | 325 | &nbsp;&nbsp; 350891 |
| Consumers Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/01/28<sup>(a)</sup> | 250 | &nbsp;&nbsp; 253742 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/15/28 | 300 | &nbsp;&nbsp; 299100 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/15/29 | 390 | &nbsp;&nbsp; 400111 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/30/29 | 477 | &nbsp;&nbsp; 485313 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/30 | 613 | &nbsp;&nbsp; 626166 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/31<sup>(a)</sup> | 370 | &nbsp;&nbsp; 373836 |
| &nbsp;&nbsp;&nbsp; 3.60%, 08/15/32 | 255 | &nbsp;&nbsp; 242099 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/33 | 510 | &nbsp;&nbsp; 511098 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/15/35 | 690 | &nbsp;&nbsp; 700555 |
| Dayton Power & Light Co., 4.55%, 08/15/30 | 225 | &nbsp;&nbsp; 223829 |
| Dominion Energy South Carolina, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 02/01/32 | 200 | &nbsp;&nbsp; 222273 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/33 | 200 | &nbsp;&nbsp; 207355 |
| &nbsp;&nbsp;&nbsp; Series 2025, 5.30%, 01/15/35 | 420 | &nbsp;&nbsp; 433431 |
| &nbsp;&nbsp;&nbsp; Series A, 2.30%, 12/01/31 | 330 | &nbsp;&nbsp; 295127 |
| Dominion Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/28 | 805 | &nbsp;&nbsp; 815003 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/01/28 | 750 | &nbsp;&nbsp; 753624 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/30 | 625 | &nbsp;&nbsp; 641198 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/15/32 | 500 | &nbsp;&nbsp; 519663 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/35 | 725 | &nbsp;&nbsp; 742771 |
| &nbsp;&nbsp;&nbsp; Series A, 4.35%, 08/15/32 | 400 | &nbsp;&nbsp; 392566 |
| &nbsp;&nbsp;&nbsp; Series B, 3.60%, 03/15/27 | 250 | &nbsp;&nbsp; 249085 |
| &nbsp;&nbsp;&nbsp; Series B, 5.95%, 06/15/35 | 300 | &nbsp;&nbsp; 318046 |
| &nbsp;&nbsp;&nbsp; Series C, 3.38%, 04/01/30 | 1093 | &nbsp;&nbsp; 1054836 |
| &nbsp;&nbsp;&nbsp; Series C, 2.25%, 08/15/31 | 588 | &nbsp;&nbsp; 525055 |
| &nbsp;&nbsp;&nbsp; Series E, 6.30%, 03/15/33 | 200 | &nbsp;&nbsp; 216573 |
| &nbsp;&nbsp;&nbsp; Series F, 5.25%, 08/01/33 | 600 | &nbsp;&nbsp; 613643 |
| DTE Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/14/27 | 25 | &nbsp;&nbsp; 25168 |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/01/30 | 428 | &nbsp;&nbsp; 398001 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/33 | 500 | &nbsp;&nbsp; 519053 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/34<sup>(a)</sup> | 275 | &nbsp;&nbsp; 283415 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/35 | 400 | &nbsp;&nbsp; 409765 |
| &nbsp;&nbsp;&nbsp; Series A, 1.90%, 04/01/28 | 313 | &nbsp;&nbsp; 300590 |
| &nbsp;&nbsp;&nbsp; Series A, 3.00%, 03/01/32 | 279 | &nbsp;&nbsp; 258495 |
| &nbsp;&nbsp;&nbsp; Series C, 2.63%, 03/01/31 | 300 | &nbsp;&nbsp; 278251 |
| DTE Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/01/27 | 475 | &nbsp;&nbsp; 480968 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/01/28 | 700 | &nbsp;&nbsp; 712301 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/01/29 | 700 | &nbsp;&nbsp; 718126 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| DTE Energy Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/01/30 | $279 | &nbsp;&nbsp; $264580 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/30 | 650 | &nbsp;&nbsp; 670542 |
| &nbsp;&nbsp;&nbsp; 5.85%, 06/01/34 | 550 | &nbsp;&nbsp; 585049 |
| &nbsp;&nbsp;&nbsp; 5.05%, 10/01/35 | 350 | &nbsp;&nbsp; 348539 |
| &nbsp;&nbsp;&nbsp; Series C, 3.40%, 06/15/29 | 381 | &nbsp;&nbsp; 371126 |
| Duke Energy Carolinas LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 11/15/28 | 450 | &nbsp;&nbsp; 450659 |
| &nbsp;&nbsp;&nbsp; 2.45%, 08/15/29 | 400 | &nbsp;&nbsp; 379375 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/01/30 | 329 | &nbsp;&nbsp; 308124 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/15/30 | 320 | &nbsp;&nbsp; 329004 |
| &nbsp;&nbsp;&nbsp; 2.55%, 04/15/31 | 425 | &nbsp;&nbsp; 391681 |
| &nbsp;&nbsp;&nbsp; 2.85%, 03/15/32 | 458 | &nbsp;&nbsp; 419501 |
| &nbsp;&nbsp;&nbsp; 6.45%, 10/15/32 | 214 | &nbsp;&nbsp; 236613 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/33 | 835 | &nbsp;&nbsp; 856681 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/15/34 | 400 | &nbsp;&nbsp; 403244 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/35 | 425 | &nbsp;&nbsp; 437872 |
| &nbsp;&nbsp;&nbsp; Series A, 6.00%, 12/01/28 | 163 | &nbsp;&nbsp; 171867 |
| Duke Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 08/15/27 | 413 | &nbsp;&nbsp; 408263 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/08/27<sup>(a)</sup> | 210 | &nbsp;&nbsp; 213963 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/28 | 584 | &nbsp;&nbsp; 587946 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/05/29<sup>(a)</sup> | 546 | &nbsp;&nbsp; 557795 |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/15/29 | 388 | &nbsp;&nbsp; 379727 |
| &nbsp;&nbsp;&nbsp; 2.45%, 06/01/30<sup>(a)</sup> | 684 | &nbsp;&nbsp; 635130 |
| &nbsp;&nbsp;&nbsp; 2.55%, 06/15/31 | 829 | &nbsp;&nbsp; 755558 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/32<sup>(a)</sup> | 746 | &nbsp;&nbsp; 743740 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/15/33<sup>(a)</sup> | 375 | &nbsp;&nbsp; 397131 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/15/34<sup>(a)</sup> | 431 | &nbsp;&nbsp; 447475 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/35<sup>(a)</sup> | 760 | &nbsp;&nbsp; 752985 |
| Duke Energy Florida LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 07/15/28 | 422 | &nbsp;&nbsp; 421962 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/29 | 614 | &nbsp;&nbsp; 580368 |
| &nbsp;&nbsp;&nbsp; 1.75%, 06/15/30 | 388 | &nbsp;&nbsp; 350130 |
| &nbsp;&nbsp;&nbsp; 4.20%, 12/01/30<sup>(a)</sup> | 300 | &nbsp;&nbsp; 299406 |
| &nbsp;&nbsp;&nbsp; 2.40%, 12/15/31<sup>(a)</sup> | 479 | &nbsp;&nbsp; 432493 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/33 | 501 | &nbsp;&nbsp; 538656 |
| &nbsp;&nbsp;&nbsp; 4.85%, 12/01/35 | 385 | &nbsp;&nbsp; 382179 |
| Duke Energy Indiana LLC, 5.25%, 03/01/34 | 175 | &nbsp;&nbsp; 181326 |
| Duke Energy Ohio, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 02/01/29<sup>(a)</sup> | 300 | &nbsp;&nbsp; 297360 |
| &nbsp;&nbsp;&nbsp; 2.13%, 06/01/30 | 250 | &nbsp;&nbsp; 229294 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/01/33 | 230 | &nbsp;&nbsp; 237802 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/15/35 | 300 | &nbsp;&nbsp; 307910 |
| Duke Energy Progress LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/06/27 | 350 | &nbsp;&nbsp; 352339 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/01/28 | 300 | &nbsp;&nbsp; 299051 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/15/29 | 413 | &nbsp;&nbsp; 407111 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/15/31 | 426 | &nbsp;&nbsp; 378677 |
| &nbsp;&nbsp;&nbsp; 3.40%, 04/01/32 | 313 | &nbsp;&nbsp; 295929 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/33 | 434 | &nbsp;&nbsp; 449819 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/15/34 | 400 | &nbsp;&nbsp; 410652 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/35 | 800 | &nbsp;&nbsp; 810684 |
| Edison International |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/15/27 | 370 | &nbsp;&nbsp; 376367 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/28 | 446 | &nbsp;&nbsp; 442923 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/28 | 330 | &nbsp;&nbsp; 335636 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/15/29 | 300 | &nbsp;&nbsp; 306313 |
| &nbsp;&nbsp;&nbsp; 6.95%, 11/15/29 | 245 | &nbsp;&nbsp; 261690 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/30 | 341 | &nbsp;&nbsp; 357984 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/32 | 397 | &nbsp;&nbsp; 398436 |
| El Paso Electric Co., 6.00%, 05/15/35 | 250 | &nbsp;&nbsp; 259722 |
| Emera U.S. Finance LP, 2.64%, 06/15/31 | 245 | &nbsp;&nbsp; 221716 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Enel Chile SA, 4.88%, 06/12/28 | $550 | &nbsp;&nbsp; $557593 |
| Entergy Arkansas LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/28 | 300 | &nbsp;&nbsp; 300797 |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/15/33 | 300 | &nbsp;&nbsp; 309481 |
| &nbsp;&nbsp;&nbsp; 5.30%, 09/15/33 | 200 | &nbsp;&nbsp; 207772 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/34 | 450 | &nbsp;&nbsp; 469746 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/36<sup>(a)</sup> | 425 | &nbsp;&nbsp; 423734 |
| Entergy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 06/15/28 | 429 | &nbsp;&nbsp; 408326 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/15/30 | 431 | &nbsp;&nbsp; 404086 |
| &nbsp;&nbsp;&nbsp; 2.40%, 06/15/31 | 496 | &nbsp;&nbsp; 445422 |
| Entergy Louisiana LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.12%, 09/01/27 | 256 | &nbsp;&nbsp; 253220 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/01/28 | 400 | &nbsp;&nbsp; 395066 |
| &nbsp;&nbsp;&nbsp; 1.60%, 12/15/30 | 243 | &nbsp;&nbsp; 214788 |
| &nbsp;&nbsp;&nbsp; 3.05%, 06/01/31 | 400 | &nbsp;&nbsp; 375059 |
| &nbsp;&nbsp;&nbsp; 2.35%, 06/15/32 | 550 | &nbsp;&nbsp; 486600 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/33 | 600 | &nbsp;&nbsp; 577327 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/34 | 450 | &nbsp;&nbsp; 467003 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/15/34<sup>(a)</sup> | 475 | &nbsp;&nbsp; 484862 |
| Entergy Mississippi LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 06/01/28<sup>(a)</sup> | 413 | &nbsp;&nbsp; 403146 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/33 | 240 | &nbsp;&nbsp; 243953 |
| Entergy Texas, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/30/29 | 250 | &nbsp;&nbsp; 249349 |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/15/31 | 450 | &nbsp;&nbsp; 397188 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/15/35<sup>(a)</sup> | 325 | &nbsp;&nbsp; 331891 |
| Evergy Kansas Central, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 04/01/27 | 200 | &nbsp;&nbsp; 198249 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/13/28 | 215 | &nbsp;&nbsp; 217830 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/33 | 150 | &nbsp;&nbsp; 160281 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/35 | 400 | &nbsp;&nbsp; 407455 |
| Evergy Metro, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/15/33 | 215 | &nbsp;&nbsp; 218498 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/01/34 | 175 | &nbsp;&nbsp; 182124 |
| &nbsp;&nbsp;&nbsp; 5.13%, 08/15/35 | 275 | &nbsp;&nbsp; 277489 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.25%, 06/01/30<sup>(a)</sup> | 300 | &nbsp;&nbsp; 276586 |
| Evergy, Inc., 2.90%, 09/15/29 | 913 | &nbsp;&nbsp; 870247 |
| Eversource Energy |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/01/27 | 313 | &nbsp;&nbsp; 309233 |
| &nbsp;&nbsp;&nbsp; 4.60%, 07/01/27 | 400 | &nbsp;&nbsp; 403006 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/28 | 765 | &nbsp;&nbsp; 785226 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/01/29<sup>(a)</sup> | 550 | &nbsp;&nbsp; 575130 |
| &nbsp;&nbsp;&nbsp; 4.45%, 12/15/30 | 400 | &nbsp;&nbsp; 399235 |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/15/31 | 413 | &nbsp;&nbsp; 375517 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/15/31 | 250 | &nbsp;&nbsp; 263779 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/01/32 | 463 | &nbsp;&nbsp; 429087 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/33 | 500 | &nbsp;&nbsp; 504798 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/01/34 | 400 | &nbsp;&nbsp; 411430 |
| &nbsp;&nbsp;&nbsp; 5.95%, 07/15/34 | 250 | &nbsp;&nbsp; 264648 |
| &nbsp;&nbsp;&nbsp; Series M, 3.30%, 01/15/28 | 343 | &nbsp;&nbsp; 338107 |
| &nbsp;&nbsp;&nbsp; Series O, 4.25%, 04/01/29 | 343 | &nbsp;&nbsp; 343108 |
| &nbsp;&nbsp;&nbsp; Series R, 1.65%, 08/15/30 | 400 | &nbsp;&nbsp; 353941 |
| Exelon Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/15/27 | 347 | &nbsp;&nbsp; 342474 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/28 | 650 | &nbsp;&nbsp; 664752 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/29 | 585 | &nbsp;&nbsp; 602038 |
| &nbsp;&nbsp;&nbsp; 4.05%, 04/15/30 | 829 | &nbsp;&nbsp; 821448 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/15/31 | 325 | &nbsp;&nbsp; 335780 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/15/32 | 650 | &nbsp;&nbsp; 609019 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/15/33 | 622 | &nbsp;&nbsp; 644337 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/34 | 474 | &nbsp;&nbsp; 492501 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Exelon Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/35 | $300 | &nbsp;&nbsp; $298261 |
| &nbsp;&nbsp;&nbsp; 5.63%, 06/15/35 | 400 | &nbsp;&nbsp; 417336 |
| FirstEnergy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 03/01/30 | 400 | &nbsp;&nbsp; 374032 |
| &nbsp;&nbsp;&nbsp; Series B, 3.90%, 07/15/27 | 826 | &nbsp;&nbsp; 824131 |
| &nbsp;&nbsp;&nbsp; Series B, 2.25%, 09/01/30 | 256 | &nbsp;&nbsp; 232245 |
| FirstEnergy Transmission LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/15/30 | 135 | &nbsp;&nbsp; 135752 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/33 | 200 | &nbsp;&nbsp; 198756 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/35 | 260 | &nbsp;&nbsp; 260157 |
| Florida Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/01/28 | 605 | &nbsp;&nbsp; 620127 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/15/28 | 470 | &nbsp;&nbsp; 475900 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/15/29 | 570 | &nbsp;&nbsp; 591424 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/30 | 580 | &nbsp;&nbsp; 591506 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/03/32 | 1219 | &nbsp;&nbsp; 1098430 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/01/33 | 690 | &nbsp;&nbsp; 712337 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/33 | 715 | &nbsp;&nbsp; 725810 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/01/34 | 1100 | &nbsp;&nbsp; 1166890 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/15/34 | 785 | &nbsp;&nbsp; 819450 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/34 | 300 | &nbsp;&nbsp; 305845 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/35 | 400 | &nbsp;&nbsp; 402681 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/15/36 | 325 | &nbsp;&nbsp; 321060 |
| &nbsp;&nbsp;&nbsp; Series A, 3.30%, 05/30/27 | 200 | &nbsp;&nbsp; 198863 |
| Georgia Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/23/27 | 329 | &nbsp;&nbsp; 333073 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/30/27 | 250 | &nbsp;&nbsp; 248687 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/16/28 | 500 | &nbsp;&nbsp; 507398 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/28 | 500 | &nbsp;&nbsp; 501597 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/15/30 | 575 | &nbsp;&nbsp; 583613 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/15/31 | 700 | &nbsp;&nbsp; 717590 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/15/32<sup>(a)</sup> | 430 | &nbsp;&nbsp; 435721 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/17/33 | 754 | &nbsp;&nbsp; 769641 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/34 | 627 | &nbsp;&nbsp; 646756 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/35 | 700 | &nbsp;&nbsp; 717131 |
| &nbsp;&nbsp;&nbsp; Series B, 2.65%, 09/15/29 | 557 | &nbsp;&nbsp; 530532 |
| Idaho Power Co., 5.20%, 08/15/34 | 200 | &nbsp;&nbsp; 205119 |
| Indiana Michigan Power Co., 3.85%, 05/15/28 | 250 | &nbsp;&nbsp; 249585 |
| Interstate Power and Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 09/26/28 | 325 | &nbsp;&nbsp; 325576 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/01/29 | 252 | &nbsp;&nbsp; 247844 |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/01/30 | 300 | &nbsp;&nbsp; 276472 |
| &nbsp;&nbsp;&nbsp; 5.70%, 10/15/33 | 250 | &nbsp;&nbsp; 262723 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/30/34 | 295 | &nbsp;&nbsp; 294251 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/29/35 | 450 | &nbsp;&nbsp; 468319 |
| IPALCO Enterprises, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/01/30 | 279 | &nbsp;&nbsp; 273449 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/34 | 250 | &nbsp;&nbsp; 254931 |
| ITC Holdings Corp., 3.35%, 11/15/27 | 350 | &nbsp;&nbsp; 346607 |
| Jersey Central Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/15/29<sup>(d)</sup> | 250 | &nbsp;&nbsp; 249902 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/15/31<sup>(d)</sup> | 250 | &nbsp;&nbsp; 249209 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/15/35 | 470 | &nbsp;&nbsp; 476269 |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/15/36<sup>(d)</sup> | 250 | &nbsp;&nbsp; 253153 |
| Kentucky Utilities Co., Series Kent, 5.45%, 04/15/33 | 275 | &nbsp;&nbsp; 287815 |
| Louisville Gas and Electric Co., 5.45%, 04/15/33 | 95 | &nbsp;&nbsp; 99186 |
| MidAmerican Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/01/27<sup>(a)</sup> | 274 | &nbsp;&nbsp; 272130 |
| &nbsp;&nbsp;&nbsp; 3.65%, 04/15/29 | 563 | &nbsp;&nbsp; 557739 |
| &nbsp;&nbsp;&nbsp; 6.75%, 12/30/31<sup>(a)</sup> | 291 | &nbsp;&nbsp; 327625 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/34 | 225 | &nbsp;&nbsp; 234106 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Mississippi Power Co., 3.95%, 03/30/28<sup>(a)</sup> | $300 | &nbsp;&nbsp; $300090 |
| National Grid PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/12/28 | 500 | &nbsp;&nbsp; 516723 |
| &nbsp;&nbsp;&nbsp; 5.81%, 06/12/33 | 450 | &nbsp;&nbsp; 476857 |
| &nbsp;&nbsp;&nbsp; 5.42%, 01/11/34 | 595 | &nbsp;&nbsp; 613818 |
| National Grid USA, 5.80%, 04/01/35 | 250 | &nbsp;&nbsp; 261622 |
| National Rural Utilities Cooperative Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/05/27 | 250 | &nbsp;&nbsp; 252476 |
| &nbsp;&nbsp;&nbsp; 3.05%, 04/25/27<sup>(a)</sup> | 300 | &nbsp;&nbsp; 297403 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/06/27 | 175 | &nbsp;&nbsp; 177511 |
| &nbsp;&nbsp;&nbsp; 4.12%, 09/16/27 | 150 | &nbsp;&nbsp; 150564 |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/10/27 | 160 | &nbsp;&nbsp; 160327 |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/07/28 | 709 | &nbsp;&nbsp; 703101 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/07/28 | 361 | &nbsp;&nbsp; 366497 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/28 | 215 | &nbsp;&nbsp; 218830 |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/15/28 | 575 | &nbsp;&nbsp; 589900 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/07/29 | 250 | &nbsp;&nbsp; 255863 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/29 | 300 | &nbsp;&nbsp; 296746 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/15/29 | 300 | &nbsp;&nbsp; 309879 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/07/30<sup>(a)</sup> | 120 | &nbsp;&nbsp; 123228 |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/15/30 | 386 | &nbsp;&nbsp; 359730 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/10/30 | 175 | &nbsp;&nbsp; 174764 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/07/31 | 200 | &nbsp;&nbsp; 206587 |
| &nbsp;&nbsp;&nbsp; 1.35%, 03/15/31 | 200 | &nbsp;&nbsp; 172564 |
| &nbsp;&nbsp;&nbsp; 1.65%, 06/15/31 | 500 | &nbsp;&nbsp; 434576 |
| &nbsp;&nbsp;&nbsp; 8.00%, 03/01/32 | 257 | &nbsp;&nbsp; 305631 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/15/32 | 413 | &nbsp;&nbsp; 374825 |
| &nbsp;&nbsp;&nbsp; 4.02%, 11/01/32 | 600 | &nbsp;&nbsp; 582820 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/15/32 | 200 | &nbsp;&nbsp; 195630 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/15/33 | 275 | &nbsp;&nbsp; 294554 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/34 | 275 | &nbsp;&nbsp; 279944 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 3.53%), 7.13%, 09/15/53<sup>(b)</sup> | 200 | &nbsp;&nbsp; 209851 |
| &nbsp;&nbsp;&nbsp; Series D, 4.15%, 08/25/28 | 300 | &nbsp;&nbsp; 301447 |
| Nevada Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; Series CC, 3.70%, 05/01/29 | 472 | &nbsp;&nbsp; 466476 |
| &nbsp;&nbsp;&nbsp; Series DD, 2.40%, 05/01/30<sup>(a)</sup> | 329 | &nbsp;&nbsp; 304100 |
| NextEra Energy Capital Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 05/01/27 | 1129 | &nbsp;&nbsp; 1123652 |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/15/27 | 1000 | &nbsp;&nbsp; 1010184 |
| &nbsp;&nbsp;&nbsp; 4.69%, 09/01/27 | 1220 | &nbsp;&nbsp; 1233793 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/04/28 | 625 | &nbsp;&nbsp; 636224 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/28/28 | 904 | &nbsp;&nbsp; 920429 |
| &nbsp;&nbsp;&nbsp; 1.90%, 06/15/28 | 1116 | &nbsp;&nbsp; 1064865 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/29 | 800 | &nbsp;&nbsp; 819686 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/29 | 700 | &nbsp;&nbsp; 687768 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/01/29 | 1009 | &nbsp;&nbsp; 961707 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/28/30<sup>(a)</sup> | 500 | &nbsp;&nbsp; 514393 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/30 | 875 | &nbsp;&nbsp; 902227 |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/01/30 | 2308 | &nbsp;&nbsp; 2123673 |
| &nbsp;&nbsp;&nbsp; 2.44%, 01/15/32 | 849 | &nbsp;&nbsp; 757242 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/15/32 | 550 | &nbsp;&nbsp; 571191 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/32 | 670 | &nbsp;&nbsp; 685127 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/28/33 | 700 | &nbsp;&nbsp; 715264 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/34 | 800 | &nbsp;&nbsp; 819777 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/35 | 675 | &nbsp;&nbsp; 696265 |
| &nbsp;&nbsp;&nbsp; (3-mo. SOFR US + 2.67%), 4.80%, 12/01/77<sup>(b)</sup> | 400 | &nbsp;&nbsp; 396151 |
| Northern States Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/01/31 | 372 | &nbsp;&nbsp; 337571 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/15/35 | 500 | &nbsp;&nbsp; 507875 |
| NSTAR Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/15/27 | 322 | &nbsp;&nbsp; 319537 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/29 | 600 | &nbsp;&nbsp; 584811 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/30 | 275 | &nbsp;&nbsp; 281453 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| NSTAR Electric Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/01/30 | $300 | &nbsp;&nbsp; $296735 |
| &nbsp;&nbsp;&nbsp; 1.95%, 08/15/31 | 200 | &nbsp;&nbsp; 176186 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/34 | 400 | &nbsp;&nbsp; 414076 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/35 | 450 | &nbsp;&nbsp; 458006 |
| OGE Energy Corp., 5.45%, 05/15/29 | 200 | &nbsp;&nbsp; 207120 |
| Ohio Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/01/33 | 328 | &nbsp;&nbsp; 331186 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/34 | 250 | &nbsp;&nbsp; 260391 |
| &nbsp;&nbsp;&nbsp; Series P, 2.60%, 04/01/30 | 364 | &nbsp;&nbsp; 340463 |
| &nbsp;&nbsp;&nbsp; Series Q, 1.63%, 01/15/31 | 359 | &nbsp;&nbsp; 314702 |
| Oklahoma Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/15/28 | 268 | &nbsp;&nbsp; 266921 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/15/30 | 200 | &nbsp;&nbsp; 192870 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/01/30<sup>(a)</sup> | 79 | &nbsp;&nbsp; 76013 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/15/33 | 300 | &nbsp;&nbsp; 312943 |
| Oncor Electric Delivery Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/20/27<sup>(d)</sup> | 325 | &nbsp;&nbsp; 327533 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/15/28 | 488 | &nbsp;&nbsp; 491719 |
| &nbsp;&nbsp;&nbsp; 3.70%, 11/15/28 | 193 | &nbsp;&nbsp; 191758 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/01/29 | 350 | &nbsp;&nbsp; 356298 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/15/30 | 729 | &nbsp;&nbsp; 688916 |
| &nbsp;&nbsp;&nbsp; 7.00%, 05/01/32 | 300 | &nbsp;&nbsp; 338193 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/01/32 | 296 | &nbsp;&nbsp; 289176 |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/15/32<sup>(a)</sup> | 519 | &nbsp;&nbsp; 518129 |
| &nbsp;&nbsp;&nbsp; 7.25%, 01/15/33 | 263 | &nbsp;&nbsp; 301179 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/15/33 | 351 | &nbsp;&nbsp; 371552 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/01/35<sup>(d)</sup> | 405 | &nbsp;&nbsp; 415684 |
| Pacific Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/15/27 | 200 | &nbsp;&nbsp; 198172 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/15/27 | 400 | &nbsp;&nbsp; 406300 |
| &nbsp;&nbsp;&nbsp; 2.10%, 08/01/27 | 483 | &nbsp;&nbsp; 469151 |
| &nbsp;&nbsp;&nbsp; 3.30%, 12/01/27 | 655 | &nbsp;&nbsp; 645874 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/04/28 | 400 | &nbsp;&nbsp; 407320 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/15/28 | 516 | &nbsp;&nbsp; 502089 |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/01/28 | 550 | &nbsp;&nbsp; 544201 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/01/28 | 200 | &nbsp;&nbsp; 201961 |
| &nbsp;&nbsp;&nbsp; 6.10%, 01/15/29 | 465 | &nbsp;&nbsp; 487934 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/29 | 220 | &nbsp;&nbsp; 218995 |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/15/29 | 400 | &nbsp;&nbsp; 413369 |
| &nbsp;&nbsp;&nbsp; 4.55%, 07/01/30 | 2006 | &nbsp;&nbsp; 2001233 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/01/31 | 1211 | &nbsp;&nbsp; 1094662 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/31 | 550 | &nbsp;&nbsp; 511845 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/01/32 | 293 | &nbsp;&nbsp; 286903 |
| &nbsp;&nbsp;&nbsp; 5.90%, 06/15/32 | 450 | &nbsp;&nbsp; 473140 |
| &nbsp;&nbsp;&nbsp; 5.05%, 10/15/32 | 250 | &nbsp;&nbsp; 251916 |
| &nbsp;&nbsp;&nbsp; 6.15%, 01/15/33 | 428 | &nbsp;&nbsp; 453774 |
| &nbsp;&nbsp;&nbsp; 6.40%, 06/15/33 | 640 | &nbsp;&nbsp; 689869 |
| &nbsp;&nbsp;&nbsp; 6.95%, 03/15/34 | 535 | &nbsp;&nbsp; 593274 |
| &nbsp;&nbsp;&nbsp; 5.80%, 05/15/34 | 800 | &nbsp;&nbsp; 830064 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/01/35 | 775 | &nbsp;&nbsp; 794442 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/15/35 | 715 | &nbsp;&nbsp; 748125 |
| PacifiCorp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/15/29 | 350 | &nbsp;&nbsp; 358258 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/15/29<sup>(a)</sup> | 354 | &nbsp;&nbsp; 345239 |
| &nbsp;&nbsp;&nbsp; 2.70%, 09/15/30 | 254 | &nbsp;&nbsp; 234239 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/15/31 | 800 | &nbsp;&nbsp; 823726 |
| &nbsp;&nbsp;&nbsp; 7.70%, 11/15/31<sup>(a)</sup> | 200 | &nbsp;&nbsp; 228834 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/15/34 | 784 | &nbsp;&nbsp; 796017 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/35<sup>(a)</sup> | 200 | &nbsp;&nbsp; 199617 |
| PECO Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/15/33 | 364 | &nbsp;&nbsp; 371125 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/15/35 | 400 | &nbsp;&nbsp; 401039 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Pinnacle West Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/15/28<sup>(a)</sup> | $305 | &nbsp;&nbsp; $310626 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/30 | 125 | &nbsp;&nbsp; 128706 |
| Potomac Electric Power Co., 5.20%, 03/15/34 | 275 | &nbsp;&nbsp; 282114 |
| PPL Capital Funding, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/15/30 | 300 | &nbsp;&nbsp; 297521 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/01/34 | 455 | &nbsp;&nbsp; 464037 |
| PPL Electric Utilities Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/33 | 500 | &nbsp;&nbsp; 511218 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/15/34 | 400 | &nbsp;&nbsp; 403374 |
| Progress Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.75%, 03/01/31 | 330 | &nbsp;&nbsp; 377753 |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/30/31 | 300 | &nbsp;&nbsp; 335921 |
| Public Service Co. of Colorado |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/15/28 | 129 | &nbsp;&nbsp; 128275 |
| &nbsp;&nbsp;&nbsp; 1.88%, 06/15/31 | 450 | &nbsp;&nbsp; 396381 |
| &nbsp;&nbsp;&nbsp; 5.35%, 05/15/34 | 450 | &nbsp;&nbsp; 462146 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/15/35 | 575 | &nbsp;&nbsp; 580668 |
| &nbsp;&nbsp;&nbsp; Series 35, 1.90%, 01/15/31 | 160 | &nbsp;&nbsp; 142338 |
| &nbsp;&nbsp;&nbsp; Series 38, 4.10%, 06/01/32 | 150 | &nbsp;&nbsp; 147270 |
| Public Service Co. of New Hampshire |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/01/28 | 175 | &nbsp;&nbsp; 177056 |
| &nbsp;&nbsp;&nbsp; 5.35%, 10/01/33 | 375 | &nbsp;&nbsp; 390181 |
| &nbsp;&nbsp;&nbsp; Series V, 2.20%, 06/15/31 | 450 | &nbsp;&nbsp; 403956 |
| Public Service Co. of Oklahoma |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/33 | 400 | &nbsp;&nbsp; 409200 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/15/35 | 425 | &nbsp;&nbsp; 428852 |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/15/36 | 500 | &nbsp;&nbsp; 511360 |
| &nbsp;&nbsp;&nbsp; Series J, 2.20%, 08/15/31 | 413 | &nbsp;&nbsp; 366352 |
| Public Service Electric and Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/27 | 314 | &nbsp;&nbsp; 310898 |
| &nbsp;&nbsp;&nbsp; 3.70%, 05/01/28 | 276 | &nbsp;&nbsp; 275002 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/01/28<sup>(a)</sup> | 270 | &nbsp;&nbsp; 268233 |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/15/29 | 313 | &nbsp;&nbsp; 305122 |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/15/30 | 229 | &nbsp;&nbsp; 215062 |
| &nbsp;&nbsp;&nbsp; 1.90%, 08/15/31 | 279 | &nbsp;&nbsp; 246178 |
| &nbsp;&nbsp;&nbsp; 3.10%, 03/15/32 | 400 | &nbsp;&nbsp; 371138 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/15/32 | 180 | &nbsp;&nbsp; 183402 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/33 | 417 | &nbsp;&nbsp; 418510 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/01/33 | 370 | &nbsp;&nbsp; 382800 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/34 | 275 | &nbsp;&nbsp; 283179 |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/01/34 | 450 | &nbsp;&nbsp; 452832 |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/15/35 | 200 | &nbsp;&nbsp; 200823 |
| &nbsp;&nbsp;&nbsp; Series Q, 5.05%, 03/01/35 | 260 | &nbsp;&nbsp; 264857 |
| &nbsp;&nbsp;&nbsp; Series R, 4.20%, 01/01/31 | 225 | &nbsp;&nbsp; 224374 |
| Public Service Enterprise Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/15/27 | 400 | &nbsp;&nbsp; 412181 |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/15/28 | 250 | &nbsp;&nbsp; 260990 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/29 | 275 | &nbsp;&nbsp; 282921 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/30 | 205 | &nbsp;&nbsp; 209697 |
| &nbsp;&nbsp;&nbsp; 1.60%, 08/15/30 | 352 | &nbsp;&nbsp; 312207 |
| &nbsp;&nbsp;&nbsp; 2.45%, 11/15/31 | 500 | &nbsp;&nbsp; 448198 |
| &nbsp;&nbsp;&nbsp; 6.13%, 10/15/33 | 250 | &nbsp;&nbsp; 268307 |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/01/34<sup>(a)</sup> | 275 | &nbsp;&nbsp; 283128 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/35 | 250 | &nbsp;&nbsp; 256649 |
| Puget Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 06/15/28 | 329 | &nbsp;&nbsp; 315919 |
| &nbsp;&nbsp;&nbsp; 4.10%, 06/15/30 | 413 | &nbsp;&nbsp; 405224 |
| &nbsp;&nbsp;&nbsp; 4.22%, 03/15/32 | 279 | &nbsp;&nbsp; 267923 |
| &nbsp;&nbsp;&nbsp; 5.73%, 03/15/35 | 475 | &nbsp;&nbsp; 485769 |
| Puget Sound Energy, Inc., 5.33%, 06/15/34 | 175 | &nbsp;&nbsp; 180035 |
| San Diego Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/28 | 345 | &nbsp;&nbsp; 353573 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| San Diego Gas & Electric Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/15/35<sup>(a)</sup> | $550 | &nbsp;&nbsp; $566912 |
| &nbsp;&nbsp;&nbsp; Series VVV, 1.70%, 10/01/30 | 663 | &nbsp;&nbsp; 591880 |
| &nbsp;&nbsp;&nbsp; Series XXX, 3.00%, 03/15/32 | 350 | &nbsp;&nbsp; 321568 |
| Sempra |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/15/27 | 500 | &nbsp;&nbsp; 494781 |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/01/28 | 713 | &nbsp;&nbsp; 704529 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/29<sup>(a)</sup> | 513 | &nbsp;&nbsp; 505459 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/01/33<sup>(a)</sup> | 499 | &nbsp;&nbsp; 519794 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.87%), 4.13%, 04/01/52<sup>(b)</sup> | 713 | &nbsp;&nbsp; 704140 |
| Southern California Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/01/27 | 175 | &nbsp;&nbsp; 176336 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/01/27 | 300 | &nbsp;&nbsp; 308510 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/01/28 | 495 | &nbsp;&nbsp; 506460 |
| &nbsp;&nbsp;&nbsp; 5.65%, 10/01/28 | 378 | &nbsp;&nbsp; 391434 |
| &nbsp;&nbsp;&nbsp; 6.65%, 04/01/29 | 200 | &nbsp;&nbsp; 210218 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/01/29 | 275 | &nbsp;&nbsp; 281538 |
| &nbsp;&nbsp;&nbsp; 2.85%, 08/01/29 | 384 | &nbsp;&nbsp; 364783 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/30<sup>(a)</sup> | 550 | &nbsp;&nbsp; 564742 |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/01/30 | 432 | &nbsp;&nbsp; 393191 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/31 | 408 | &nbsp;&nbsp; 422343 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/01/32 | 413 | &nbsp;&nbsp; 370743 |
| &nbsp;&nbsp;&nbsp; 5.95%, 11/01/32 | 525 | &nbsp;&nbsp; 556838 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/34 | 332 | &nbsp;&nbsp; 348648 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/34 | 729 | &nbsp;&nbsp; 729590 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/35 | 500 | &nbsp;&nbsp; 505610 |
| &nbsp;&nbsp;&nbsp; Series 2005-E, 5.35%, 07/15/35 | 200 | &nbsp;&nbsp; 200233 |
| &nbsp;&nbsp;&nbsp; Series A, 4.20%, 03/01/29 | 300 | &nbsp;&nbsp; 298803 |
| &nbsp;&nbsp;&nbsp; Series B, 3.65%, 03/01/28 | 275 | &nbsp;&nbsp; 272414 |
| &nbsp;&nbsp;&nbsp; Series D, 4.70%, 06/01/27 | 300 | &nbsp;&nbsp; 302448 |
| &nbsp;&nbsp;&nbsp; Series G, 2.50%, 06/01/31 | 349 | &nbsp;&nbsp; 314188 |
| Southern Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.11%, 08/01/27 | 500 | &nbsp;&nbsp; 507676 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/15/28 | 570 | &nbsp;&nbsp; 580327 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/29 | 621 | &nbsp;&nbsp; 645170 |
| &nbsp;&nbsp;&nbsp; 5.70%, 10/15/32 | 350 | &nbsp;&nbsp; 370603 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/15/33 | 570 | &nbsp;&nbsp; 584594 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/34 | 702 | &nbsp;&nbsp; 737408 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/15/35 | 550 | &nbsp;&nbsp; 542433 |
| &nbsp;&nbsp;&nbsp; Series 2021-B, 1.75%, 03/15/28 | 304 | &nbsp;&nbsp; 290463 |
| &nbsp;&nbsp;&nbsp; Series A, 3.70%, 04/30/30 | 758 | &nbsp;&nbsp; 739903 |
| Southern Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; Series A, 4.25%, 10/01/30 | 500 | &nbsp;&nbsp; 498733 |
| &nbsp;&nbsp;&nbsp; Series B, 4.90%, 10/01/35 | 400 | &nbsp;&nbsp; 393039 |
| Southwestern Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/33 | 275 | &nbsp;&nbsp; 281314 |
| &nbsp;&nbsp;&nbsp; Series M, 4.10%, 09/15/28 | 379 | &nbsp;&nbsp; 378998 |
| Southwestern Public Service Co., 5.30%, 05/15/35 | 325 | &nbsp;&nbsp; 331415 |
| System Energy Resources, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/15/28 | 400 | &nbsp;&nbsp; 415252 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/15/34 | 385 | &nbsp;&nbsp; 388867 |
| Tampa Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/01/29 | 390 | &nbsp;&nbsp; 398949 |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/15/31 | 306 | &nbsp;&nbsp; 278406 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/01/35 | 450 | &nbsp;&nbsp; 454988 |
| Tucson Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 08/01/30 | 116 | &nbsp;&nbsp; 103003 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/32 | 250 | &nbsp;&nbsp; 232155 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/34 | 275 | &nbsp;&nbsp; 280126 |
| Union Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/15/27 | 129 | &nbsp;&nbsp; 127645 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/15/29 | 250 | &nbsp;&nbsp; 246071 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/15/30 | 254 | &nbsp;&nbsp; 242053 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Union Electric Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 03/15/32 | 431 | &nbsp;&nbsp; $379400 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/34 | 275 | &nbsp;&nbsp; 282420 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/15/35 | 325 | &nbsp;&nbsp; 333450 |
| Virginia Electric and Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/15/31 | 413 | &nbsp;&nbsp; 368044 |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/30/32 | 530 | &nbsp;&nbsp; 471296 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/33 | 525 | &nbsp;&nbsp; 534931 |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/15/33 | 900 | &nbsp;&nbsp; 931461 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/34 | 500 | &nbsp;&nbsp; 506083 |
| &nbsp;&nbsp;&nbsp; 5.05%, 08/15/34 | 595 | &nbsp;&nbsp; 602295 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/35 | 625 | &nbsp;&nbsp; 634262 |
| &nbsp;&nbsp;&nbsp; Series A, 3.50%, 03/15/27 | 420 | &nbsp;&nbsp; 418391 |
| &nbsp;&nbsp;&nbsp; Series A, 3.80%, 04/01/28 | 413 | &nbsp;&nbsp; 411879 |
| &nbsp;&nbsp;&nbsp; Series A, 2.88%, 07/15/29 | 429 | &nbsp;&nbsp; 412562 |
| &nbsp;&nbsp;&nbsp; Series B, 3.75%, 05/15/27 | 400 | &nbsp;&nbsp; 399327 |
| &nbsp;&nbsp;&nbsp; Series B, 6.00%, 01/15/36 | 500 | &nbsp;&nbsp; 536298 |
| &nbsp;&nbsp;&nbsp; Series C, 4.90%, 09/15/35 | 750 | &nbsp;&nbsp; 744998 |
| WEC Energy Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 10/01/27 | 500 | &nbsp;&nbsp; 509001 |
| &nbsp;&nbsp;&nbsp; 1.38%, 10/15/27 | 350 | &nbsp;&nbsp; 335571 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/28 | 250 | &nbsp;&nbsp; 253967 |
| &nbsp;&nbsp;&nbsp; 2.20%, 12/15/28<sup>(a)</sup> | 350 | &nbsp;&nbsp; 333294 |
| &nbsp;&nbsp;&nbsp; 1.80%, 10/15/30 | 203 | &nbsp;&nbsp; 180675 |
| Wisconsin Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 06/15/28 | 159 | &nbsp;&nbsp; 151436 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/29 | 100 | &nbsp;&nbsp; 99923 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/29 | 225 | &nbsp;&nbsp; 231567 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/15/30 | 370 | &nbsp;&nbsp; 368867 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/30/32 | 305 | &nbsp;&nbsp; 311018 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/15/33 | 200 | &nbsp;&nbsp; 213345 |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/01/34 | 185 | &nbsp;&nbsp; 183663 |
| Wisconsin Power and Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.05%, 10/15/27 | 252 | &nbsp;&nbsp; 248361 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/29 | 229 | &nbsp;&nbsp; 221386 |
| &nbsp;&nbsp;&nbsp; 1.95%, 09/16/31 | 194 | &nbsp;&nbsp; 169884 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/01/32 | 400 | &nbsp;&nbsp; 385287 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/01/33 | 190 | &nbsp;&nbsp; 192684 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/30/34 | 335 | &nbsp;&nbsp; 345758 |
| Wisconsin Public Service Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 12/01/29 | 220 | &nbsp;&nbsp; 223534 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/31<sup>(a)</sup> | 200 | &nbsp;&nbsp; 199778 |
| Xcel Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/15/27 | 413 | &nbsp;&nbsp; 402790 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/21/28 | 175 | &nbsp;&nbsp; 177521 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/15/28 | 479 | &nbsp;&nbsp; 479223 |
| &nbsp;&nbsp;&nbsp; 2.60%, 12/01/29<sup>(a)</sup> | 380 | &nbsp;&nbsp; 358325 |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/01/30 | 350 | &nbsp;&nbsp; 336767 |
| &nbsp;&nbsp;&nbsp; 2.35%, 11/15/31 | 179 | &nbsp;&nbsp; 159090 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/01/32 | 497 | &nbsp;&nbsp; 494636 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/15/33 | 500 | &nbsp;&nbsp; 515858 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/34 | 355 | &nbsp;&nbsp; 365351 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/15/35 | 475 | &nbsp;&nbsp; 490555 |
|  |  | &nbsp;&nbsp; 231861311 |
| **Electronic Equipment, Instruments & Components — 0.9%** | **Electronic Equipment, Instruments & Components — 0.9%** | **Electronic Equipment, Instruments & Components — 0.9%** |
| ABB Finance USA, Inc., 3.80%, 04/03/28 | 260 | &nbsp;&nbsp; 260284 |
| Acuity Brands Lighting, Inc., 2.15%, 12/15/30 | 250 | &nbsp;&nbsp; 224708 |
| Allegion PLC, 3.50%, 10/01/29 | 219 | &nbsp;&nbsp; 213747 |
| Allegion U.S. Holding Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 10/01/27 | 250 | &nbsp;&nbsp; 247844 |
| &nbsp;&nbsp;&nbsp; 5.41%, 07/01/32 | 328 | &nbsp;&nbsp; 340144 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electronic Equipment, Instruments & Components (continued)** | **Electronic Equipment, Instruments & Components (continued)** | **Electronic Equipment, Instruments & Components (continued)** |
| Allegion U.S. Holding Co., Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/29/34 | $225 | &nbsp;&nbsp; $235134 |
| Amphenol Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/05/27 | 562 | &nbsp;&nbsp; 569562 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/15/27 | 530 | &nbsp;&nbsp; 529802 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/12/28 | 502 | &nbsp;&nbsp; 506982 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/15/28 | 245 | &nbsp;&nbsp; 244834 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/05/29 | 175 | &nbsp;&nbsp; 180112 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/01/29 | 350 | &nbsp;&nbsp; 353848 |
| &nbsp;&nbsp;&nbsp; 2.80%, 02/15/30 | 385 | &nbsp;&nbsp; 365763 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/15/30 | 505 | &nbsp;&nbsp; 501648 |
| &nbsp;&nbsp;&nbsp; 2.20%, 09/15/31 | 597 | &nbsp;&nbsp; 533754 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/15/33 | 640 | &nbsp;&nbsp; 632357 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/05/34<sup>(a)</sup> | 375 | &nbsp;&nbsp; 388157 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/35 | 500 | &nbsp;&nbsp; 506580 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/36 | 875 | &nbsp;&nbsp; 855025 |
| Arrow Electronics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/12/28 | 350 | &nbsp;&nbsp; 347698 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/21/29<sup>(a)</sup> | 250 | &nbsp;&nbsp; 255728 |
| &nbsp;&nbsp;&nbsp; 2.95%, 02/15/32 | 329 | &nbsp;&nbsp; 294434 |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/10/34 | 300 | &nbsp;&nbsp; 311954 |
| Avnet, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/28 | 160 | &nbsp;&nbsp; 165843 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/31 | 165 | &nbsp;&nbsp; 149764 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/32 | 330 | &nbsp;&nbsp; 335919 |
| CDW LLC/CDW Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/28 | 379 | &nbsp;&nbsp; 377746 |
| &nbsp;&nbsp;&nbsp; 3.28%, 12/01/28 | 316 | &nbsp;&nbsp; 307735 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/15/29 | 371 | &nbsp;&nbsp; 358146 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/01/30 | 378 | &nbsp;&nbsp; 385288 |
| &nbsp;&nbsp;&nbsp; 3.57%, 12/01/31 | 784 | &nbsp;&nbsp; 731951 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/22/34 | 300 | &nbsp;&nbsp; 304614 |
| Eaton Capital ULC, 4.45%, 05/09/30 | 200 | &nbsp;&nbsp; 201502 |
| Emerson Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 10/15/27 | 400 | &nbsp;&nbsp; 387504 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/21/28<sup>(a)</sup> | 728 | &nbsp;&nbsp; 691606 |
| &nbsp;&nbsp;&nbsp; 1.95%, 10/15/30 | 275 | &nbsp;&nbsp; 249655 |
| &nbsp;&nbsp;&nbsp; 2.20%, 12/21/31 | 650 | &nbsp;&nbsp; 580857 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/35 | 155 | &nbsp;&nbsp; 158336 |
| Flex Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/28 | 236 | &nbsp;&nbsp; 243792 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/15/29 | 413 | &nbsp;&nbsp; 419414 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/12/30 | 243 | &nbsp;&nbsp; 246458 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/32 | 500 | &nbsp;&nbsp; 510538 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/13/35 | 375 | &nbsp;&nbsp; 374404 |
| Honeywell International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.10%, 03/01/27 | 629 | &nbsp;&nbsp; 611615 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/30/27 | 775 | &nbsp;&nbsp; 784626 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/15/28 | 256 | &nbsp;&nbsp; 261572 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/29 | 536 | &nbsp;&nbsp; 540316 |
| &nbsp;&nbsp;&nbsp; 2.70%, 08/15/29 | 581 | &nbsp;&nbsp; 556150 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/01/29 | 200 | &nbsp;&nbsp; 205841 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/30 | 625 | &nbsp;&nbsp; 638491 |
| &nbsp;&nbsp;&nbsp; 1.95%, 06/01/30 | 747 | &nbsp;&nbsp; 682206 |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/01/31 | 921 | &nbsp;&nbsp; 805584 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/01/31 | 200 | &nbsp;&nbsp; 206985 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/32 | 475 | &nbsp;&nbsp; 484745 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/33 | 652 | &nbsp;&nbsp; 670939 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/34 | 616 | &nbsp;&nbsp; 610560 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/35 | 874 | &nbsp;&nbsp; 888197 |
| Hubbell, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 08/15/27 | 254 | &nbsp;&nbsp; 250592 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electronic Equipment, Instruments & Components (continued)** | **Electronic Equipment, Instruments & Components (continued)** | **Electronic Equipment, Instruments & Components (continued)** |
| Hubbell, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/28 | 250 | &nbsp;&nbsp; $247727 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/15/31<sup>(a)</sup> | 254 | &nbsp;&nbsp; 231819 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/15/35 | 175 | &nbsp;&nbsp; 173016 |
| Jabil, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/27 | 305 | &nbsp;&nbsp; 305848 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/12/28 | 250 | &nbsp;&nbsp; 249545 |
| &nbsp;&nbsp;&nbsp; 4.20%, 02/01/29 | 255 | &nbsp;&nbsp; 254903 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/01/29 | 75 | &nbsp;&nbsp; 77546 |
| &nbsp;&nbsp;&nbsp; 3.60%, 01/15/30 | 250 | &nbsp;&nbsp; 242038 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/31<sup>(a)</sup> | 369 | &nbsp;&nbsp; 342617 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/33 | 335 | &nbsp;&nbsp; 329987 |
| Keysight Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/06/27 | 450 | &nbsp;&nbsp; 452413 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/30/29 | 260 | &nbsp;&nbsp; 249207 |
| &nbsp;&nbsp;&nbsp; 5.35%, 07/30/30 | 484 | &nbsp;&nbsp; 503423 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/34 | 382 | &nbsp;&nbsp; 384280 |
| TD SYNNEX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 08/09/28 | 321 | &nbsp;&nbsp; 306286 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/17/29 | 250 | &nbsp;&nbsp; 249889 |
| &nbsp;&nbsp;&nbsp; 2.65%, 08/09/31 | 273 | &nbsp;&nbsp; 245922 |
| &nbsp;&nbsp;&nbsp; 6.10%, 04/12/34 | 441 | &nbsp;&nbsp; 465156 |
| &nbsp;&nbsp;&nbsp; 5.30%, 10/10/35 | 450 | &nbsp;&nbsp; 445514 |
| Trimble, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/15/28 | 450 | &nbsp;&nbsp; 457036 |
| &nbsp;&nbsp;&nbsp; 6.10%, 03/15/33 | 500 | &nbsp;&nbsp; 534577 |
| Tyco Electronics Group SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/15/27 | 250 | &nbsp;&nbsp; 247958 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/01/30 | 225 | &nbsp;&nbsp; 228966 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/09/31<sup>(a)</sup> | 350 | &nbsp;&nbsp; 353156 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/04/32 | 405 | &nbsp;&nbsp; 363652 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/09/35 | 375 | &nbsp;&nbsp; 378052 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/09/36<sup>(c)</sup> | 210 | &nbsp;&nbsp; 208878 |
| Vontier Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 04/01/28 | 200 | &nbsp;&nbsp; 192368 |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/01/31 | 350 | &nbsp;&nbsp; 321135 |
|  |  | &nbsp;&nbsp; 33322504 |
| **Energy Equipment & Services — 0.1%** | **Energy Equipment & Services — 0.1%** | **Energy Equipment & Services — 0.1%** |
| &nbsp;&nbsp;&nbsp; Baker Hughes Holdings LLC/Baker Hughes Co-<br> Obligor, Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.34%, 12/15/27 | 699 | &nbsp;&nbsp; 692289 |
| &nbsp;&nbsp;&nbsp; 3.14%, 11/07/29 | 243 | &nbsp;&nbsp; 234700 |
| &nbsp;&nbsp;&nbsp; 4.49%, 05/01/30 | 350 | &nbsp;&nbsp; 353629 |
| Halliburton Co., 2.92%, 03/01/30<sup>(a)</sup> | 611 | &nbsp;&nbsp; 579825 |
| NOV, Inc., 3.60%, 12/01/29 | 329 | &nbsp;&nbsp; 321729 |
| Schlumberger Investment SA, 2.65%, 06/26/30 | 542 | &nbsp;&nbsp; 510797 |
|  |  | &nbsp;&nbsp; 2692969 |
| **Environmental, Maintenance & Security Service — 0.4%** | **Environmental, Maintenance & Security Service — 0.4%** | **Environmental, Maintenance & Security Service — 0.4%** |
| Republic Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/15/27 | 400 | &nbsp;&nbsp; 397605 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/15/28 | 492 | &nbsp;&nbsp; 493062 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/29 | 455 | &nbsp;&nbsp; 466399 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/15/29 | 250 | &nbsp;&nbsp; 258098 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/01/30 | 444 | &nbsp;&nbsp; 413577 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/30<sup>(a)</sup> | 235 | &nbsp;&nbsp; 240230 |
| &nbsp;&nbsp;&nbsp; 1.45%, 02/15/31 | 427 | &nbsp;&nbsp; 372831 |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/15/32<sup>(a)</sup> | 605 | &nbsp;&nbsp; 522336 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/33<sup>(a)</sup> | 450 | &nbsp;&nbsp; 392275 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/15/33 | 482 | &nbsp;&nbsp; 495849 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/34 | 400 | &nbsp;&nbsp; 408727 |
| &nbsp;&nbsp;&nbsp; 5.20%, 11/15/34<sup>(a)</sup> | 245 | &nbsp;&nbsp; 252593 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Environmental, Maintenance & Security Service (continued)** | **Environmental, Maintenance & Security Service (continued)** | **Environmental, Maintenance & Security Service (continued)** |
| Republic Services, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/35<sup>(a)</sup> | 470 | &nbsp;&nbsp; $483654 |
| Veralto Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 09/18/28 | 325 | &nbsp;&nbsp; 335263 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/18/33 | 425 | &nbsp;&nbsp; 441922 |
| Waste Connections, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/01/28 | 200 | &nbsp;&nbsp; 201644 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/29<sup>(a)</sup> | 254 | &nbsp;&nbsp; 250374 |
| &nbsp;&nbsp;&nbsp; 2.60%, 02/01/30 | 376 | &nbsp;&nbsp; 355543 |
| &nbsp;&nbsp;&nbsp; 2.20%, 01/15/32 | 479 | &nbsp;&nbsp; 423450 |
| &nbsp;&nbsp;&nbsp; 3.20%, 06/01/32<sup>(a)</sup> | 274 | &nbsp;&nbsp; 255043 |
| &nbsp;&nbsp;&nbsp; 4.20%, 01/15/33 | 410 | &nbsp;&nbsp; 400562 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/34 | 575 | &nbsp;&nbsp; 584960 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/01/35<sup>(a)</sup> | 250 | &nbsp;&nbsp; 257858 |
| Waste Management, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/03/27 | 275 | &nbsp;&nbsp; 279369 |
| &nbsp;&nbsp;&nbsp; 3.15%, 11/15/27 | 617 | &nbsp;&nbsp; 610890 |
| &nbsp;&nbsp;&nbsp; 1.15%, 03/15/28 | 374 | &nbsp;&nbsp; 353945 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/28 | 625 | &nbsp;&nbsp; 633826 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/15/29 | 400 | &nbsp;&nbsp; 399471 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/29 | 575 | &nbsp;&nbsp; 590140 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/01/29 | 159 | &nbsp;&nbsp; 149178 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/30 | 400 | &nbsp;&nbsp; 407175 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/30 | 425 | &nbsp;&nbsp; 433368 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/15/31 | 707 | &nbsp;&nbsp; 617721 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/03/31 | 495 | &nbsp;&nbsp; 511718 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/32 | 525 | &nbsp;&nbsp; 537277 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/15/32 | 524 | &nbsp;&nbsp; 519013 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/33 | 270 | &nbsp;&nbsp; 272825 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/34 | 766 | &nbsp;&nbsp; 783132 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/35 | 950 | &nbsp;&nbsp; 961453 |
|  |  | &nbsp;&nbsp; 16764356 |
| **Financial Services — 2.4%** | **Financial Services — 2.4%** | **Financial Services — 2.4%** |
| &nbsp;&nbsp;&nbsp; AerCap Ireland Capital DAC / AerCap Global Aviation <br> Trust<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/28/29 | 550 | &nbsp;&nbsp; 548084 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/33 | 550 | &nbsp;&nbsp; 544778 |
| &nbsp;&nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global Aviation <br> Trust<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.45%, 04/15/27 | 1300 | &nbsp;&nbsp; 1334238 |
| &nbsp;&nbsp;&nbsp; 3.65%, 07/21/27 | 655 | &nbsp;&nbsp; 651472 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/15/27 | 300 | &nbsp;&nbsp; 302611 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/23/28 | 300 | &nbsp;&nbsp; 299179 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/28 | 650 | &nbsp;&nbsp; 660391 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/06/28 | 610 | &nbsp;&nbsp; 631531 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/29/28 | 2523 | &nbsp;&nbsp; 2447437 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/19/29 | 510 | &nbsp;&nbsp; 521896 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/10/29 | 850 | &nbsp;&nbsp; 858881 |
| &nbsp;&nbsp;&nbsp; 6.15%, 09/30/30 | 1050 | &nbsp;&nbsp; 1119410 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/30 | 420 | &nbsp;&nbsp; 418035 |
| &nbsp;&nbsp;&nbsp; 5.38%, 12/15/31 | 500 | &nbsp;&nbsp; 517021 |
| &nbsp;&nbsp;&nbsp; 3.30%, 01/30/32 | 2800 | &nbsp;&nbsp; 2589346 |
| &nbsp;&nbsp;&nbsp; 3.40%, 10/29/33 | 1100 | &nbsp;&nbsp; 991570 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/19/34 | 450 | &nbsp;&nbsp; 458150 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/10/34 | 750 | &nbsp;&nbsp; 746084 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/15/35 | 490 | &nbsp;&nbsp; 483613 |
| Affiliated Managers Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 06/15/30 | 264 | &nbsp;&nbsp; 251731 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/20/34 | 250 | &nbsp;&nbsp; 255012 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/15/36 | 275 | &nbsp;&nbsp; 275004 |
| Air Lease Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/01/27 | 280 | &nbsp;&nbsp; 278492 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| Air Lease Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 12/01/27 | $130 | &nbsp;&nbsp; $128862 |
| &nbsp;&nbsp;&nbsp; 5.85%, 12/15/27 | 654 | &nbsp;&nbsp; 673850 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/28 | 300 | &nbsp;&nbsp; 305903 |
| &nbsp;&nbsp;&nbsp; 2.10%, 09/01/28 | 213 | &nbsp;&nbsp; 201516 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/01/28 | 400 | &nbsp;&nbsp; 402917 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/01/29 | 275 | &nbsp;&nbsp; 280133 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/01/29 | 413 | &nbsp;&nbsp; 396181 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/30 | 529 | &nbsp;&nbsp; 497328 |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/01/30 | 509 | &nbsp;&nbsp; 474496 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/15/31 | 325 | &nbsp;&nbsp; 330980 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/15/32 | 450 | &nbsp;&nbsp; 404784 |
| Ally Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/09/27 | 500 | &nbsp;&nbsp; 504250 |
| &nbsp;&nbsp;&nbsp; 7.10%, 11/15/27 | 550 | &nbsp;&nbsp; 577500 |
| &nbsp;&nbsp;&nbsp; 2.20%, 11/02/28<sup>(a)</sup> | 285 | &nbsp;&nbsp; 270127 |
| &nbsp;&nbsp;&nbsp; 8.00%, 11/01/31 | 1511 | &nbsp;&nbsp; 1711437 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.78%), 5.55%, 07/31/33<sup>(b)</sup> | 350 | &nbsp;&nbsp; 351878 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.29%), 6.18%, 07/26/35<sup>(b)</sup> | 590 | &nbsp;&nbsp; 608536 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.82%), 6.85%, 01/03/30<sup>(b)</sup> | 491 | &nbsp;&nbsp; 519909 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 3.26%), 6.99%, 06/13/29<sup>(b)</sup> | 500 | &nbsp;&nbsp; 527277 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.73%), 5.54%, 01/17/31<sup>(b)</sup> | 305 | &nbsp;&nbsp; 312023 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.96%), 5.74%, 05/15/29<sup>(b)</sup> | 458 | &nbsp;&nbsp; 470028 |
| Ameriprise Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/15/28 | 375 | &nbsp;&nbsp; 392377 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/13/32<sup>(a)</sup> | 313 | &nbsp;&nbsp; 314953 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/33 | 460 | &nbsp;&nbsp; 475499 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/35<sup>(a)</sup> | 475 | &nbsp;&nbsp; 483539 |
| Apollo Global Management, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/15/31<sup>(a)</sup> | 425 | &nbsp;&nbsp; 426960 |
| &nbsp;&nbsp;&nbsp; 6.38%, 11/15/33 | 375 | &nbsp;&nbsp; 410255 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/12/35 | 650 | &nbsp;&nbsp; 647058 |
| Ares Management Corp., 6.38%, 11/10/28<sup>(a)</sup> | 254 | &nbsp;&nbsp; 267987 |
| BGC Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 05/25/28 | 200 | &nbsp;&nbsp; 213668 |
| &nbsp;&nbsp;&nbsp; 6.60%, 06/10/29 | 325 | &nbsp;&nbsp; 340116 |
| &nbsp;&nbsp;&nbsp; 6.15%, 04/02/30 | 425 | &nbsp;&nbsp; 438740 |
| Blackstone Reg Finance Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/03/30<sup>(a)</sup> | 270 | &nbsp;&nbsp; 269116 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/06/34 | 456 | &nbsp;&nbsp; 455300 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/15/36 | 95 | &nbsp;&nbsp; 93885 |
| Blue Owl Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/10/31 | 398 | &nbsp;&nbsp; 360851 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/15/32 | 300 | &nbsp;&nbsp; 284299 |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/18/34 | 670 | &nbsp;&nbsp; 690505 |
| Brookfield Asset Management Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/15/30 | 375 | &nbsp;&nbsp; 378292 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/24/35 | 450 | &nbsp;&nbsp; 469088 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/15/36 | 225 | &nbsp;&nbsp; 224647 |
| Brookfield Capital Finance LLC, 6.09%, 06/14/33 | 350 | &nbsp;&nbsp; 372980 |
| &nbsp;&nbsp;&nbsp; Brookfield Finance I U.K. PLC/Brookfield Finance, <br> Inc., 2.34%, 01/30/32<br>| 399 | &nbsp;&nbsp; 350457 |
| Brookfield Finance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 01/25/28 | 619 | &nbsp;&nbsp; 618237 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/29/29 | 700 | &nbsp;&nbsp; 712287 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/30 | 413 | &nbsp;&nbsp; 413937 |
| &nbsp;&nbsp;&nbsp; 2.72%, 04/15/31<sup>(a)</sup> | 305 | &nbsp;&nbsp; 279634 |
| &nbsp;&nbsp;&nbsp; 6.35%, 01/05/34 | 450 | &nbsp;&nbsp; 486769 |
| &nbsp;&nbsp;&nbsp; 5.68%, 01/15/35 | 400 | &nbsp;&nbsp; 413425 |
| &nbsp;&nbsp;&nbsp; 5.33%, 01/15/36 | 470 | &nbsp;&nbsp; 470559 |
| Carlyle Group, Inc., 5.05%, 09/19/35<sup>(a)</sup> | 495 | &nbsp;&nbsp; 487032 |
| Cboe Global Markets, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 12/15/30 | 259 | &nbsp;&nbsp; 229175 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| Cboe Global Markets, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/16/32 | $217 | &nbsp;&nbsp; $201346 |
| Charles Schwab Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/02/27 | 478 | &nbsp;&nbsp; 474802 |
| &nbsp;&nbsp;&nbsp; 2.45%, 03/03/27 | 943 | &nbsp;&nbsp; 930004 |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/01/27 | 350 | &nbsp;&nbsp; 347870 |
| &nbsp;&nbsp;&nbsp; 3.20%, 01/25/28 | 525 | &nbsp;&nbsp; 519265 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/20/28<sup>(a)</sup> | 754 | &nbsp;&nbsp; 726599 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/29 | 442 | &nbsp;&nbsp; 444238 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/22/29 | 532 | &nbsp;&nbsp; 519724 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/01/29 | 379 | &nbsp;&nbsp; 361893 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/22/30 | 179 | &nbsp;&nbsp; 182894 |
| &nbsp;&nbsp;&nbsp; 1.65%, 03/11/31<sup>(a)</sup> | 413 | &nbsp;&nbsp; 362484 |
| &nbsp;&nbsp;&nbsp; 2.30%, 05/13/31 | 663 | &nbsp;&nbsp; 600917 |
| &nbsp;&nbsp;&nbsp; 1.95%, 12/01/31<sup>(a)</sup> | 700 | &nbsp;&nbsp; 615432 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/03/32 | 660 | &nbsp;&nbsp; 605407 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.94%), 4.34%, 11/14/31<sup>(b)</sup> | 625 | &nbsp;&nbsp; 624327 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.23%), 4.91%, 11/14/36<sup>(b)</sup> | 675 | &nbsp;&nbsp; 669036 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.88%), 6.20%, 11/17/29<sup>(b)</sup> | 904 | &nbsp;&nbsp; 955287 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.01%), 6.14%, 08/24/34<sup>(b)</sup> | 795 | &nbsp;&nbsp; 863386 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.21%), 5.64%, 05/19/29<sup>(b)</sup> | 562 | &nbsp;&nbsp; 583240 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.50%), 5.85%, 05/19/34<sup>(b)</sup> | 856 | &nbsp;&nbsp; 912906 |
| CI Financial Corp., 3.20%, 12/17/30 | 646 | &nbsp;&nbsp; 586884 |
| CME Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/15/28 | 433 | &nbsp;&nbsp; 432664 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/30 | 510 | &nbsp;&nbsp; 516694 |
| &nbsp;&nbsp;&nbsp; 2.65%, 03/15/32 | 621 | &nbsp;&nbsp; 567138 |
| Credit Suisse USA LLC, 7.13%, 07/15/32<sup>(a)</sup> | 570 | &nbsp;&nbsp; 649425 |
| Eaton Vance Corp., 3.50%, 04/06/27 | 200 | &nbsp;&nbsp; 199278 |
| Enact Holdings, Inc., 6.25%, 05/28/29 | 500 | &nbsp;&nbsp; 524059 |
| Franklin Resources, Inc., 1.60%, 10/30/30<sup>(a)</sup> | 500 | &nbsp;&nbsp; 443784 |
| Hercules Capital, Inc., 6.00%, 06/16/30<sup>(a)</sup> | 225 | &nbsp;&nbsp; 227567 |
| Intercontinental Exchange, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 09/15/27 | 284 | &nbsp;&nbsp; 280927 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/15/27 | 935 | &nbsp;&nbsp; 937564 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/01/28 | 678 | &nbsp;&nbsp; 672734 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/21/28 | 576 | &nbsp;&nbsp; 573171 |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/28 | 375 | &nbsp;&nbsp; 375304 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/15/29 | 753 | &nbsp;&nbsp; 760368 |
| &nbsp;&nbsp;&nbsp; 2.10%, 06/15/30<sup>(a)</sup> | 787 | &nbsp;&nbsp; 721662 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/31<sup>(a)</sup> | 435 | &nbsp;&nbsp; 433947 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/31 | 425 | &nbsp;&nbsp; 443733 |
| &nbsp;&nbsp;&nbsp; 1.85%, 09/15/32 | 938 | &nbsp;&nbsp; 799886 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/15/33 | 950 | &nbsp;&nbsp; 955167 |
| &nbsp;&nbsp;&nbsp; Janus Henderson U.S. Holdings, Inc., 5.45%, <br> 09/10/34<br>| 275 | &nbsp;&nbsp; 276341 |
| Jefferies Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.45%, 06/08/27<sup>(a)</sup> | 250 | &nbsp;&nbsp; 257688 |
| &nbsp;&nbsp;&nbsp; 5.88%, 07/21/28 | 535 | &nbsp;&nbsp; 556064 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/23/30 | 679 | &nbsp;&nbsp; 669928 |
| &nbsp;&nbsp;&nbsp; 2.63%, 10/15/31 | 629 | &nbsp;&nbsp; 559845 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/15/32 | 374 | &nbsp;&nbsp; 326628 |
| &nbsp;&nbsp;&nbsp; 6.20%, 04/14/34 | 925 | &nbsp;&nbsp; 972982 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/15/36 | 475 | &nbsp;&nbsp; 468597 |
| KKR & Co., Inc., 5.10%, 08/07/35<sup>(a)</sup> | 600 | &nbsp;&nbsp; 593945 |
| Lazard Group LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/19/28 | 300 | &nbsp;&nbsp; 302160 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/11/29 | 379 | &nbsp;&nbsp; 379962 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/31 | 219 | &nbsp;&nbsp; 232331 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/01/35<sup>(a)</sup> | 225 | &nbsp;&nbsp; 230082 |
| LPL Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/20/27 | 490 | &nbsp;&nbsp; 499081 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/03/28 | 275 | &nbsp;&nbsp; 278993 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| LPL Holdings, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 11/17/28 | 550 | &nbsp;&nbsp; $585025 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/30 | 452 | &nbsp;&nbsp; 462164 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/15/30 | 275 | &nbsp;&nbsp; 280432 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/20/34 | 300 | &nbsp;&nbsp; 314654 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/35 | 350 | &nbsp;&nbsp; 356648 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/15/35 | 475 | &nbsp;&nbsp; 487709 |
| Marex Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.83%, 05/08/28 | 300 | &nbsp;&nbsp; 305507 |
| &nbsp;&nbsp;&nbsp; 6.40%, 11/04/29 | 450 | &nbsp;&nbsp; 468874 |
| Nasdaq, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 06/28/28<sup>(a)</sup> | 552 | &nbsp;&nbsp; 568673 |
| &nbsp;&nbsp;&nbsp; 1.65%, 01/15/31 | 543 | &nbsp;&nbsp; 480772 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/15/34 | 728 | &nbsp;&nbsp; 760609 |
| Nomura Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.59%, 07/02/27<sup>(a)</sup> | 400 | &nbsp;&nbsp; 408018 |
| &nbsp;&nbsp;&nbsp; 5.39%, 07/06/27 | 400 | &nbsp;&nbsp; 406582 |
| &nbsp;&nbsp;&nbsp; 5.84%, 01/18/28 | 200 | &nbsp;&nbsp; 206229 |
| &nbsp;&nbsp;&nbsp; 6.07%, 07/12/28 | 550 | &nbsp;&nbsp; 573923 |
| &nbsp;&nbsp;&nbsp; 2.17%, 07/14/28 | 700 | &nbsp;&nbsp; 667456 |
| &nbsp;&nbsp;&nbsp; 2.71%, 01/22/29 | 478 | &nbsp;&nbsp; 457245 |
| &nbsp;&nbsp;&nbsp; 5.61%, 07/06/29 | 400 | &nbsp;&nbsp; 415968 |
| &nbsp;&nbsp;&nbsp; 3.10%, 01/16/30 | 835 | &nbsp;&nbsp; 793822 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/01/30 | 400 | &nbsp;&nbsp; 405867 |
| &nbsp;&nbsp;&nbsp; 2.68%, 07/16/30 | 510 | &nbsp;&nbsp; 471921 |
| &nbsp;&nbsp;&nbsp; 2.61%, 07/14/31 | 650 | &nbsp;&nbsp; 586964 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/22/32 | 450 | &nbsp;&nbsp; 409025 |
| &nbsp;&nbsp;&nbsp; 6.18%, 01/18/33 | 600 | &nbsp;&nbsp; 645491 |
| &nbsp;&nbsp;&nbsp; 6.09%, 07/12/33 | 300 | &nbsp;&nbsp; 322078 |
| &nbsp;&nbsp;&nbsp; 5.78%, 07/03/34 | 655 | &nbsp;&nbsp; 689066 |
| &nbsp;&nbsp;&nbsp; 5.49%, 06/29/35<sup>(a)</sup> | 400 | &nbsp;&nbsp; 410871 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.30%), 5.04%, 06/10/36<sup>(b)</sup> | 400 | &nbsp;&nbsp; 396725 |
| ORIX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 07/18/27 | 400 | &nbsp;&nbsp; 398195 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/13/27 | 200 | &nbsp;&nbsp; 203154 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/10/29 | 525 | &nbsp;&nbsp; 534632 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/09/30 | 225 | &nbsp;&nbsp; 225239 |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/09/31 | 413 | &nbsp;&nbsp; 371744 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/13/32 | 363 | &nbsp;&nbsp; 351964 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/13/32<sup>(a)</sup> | 400 | &nbsp;&nbsp; 413052 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/25/35 | 325 | &nbsp;&nbsp; 334356 |
| Radian Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/27 | 256 | &nbsp;&nbsp; 256979 |
| &nbsp;&nbsp;&nbsp; 6.20%, 05/15/29 | 275 | &nbsp;&nbsp; 288834 |
| Raymond James Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 04/01/30 | 336 | &nbsp;&nbsp; 342001 |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/11/35 | 405 | &nbsp;&nbsp; 401229 |
| Stifel Financial Corp., 4.00%, 05/15/30 | 268 | &nbsp;&nbsp; 262726 |
| TPG Operating Group II LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/05/34 | 426 | &nbsp;&nbsp; 442457 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/15/36 | 350 | &nbsp;&nbsp; 346450 |
| Voya Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/20/34 | 285 | &nbsp;&nbsp; 284138 |
| &nbsp;&nbsp;&nbsp; (3-mo. SOFR US + 2.35%), 4.70%, 01/23/48<sup>(b)</sup> | 200 | &nbsp;&nbsp; 191016 |
|  |  | &nbsp;&nbsp; 87799632 |
| **Food Products — 1.3%** | **Food Products — 1.3%** | **Food Products — 1.3%** |
| Ahold Finance USA LLC, 6.88%, 05/01/29 | 434 | &nbsp;&nbsp; 469757 |
| Archer-Daniels-Midland Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/27/30 | 700 | &nbsp;&nbsp; 675930 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/01/32<sup>(a)</sup> | 523 | &nbsp;&nbsp; 480730 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Food Products (continued)** | **Food Products (continued)** | **Food Products (continued)** |
| Archer-Daniels-Midland Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/33<sup>(a)</sup> | $310 | &nbsp;&nbsp; $309110 |
| Bunge Ltd. Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/21/27 | 300 | &nbsp;&nbsp; 303124 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/25/27 | 481 | &nbsp;&nbsp; 479560 |
| &nbsp;&nbsp;&nbsp; 4.10%, 01/07/28 | 225 | &nbsp;&nbsp; 225504 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/17/29<sup>(a)</sup> | 531 | &nbsp;&nbsp; 531433 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/04/30 | 425 | &nbsp;&nbsp; 428111 |
| &nbsp;&nbsp;&nbsp; 3.20%, 04/21/31 | 400 | &nbsp;&nbsp; 376709 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/14/31 | 635 | &nbsp;&nbsp; 584439 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/17/34 | 485 | &nbsp;&nbsp; 475526 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/04/35 | 425 | &nbsp;&nbsp; 431025 |
| Campbell's Co., 4.55%, 03/21/31 | 225 | &nbsp;&nbsp; 223458 |
| Conagra Brands, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 11/01/27 | 597 | &nbsp;&nbsp; 569671 |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/01/28 | 200 | &nbsp;&nbsp; 213508 |
| &nbsp;&nbsp;&nbsp; 4.85%, 11/01/28 | 804 | &nbsp;&nbsp; 814698 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/30 | 300 | &nbsp;&nbsp; 303214 |
| &nbsp;&nbsp;&nbsp; 8.25%, 09/15/30 | 200 | &nbsp;&nbsp; 228749 |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/01/35<sup>(a)</sup> | 300 | &nbsp;&nbsp; 304990 |
| Flowers Foods, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/15/31 | 350 | &nbsp;&nbsp; 307534 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/35<sup>(a)</sup> | 328 | &nbsp;&nbsp; 326216 |
| General Mills, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 02/10/27 | 487 | &nbsp;&nbsp; 483759 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/17/28 | 829 | &nbsp;&nbsp; 831570 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/17/28 | 365 | &nbsp;&nbsp; 378263 |
| &nbsp;&nbsp;&nbsp; 4.88%, 01/30/30 | 300 | &nbsp;&nbsp; 306664 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/15/30 | 487 | &nbsp;&nbsp; 461045 |
| &nbsp;&nbsp;&nbsp; 2.25%, 10/14/31 | 279 | &nbsp;&nbsp; 247720 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/29/33<sup>(a)</sup> | 670 | &nbsp;&nbsp; 677438 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/30/35<sup>(a)</sup> | 500 | &nbsp;&nbsp; 508010 |
| Hershey Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/24/28 | 220 | &nbsp;&nbsp; 223495 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/04/28 | 35 | &nbsp;&nbsp; 35304 |
| &nbsp;&nbsp;&nbsp; 2.45%, 11/15/29 | 225 | &nbsp;&nbsp; 212411 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/24/30 | 125 | &nbsp;&nbsp; 128014 |
| &nbsp;&nbsp;&nbsp; 1.70%, 06/01/30 | 258 | &nbsp;&nbsp; 232992 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/24/32 | 325 | &nbsp;&nbsp; 335818 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/04/33 | 302 | &nbsp;&nbsp; 301994 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/24/35 | 325 | &nbsp;&nbsp; 333431 |
| Hormel Foods Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/30/27 | 235 | &nbsp;&nbsp; 237322 |
| &nbsp;&nbsp;&nbsp; 1.70%, 06/03/28 | 277 | &nbsp;&nbsp; 263691 |
| &nbsp;&nbsp;&nbsp; 1.80%, 06/11/30 | 650 | &nbsp;&nbsp; 587277 |
| Ingredion, Inc., 2.90%, 06/01/30<sup>(a)</sup> | 250 | &nbsp;&nbsp; 235855 |
| J.M. Smucker Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 12/15/27 | 250 | &nbsp;&nbsp; 247607 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/28 | 575 | &nbsp;&nbsp; 601860 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/30 | 250 | &nbsp;&nbsp; 232206 |
| &nbsp;&nbsp;&nbsp; 2.13%, 03/15/32 | 379 | &nbsp;&nbsp; 328639 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/15/33<sup>(a)</sup> | 575 | &nbsp;&nbsp; 622240 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/35<sup>(a)</sup> | 398 | &nbsp;&nbsp; 375455 |
| &nbsp;&nbsp;&nbsp; JBS NV/JBS USA Foods Group Holdings Inc/JBS <br> USA Food Co. Holdings<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/20/35 | 500 | &nbsp;&nbsp; 524906 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/36 | 800 | &nbsp;&nbsp; 811751 |
| &nbsp;&nbsp;&nbsp; JBS USA Holding Lux SARL/JBS USA Food Co./JBS <br> Lux Co. SARL<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/02/29 | 322 | &nbsp;&nbsp; 311154 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/01/31 | 266 | &nbsp;&nbsp; 252663 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Food Products (continued)** | **Food Products (continued)** | **Food Products (continued)** |
| &nbsp;&nbsp;&nbsp; JBS USA Holding Lux SARL/JBS USA Food Co./JBS <br> Lux Co. SARL (continued)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/15/32 | $750 | &nbsp;&nbsp; $703637 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/32 | 588 | &nbsp;&nbsp; 531554 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/33 | 1257 | &nbsp;&nbsp; 1310703 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/34 | 1022 | &nbsp;&nbsp; 1125960 |
| Kellanova |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 11/15/27 | 450 | &nbsp;&nbsp; 446761 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/15/28 | 379 | &nbsp;&nbsp; 381877 |
| &nbsp;&nbsp;&nbsp; 2.10%, 06/01/30 | 284 | &nbsp;&nbsp; 260307 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/33<sup>(a)</sup> | 200 | &nbsp;&nbsp; 207278 |
| &nbsp;&nbsp;&nbsp; Series B, 7.45%, 04/01/31 | 400 | &nbsp;&nbsp; 458139 |
| Kraft Heinz Foods Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/15/27 | 888 | &nbsp;&nbsp; 885415 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/30/29 | 163 | &nbsp;&nbsp; 165136 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/30 | 641 | &nbsp;&nbsp; 626824 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/01/31 | 263 | &nbsp;&nbsp; 260553 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/32 | 325 | &nbsp;&nbsp; 333773 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/32 | 130 | &nbsp;&nbsp; 143854 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/35 | 325 | &nbsp;&nbsp; 331962 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/35 | 400 | &nbsp;&nbsp; 396522 |
| Kroger Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/01/27 | 413 | &nbsp;&nbsp; 411608 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/29 | 229 | &nbsp;&nbsp; 232135 |
| &nbsp;&nbsp;&nbsp; 2.20%, 05/01/30 | 393 | &nbsp;&nbsp; 361585 |
| &nbsp;&nbsp;&nbsp; 1.70%, 01/15/31 | 483 | &nbsp;&nbsp; 425439 |
| &nbsp;&nbsp;&nbsp; 7.50%, 04/01/31 | 252 | &nbsp;&nbsp; 286683 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/34 | 1370 | &nbsp;&nbsp; 1370832 |
| McCormick & Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 08/15/27 | 350 | &nbsp;&nbsp; 347423 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/15/30 | 209 | &nbsp;&nbsp; 194343 |
| &nbsp;&nbsp;&nbsp; 1.85%, 02/15/31 | 314 | &nbsp;&nbsp; 277646 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/15/33<sup>(a)</sup> | 300 | &nbsp;&nbsp; 303567 |
| &nbsp;&nbsp;&nbsp; 4.70%, 10/15/34 | 425 | &nbsp;&nbsp; 417547 |
| Mondelez International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/17/27 | 545 | &nbsp;&nbsp; 537101 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/06/28 | 442 | &nbsp;&nbsp; 444175 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/07/28<sup>(a)</sup> | 260 | &nbsp;&nbsp; 260588 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/20/29 | 275 | &nbsp;&nbsp; 280435 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/13/30<sup>(a)</sup> | 459 | &nbsp;&nbsp; 432617 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/06/30 | 150 | &nbsp;&nbsp; 151414 |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/04/31 | 240 | &nbsp;&nbsp; 209790 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/17/32 | 500 | &nbsp;&nbsp; 458892 |
| &nbsp;&nbsp;&nbsp; 1.88%, 10/15/32<sup>(a)</sup> | 413 | &nbsp;&nbsp; 355225 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/28/34 | 325 | &nbsp;&nbsp; 323123 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/06/35<sup>(a)</sup> | 350 | &nbsp;&nbsp; 357483 |
| Pilgrim's Pride Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/15/31 | 600 | &nbsp;&nbsp; 584995 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/32 | 584 | &nbsp;&nbsp; 540636 |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/01/33 | 550 | &nbsp;&nbsp; 587724 |
| &nbsp;&nbsp;&nbsp; 6.88%, 05/15/34 | 400 | &nbsp;&nbsp; 442150 |
| Sysco Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/15/27 | 549 | &nbsp;&nbsp; 544464 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/17/29 | 200 | &nbsp;&nbsp; 209113 |
| &nbsp;&nbsp;&nbsp; 2.40%, 02/15/30 | 348 | &nbsp;&nbsp; 324341 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/30 | 781 | &nbsp;&nbsp; 826493 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/23/30 | 495 | &nbsp;&nbsp; 510210 |
| &nbsp;&nbsp;&nbsp; 2.45%, 12/14/31 | 329 | &nbsp;&nbsp; 295150 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/17/34 | 200 | &nbsp;&nbsp; 215530 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/23/35 | 325 | &nbsp;&nbsp; 335842 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/21/35 | 300 | &nbsp;&nbsp; 308977 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Food Products (continued)** | **Food Products (continued)** | **Food Products (continued)** |
| The Campbell's Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/19/27 | 275 | &nbsp;&nbsp; $278479 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/28 | 600 | &nbsp;&nbsp; 600644 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/21/29 | 275 | &nbsp;&nbsp; 282024 |
| &nbsp;&nbsp;&nbsp; 2.38%, 04/24/30 | 359 | &nbsp;&nbsp; 329912 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/21/34 | 625 | &nbsp;&nbsp; 633784 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/23/35<sup>(a)</sup> | 588 | &nbsp;&nbsp; 563602 |
| Tyson Foods, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 06/02/27 | 861 | &nbsp;&nbsp; 855915 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/01/29 | 700 | &nbsp;&nbsp; 703071 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/29 | 475 | &nbsp;&nbsp; 491623 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/34 | 529 | &nbsp;&nbsp; 556744 |
| &nbsp;&nbsp;&nbsp; 4.88%, 08/15/34 | 350 | &nbsp;&nbsp; 348189 |
|  |  | &nbsp;&nbsp; 48773068 |
| **Ground Transportation — 0.5%** | **Ground Transportation — 0.5%** | **Ground Transportation — 0.5%** |
| Burlington Northern Santa Fe LLC, 3.25%, 06/15/27 | 298 | &nbsp;&nbsp; 296292 |
| Canadian National Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.90%, 07/15/28 | 250 | &nbsp;&nbsp; 267210 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/12/31 | 175 | &nbsp;&nbsp; 174291 |
| &nbsp;&nbsp;&nbsp; 3.85%, 08/05/32 | 450 | &nbsp;&nbsp; 436201 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/01/33 | 180 | &nbsp;&nbsp; 194251 |
| &nbsp;&nbsp;&nbsp; 6.25%, 08/01/34 | 401 | &nbsp;&nbsp; 441741 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/18/34 | 603 | &nbsp;&nbsp; 592239 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/12/35<sup>(a)</sup> | 175 | &nbsp;&nbsp; 174889 |
| Canadian Pacific Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/28 | 300 | &nbsp;&nbsp; 300362 |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/15/29 | 407 | &nbsp;&nbsp; 390987 |
| &nbsp;&nbsp;&nbsp; 2.05%, 03/05/30 | 179 | &nbsp;&nbsp; 164814 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/30/30 | 400 | &nbsp;&nbsp; 409013 |
| &nbsp;&nbsp;&nbsp; 7.13%, 10/15/31 | 163 | &nbsp;&nbsp; 184466 |
| &nbsp;&nbsp;&nbsp; 2.45%, 12/02/31 | 972 | &nbsp;&nbsp; 873649 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/30/35 | 400 | &nbsp;&nbsp; 411048 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/15/35 | 200 | &nbsp;&nbsp; 199434 |
| CSX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/27<sup>(a)</sup> | 639 | &nbsp;&nbsp; 634390 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/01/28 | 457 | &nbsp;&nbsp; 456652 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/29 | 776 | &nbsp;&nbsp; 783015 |
| &nbsp;&nbsp;&nbsp; 2.40%, 02/15/30 | 329 | &nbsp;&nbsp; 307735 |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/15/32<sup>(a)</sup> | 650 | &nbsp;&nbsp; 639947 |
| &nbsp;&nbsp;&nbsp; 5.20%, 11/15/33<sup>(a)</sup> | 300 | &nbsp;&nbsp; 311507 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/15/35 | 575 | &nbsp;&nbsp; 584422 |
| JB Hunt Transport Services, Inc., 4.90%, 03/15/30<sup>(a)</sup> | 416 | &nbsp;&nbsp; 425254 |
| Kirby Corp., 4.20%, 03/01/28 | 250 | &nbsp;&nbsp; 250557 |
| Norfolk Southern Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 7.80%, 05/15/27 | 260 | &nbsp;&nbsp; 272642 |
| &nbsp;&nbsp;&nbsp; 3.15%, 06/01/27 | 249 | &nbsp;&nbsp; 246633 |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/01/28 | 446 | &nbsp;&nbsp; 444595 |
| &nbsp;&nbsp;&nbsp; 2.55%, 11/01/29 | 107 | &nbsp;&nbsp; 101467 |
| &nbsp;&nbsp;&nbsp; 5.05%, 08/01/30 | 440 | &nbsp;&nbsp; 454636 |
| &nbsp;&nbsp;&nbsp; 2.30%, 05/15/31 | 372 | &nbsp;&nbsp; 336673 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/15/32 | 174 | &nbsp;&nbsp; 160587 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/01/33 | 314 | &nbsp;&nbsp; 312112 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/34 | 250 | &nbsp;&nbsp; 262982 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/01/35 | 350 | &nbsp;&nbsp; 357393 |
| Union Pacific Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 02/05/27 | 367 | &nbsp;&nbsp; 361061 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/15/27 | 367 | &nbsp;&nbsp; 363767 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/10/28 | 629 | &nbsp;&nbsp; 630423 |
| &nbsp;&nbsp;&nbsp; 6.63%, 02/01/29<sup>(a)</sup> | 288 | &nbsp;&nbsp; 310397 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/29 | 562 | &nbsp;&nbsp; 558225 |
| &nbsp;&nbsp;&nbsp; 2.40%, 02/05/30 | 400 | &nbsp;&nbsp; 374716 |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/20/31 | 533 | &nbsp;&nbsp; 487615 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Ground Transportation (continued)** | **Ground Transportation (continued)** | **Ground Transportation (continued)** |
| Union Pacific Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 02/14/32<sup>(a)</sup> | 800 | &nbsp;&nbsp; $736068 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/20/33 | 662 | &nbsp;&nbsp; 666849 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/01/35 | 355 | &nbsp;&nbsp; 319544 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/20/35<sup>(a)</sup> | 500 | &nbsp;&nbsp; 514214 |
|  |  | &nbsp;&nbsp; 18176965 |
| **Health Care Equipment & Supplies — 0.9%** | **Health Care Equipment & Supplies — 0.9%** | **Health Care Equipment & Supplies — 0.9%** |
| Abbott Laboratories |  |  |
| &nbsp;&nbsp;&nbsp; 1.15%, 01/30/28 | 338 | &nbsp;&nbsp; 321980 |
| &nbsp;&nbsp;&nbsp; 1.40%, 06/30/30 | 366 | &nbsp;&nbsp; 327792 |
| Agilent Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/09/27 | 483 | &nbsp;&nbsp; 485224 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/15/29 | 534 | &nbsp;&nbsp; 510587 |
| &nbsp;&nbsp;&nbsp; 2.10%, 06/04/30 | 360 | &nbsp;&nbsp; 329204 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/12/31 | 580 | &nbsp;&nbsp; 525623 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/09/34 | 325 | &nbsp;&nbsp; 323985 |
| Baxter International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.92%, 02/01/27 | 352 | &nbsp;&nbsp; 344735 |
| &nbsp;&nbsp;&nbsp; 2.27%, 12/01/28 | 780 | &nbsp;&nbsp; 738733 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/15/29 | 105 | &nbsp;&nbsp; 105303 |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/01/30<sup>(a)</sup> | 413 | &nbsp;&nbsp; 403637 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/15/30 | 415 | &nbsp;&nbsp; 417863 |
| &nbsp;&nbsp;&nbsp; 1.73%, 04/01/31 | 400 | &nbsp;&nbsp; 343848 |
| &nbsp;&nbsp;&nbsp; 2.54%, 02/01/32 | 940 | &nbsp;&nbsp; 820841 |
| &nbsp;&nbsp;&nbsp; 5.65%, 12/15/35<sup>(a)</sup> | 650 | &nbsp;&nbsp; 654853 |
| Boston Scientific Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/28 | 200 | &nbsp;&nbsp; 200568 |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/01/30 | 771 | &nbsp;&nbsp; 724671 |
| Dentsply Sirona, Inc., 3.25%, 06/01/30<sup>(a)</sup> | 450 | &nbsp;&nbsp; 418687 |
| DH Europe Finance II SARL, 2.60%, 11/15/29 | 366 | &nbsp;&nbsp; 347586 |
| Edwards Lifesciences Corp., 4.30%, 06/15/28 | 400 | &nbsp;&nbsp; 402708 |
| GE HealthCare Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/15/27 | 1000 | &nbsp;&nbsp; 1028105 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/15/28 | 225 | &nbsp;&nbsp; 225646 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/14/29 | 785 | &nbsp;&nbsp; 800988 |
| &nbsp;&nbsp;&nbsp; 5.86%, 03/15/30 | 750 | &nbsp;&nbsp; 791471 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/15/31 | 450 | &nbsp;&nbsp; 456943 |
| &nbsp;&nbsp;&nbsp; 5.91%, 11/22/32 | 1000 | &nbsp;&nbsp; 1072740 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/35 | 562 | &nbsp;&nbsp; 579909 |
| &nbsp;&nbsp;&nbsp; 4.95%, 12/15/35 | 440 | &nbsp;&nbsp; 435680 |
| Medtronic Global Holdings SCA |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/30/28 | 650 | &nbsp;&nbsp; 654983 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/30/33 | 705 | &nbsp;&nbsp; 704186 |
| Medtronic, Inc., 4.38%, 03/15/35 | 1238 | &nbsp;&nbsp; 1211845 |
| Revvity, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/15/28 | 330 | &nbsp;&nbsp; 311401 |
| &nbsp;&nbsp;&nbsp; 3.30%, 09/15/29 | 529 | &nbsp;&nbsp; 510807 |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/15/31 | 200 | &nbsp;&nbsp; 181476 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/15/31 | 368 | &nbsp;&nbsp; 324806 |
| Smith & Nephew PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/20/27 | 40 | &nbsp;&nbsp; 40449 |
| &nbsp;&nbsp;&nbsp; 2.03%, 10/14/30 | 560 | &nbsp;&nbsp; 503473 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/20/34 | 390 | &nbsp;&nbsp; 401067 |
| Solventum Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/25/27 | 141 | &nbsp;&nbsp; 143002 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/01/29<sup>(a)</sup> | 614 | &nbsp;&nbsp; 636125 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/13/31 | 650 | &nbsp;&nbsp; 678017 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/23/34 | 1084 | &nbsp;&nbsp; 1126686 |
| STERIS Irish FinCo UnLtd Co., 2.70%, 03/15/31 | 484 | &nbsp;&nbsp; 447009 |
| Stryker Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/10/27 | 400 | &nbsp;&nbsp; 402864 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/10/28 | 400 | &nbsp;&nbsp; 406057 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Health Care Equipment & Supplies (continued)** | **Health Care Equipment & Supplies (continued)** | **Health Care Equipment & Supplies (continued)** |
| Stryker Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 03/07/28 | 350 | &nbsp;&nbsp; $348474 |
| &nbsp;&nbsp;&nbsp; 4.85%, 12/08/28 | 200 | &nbsp;&nbsp; 204894 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/11/29 | 500 | &nbsp;&nbsp; 502932 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/10/30 | 400 | &nbsp;&nbsp; 410411 |
| &nbsp;&nbsp;&nbsp; 1.95%, 06/15/30 | 660 | &nbsp;&nbsp; 600333 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/11/34 | 496 | &nbsp;&nbsp; 491296 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/10/35 | 654 | &nbsp;&nbsp; 669663 |
| Thermo Fisher Scientific, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/21/27<sup>(a)</sup> | 387 | &nbsp;&nbsp; 393610 |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/15/28 | 575 | &nbsp;&nbsp; 543695 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/31/29<sup>(a)</sup> | 456 | &nbsp;&nbsp; 469613 |
| &nbsp;&nbsp;&nbsp; 2.60%, 10/01/29 | 680 | &nbsp;&nbsp; 647406 |
| &nbsp;&nbsp;&nbsp; 4.98%, 08/10/30 | 520 | &nbsp;&nbsp; 537247 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/31 | 260 | &nbsp;&nbsp; 259260 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/15/31<sup>(a)</sup> | 863 | &nbsp;&nbsp; 768839 |
| &nbsp;&nbsp;&nbsp; 4.47%, 10/07/32 | 300 | &nbsp;&nbsp; 300426 |
| &nbsp;&nbsp;&nbsp; 4.95%, 11/21/32 | 482 | &nbsp;&nbsp; 496356 |
| &nbsp;&nbsp;&nbsp; 5.09%, 08/10/33 | 683 | &nbsp;&nbsp; 705682 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/31/34<sup>(a)</sup> | 250 | &nbsp;&nbsp; 259295 |
| &nbsp;&nbsp;&nbsp; 4.79%, 10/07/35 | 500 | &nbsp;&nbsp; 497757 |
| Zimmer Biomet Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/19/27 | 225 | &nbsp;&nbsp; 226872 |
| &nbsp;&nbsp;&nbsp; 5.35%, 12/01/28 | 250 | &nbsp;&nbsp; 258462 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/19/30 | 225 | &nbsp;&nbsp; 231660 |
| &nbsp;&nbsp;&nbsp; 2.60%, 11/24/31 | 561 | &nbsp;&nbsp; 506464 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/34 | 625 | &nbsp;&nbsp; 634750 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/19/35 | 225 | &nbsp;&nbsp; 231999 |
|  |  | &nbsp;&nbsp; 34021559 |
| **Health Care Providers & Services — 2.4%** | **Health Care Providers & Services — 2.4%** | **Health Care Providers & Services — 2.4%** |
| Adventist Health System<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.43%, 03/01/32 | 200 | &nbsp;&nbsp; 205001 |
| &nbsp;&nbsp;&nbsp; 5.76%, 12/01/34 | 300 | &nbsp;&nbsp; 310825 |
| &nbsp;&nbsp;&nbsp; Adventist Health System/West, Series 2025, 4.74%, <br> 12/01/30<br>| 165 | &nbsp;&nbsp; 165101 |
| Ascension Health |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025, 4.08%, 11/15/28 | 100 | &nbsp;&nbsp; 100483 |
| &nbsp;&nbsp;&nbsp; Series 2025, 4.29%, 11/15/30 | 330 | &nbsp;&nbsp; 330212 |
| &nbsp;&nbsp;&nbsp; Series 2025, 4.92%, 11/15/35 | 250 | &nbsp;&nbsp; 249903 |
| &nbsp;&nbsp;&nbsp; Series B, 2.53%, 11/15/29 | 797 | &nbsp;&nbsp; 756071 |
| Banner Health, 2.34%, 01/01/30 | 500 | &nbsp;&nbsp; 466186 |
| &nbsp;&nbsp;&nbsp; Baylor Scott & White Holdings, Series 2021, 1.78%, <br> 11/15/30<br>| 57 | &nbsp;&nbsp; 51001 |
| Bon Secours Mercy Health, Inc., 3.46%, 06/01/30 | 130 | &nbsp;&nbsp; 126672 |
| &nbsp;&nbsp;&nbsp; Cedars-Sinai Health System, Series 2021, 2.29%, <br> 08/15/31<br>| 130 | &nbsp;&nbsp; 117073 |
| Centene Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/15/27 | 1612 | &nbsp;&nbsp; 1602856 |
| &nbsp;&nbsp;&nbsp; 2.45%, 07/15/28 | 1318 | &nbsp;&nbsp; 1239800 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/15/29 | 2258 | &nbsp;&nbsp; 2201001 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/15/30 | 1332 | &nbsp;&nbsp; 1229148 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/15/30 | 1230 | &nbsp;&nbsp; 1101187 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/01/31 | 1432 | &nbsp;&nbsp; 1238083 |
| &nbsp;&nbsp;&nbsp; 2.63%, 08/01/31 | 846 | &nbsp;&nbsp; 726866 |
| CHRISTUS Health, Series C, 4.34%, 07/01/28 | 100 | &nbsp;&nbsp; 100305 |
| Cigna Group |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/01/27 | 898 | &nbsp;&nbsp; 893099 |
| &nbsp;&nbsp;&nbsp; 3.05%, 10/15/27 | 179 | &nbsp;&nbsp; 176602 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/15/28 | 2569 | &nbsp;&nbsp; 2589829 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/29 | 600 | &nbsp;&nbsp; 616171 |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/15/30 | 807 | &nbsp;&nbsp; 750925 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/30 | 675 | &nbsp;&nbsp; 679083 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** |
| Cigna Group (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/31 | $940 | &nbsp;&nbsp; $851796 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/31 | 500 | &nbsp;&nbsp; 515807 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/15/32 | 775 | &nbsp;&nbsp; 784067 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/33<sup>(a)</sup> | 490 | &nbsp;&nbsp; 509182 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/34 | 750 | &nbsp;&nbsp; 767864 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/36 | 975 | &nbsp;&nbsp; 988025 |
| CommonSpirit Health |  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 10/01/29 | 588 | &nbsp;&nbsp; 569206 |
| &nbsp;&nbsp;&nbsp; 4.35%, 09/01/30 | 475 | &nbsp;&nbsp; 472635 |
| &nbsp;&nbsp;&nbsp; 2.78%, 10/01/30 | 930 | &nbsp;&nbsp; 865602 |
| &nbsp;&nbsp;&nbsp; 5.21%, 12/01/31 | 500 | &nbsp;&nbsp; 515779 |
| &nbsp;&nbsp;&nbsp; 5.32%, 12/01/34 | 450 | &nbsp;&nbsp; 457045 |
| &nbsp;&nbsp;&nbsp; 4.83%, 09/01/35 | 200 | &nbsp;&nbsp; 196521 |
| &nbsp;&nbsp;&nbsp; 4.98%, 09/01/35 | 390 | &nbsp;&nbsp; 384268 |
| Elevance Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 12/01/27 | 1122 | &nbsp;&nbsp; 1116760 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/01/28 | 754 | &nbsp;&nbsp; 755172 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/15/28 | 375 | &nbsp;&nbsp; 374629 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/15/29 | 360 | &nbsp;&nbsp; 370987 |
| &nbsp;&nbsp;&nbsp; 2.88%, 09/15/29<sup>(a)</sup> | 550 | &nbsp;&nbsp; 525368 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/30<sup>(a)</sup> | 355 | &nbsp;&nbsp; 361370 |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/15/30 | 626 | &nbsp;&nbsp; 574881 |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/15/31 | 442 | &nbsp;&nbsp; 403405 |
| &nbsp;&nbsp;&nbsp; 4.95%, 11/01/31 | 500 | &nbsp;&nbsp; 509712 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/15/32 | 358 | &nbsp;&nbsp; 347288 |
| &nbsp;&nbsp;&nbsp; 4.60%, 09/15/32 | 675 | &nbsp;&nbsp; 672854 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/15/32 | 400 | &nbsp;&nbsp; 418572 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/33 | 600 | &nbsp;&nbsp; 599587 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/15/34<sup>(a)</sup> | 634 | &nbsp;&nbsp; 651246 |
| &nbsp;&nbsp;&nbsp; 5.95%, 12/15/34 | 400 | &nbsp;&nbsp; 425450 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/35 | 590 | &nbsp;&nbsp; 598478 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/36 | 675 | &nbsp;&nbsp; 669163 |
| HCA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/27 | 384 | &nbsp;&nbsp; 384838 |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/15/27 | 834 | &nbsp;&nbsp; 826177 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/28 | 475 | &nbsp;&nbsp; 483794 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/28<sup>(a)</sup> | 653 | &nbsp;&nbsp; 668984 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/01/28 | 980 | &nbsp;&nbsp; 1009777 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/01/29 | 600 | &nbsp;&nbsp; 624568 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/15/29 | 326 | &nbsp;&nbsp; 318524 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/29 | 1480 | &nbsp;&nbsp; 1476791 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/30 | 320 | &nbsp;&nbsp; 330184 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/30 | 1616 | &nbsp;&nbsp; 1553922 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/15/30 | 350 | &nbsp;&nbsp; 348096 |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/01/31 | 1286 | &nbsp;&nbsp; 1336927 |
| &nbsp;&nbsp;&nbsp; 2.38%, 07/15/31 | 509 | &nbsp;&nbsp; 455640 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/32 | 515 | &nbsp;&nbsp; 536717 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/15/32 | 1305 | &nbsp;&nbsp; 1230928 |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/15/32 | 555 | &nbsp;&nbsp; 549569 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/33 | 980 | &nbsp;&nbsp; 1016784 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/01/34 | 672 | &nbsp;&nbsp; 697861 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/15/34 | 919 | &nbsp;&nbsp; 942790 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/01/35<sup>(a)</sup> | 925 | &nbsp;&nbsp; 967020 |
| &nbsp;&nbsp;&nbsp; 4.90%, 11/15/35 | 485 | &nbsp;&nbsp; 476192 |
| Humana, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.35%, 02/03/27 | 633 | &nbsp;&nbsp; 616491 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/27 | 350 | &nbsp;&nbsp; 349147 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/01/28 | 115 | &nbsp;&nbsp; 118269 |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/01/28<sup>(a)</sup> | 100 | &nbsp;&nbsp; 103678 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/23/29 | 410 | &nbsp;&nbsp; 401483 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/15/29 | 413 | &nbsp;&nbsp; 395238 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/30 | 290 | &nbsp;&nbsp; 292160 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** |
| Humana, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/15/31 | $905 | &nbsp;&nbsp; $927154 |
| &nbsp;&nbsp;&nbsp; 2.15%, 02/03/32<sup>(a)</sup> | 684 | &nbsp;&nbsp; 590284 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/01/33 | 450 | &nbsp;&nbsp; 465827 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/34 | 496 | &nbsp;&nbsp; 512545 |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/01/35 | 508 | &nbsp;&nbsp; 509084 |
| Icon Investments Six DAC |  |  |
| &nbsp;&nbsp;&nbsp; 5.81%, 05/08/27 | 350 | &nbsp;&nbsp; 356502 |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/08/29 | 500 | &nbsp;&nbsp; 520805 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/08/34 | 400 | &nbsp;&nbsp; 420024 |
| IQVIA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/15/28 | 350 | &nbsp;&nbsp; 360708 |
| &nbsp;&nbsp;&nbsp; 6.25%, 02/01/29 | 671 | &nbsp;&nbsp; 706105 |
| Kaiser Foundation Hospitals, 3.15%, 05/01/27 | 679 | &nbsp;&nbsp; 673691 |
| Laboratory Corp. of America Holdings |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/01/27 | 413 | &nbsp;&nbsp; 410919 |
| &nbsp;&nbsp;&nbsp; 2.95%, 12/01/29 | 400 | &nbsp;&nbsp; 382189 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/01/30 | 375 | &nbsp;&nbsp; 375233 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/01/31 | 256 | &nbsp;&nbsp; 234939 |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/01/32 | 375 | &nbsp;&nbsp; 374066 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/01/34 | 575 | &nbsp;&nbsp; 567257 |
| Orlando Health Obligated Group, 5.48%, 10/01/35 | 200 | &nbsp;&nbsp; 208884 |
| PeaceHealth Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp; 4.34%, 11/15/28 | 55 | &nbsp;&nbsp; 55291 |
| &nbsp;&nbsp;&nbsp; 4.86%, 11/15/32 | 270 | &nbsp;&nbsp; 272126 |
| Providence St. Joseph Health Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp; 5.37%, 10/01/32 | 200 | &nbsp;&nbsp; 206529 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/01/33 | 300 | &nbsp;&nbsp; 308500 |
| &nbsp;&nbsp;&nbsp; Series 19A, 2.53%, 10/01/29 | 743 | &nbsp;&nbsp; 698352 |
| Quest Diagnostics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 12/15/27 | 165 | &nbsp;&nbsp; 166886 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/30/29 | 363 | &nbsp;&nbsp; 364348 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/15/29 | 475 | &nbsp;&nbsp; 482542 |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/30/30<sup>(a)</sup> | 550 | &nbsp;&nbsp; 520966 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/30/31 | 329 | &nbsp;&nbsp; 303244 |
| &nbsp;&nbsp;&nbsp; 6.40%, 11/30/33 | 300 | &nbsp;&nbsp; 330457 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/15/34<sup>(a)</sup> | 633 | &nbsp;&nbsp; 637994 |
| SSM Health Care Corp., 4.89%, 06/01/28 | 250 | &nbsp;&nbsp; 253665 |
| Stanford Health Care, Series 2020, 3.31%, 08/15/30 | 250 | &nbsp;&nbsp; 240922 |
| Sutter Health |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025, 5.21%, 08/15/32 | 105 | &nbsp;&nbsp; 108706 |
| &nbsp;&nbsp;&nbsp; Series 2025, 5.54%, 08/15/35 | 315 | &nbsp;&nbsp; 328250 |
| &nbsp;&nbsp;&nbsp; Series 20A, 2.29%, 08/15/30 | 517 | &nbsp;&nbsp; 474558 |
| UnitedHealth Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/15/27<sup>(a)</sup> | 327 | &nbsp;&nbsp; 325032 |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/15/27 | 220 | &nbsp;&nbsp; 221858 |
| &nbsp;&nbsp;&nbsp; 3.70%, 05/15/27 | 350 | &nbsp;&nbsp; 349257 |
| &nbsp;&nbsp;&nbsp; 2.95%, 10/15/27 | 554 | &nbsp;&nbsp; 546229 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/28 | 525 | &nbsp;&nbsp; 538233 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/15/28 | 629 | &nbsp;&nbsp; 627377 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/15/28 | 780 | &nbsp;&nbsp; 787916 |
| &nbsp;&nbsp;&nbsp; 3.88%, 12/15/28<sup>(a)</sup> | 500 | &nbsp;&nbsp; 499244 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/29 | 1064 | &nbsp;&nbsp; 1070821 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/15/29 | 295 | &nbsp;&nbsp; 300755 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/15/29 | 750 | &nbsp;&nbsp; 749001 |
| &nbsp;&nbsp;&nbsp; 2.88%, 08/15/29 | 716 | &nbsp;&nbsp; 687994 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/15/30 | 775 | &nbsp;&nbsp; 792545 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/15/30 | 800 | &nbsp;&nbsp; 833248 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/15/30 | 736 | &nbsp;&nbsp; 671826 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/15/31 | 450 | &nbsp;&nbsp; 455610 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/15/31 | 575 | &nbsp;&nbsp; 589011 |
| &nbsp;&nbsp;&nbsp; 2.30%, 05/15/31 | 1048 | &nbsp;&nbsp; 945037 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/32 | 864 | &nbsp;&nbsp; 883991 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** |
| UnitedHealth Group, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/15/32 | 950 | &nbsp;&nbsp; $934247 |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/15/33 | 1008 | &nbsp;&nbsp; 1047407 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/33 | 1024 | &nbsp;&nbsp; 1010467 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/34 | 775 | &nbsp;&nbsp; 782131 |
| &nbsp;&nbsp;&nbsp; 5.15%, 07/15/34 | 1300 | &nbsp;&nbsp; 1325535 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/15/35<sup>(a)</sup> | 610 | &nbsp;&nbsp; 627699 |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/15/35 | 1000 | &nbsp;&nbsp; 978884 |
| Universal Health Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/15/29 | 325 | &nbsp;&nbsp; 326846 |
| &nbsp;&nbsp;&nbsp; 2.65%, 10/15/30 | 550 | &nbsp;&nbsp; 501492 |
| &nbsp;&nbsp;&nbsp; 2.65%, 01/15/32 | 295 | &nbsp;&nbsp; 260693 |
| &nbsp;&nbsp;&nbsp; 5.05%, 10/15/34 | 340 | &nbsp;&nbsp; 332833 |
| UPMC, 5.04%, 05/15/33 | 614 | &nbsp;&nbsp; 625041 |
|  |  | &nbsp;&nbsp; 88766563 |
| **Health Care REITs — 0.6%** | **Health Care REITs — 0.6%** | **Health Care REITs — 0.6%** |
| Alexandria Real Estate Equities, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/15/28 | 276 | &nbsp;&nbsp; 275329 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/30/29 | 300 | &nbsp;&nbsp; 301589 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/15/29 | 286 | &nbsp;&nbsp; 269595 |
| &nbsp;&nbsp;&nbsp; 4.70%, 07/01/30 | 294 | &nbsp;&nbsp; 296482 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/15/30 | 450 | &nbsp;&nbsp; 457155 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/31 | 479 | &nbsp;&nbsp; 448683 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/18/32 | 600 | &nbsp;&nbsp; 509199 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/01/33 | 583 | &nbsp;&nbsp; 478659 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/15/34 | 522 | &nbsp;&nbsp; 448660 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/35 | 296 | &nbsp;&nbsp; 285676 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/01/35<sup>(a)</sup> | 300 | &nbsp;&nbsp; 305125 |
| DOC Dr. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/27 | 290 | &nbsp;&nbsp; 290589 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/15/28 | 254 | &nbsp;&nbsp; 253541 |
| &nbsp;&nbsp;&nbsp; 2.63%, 11/01/31 | 413 | &nbsp;&nbsp; 371157 |
| Healthcare Realty Holdings LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/01/27 | 312 | &nbsp;&nbsp; 310358 |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/15/30 | 579 | &nbsp;&nbsp; 549304 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/15/31 | 400 | &nbsp;&nbsp; 351618 |
| Healthpeak OP LLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.35%, 02/01/27 | 213 | &nbsp;&nbsp; 207608 |
| &nbsp;&nbsp;&nbsp; 2.13%, 12/01/28 | 250 | &nbsp;&nbsp; 236884 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/15/29 | 531 | &nbsp;&nbsp; 517787 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/30 | 438 | &nbsp;&nbsp; 415603 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/15/31 | 400 | &nbsp;&nbsp; 371412 |
| &nbsp;&nbsp;&nbsp; 5.25%, 12/15/32 | 330 | &nbsp;&nbsp; 338245 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/33 | 325 | &nbsp;&nbsp; 323327 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/15/35<sup>(a)</sup> | 399 | &nbsp;&nbsp; 405768 |
| National Health Investors, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/31 | 350 | &nbsp;&nbsp; 318915 |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/01/33 | 120 | &nbsp;&nbsp; 120091 |
| Omega Healthcare Investors, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/27<sup>(a)</sup> | 425 | &nbsp;&nbsp; 426138 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/28 | 413 | &nbsp;&nbsp; 416514 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/01/29 | 356 | &nbsp;&nbsp; 345199 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/01/30 | 175 | &nbsp;&nbsp; 178084 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/01/31 | 582 | &nbsp;&nbsp; 544679 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/15/33<sup>(a)</sup> | 400 | &nbsp;&nbsp; 355046 |
| Sabra Health Care LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 10/15/29<sup>(a)</sup> | 129 | &nbsp;&nbsp; 126280 |
| &nbsp;&nbsp;&nbsp; 3.20%, 12/01/31 | 513 | &nbsp;&nbsp; 469625 |
| Ventas Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/01/27 | 268 | &nbsp;&nbsp; 267457 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/28 | 575 | &nbsp;&nbsp; 574654 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/15/29 | 500 | &nbsp;&nbsp; 502780 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Health Care REITs (continued)** | **Health Care REITs (continued)** | **Health Care REITs (continued)** |
| Ventas Realty LP (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/30 | 575 | &nbsp;&nbsp; $547172 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/30 | 279 | &nbsp;&nbsp; 282639 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/31 | 321 | &nbsp;&nbsp; 288705 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/15/32 | 300 | &nbsp;&nbsp; 308717 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/01/34 | 175 | &nbsp;&nbsp; 182468 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/35 | 375 | &nbsp;&nbsp; 374134 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/36 | 240 | &nbsp;&nbsp; 237395 |
| Welltower OP LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/15/27 | 380 | &nbsp;&nbsp; 375587 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/15/28 | 450 | &nbsp;&nbsp; 453054 |
| &nbsp;&nbsp;&nbsp; 2.05%, 01/15/29 | 412 | &nbsp;&nbsp; 390098 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/29 | 229 | &nbsp;&nbsp; 229592 |
| &nbsp;&nbsp;&nbsp; 3.10%, 01/15/30 | 307 | &nbsp;&nbsp; 294341 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/30 | 650 | &nbsp;&nbsp; 656171 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/15/31 | 495 | &nbsp;&nbsp; 460409 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/01/31 | 570 | &nbsp;&nbsp; 527428 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/15/32 | 413 | &nbsp;&nbsp; 375934 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/15/32 | 231 | &nbsp;&nbsp; 223130 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/01/35<sup>(a)</sup> | 750 | &nbsp;&nbsp; 761511 |
|  |  | &nbsp;&nbsp; 20633300 |
| **Hotels, Restaurants & Leisure — 0.8%** | **Hotels, Restaurants & Leisure — 0.8%** | **Hotels, Restaurants & Leisure — 0.8%** |
| Choice Hotels International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/01/29 | 280 | &nbsp;&nbsp; 273115 |
| &nbsp;&nbsp;&nbsp; 3.70%, 01/15/31<sup>(a)</sup> | 300 | &nbsp;&nbsp; 287294 |
| &nbsp;&nbsp;&nbsp; 5.85%, 08/01/34 | 400 | &nbsp;&nbsp; 409382 |
| Darden Restaurants, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 05/01/27 | 250 | &nbsp;&nbsp; 249451 |
| &nbsp;&nbsp;&nbsp; 4.35%, 10/15/27 | 200 | &nbsp;&nbsp; 201062 |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/15/29 | 200 | &nbsp;&nbsp; 201929 |
| &nbsp;&nbsp;&nbsp; 6.30%, 10/10/33 | 250 | &nbsp;&nbsp; 271576 |
| Hyatt Hotels Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/30/28 | 175 | &nbsp;&nbsp; 178303 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/15/28 | 229 | &nbsp;&nbsp; 229794 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/30/29 | 321 | &nbsp;&nbsp; 330816 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/23/30 | 413 | &nbsp;&nbsp; 431842 |
| &nbsp;&nbsp;&nbsp; 5.38%, 12/15/31 | 260 | &nbsp;&nbsp; 267668 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/30/32 | 275 | &nbsp;&nbsp; 287980 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/30/34 | 250 | &nbsp;&nbsp; 257734 |
| &nbsp;&nbsp;&nbsp; 5.40%, 12/15/35 | 250 | &nbsp;&nbsp; 250460 |
| Las Vegas Sands Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 06/01/27 | 421 | &nbsp;&nbsp; 428742 |
| &nbsp;&nbsp;&nbsp; 5.63%, 06/15/28 | 543 | &nbsp;&nbsp; 555835 |
| &nbsp;&nbsp;&nbsp; 3.90%, 08/08/29 | 500 | &nbsp;&nbsp; 487251 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/15/29 | 345 | &nbsp;&nbsp; 359806 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/14/30 | 150 | &nbsp;&nbsp; 156507 |
| &nbsp;&nbsp;&nbsp; 6.20%, 08/15/34<sup>(a)</sup> | 285 | &nbsp;&nbsp; 297224 |
| Marriott International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/15/27 | 110 | &nbsp;&nbsp; 110360 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/15/27 | 434 | &nbsp;&nbsp; 440927 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/15/28 | 542 | &nbsp;&nbsp; 562478 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/15/29 | 490 | &nbsp;&nbsp; 500880 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/15/29 | 194 | &nbsp;&nbsp; 198313 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/30 | 418 | &nbsp;&nbsp; 426584 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/15/31<sup>(a)</sup> | 175 | &nbsp;&nbsp; 175298 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/15/32<sup>(a)</sup> | 345 | &nbsp;&nbsp; 354756 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/34 | 630 | &nbsp;&nbsp; 646554 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/35 | 728 | &nbsp;&nbsp; 746229 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/15/35 | 375 | &nbsp;&nbsp; 379903 |
| &nbsp;&nbsp;&nbsp; Series AA, 4.65%, 12/01/28 | 150 | &nbsp;&nbsp; 152455 |
| &nbsp;&nbsp;&nbsp; Series FF, 4.63%, 06/15/30 | 829 | &nbsp;&nbsp; 839798 |
| &nbsp;&nbsp;&nbsp; Series GG, 3.50%, 10/15/32 | 676 | &nbsp;&nbsp; 630802 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Hotels, Restaurants & Leisure (continued)** | **Hotels, Restaurants & Leisure (continued)** | **Hotels, Restaurants & Leisure (continued)** |
| Marriott International, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Series HH, 2.85%, 04/15/31 | 702 | &nbsp;&nbsp; $651155 |
| &nbsp;&nbsp;&nbsp; Series II, 2.75%, 10/15/33 | 444 | &nbsp;&nbsp; 386964 |
| &nbsp;&nbsp;&nbsp; Series X, 4.00%, 04/15/28 | 431 | &nbsp;&nbsp; 430727 |
| McDonald's Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/27 | 548 | &nbsp;&nbsp; 546100 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/27 | 628 | &nbsp;&nbsp; 625345 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/01/28 | 677 | &nbsp;&nbsp; 676480 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/14/28 | 450 | &nbsp;&nbsp; 459208 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/17/29 | 200 | &nbsp;&nbsp; 205754 |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/01/29 | 573 | &nbsp;&nbsp; 546878 |
| &nbsp;&nbsp;&nbsp; 2.13%, 03/01/30 | 450 | &nbsp;&nbsp; 416257 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/30 | 450 | &nbsp;&nbsp; 457789 |
| &nbsp;&nbsp;&nbsp; 3.60%, 07/01/30<sup>(a)</sup> | 574 | &nbsp;&nbsp; 562901 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/12/31 | 225 | &nbsp;&nbsp; 226435 |
| &nbsp;&nbsp;&nbsp; 4.60%, 09/09/32 | 400 | &nbsp;&nbsp; 406494 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/14/33<sup>(a)</sup> | 375 | &nbsp;&nbsp; 385108 |
| &nbsp;&nbsp;&nbsp; 5.20%, 05/17/34 | 400 | &nbsp;&nbsp; 414157 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/03/35<sup>(a)</sup> | 622 | &nbsp;&nbsp; 627814 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/09/35 | 500 | &nbsp;&nbsp; 496150 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/13/36 | 225 | &nbsp;&nbsp; 226668 |
| Sands China Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/08/27 | 400 | &nbsp;&nbsp; 390720 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/08/28 | 1250 | &nbsp;&nbsp; 1274704 |
| &nbsp;&nbsp;&nbsp; 2.85%, 03/08/29 | 400 | &nbsp;&nbsp; 381003 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/18/30 | 400 | &nbsp;&nbsp; 393443 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/08/31 | 400 | &nbsp;&nbsp; 370008 |
| Starbucks Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/08/27 | 610 | &nbsp;&nbsp; 615473 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/12/27 | 300 | &nbsp;&nbsp; 293870 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/28 | 350 | &nbsp;&nbsp; 346748 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/28 | 434 | &nbsp;&nbsp; 438553 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/28 | 413 | &nbsp;&nbsp; 413318 |
| &nbsp;&nbsp;&nbsp; 3.55%, 08/15/29<sup>(a)</sup> | 610 | &nbsp;&nbsp; 599438 |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/12/30 | 457 | &nbsp;&nbsp; 422613 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/30 | 150 | &nbsp;&nbsp; 153126 |
| &nbsp;&nbsp;&nbsp; 2.55%, 11/15/30 | 860 | &nbsp;&nbsp; 796701 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/15/31 | 400 | &nbsp;&nbsp; 411036 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/14/32 | 628 | &nbsp;&nbsp; 580067 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/33 | 300 | &nbsp;&nbsp; 303215 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/34 | 400 | &nbsp;&nbsp; 407273 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/15/35<sup>(a)</sup> | 350 | &nbsp;&nbsp; 362798 |
|  |  | &nbsp;&nbsp; 30281599 |
| **Household Durables — 0.1%** | **Household Durables — 0.1%** | **Household Durables — 0.1%** |
| DR Horton, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.40%, 10/15/27 | 379 | &nbsp;&nbsp; 363449 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/15/30 | 330 | &nbsp;&nbsp; 337606 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/15/34<sup>(a)</sup> | 450 | &nbsp;&nbsp; 453675 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/15/35 | 400 | &nbsp;&nbsp; 414014 |
| Leggett & Platt, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/27 | 250 | &nbsp;&nbsp; 246467 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/29 | 279 | &nbsp;&nbsp; 276070 |
| Lennar Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/27 | 218 | &nbsp;&nbsp; 219575 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/29/27 | 309 | &nbsp;&nbsp; 312047 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/30/30 | 450 | &nbsp;&nbsp; 463686 |
| Meritage Homes Corp., 5.65%, 03/15/35 | 314 | &nbsp;&nbsp; 319796 |
| NVR, Inc., 3.00%, 05/15/30 | 500 | &nbsp;&nbsp; 475058 |
| PulteGroup, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 06/15/32 | 200 | &nbsp;&nbsp; 234334 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Household Durables (continued)** | **Household Durables (continued)** | **Household Durables (continued)** |
| PulteGroup, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/15/33<sup>(a)</sup> | 100 | &nbsp;&nbsp; $109548 |
| Sekisui House U.S., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 01/15/30 | 200 | &nbsp;&nbsp; 192853 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/15/31 | 130 | &nbsp;&nbsp; 116229 |
| Toll Brothers Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/27 | 225 | &nbsp;&nbsp; 226550 |
| &nbsp;&nbsp;&nbsp; 4.35%, 02/15/28<sup>(a)</sup> | 225 | &nbsp;&nbsp; 226229 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/01/29 | 225 | &nbsp;&nbsp; 221566 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/15/35<sup>(a)</sup> | 300 | &nbsp;&nbsp; 311681 |
|  |  | &nbsp;&nbsp; 5520433 |
| **Household Products — 0.1%** | **Household Products — 0.1%** | **Household Products — 0.1%** |
| Avery Dennison Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 12/06/28 | 350 | &nbsp;&nbsp; 356611 |
| &nbsp;&nbsp;&nbsp; 2.65%, 04/30/30 | 250 | &nbsp;&nbsp; 233590 |
| &nbsp;&nbsp;&nbsp; 2.25%, 02/15/32 | 363 | &nbsp;&nbsp; 319774 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/33 | 270 | &nbsp;&nbsp; 285531 |
| Church & Dwight Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 08/01/27 | 250 | &nbsp;&nbsp; 247161 |
| &nbsp;&nbsp;&nbsp; 2.30%, 12/15/31 | 229 | &nbsp;&nbsp; 204178 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/15/32 | 318 | &nbsp;&nbsp; 337965 |
| Clorox Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 10/01/27 | 249 | &nbsp;&nbsp; 245851 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/15/28 | 264 | &nbsp;&nbsp; 263733 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/01/29 | 302 | &nbsp;&nbsp; 304955 |
| &nbsp;&nbsp;&nbsp; 1.80%, 05/15/30<sup>(a)</sup> | 350 | &nbsp;&nbsp; 316048 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/01/32 | 400 | &nbsp;&nbsp; 402297 |
| Kimberly-Clark Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.05%, 09/15/27 | 150 | &nbsp;&nbsp; 143929 |
| &nbsp;&nbsp;&nbsp; 3.95%, 11/01/28 | 400 | &nbsp;&nbsp; 400516 |
| &nbsp;&nbsp;&nbsp; 3.20%, 04/25/29 | 350 | &nbsp;&nbsp; 342193 |
| &nbsp;&nbsp;&nbsp; 3.10%, 03/26/30 | 500 | &nbsp;&nbsp; 480476 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/02/31<sup>(a)</sup> | 375 | &nbsp;&nbsp; 336084 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/16/33 | 244 | &nbsp;&nbsp; 246295 |
|  |  | &nbsp;&nbsp; 5467187 |
| **Industrial Conglomerates — 0.3%** | **Industrial Conglomerates — 0.3%** | **Industrial Conglomerates — 0.3%** |
| 3M Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/15/27 | 554 | &nbsp;&nbsp; 544704 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/14/28 | 496 | &nbsp;&nbsp; 492327 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/01/29 | 551 | &nbsp;&nbsp; 540484 |
| &nbsp;&nbsp;&nbsp; 2.38%, 08/26/29 | 516 | &nbsp;&nbsp; 487241 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/30 | 225 | &nbsp;&nbsp; 229698 |
| &nbsp;&nbsp;&nbsp; 3.05%, 04/15/30 | 350 | &nbsp;&nbsp; 334486 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/35 | 325 | &nbsp;&nbsp; 331755 |
| Eaton Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 09/15/27 | 272 | &nbsp;&nbsp; 269146 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/18/28 | 242 | &nbsp;&nbsp; 244528 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/02/32 | 324 | &nbsp;&nbsp; 317303 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/33 | 978 | &nbsp;&nbsp; 960599 |
| Parker-Hannifin Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/01/27 | 482 | &nbsp;&nbsp; 478907 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/27 | 614 | &nbsp;&nbsp; 617465 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/14/29 | 859 | &nbsp;&nbsp; 836838 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/29 | 332 | &nbsp;&nbsp; 336548 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/21/34<sup>(a)</sup> | 422 | &nbsp;&nbsp; 408886 |
| Pentair Finance SARL<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/29 | 256 | &nbsp;&nbsp; 257139 |
| &nbsp;&nbsp;&nbsp; 5.90%, 07/15/32 | 322 | &nbsp;&nbsp; 341374 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Industrial Conglomerates (continued)** | **Industrial Conglomerates (continued)** | **Industrial Conglomerates (continued)** |
| Teledyne Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/01/28 | 602 | &nbsp;&nbsp; $580777 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/01/31 | 829 | &nbsp;&nbsp; 768121 |
| Textron, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 03/15/27 | 262 | &nbsp;&nbsp; 260777 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/01/28 | 300 | &nbsp;&nbsp; 295965 |
| &nbsp;&nbsp;&nbsp; 3.90%, 09/17/29 | 200 | &nbsp;&nbsp; 197886 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/30 | 329 | &nbsp;&nbsp; 311788 |
| &nbsp;&nbsp;&nbsp; 2.45%, 03/15/31 | 177 | &nbsp;&nbsp; 160514 |
| &nbsp;&nbsp;&nbsp; 6.10%, 11/15/33 | 210 | &nbsp;&nbsp; 225622 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/35 | 440 | &nbsp;&nbsp; 454343 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/36 | 75 | &nbsp;&nbsp; 74154 |
|  |  | &nbsp;&nbsp; 11359375 |
| **Insurance — 2.2%** | **Insurance — 2.2%** | **Insurance — 2.2%** |
| &nbsp;&nbsp;&nbsp; Aegon Ltd., (6-mo. SOFR US + 3.97%), 5.50%, <br> 04/11/48<sup>(b)</sup><br>| 500 | &nbsp;&nbsp; 506711 |
| Aflac, Inc., 3.60%, 04/01/30 | 716 | &nbsp;&nbsp; 703558 |
| Alleghany Corp., 3.63%, 05/15/30 | 405 | &nbsp;&nbsp; 396558 |
| Allstate Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/24/29 | 250 | &nbsp;&nbsp; 257725 |
| &nbsp;&nbsp;&nbsp; 1.45%, 12/15/30 | 393 | &nbsp;&nbsp; 343833 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/30/33 | 450 | &nbsp;&nbsp; 465259 |
| &nbsp;&nbsp;&nbsp; 5.35%, 06/01/33 | 200 | &nbsp;&nbsp; 207904 |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/09/35 | 350 | &nbsp;&nbsp; 365976 |
| American Financial Group, Inc., 5.00%, 09/23/35 | 300 | &nbsp;&nbsp; 293596 |
| American International Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 05/07/30 | 437 | &nbsp;&nbsp; 447779 |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/30/30 | 252 | &nbsp;&nbsp; 243765 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/27/33 | 590 | &nbsp;&nbsp; 604553 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/15/35 | 384 | &nbsp;&nbsp; 357679 |
| &nbsp;&nbsp;&nbsp; 5.45%, 05/07/35<sup>(a)</sup> | 410 | &nbsp;&nbsp; 424912 |
| American National Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/27 | 200 | &nbsp;&nbsp; 201493 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/01/29 | 450 | &nbsp;&nbsp; 465665 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/15/35 | 500 | &nbsp;&nbsp; 503462 |
| Aon Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/15/28 | 429 | &nbsp;&nbsp; 434706 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/02/29 | 575 | &nbsp;&nbsp; 569201 |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/15/30 | 745 | &nbsp;&nbsp; 702856 |
| Aon Corp./Aon Global Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 05/28/27 | 450 | &nbsp;&nbsp; 444053 |
| &nbsp;&nbsp;&nbsp; 2.05%, 08/23/31 | 295 | &nbsp;&nbsp; 260956 |
| &nbsp;&nbsp;&nbsp; 2.60%, 12/02/31 | 286 | &nbsp;&nbsp; 258409 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/12/32 | 300 | &nbsp;&nbsp; 307210 |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/28/33 | 400 | &nbsp;&nbsp; 414728 |
| Aon North America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/01/27 | 390 | &nbsp;&nbsp; 394764 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/01/29 | 789 | &nbsp;&nbsp; 812572 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/01/31 | 478 | &nbsp;&nbsp; 497635 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/34 | 1052 | &nbsp;&nbsp; 1092490 |
| Arch Capital Group Ltd., 7.35%, 05/01/34 | 200 | &nbsp;&nbsp; 231242 |
| Arthur J Gallagher & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 12/15/27 | 385 | &nbsp;&nbsp; 389612 |
| &nbsp;&nbsp;&nbsp; 4.85%, 12/15/29 | 515 | &nbsp;&nbsp; 526946 |
| &nbsp;&nbsp;&nbsp; 2.40%, 11/09/31 | 285 | &nbsp;&nbsp; 254446 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/32 | 215 | &nbsp;&nbsp; 219543 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/02/33 | 235 | &nbsp;&nbsp; 243872 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/34 | 275 | &nbsp;&nbsp; 302470 |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/15/34 | 350 | &nbsp;&nbsp; 361152 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/35 | 975 | &nbsp;&nbsp; 981740 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| Aspen Insurance Holdings Ltd., 5.75%, 07/01/30 | $200 | &nbsp;&nbsp; $208728 |
| Assurant, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/27/28<sup>(a)</sup> | 200 | &nbsp;&nbsp; 202298 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/22/30 | 250 | &nbsp;&nbsp; 242628 |
| &nbsp;&nbsp;&nbsp; 2.65%, 01/15/32 | 243 | &nbsp;&nbsp; 215591 |
| &nbsp;&nbsp;&nbsp; Assured Guaranty U.S. Holdings, Inc., 3.15%, <br> 06/15/31<sup>(a)</sup><br>| 350 | &nbsp;&nbsp; 329043 |
| Athene Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/12/28 | 800 | &nbsp;&nbsp; 799991 |
| &nbsp;&nbsp;&nbsp; 6.15%, 04/03/30<sup>(a)</sup> | 373 | &nbsp;&nbsp; 395176 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/15/31 | 454 | &nbsp;&nbsp; 430564 |
| &nbsp;&nbsp;&nbsp; 6.65%, 02/01/33 | 300 | &nbsp;&nbsp; 325105 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/15/34<sup>(a)</sup> | 400 | &nbsp;&nbsp; 414885 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.61%), 6.63%, 10/15/54<sup>(a)(b)</sup> | 400 | &nbsp;&nbsp; 400565 |
| AXA SA, 8.60%, 12/15/30 | 500 | &nbsp;&nbsp; 585707 |
| AXIS Specialty Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 07/15/29 | 300 | &nbsp;&nbsp; 297187 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 3.19%), 4.90%, 01/15/40<sup>(b)</sup> | 280 | &nbsp;&nbsp; 272546 |
| AXIS Specialty Finance PLC, 4.00%, 12/06/27 | 200 | &nbsp;&nbsp; 199658 |
| Berkshire Hathaway Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/15/27<sup>(a)</sup> | 437 | &nbsp;&nbsp; 430459 |
| &nbsp;&nbsp;&nbsp; 1.85%, 03/12/30 | 413 | &nbsp;&nbsp; 380035 |
| &nbsp;&nbsp;&nbsp; 1.45%, 10/15/30<sup>(a)</sup> | 495 | &nbsp;&nbsp; 442623 |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/15/32 | 758 | &nbsp;&nbsp; 706612 |
| Brighthouse Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/22/27 | 400 | &nbsp;&nbsp; 395902 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/15/30<sup>(a)</sup> | 429 | &nbsp;&nbsp; 436493 |
| Brown & Brown, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/23/28 | 275 | &nbsp;&nbsp; 278610 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/29<sup>(a)</sup> | 268 | &nbsp;&nbsp; 269765 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/23/30<sup>(a)</sup> | 525 | &nbsp;&nbsp; 532010 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/31 | 495 | &nbsp;&nbsp; 444424 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/17/32 | 458 | &nbsp;&nbsp; 442851 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/23/32 | 375 | &nbsp;&nbsp; 382310 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/11/34 | 300 | &nbsp;&nbsp; 308845 |
| &nbsp;&nbsp;&nbsp; 5.55%, 06/23/35 | 649 | &nbsp;&nbsp; 663447 |
| Chubb INA Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/15/29 | 450 | &nbsp;&nbsp; 460298 |
| &nbsp;&nbsp;&nbsp; 1.38%, 09/15/30 | 774 | &nbsp;&nbsp; 683062 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/34 | 1160 | &nbsp;&nbsp; 1182639 |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/15/35 | 850 | &nbsp;&nbsp; 850577 |
| Cincinnati Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.92%, 05/15/28 | 256 | &nbsp;&nbsp; 272056 |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/01/34 | 200 | &nbsp;&nbsp; 214096 |
| CNA Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 08/15/27 | 266 | &nbsp;&nbsp; 263581 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/01/29 | 413 | &nbsp;&nbsp; 410321 |
| &nbsp;&nbsp;&nbsp; 2.05%, 08/15/30 | 266 | &nbsp;&nbsp; 240709 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/33 | 400 | &nbsp;&nbsp; 414762 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/34 | 397 | &nbsp;&nbsp; 399218 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/15/35 | 400 | &nbsp;&nbsp; 400981 |
| CNO Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/30/29<sup>(a)</sup> | 300 | &nbsp;&nbsp; 305275 |
| &nbsp;&nbsp;&nbsp; 6.45%, 06/15/34 | 450 | &nbsp;&nbsp; 475678 |
| Corebridge Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 04/05/27 | 891 | &nbsp;&nbsp; 887103 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/05/29 | 925 | &nbsp;&nbsp; 915119 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/05/32 | 1075 | &nbsp;&nbsp; 1023239 |
| &nbsp;&nbsp;&nbsp; 6.05%, 09/15/33 | 350 | &nbsp;&nbsp; 374069 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/34 | 650 | &nbsp;&nbsp; 678910 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| Corebridge Financial, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 3.85%), 6.88%, 12/15/52<sup>(b)</sup> | $650 | &nbsp;&nbsp; $667191 |
| Enstar Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/29 | 300 | &nbsp;&nbsp; 303349 |
| &nbsp;&nbsp;&nbsp; 3.10%, 09/01/31 | 373 | &nbsp;&nbsp; 334666 |
| Equitable Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/20/28 | 885 | &nbsp;&nbsp; 889982 |
| &nbsp;&nbsp;&nbsp; 5.59%, 01/11/33<sup>(a)</sup> | 484 | &nbsp;&nbsp; 504895 |
| Essent Group Ltd., 6.25%, 07/01/29 | 225 | &nbsp;&nbsp; 235336 |
| F&G Annuities & Life, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.40%, 01/13/28 | 300 | &nbsp;&nbsp; 313355 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/04/29 | 350 | &nbsp;&nbsp; 363746 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/04/34<sup>(a)</sup> | 350 | &nbsp;&nbsp; 352942 |
| Fairfax Financial Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/17/28 | 300 | &nbsp;&nbsp; 304208 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/29/30 | 429 | &nbsp;&nbsp; 431551 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/03/31 | 300 | &nbsp;&nbsp; 283527 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/16/32 | 500 | &nbsp;&nbsp; 521940 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/07/33 | 450 | &nbsp;&nbsp; 477116 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/20/35 | 300 | &nbsp;&nbsp; 312089 |
| Fidelity National Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/28 | 256 | &nbsp;&nbsp; 257847 |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/15/30 | 355 | &nbsp;&nbsp; 338630 |
| &nbsp;&nbsp;&nbsp; 2.45%, 03/15/31 | 428 | &nbsp;&nbsp; 383058 |
| First American Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/15/30<sup>(a)</sup> | 430 | &nbsp;&nbsp; 416651 |
| &nbsp;&nbsp;&nbsp; 2.40%, 08/15/31 | 442 | &nbsp;&nbsp; 386964 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/30/34 | 225 | &nbsp;&nbsp; 226123 |
| Globe Life, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/15/28<sup>(a)</sup> | 350 | &nbsp;&nbsp; 353584 |
| &nbsp;&nbsp;&nbsp; 2.15%, 08/15/30 | 279 | &nbsp;&nbsp; 253077 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/32 | 260 | &nbsp;&nbsp; 261794 |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/15/34 | 175 | &nbsp;&nbsp; 183614 |
| Hanover Insurance Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/30 | 213 | &nbsp;&nbsp; 194547 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/35 | 350 | &nbsp;&nbsp; 354625 |
| Hartford Insurance Group, Inc., 2.80%, 08/19/29 | 413 | &nbsp;&nbsp; 396299 |
| Horace Mann Educators Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 09/15/28 | 50 | &nbsp;&nbsp; 53492 |
| &nbsp;&nbsp;&nbsp; 4.70%, 10/01/30 | 275 | &nbsp;&nbsp; 274008 |
| Jackson Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.17%, 06/08/27 | 200 | &nbsp;&nbsp; 202658 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/23/31<sup>(a)</sup> | 379 | &nbsp;&nbsp; 344786 |
| &nbsp;&nbsp;&nbsp; 5.67%, 06/08/32 | 190 | &nbsp;&nbsp; 196570 |
| Kemper Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 09/30/30<sup>(a)</sup> | 250 | &nbsp;&nbsp; 223339 |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/23/32 | 326 | &nbsp;&nbsp; 302238 |
| Lincoln National Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/01/28 | 275 | &nbsp;&nbsp; 273518 |
| &nbsp;&nbsp;&nbsp; 3.05%, 01/15/30<sup>(a)</sup> | 254 | &nbsp;&nbsp; 242065 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/15/31 | 376 | &nbsp;&nbsp; 356878 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/01/32 | 200 | &nbsp;&nbsp; 184958 |
| &nbsp;&nbsp;&nbsp; 5.85%, 03/15/34 | 225 | &nbsp;&nbsp; 234767 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/35 | 350 | &nbsp;&nbsp; 349972 |
| Loews Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/15/30<sup>(a)</sup> | 349 | &nbsp;&nbsp; 334581 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/35 | 100 | &nbsp;&nbsp; 107524 |
| Manulife Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.48%, 05/19/27 | 179 | &nbsp;&nbsp; 175907 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/16/32 | 573 | &nbsp;&nbsp; 548562 |
| &nbsp;&nbsp;&nbsp; 4.99%, 12/11/35 | 625 | &nbsp;&nbsp; 623938 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5-year USD SOFR ICE Swap + 1.65%), 4.06%, <br> 02/24/32<sup>(b)</sup><br>| 413 | &nbsp;&nbsp; 412105 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| Markel Group, Inc., 3.35%, 09/17/29 | $393 | &nbsp;&nbsp; $380623 |
| Marsh & McLennan Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/08/27 | 525 | &nbsp;&nbsp; 531035 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/29 | 1071 | &nbsp;&nbsp; 1081438 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/30 | 700 | &nbsp;&nbsp; 712648 |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/15/30 | 560 | &nbsp;&nbsp; 510967 |
| &nbsp;&nbsp;&nbsp; 4.85%, 11/15/31 | 600 | &nbsp;&nbsp; 614318 |
| &nbsp;&nbsp;&nbsp; 2.38%, 12/15/31 | 250 | &nbsp;&nbsp; 224439 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/01/32 | 374 | &nbsp;&nbsp; 399244 |
| &nbsp;&nbsp;&nbsp; 5.88%, 08/01/33 | 300 | &nbsp;&nbsp; 324969 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/15/33 | 400 | &nbsp;&nbsp; 418264 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/34 | 200 | &nbsp;&nbsp; 205731 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/35 | 1215 | &nbsp;&nbsp; 1226233 |
| Mercury General Corp., 4.40%, 03/15/27 | 50 | &nbsp;&nbsp; 49990 |
| MetLife, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/23/30<sup>(a)</sup> | 629 | &nbsp;&nbsp; 640934 |
| &nbsp;&nbsp;&nbsp; 6.50%, 12/15/32 | 400 | &nbsp;&nbsp; 446326 |
| &nbsp;&nbsp;&nbsp; 5.38%, 07/15/33 | 512 | &nbsp;&nbsp; 537128 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/15/34 | 652 | &nbsp;&nbsp; 724136 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/15/34<sup>(a)</sup> | 594 | &nbsp;&nbsp; 615568 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/15/35 | 666 | &nbsp;&nbsp; 708848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series G, (5-year CMT + 2.08%), 6.35%, <br> 03/15/55<sup>(b)</sup><br>| 570 | &nbsp;&nbsp; 597878 |
| NMI Holdings, Inc., 6.00%, 08/15/29 | 275 | &nbsp;&nbsp; 285126 |
| Old Republic International Corp., 5.75%, 03/28/34 | 200 | &nbsp;&nbsp; 207457 |
| PartnerRe Finance B LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 07/02/29 | 268 | &nbsp;&nbsp; 262130 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 3.82%), 4.50%, 10/01/50<sup>(b)</sup> | 354 | &nbsp;&nbsp; 335447 |
| Primerica, Inc., 2.80%, 11/19/31 | 424 | &nbsp;&nbsp; 385484 |
| Principal Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 05/15/29 | 289 | &nbsp;&nbsp; 285059 |
| &nbsp;&nbsp;&nbsp; 2.13%, 06/15/30 | 429 | &nbsp;&nbsp; 391144 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/15/33 | 200 | &nbsp;&nbsp; 207314 |
| Progressive Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/15/27 | 346 | &nbsp;&nbsp; 341069 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/29 | 481 | &nbsp;&nbsp; 481941 |
| &nbsp;&nbsp;&nbsp; 6.63%, 03/01/29 | 257 | &nbsp;&nbsp; 276388 |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/26/30 | 350 | &nbsp;&nbsp; 338124 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/15/32 | 246 | &nbsp;&nbsp; 226740 |
| &nbsp;&nbsp;&nbsp; 6.25%, 12/01/32 | 186 | &nbsp;&nbsp; 204751 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/33 | 410 | &nbsp;&nbsp; 419112 |
| Prudential Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/27/28 | 377 | &nbsp;&nbsp; 377439 |
| &nbsp;&nbsp;&nbsp; 2.10%, 03/10/30<sup>(a)</sup> | 453 | &nbsp;&nbsp; 420544 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/33 | 250 | &nbsp;&nbsp; 268949 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/14/35 | 625 | &nbsp;&nbsp; 637549 |
| &nbsp;&nbsp;&nbsp; (3-mo. SOFR US + 2.64%), 4.50%, 09/15/47<sup>(b)</sup> | 450 | &nbsp;&nbsp; 444551 |
| &nbsp;&nbsp;&nbsp; (3-mo. SOFR US + 2.93%), 5.70%, 09/15/48<sup>(b)</sup> | 829 | &nbsp;&nbsp; 838000 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.85%), 6.75%, 03/01/53<sup>(b)</sup> | 700 | &nbsp;&nbsp; 747704 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 3.04%), 3.70%, 10/01/50<sup>(b)</sup> | 643 | &nbsp;&nbsp; 599579 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 3.16%), 5.13%, 03/01/52<sup>(b)</sup> | 713 | &nbsp;&nbsp; 704394 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 3.23%), 6.00%, 09/01/52<sup>(b)</sup> | 666 | &nbsp;&nbsp; 687854 |
| Prudential Funding Asia PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 04/14/30 | 823 | &nbsp;&nbsp; 788031 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/24/32<sup>(a)</sup> | 273 | &nbsp;&nbsp; 260968 |
| Reinsurance Group of America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/15/29<sup>(a)</sup> | 593 | &nbsp;&nbsp; 588247 |
| &nbsp;&nbsp;&nbsp; 3.15%, 06/15/30 | 550 | &nbsp;&nbsp; 521249 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/15/33 | 200 | &nbsp;&nbsp; 212715 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/15/34 | 450 | &nbsp;&nbsp; 468017 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.39%), 6.65%, 09/15/55<sup>(b)</sup> | 400 | &nbsp;&nbsp; 412572 |
| RenaissanceRe Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/15/29 | 300 | &nbsp;&nbsp; 294023 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| RenaissanceRe Holdings Ltd. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/05/33 | 490 | &nbsp;&nbsp; $511750 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/35 | 275 | &nbsp;&nbsp; 286508 |
| Selective Insurance Group, Inc., 5.90%, 04/15/35 | 200 | &nbsp;&nbsp; 209090 |
| SiriusPoint Ltd., 7.00%, 04/05/29 | 200 | &nbsp;&nbsp; 211790 |
| Stewart Information Services Corp., 3.60%, 11/15/31 | 280 | &nbsp;&nbsp; 252802 |
| Travelers Cos., Inc., 5.05%, 07/24/35<sup>(a)</sup> | 320 | &nbsp;&nbsp; 324022 |
| Travelers Property Casualty Corp., 6.38%, 03/15/33 | 250 | &nbsp;&nbsp; 280092 |
| Unum Group |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/15/29 | 179 | &nbsp;&nbsp; 177293 |
| &nbsp;&nbsp;&nbsp; 5.25%, 12/15/35 | 150 | &nbsp;&nbsp; 148724 |
| Willis North America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 06/15/27 | 631 | &nbsp;&nbsp; 635988 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/28 | 505 | &nbsp;&nbsp; 509113 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/15/29 | 450 | &nbsp;&nbsp; 429728 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/15/31<sup>(a)</sup> | 375 | &nbsp;&nbsp; 374587 |
| &nbsp;&nbsp;&nbsp; 5.35%, 05/15/33 | 460 | &nbsp;&nbsp; 472806 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/36 | 225 | &nbsp;&nbsp; 224254 |
|  |  | &nbsp;&nbsp; 84040289 |
| **Interactive Media & Services — 0.9%** | **Interactive Media & Services — 0.9%** | **Interactive Media & Services — 0.9%** |
| Alphabet, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.80%, 08/15/27 | 261 | &nbsp;&nbsp; 250524 |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/15/28 | 235 | &nbsp;&nbsp; 236035 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/15/30 | 645 | &nbsp;&nbsp; 645222 |
| &nbsp;&nbsp;&nbsp; 1.10%, 08/15/30 | 1426 | &nbsp;&nbsp; 1257890 |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/15/30 | 1600 | &nbsp;&nbsp; 1601820 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/32 | 810 | &nbsp;&nbsp; 812211 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/35 | 975 | &nbsp;&nbsp; 965676 |
| &nbsp;&nbsp;&nbsp; 4.70%, 11/15/35 | 2175 | &nbsp;&nbsp; 2164216 |
| Baidu, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 07/06/27 | 200 | &nbsp;&nbsp; 199070 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/29/28 | 350 | &nbsp;&nbsp; 352534 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/14/28 | 200 | &nbsp;&nbsp; 204284 |
| &nbsp;&nbsp;&nbsp; 3.43%, 04/07/30<sup>(a)</sup> | 300 | &nbsp;&nbsp; 290939 |
| &nbsp;&nbsp;&nbsp; 2.38%, 10/09/30<sup>(a)</sup> | 200 | &nbsp;&nbsp; 184478 |
| &nbsp;&nbsp;&nbsp; 2.38%, 08/23/31<sup>(a)</sup> | 350 | &nbsp;&nbsp; 317290 |
| Meta Platforms, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/15/27 | 1874 | &nbsp;&nbsp; 1870946 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/28 | 840 | &nbsp;&nbsp; 855289 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/15/29 | 620 | &nbsp;&nbsp; 626874 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/30 | 602 | &nbsp;&nbsp; 618296 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/15/30 | 2550 | &nbsp;&nbsp; 2545097 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/15/31 | 625 | &nbsp;&nbsp; 633170 |
| &nbsp;&nbsp;&nbsp; 3.85%, 08/15/32 | 1806 | &nbsp;&nbsp; 1744999 |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/15/32 | 2550 | &nbsp;&nbsp; 2554794 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/33 | 1040 | &nbsp;&nbsp; 1059165 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/15/34<sup>(a)</sup> | 1633 | &nbsp;&nbsp; 1629904 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/35 | 4115 | &nbsp;&nbsp; 4065977 |
| Netflix, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/15/28 | 914 | &nbsp;&nbsp; 932694 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/28 | 1300 | &nbsp;&nbsp; 1363720 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/15/29 | 500 | &nbsp;&nbsp; 534708 |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/15/34<sup>(a)</sup> | 858 | &nbsp;&nbsp; 871166 |
| &nbsp;&nbsp;&nbsp; Tencent Music Entertainment Group, 2.00%, <br> 09/03/30<br>| 250 | &nbsp;&nbsp; 226575 |
| Weibo Corp., 3.38%, 07/08/30 | 300 | &nbsp;&nbsp; 285362 |
|  |  | &nbsp;&nbsp; 31900925 |
| **Internet Software & Services — 1.0%** | **Internet Software & Services — 1.0%** | **Internet Software & Services — 1.0%** |
| Alibaba Group Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 12/06/27<sup>(a)</sup> | 1628 | &nbsp;&nbsp; 1613815 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/26/30<sup>(a)</sup> | 400 | &nbsp;&nbsp; 410900 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Internet Software & Services (continued)** | **Internet Software & Services (continued)** | **Internet Software & Services (continued)** |
| Alibaba Group Holding Ltd. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 02/09/31 | 900 | &nbsp;&nbsp; $817384 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/28/34 | 400 | &nbsp;&nbsp; 393569 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/26/35<sup>(a)</sup> | 700 | &nbsp;&nbsp; 725222 |
| Amazon.com, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/13/27 | 884 | &nbsp;&nbsp; 880587 |
| &nbsp;&nbsp;&nbsp; 1.20%, 06/03/27 | 965 | &nbsp;&nbsp; 935917 |
| &nbsp;&nbsp;&nbsp; 3.15%, 08/22/27 | 2057 | &nbsp;&nbsp; 2042838 |
| &nbsp;&nbsp;&nbsp; 4.55%, 12/01/27 | 1464 | &nbsp;&nbsp; 1488448 |
| &nbsp;&nbsp;&nbsp; 1.65%, 05/12/28 | 1443 | &nbsp;&nbsp; 1379544 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/20/28 | 1510 | &nbsp;&nbsp; 1515224 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/13/29 | 1002 | &nbsp;&nbsp; 991667 |
| &nbsp;&nbsp;&nbsp; 4.65%, 12/01/29 | 898 | &nbsp;&nbsp; 921398 |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/03/30 | 1165 | &nbsp;&nbsp; 1049515 |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/20/30 | 1600 | &nbsp;&nbsp; 1600502 |
| &nbsp;&nbsp;&nbsp; 2.10%, 05/12/31 | 1797 | &nbsp;&nbsp; 1621546 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/13/32 | 1576 | &nbsp;&nbsp; 1524673 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/01/32 | 1450 | &nbsp;&nbsp; 1487808 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/20/33 | 930 | &nbsp;&nbsp; 924685 |
| &nbsp;&nbsp;&nbsp; 4.80%, 12/05/34<sup>(a)</sup> | 690 | &nbsp;&nbsp; 707189 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/20/35 | 2250 | &nbsp;&nbsp; 2227251 |
| AppLovin Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 12/01/29 | 750 | &nbsp;&nbsp; 769251 |
| &nbsp;&nbsp;&nbsp; 5.38%, 12/01/31 | 490 | &nbsp;&nbsp; 506445 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/34 | 625 | &nbsp;&nbsp; 640341 |
| Booking Holdings, Inc., 3.55%, 03/15/28 | 350 | &nbsp;&nbsp; 347049 |
| eBay, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/05/27 | 613 | &nbsp;&nbsp; 609951 |
| &nbsp;&nbsp;&nbsp; 5.95%, 11/22/27 | 200 | &nbsp;&nbsp; 206596 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/06/29 | 200 | &nbsp;&nbsp; 200804 |
| &nbsp;&nbsp;&nbsp; 2.70%, 03/11/30 | 685 | &nbsp;&nbsp; 644122 |
| &nbsp;&nbsp;&nbsp; 2.60%, 05/10/31 | 518 | &nbsp;&nbsp; 473082 |
| &nbsp;&nbsp;&nbsp; 6.30%, 11/22/32 | 278 | &nbsp;&nbsp; 304062 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/06/35<sup>(a)</sup> | 275 | &nbsp;&nbsp; 274772 |
| Expedia Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/01/27 | 500 | &nbsp;&nbsp; 503636 |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/15/28<sup>(a)</sup> | 620 | &nbsp;&nbsp; 616818 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/15/30 | 883 | &nbsp;&nbsp; 847461 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/15/31 | 352 | &nbsp;&nbsp; 327591 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/15/35 | 650 | &nbsp;&nbsp; 664714 |
| JD.com, Inc., 3.38%, 01/14/30<sup>(a)</sup> | 478 | &nbsp;&nbsp; 464469 |
| MercadoLibre, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 01/14/31 | 350 | &nbsp;&nbsp; 323729 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/15/33 | 450 | &nbsp;&nbsp; 445005 |
| Uber Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/15/30 | 696 | &nbsp;&nbsp; 698185 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/15/31 | 650 | &nbsp;&nbsp; 644605 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/15/34 | 858 | &nbsp;&nbsp; 852848 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/15/35 | 750 | &nbsp;&nbsp; 741387 |
| VeriSign, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/27 | 279 | &nbsp;&nbsp; 279128 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/15/31 | 394 | &nbsp;&nbsp; 358168 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/32 | 364 | &nbsp;&nbsp; 373341 |
|  |  | &nbsp;&nbsp; 38377242 |
| **IT Services — 1.1%** | **IT Services — 1.1%** | **IT Services — 1.1%** |
| Accenture Capital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 10/04/27 | 727 | &nbsp;&nbsp; 730042 |
| &nbsp;&nbsp;&nbsp; 4.05%, 10/04/29 | 775 | &nbsp;&nbsp; 777390 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/04/31 | 775 | &nbsp;&nbsp; 774925 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/04/34 | 1004 | &nbsp;&nbsp; 986520 |
| Amdocs Ltd., 2.54%, 06/15/30 | 400 | &nbsp;&nbsp; 367497 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **IT Services (continued)** | **IT Services (continued)** | **IT Services (continued)** |
| Booz Allen Hamilton, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/04/33 | $330 | &nbsp;&nbsp; $343219 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/15/35<sup>(a)</sup> | 425 | &nbsp;&nbsp; 436950 |
| Broadridge Financial Solutions, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/01/29 | 413 | &nbsp;&nbsp; 392607 |
| &nbsp;&nbsp;&nbsp; 2.60%, 05/01/31 | 681 | &nbsp;&nbsp; 618475 |
| CGI, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/14/30 | 225 | &nbsp;&nbsp; 227893 |
| &nbsp;&nbsp;&nbsp; 2.30%, 09/14/31 | 213 | &nbsp;&nbsp; 188550 |
| DXC Technology Co., 2.38%, 09/15/28<sup>(a)</sup> | 329 | &nbsp;&nbsp; 313606 |
| Fidelity National Information Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 03/01/28<sup>(a)</sup> | 462 | &nbsp;&nbsp; 439732 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/21/29 | 234 | &nbsp;&nbsp; 229657 |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/01/31<sup>(a)</sup> | 388 | &nbsp;&nbsp; 347093 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/15/32<sup>(a)</sup> | 628 | &nbsp;&nbsp; 640329 |
| Fiserv, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/27 | 599 | &nbsp;&nbsp; 605551 |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/01/27 | 599 | &nbsp;&nbsp; 584922 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/02/28 | 664 | &nbsp;&nbsp; 680549 |
| &nbsp;&nbsp;&nbsp; 5.38%, 08/21/28 | 594 | &nbsp;&nbsp; 609888 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/01/28 | 629 | &nbsp;&nbsp; 628482 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/29 | 1542 | &nbsp;&nbsp; 1498358 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/30<sup>(a)</sup> | 325 | &nbsp;&nbsp; 326806 |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/01/30 | 499 | &nbsp;&nbsp; 460887 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/15/31 | 1005 | &nbsp;&nbsp; 998708 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/31 | 275 | &nbsp;&nbsp; 282182 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/02/33 | 630 | &nbsp;&nbsp; 648000 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/21/33 | 724 | &nbsp;&nbsp; 744073 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/34 | 525 | &nbsp;&nbsp; 530484 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/12/34 | 585 | &nbsp;&nbsp; 578432 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/11/35<sup>(a)</sup> | 600 | &nbsp;&nbsp; 595189 |
| Fortinet, Inc., 2.20%, 03/15/31 | 183 | &nbsp;&nbsp; 164180 |
| Gartner, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/20/31 | 100 | &nbsp;&nbsp; 100374 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/20/35 | 375 | &nbsp;&nbsp; 373981 |
| &nbsp;&nbsp;&nbsp; Genpact Luxembourg SARL/Genpact USA, Inc., <br> 6.00%, 06/04/29<br>| 250 | &nbsp;&nbsp; 262027 |
| &nbsp;&nbsp;&nbsp; Genpact U.K. Finco PLC/Genpact USA, Inc., 4.95%, <br> 11/18/30<br>| 175 | &nbsp;&nbsp; 175335 |
| IBM International Capital Pte. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/05/27 | 400 | &nbsp;&nbsp; 402694 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/05/29 | 400 | &nbsp;&nbsp; 406444 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/05/31<sup>(a)</sup> | 300 | &nbsp;&nbsp; 305237 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/05/34 | 600 | &nbsp;&nbsp; 602195 |
| International Business Machines Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 02/09/27 | 200 | &nbsp;&nbsp; 196837 |
| &nbsp;&nbsp;&nbsp; 1.70%, 05/15/27 | 381 | &nbsp;&nbsp; 370957 |
| &nbsp;&nbsp;&nbsp; 4.15%, 07/27/27 | 400 | &nbsp;&nbsp; 401927 |
| &nbsp;&nbsp;&nbsp; 6.22%, 08/01/27 | 250 | &nbsp;&nbsp; 258658 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/06/28 | 600 | &nbsp;&nbsp; 607511 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/10/28 | 700 | &nbsp;&nbsp; 710500 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/15/29 | 1919 | &nbsp;&nbsp; 1887517 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/10/30 | 800 | &nbsp;&nbsp; 817699 |
| &nbsp;&nbsp;&nbsp; 1.95%, 05/15/30 | 759 | &nbsp;&nbsp; 692157 |
| &nbsp;&nbsp;&nbsp; 2.72%, 02/09/32<sup>(a)</sup> | 250 | &nbsp;&nbsp; 227122 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/10/32<sup>(a)</sup> | 500 | &nbsp;&nbsp; 513304 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/27/32 | 450 | &nbsp;&nbsp; 448542 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/29/32 | 214 | &nbsp;&nbsp; 230906 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/06/33 | 500 | &nbsp;&nbsp; 506021 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/10/35<sup>(a)</sup> | 600 | &nbsp;&nbsp; 612837 |
| Kyndryl Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 10/15/28 | 200 | &nbsp;&nbsp; 192197 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **IT Services (continued)** | **IT Services (continued)** | **IT Services (continued)** |
| Kyndryl Holdings, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 10/15/31 | 470 | &nbsp;&nbsp; $428208 |
| &nbsp;&nbsp;&nbsp; 6.35%, 02/20/34<sup>(a)</sup> | 260 | &nbsp;&nbsp; 272840 |
| Leidos, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/30 | 500 | &nbsp;&nbsp; 499407 |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/15/31 | 620 | &nbsp;&nbsp; 558371 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/32 | 320 | &nbsp;&nbsp; 332157 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/33 | 350 | &nbsp;&nbsp; 369360 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/35 | 350 | &nbsp;&nbsp; 363166 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/26/30 | 1900 | &nbsp;&nbsp; 1854453 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/26/32 | 1510 | &nbsp;&nbsp; 1461491 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/26/35<sup>(a)</sup> | 2555 | &nbsp;&nbsp; 2435184 |
| Paychex, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/15/30 | 908 | &nbsp;&nbsp; 933277 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/15/32 | 900 | &nbsp;&nbsp; 930160 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/15/35 | 735 | &nbsp;&nbsp; 761864 |
|  |  | &nbsp;&nbsp; 40254093 |
| **Leisure Products — 0.1%** | **Leisure Products — 0.1%** | **Leisure Products — 0.1%** |
| Brunswick Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 08/18/31 | 344 | &nbsp;&nbsp; 303287 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/15/32<sup>(a)</sup> | 265 | &nbsp;&nbsp; 255595 |
| Brunswick Corp./DE, 5.85%, 03/18/29<sup>(a)</sup> | 250 | &nbsp;&nbsp; 260164 |
| Hasbro, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/15/27 | 363 | &nbsp;&nbsp; 360176 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/19/29 | 503 | &nbsp;&nbsp; 496138 |
| &nbsp;&nbsp;&nbsp; 6.05%, 05/14/34 | 275 | &nbsp;&nbsp; 291946 |
| Mattel, Inc., 5.00%, 11/17/30 | 350 | &nbsp;&nbsp; 353322 |
| Polaris, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.95%, 03/15/29 | 254 | &nbsp;&nbsp; 270013 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/01/31 | 300 | &nbsp;&nbsp; 304628 |
| Royal Caribbean Cruises Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/28 | 450 | &nbsp;&nbsp; 445758 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/15/36 | 925 | &nbsp;&nbsp; 926379 |
|  |  | &nbsp;&nbsp; 4267406 |
| **Machinery — 1.2%** | **Machinery — 1.2%** | **Machinery — 1.2%** |
| AGCO Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/21/27 | 300 | &nbsp;&nbsp; 304059 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/21/34<sup>(a)</sup> | 400 | &nbsp;&nbsp; 417339 |
| Caterpillar Financial Services Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/14/27 | 199 | &nbsp;&nbsp; 202245 |
| &nbsp;&nbsp;&nbsp; 3.60%, 08/12/27<sup>(a)</sup> | 400 | &nbsp;&nbsp; 399552 |
| &nbsp;&nbsp;&nbsp; 1.10%, 09/14/27 | 600 | &nbsp;&nbsp; 576009 |
| &nbsp;&nbsp;&nbsp; 4.40%, 10/15/27 | 550 | &nbsp;&nbsp; 556482 |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/15/27 | 634 | &nbsp;&nbsp; 644130 |
| &nbsp;&nbsp;&nbsp; 3.70%, 01/10/28<sup>(a)</sup> | 225 | &nbsp;&nbsp; 224979 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/03/28 | 225 | &nbsp;&nbsp; 227725 |
| &nbsp;&nbsp;&nbsp; 3.95%, 11/14/28 | 650 | &nbsp;&nbsp; 652139 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/27/29 | 390 | &nbsp;&nbsp; 400777 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/16/29 | 450 | &nbsp;&nbsp; 456670 |
| &nbsp;&nbsp;&nbsp; 4.70%, 11/15/29 | 675 | &nbsp;&nbsp; 692251 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/08/30<sup>(a)</sup> | 175 | &nbsp;&nbsp; 180697 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/08/31 | 225 | &nbsp;&nbsp; 224872 |
| &nbsp;&nbsp;&nbsp; Series K, 4.10%, 08/15/28 | 525 | &nbsp;&nbsp; 528816 |
| Caterpillar, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 09/19/29<sup>(a)</sup> | 298 | &nbsp;&nbsp; 284860 |
| &nbsp;&nbsp;&nbsp; 2.60%, 04/09/30<sup>(a)</sup> | 499 | &nbsp;&nbsp; 472146 |
| &nbsp;&nbsp;&nbsp; 1.90%, 03/12/31 | 339 | &nbsp;&nbsp; 305628 |
| &nbsp;&nbsp;&nbsp; 5.20%, 05/15/35 | 1025 | &nbsp;&nbsp; 1060668 |
| &nbsp;&nbsp;&nbsp; 5.30%, 09/15/35<sup>(a)</sup> | 100 | &nbsp;&nbsp; 104678 |
| CNH Industrial Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/08/27 | 343 | &nbsp;&nbsp; 345292 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Machinery (continued)** | **Machinery (continued)** | **Machinery (continued)** |
| CNH Industrial Capital LLC (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/21/28 | $205 | &nbsp;&nbsp; $207378 |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/10/28 | 600 | &nbsp;&nbsp; 604954 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/12/29<sup>(a)</sup> | 200 | &nbsp;&nbsp; 207019 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/20/29 | 275 | &nbsp;&nbsp; 281829 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/16/30 | 250 | &nbsp;&nbsp; 250152 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/07/31 | 150 | &nbsp;&nbsp; 148749 |
| CNH Industrial NV, 3.85%, 11/15/27 | 350 | &nbsp;&nbsp; 348729 |
| Deere & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 10/16/29 | 308 | &nbsp;&nbsp; 323252 |
| &nbsp;&nbsp;&nbsp; 3.10%, 04/15/30 | 513 | &nbsp;&nbsp; 494050 |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/16/35 | 961 | &nbsp;&nbsp; 1010263 |
| Deere Funding Canada Corp., 4.15%, 10/09/30 | 225 | &nbsp;&nbsp; 224496 |
| Dover Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 11/04/29 | 210 | &nbsp;&nbsp; 201261 |
| &nbsp;&nbsp;&nbsp; 5.38%, 10/15/35<sup>(a)</sup> | 150 | &nbsp;&nbsp; 156707 |
| Flowserve Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/01/30 | 250 | &nbsp;&nbsp; 238832 |
| &nbsp;&nbsp;&nbsp; 2.80%, 01/15/32 | 280 | &nbsp;&nbsp; 251288 |
| IDEX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/01/29 | 250 | &nbsp;&nbsp; 255252 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/30 | 400 | &nbsp;&nbsp; 378726 |
| &nbsp;&nbsp;&nbsp; 2.63%, 06/15/31 | 399 | &nbsp;&nbsp; 364046 |
| Ingersoll Rand, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/15/27 | 586 | &nbsp;&nbsp; 595206 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/14/28 | 374 | &nbsp;&nbsp; 386577 |
| &nbsp;&nbsp;&nbsp; 5.18%, 06/15/29<sup>(a)</sup> | 461 | &nbsp;&nbsp; 476631 |
| &nbsp;&nbsp;&nbsp; 5.31%, 06/15/31 | 374 | &nbsp;&nbsp; 389690 |
| &nbsp;&nbsp;&nbsp; 5.70%, 08/14/33<sup>(a)</sup> | 390 | &nbsp;&nbsp; 411824 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/15/34 | 627 | &nbsp;&nbsp; 649704 |
| John Deere Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/05/27 | 125 | &nbsp;&nbsp; 126529 |
| &nbsp;&nbsp;&nbsp; 2.35%, 03/08/27 | 307 | &nbsp;&nbsp; 302626 |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/09/27 | 341 | &nbsp;&nbsp; 334096 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/11/27<sup>(a)</sup> | 400 | &nbsp;&nbsp; 406646 |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/15/27<sup>(a)</sup> | 496 | &nbsp;&nbsp; 499813 |
| &nbsp;&nbsp;&nbsp; 2.80%, 09/08/27 | 307 | &nbsp;&nbsp; 302766 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/15/27 | 950 | &nbsp;&nbsp; 956802 |
| &nbsp;&nbsp;&nbsp; 3.05%, 01/06/28<sup>(a)</sup> | 125 | &nbsp;&nbsp; 123548 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/07/28 | 225 | &nbsp;&nbsp; 228994 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/20/28<sup>(a)</sup> | 600 | &nbsp;&nbsp; 612354 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/03/28 | 350 | &nbsp;&nbsp; 358249 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/06/28 | 163 | &nbsp;&nbsp; 155739 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/14/28 | 1128 | &nbsp;&nbsp; 1159023 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/16/29 | 506 | &nbsp;&nbsp; 515072 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/07/29 | 369 | &nbsp;&nbsp; 364139 |
| &nbsp;&nbsp;&nbsp; 3.35%, 04/18/29 | 379 | &nbsp;&nbsp; 372632 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/11/29 | 565 | &nbsp;&nbsp; 580896 |
| &nbsp;&nbsp;&nbsp; 2.80%, 07/18/29 | 520 | &nbsp;&nbsp; 501223 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/11/29 | 500 | &nbsp;&nbsp; 516657 |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/09/30<sup>(a)</sup> | 225 | &nbsp;&nbsp; 213149 |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/10/30<sup>(a)</sup> | 615 | &nbsp;&nbsp; 630297 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/15/30 | 600 | &nbsp;&nbsp; 606014 |
| &nbsp;&nbsp;&nbsp; 1.45%, 01/15/31 | 145 | &nbsp;&nbsp; 128019 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/07/31 | 580 | &nbsp;&nbsp; 597924 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/17/31 | 259 | &nbsp;&nbsp; 231431 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/08/31<sup>(a)</sup> | 668 | &nbsp;&nbsp; 673858 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/07/32 | 341 | &nbsp;&nbsp; 334040 |
| &nbsp;&nbsp;&nbsp; 4.35%, 09/15/32 | 450 | &nbsp;&nbsp; 450895 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/11/34 | 625 | &nbsp;&nbsp; 643728 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/12/34 | 600 | &nbsp;&nbsp; 616751 |
| &nbsp;&nbsp;&nbsp; Series I, 4.25%, 06/05/28 | 425 | &nbsp;&nbsp; 430025 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Machinery (continued)** | **Machinery (continued)** | **Machinery (continued)** |
| John Deere Capital Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Series I, 4.55%, 06/05/30 | 425 | &nbsp;&nbsp; $432220 |
| &nbsp;&nbsp;&nbsp; Series I, 5.15%, 09/08/33 | 679 | &nbsp;&nbsp; 709564 |
| Kennametal, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/15/28 | 200 | &nbsp;&nbsp; 201711 |
| &nbsp;&nbsp;&nbsp; 2.80%, 03/01/31 | 200 | &nbsp;&nbsp; 183862 |
| Nordson Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 09/15/28 | 85 | &nbsp;&nbsp; 87980 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/15/29 | 375 | &nbsp;&nbsp; 377512 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/15/33 | 275 | &nbsp;&nbsp; 290591 |
| nVent Finance SARL |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/15/28 | 354 | &nbsp;&nbsp; 355884 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/15/31 | 220 | &nbsp;&nbsp; 197420 |
| &nbsp;&nbsp;&nbsp; 5.65%, 05/15/33 | 274 | &nbsp;&nbsp; 285752 |
| Oshkosh Corp., 3.10%, 03/01/30 | 250 | &nbsp;&nbsp; 238610 |
| Otis Worldwide Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.29%, 04/05/27 | 340 | &nbsp;&nbsp; 333651 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/16/28 | 410 | &nbsp;&nbsp; 422094 |
| &nbsp;&nbsp;&nbsp; 2.57%, 02/15/30 | 977 | &nbsp;&nbsp; 915412 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/19/31<sup>(a)</sup> | 437 | &nbsp;&nbsp; 452567 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/04/35 | 335 | &nbsp;&nbsp; 339213 |
| Regal Rexnord Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.05%, 04/15/28 | 800 | &nbsp;&nbsp; 829165 |
| &nbsp;&nbsp;&nbsp; 6.30%, 02/15/30 | 700 | &nbsp;&nbsp; 742240 |
| &nbsp;&nbsp;&nbsp; 6.40%, 04/15/33 | 900 | &nbsp;&nbsp; 961601 |
| Rockwell Automation, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/29 | 288 | &nbsp;&nbsp; 283881 |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/15/31 | 159 | &nbsp;&nbsp; 139508 |
| Stanley Black & Decker, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/06/28<sup>(a)</sup> | 244 | &nbsp;&nbsp; 253019 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/15/28 | 179 | &nbsp;&nbsp; 179451 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/15/30<sup>(a)</sup> | 579 | &nbsp;&nbsp; 532674 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/32<sup>(a)</sup> | 258 | &nbsp;&nbsp; 234401 |
| Westinghouse Air Brake Technologies Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/15/28 | 871 | &nbsp;&nbsp; 882795 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/29/30 | 300 | &nbsp;&nbsp; 306271 |
| &nbsp;&nbsp;&nbsp; 5.61%, 03/11/34 | 412 | &nbsp;&nbsp; 431046 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/29/35 | 300 | &nbsp;&nbsp; 311179 |
| Xylem, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 01/30/28 | 250 | &nbsp;&nbsp; 240994 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/30/31<sup>(a)</sup> | 350 | &nbsp;&nbsp; 317043 |
|  |  | &nbsp;&nbsp; 44561875 |
| **Media — 1.1%** | **Media — 1.1%** | **Media — 1.1%** |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter <br> Communications Operating Capital<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/28 | 599 | &nbsp;&nbsp; 591265 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/28<sup>(a)</sup> | 810 | &nbsp;&nbsp; 806952 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/15/29 | 849 | &nbsp;&nbsp; 797397 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/30/29 | 829 | &nbsp;&nbsp; 838114 |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/01/29 | 954 | &nbsp;&nbsp; 994998 |
| &nbsp;&nbsp;&nbsp; 2.80%, 04/01/31 | 1037 | &nbsp;&nbsp; 934899 |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/01/32<sup>(a)</sup> | 647 | &nbsp;&nbsp; 557752 |
| &nbsp;&nbsp;&nbsp; 4.40%, 04/01/33 | 650 | &nbsp;&nbsp; 610917 |
| &nbsp;&nbsp;&nbsp; 6.65%, 02/01/34 | 750 | &nbsp;&nbsp; 789636 |
| &nbsp;&nbsp;&nbsp; 6.55%, 06/01/34 | 954 | &nbsp;&nbsp; 1000658 |
| &nbsp;&nbsp;&nbsp; 6.38%, 10/23/35 | 1250 | &nbsp;&nbsp; 1281149 |
| &nbsp;&nbsp;&nbsp; 5.85%, 12/01/35<sup>(a)</sup> | 800 | &nbsp;&nbsp; 796109 |
| Comcast Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/01/27 | 829 | &nbsp;&nbsp; 825234 |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/01/27 | 309 | &nbsp;&nbsp; 307285 |
| &nbsp;&nbsp;&nbsp; 3.15%, 02/15/28 | 1036 | &nbsp;&nbsp; 1020787 |
| &nbsp;&nbsp;&nbsp; 3.55%, 05/01/28 | 829 | &nbsp;&nbsp; 823496 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Media (continued)** | **Media (continued)** | **Media (continued)** |
| Comcast Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/15/28 | 1951 | &nbsp;&nbsp; $1961561 |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/15/29 | 440 | &nbsp;&nbsp; 447319 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/01/29 | 100 | &nbsp;&nbsp; 103323 |
| &nbsp;&nbsp;&nbsp; 2.65%, 02/01/30 | 1210 | &nbsp;&nbsp; 1141331 |
| &nbsp;&nbsp;&nbsp; 3.40%, 04/01/30 | 936 | &nbsp;&nbsp; 907059 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/15/30 | 1005 | &nbsp;&nbsp; 1004485 |
| &nbsp;&nbsp;&nbsp; 1.95%, 01/15/31<sup>(a)</sup> | 905 | &nbsp;&nbsp; 808976 |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/15/31<sup>(a)</sup> | 1300 | &nbsp;&nbsp; 1134273 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/32 | 400 | &nbsp;&nbsp; 408802 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/15/32 | 650 | &nbsp;&nbsp; 684609 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/33 | 1050 | &nbsp;&nbsp; 1024339 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/15/33 | 590 | &nbsp;&nbsp; 589203 |
| &nbsp;&nbsp;&nbsp; 7.05%, 03/15/33 | 400 | &nbsp;&nbsp; 456647 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/33 | 640 | &nbsp;&nbsp; 642981 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/01/34 | 732 | &nbsp;&nbsp; 751672 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/15/34 | 888 | &nbsp;&nbsp; 845835 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/35<sup>(a)</sup> | 500 | &nbsp;&nbsp; 509853 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/15/35<sup>(a)</sup> | 520 | &nbsp;&nbsp; 542825 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/15/35<sup>(a)</sup> | 500 | &nbsp;&nbsp; 475348 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/15/35 | 400 | &nbsp;&nbsp; 442234 |
| FactSet Research Systems, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/01/27 | 140 | &nbsp;&nbsp; 138292 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/01/32 | 330 | &nbsp;&nbsp; 306722 |
| Fox Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.71%, 01/25/29 | 1027 | &nbsp;&nbsp; 1041838 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/08/30 | 350 | &nbsp;&nbsp; 339432 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/13/33 | 800 | &nbsp;&nbsp; 879134 |
| Paramount Global |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/15/28 | 413 | &nbsp;&nbsp; 401138 |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/01/28 | 413 | &nbsp;&nbsp; 402356 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/01/29 | 250 | &nbsp;&nbsp; 243144 |
| &nbsp;&nbsp;&nbsp; 7.88%, 07/30/30 | 350 | &nbsp;&nbsp; 376180 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/31 | 673 | &nbsp;&nbsp; 643515 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/19/32 | 600 | &nbsp;&nbsp; 541605 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/33 | 300 | &nbsp;&nbsp; 283156 |
| &nbsp;&nbsp;&nbsp; Time Warner Cable Enterprises LLC, 8.38%, <br> 07/15/33<br>| 450 | &nbsp;&nbsp; 517552 |
| TWDC Enterprises 18 Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/15/27 | 632 | &nbsp;&nbsp; 626193 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/01/32 | 250 | &nbsp;&nbsp; 284185 |
| Walt Disney Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/23/27 | 250 | &nbsp;&nbsp; 249811 |
| &nbsp;&nbsp;&nbsp; 2.20%, 01/13/28<sup>(a)</sup> | 629 | &nbsp;&nbsp; 612240 |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/01/29<sup>(a)</sup> | 1475 | &nbsp;&nbsp; 1381244 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/22/30<sup>(a)</sup> | 829 | &nbsp;&nbsp; 821364 |
| &nbsp;&nbsp;&nbsp; 2.65%, 01/13/31 | 1686 | &nbsp;&nbsp; 1578029 |
| &nbsp;&nbsp;&nbsp; 6.55%, 03/15/33 | 252 | &nbsp;&nbsp; 283376 |
| &nbsp;&nbsp;&nbsp; 6.20%, 12/15/34 | 488 | &nbsp;&nbsp; 544785 |
| &nbsp;&nbsp;&nbsp; 6.40%, 12/15/35 | 600 | &nbsp;&nbsp; 673192 |
|  |  | &nbsp;&nbsp; 41027806 |
| **Metals & Mining — 0.7%** | **Metals & Mining — 0.7%** | **Metals & Mining — 0.7%** |
| AngloGold Ashanti Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/01/28 | 450 | &nbsp;&nbsp; 437066 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/01/30 | 478 | &nbsp;&nbsp; 460210 |
| ArcelorMittal SA |  |  |
| &nbsp;&nbsp;&nbsp; 6.55%, 11/29/27 | 700 | &nbsp;&nbsp; 728795 |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/16/29 | 325 | &nbsp;&nbsp; 325637 |
| &nbsp;&nbsp;&nbsp; 6.80%, 11/29/32<sup>(a)</sup> | 666 | &nbsp;&nbsp; 746347 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/17/34<sup>(a)</sup> | 300 | &nbsp;&nbsp; 321135 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Metals & Mining (continued)** | **Metals & Mining (continued)** | **Metals & Mining (continued)** |
| BHP Billiton Finance USA Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/28/28 | $686 | &nbsp;&nbsp; $697305 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/08/28 | 404 | &nbsp;&nbsp; 415354 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/21/30 | 630 | &nbsp;&nbsp; 648810 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/08/30 | 600 | &nbsp;&nbsp; 624548 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/21/32 | 550 | &nbsp;&nbsp; 568715 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/28/33 | 465 | &nbsp;&nbsp; 473042 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/08/33 | 814 | &nbsp;&nbsp; 842178 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/21/35 | 750 | &nbsp;&nbsp; 773846 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/36<sup>(a)</sup> | 125 | &nbsp;&nbsp; 126325 |
| Freeport-McMoRan, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/27 | 329 | &nbsp;&nbsp; 329044 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/01/28 | 335 | &nbsp;&nbsp; 334379 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/01/28 | 329 | &nbsp;&nbsp; 328836 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/01/29 | 329 | &nbsp;&nbsp; 334145 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/01/30 | 329 | &nbsp;&nbsp; 326815 |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/01/30 | 398 | &nbsp;&nbsp; 401235 |
| &nbsp;&nbsp;&nbsp; 5.40%, 11/14/34 | 500 | &nbsp;&nbsp; 515540 |
| Gerdau Trade, Inc., 5.75%, 06/09/35 | 350 | &nbsp;&nbsp; 361199 |
| Kinross Gold Corp., 6.25%, 07/15/33 | 270 | &nbsp;&nbsp; 293050 |
| Newmont Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 07/15/32 | 550 | &nbsp;&nbsp; 498369 |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/01/35 | 364 | &nbsp;&nbsp; 391361 |
| Newmont Corp./Newcrest Finance Pty. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/13/30 | 358 | &nbsp;&nbsp; 344983 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/34 | 634 | &nbsp;&nbsp; 660129 |
| Nucor Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/23/27 | 366 | &nbsp;&nbsp; 368456 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/01/28 | 379 | &nbsp;&nbsp; 379164 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/01/30<sup>(a)</sup> | 379 | &nbsp;&nbsp; 356272 |
| &nbsp;&nbsp;&nbsp; 4.65%, 06/01/30 | 325 | &nbsp;&nbsp; 330548 |
| &nbsp;&nbsp;&nbsp; 3.13%, 04/01/32<sup>(a)</sup> | 409 | &nbsp;&nbsp; 380397 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/01/35 | 325 | &nbsp;&nbsp; 331095 |
| Reliance, Inc., 2.15%, 08/15/30 | 350 | &nbsp;&nbsp; 318133 |
| Rio Tinto Alcan, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 03/15/31 | 293 | &nbsp;&nbsp; 332502 |
| &nbsp;&nbsp;&nbsp; 6.13%, 12/15/33 | 501 | &nbsp;&nbsp; 546812 |
| Rio Tinto Finance USA Ltd., 7.13%, 07/15/28 | 623 | &nbsp;&nbsp; 669004 |
| Rio Tinto Finance USA PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/12/27<sup>(a)</sup> | 260 | &nbsp;&nbsp; 261775 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/14/28 | 525 | &nbsp;&nbsp; 531216 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/14/30 | 1292 | &nbsp;&nbsp; 1324551 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/14/32 | 891 | &nbsp;&nbsp; 916616 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/09/33 | 344 | &nbsp;&nbsp; 352031 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/14/35 | 1195 | &nbsp;&nbsp; 1227542 |
| Southern Copper Corp., 7.50%, 07/27/35 | 400 | &nbsp;&nbsp; 474049 |
| Steel Dynamics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 10/15/27 | 413 | &nbsp;&nbsp; 397670 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/28 | 325 | &nbsp;&nbsp; 324623 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/15/30 | 450 | &nbsp;&nbsp; 434976 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/31 | 313 | &nbsp;&nbsp; 296719 |
| &nbsp;&nbsp;&nbsp; 5.38%, 08/15/34 | 300 | &nbsp;&nbsp; 308088 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/35 | 470 | &nbsp;&nbsp; 476945 |
| Timken Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/15/28 | 229 | &nbsp;&nbsp; 230724 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/01/32 | 225 | &nbsp;&nbsp; 215893 |
| Vale Overseas Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/08/30 | 1229 | &nbsp;&nbsp; 1186820 |
| &nbsp;&nbsp;&nbsp; 6.13%, 06/12/33 | 950 | &nbsp;&nbsp; 1017370 |
| Yamana Gold, Inc., 2.63%, 08/15/31 | 350 | &nbsp;&nbsp; 316664 |
|  |  | &nbsp;&nbsp; 27615053 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Mortgage Real Estate Investment Trusts (REITs) — 0.0%** | **Mortgage Real Estate Investment Trusts (REITs) — 0.0%** | **Mortgage Real Estate Investment Trusts (REITs) — 0.0%** |
| &nbsp;&nbsp;&nbsp; Ladder Capital Finance Holdings LLLP/Ladder Capital <br> Finance Corp., 5.50%, 08/01/30<sup>(a)</sup><br>| $300 | &nbsp;&nbsp; $308335 |
| **Multi-Utilities — 0.6%** | **Multi-Utilities — 0.6%** | **Multi-Utilities — 0.6%** |
| Atmos Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/15/27 | 450 | &nbsp;&nbsp; 445626 |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/15/29 | 396 | &nbsp;&nbsp; 377653 |
| &nbsp;&nbsp;&nbsp; 1.50%, 01/15/31 | 429 | &nbsp;&nbsp; 376584 |
| &nbsp;&nbsp;&nbsp; 5.45%, 10/15/32<sup>(a)</sup> | 300 | &nbsp;&nbsp; 316620 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/33 | 400 | &nbsp;&nbsp; 432180 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/15/35<sup>(a)</sup> | 335 | &nbsp;&nbsp; 344481 |
| CenterPoint Energy Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/28 | 615 | &nbsp;&nbsp; 630460 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/28 | 400 | &nbsp;&nbsp; 400161 |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/01/30 | 359 | &nbsp;&nbsp; 320037 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/01/32 | 400 | &nbsp;&nbsp; 396963 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/01/34 | 340 | &nbsp;&nbsp; 350684 |
| National Fuel Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/15/27<sup>(a)</sup> | 252 | &nbsp;&nbsp; 251196 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/01/28 | 252 | &nbsp;&nbsp; 255074 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/30 | 490 | &nbsp;&nbsp; 506893 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/01/31 | 413 | &nbsp;&nbsp; 377605 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/35 | 160 | &nbsp;&nbsp; 167629 |
| NiSource, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.49%, 05/15/27 | 853 | &nbsp;&nbsp; 848131 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/30/28 | 821 | &nbsp;&nbsp; 841557 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/01/29<sup>(a)</sup> | 500 | &nbsp;&nbsp; 515641 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/01/29 | 629 | &nbsp;&nbsp; 603086 |
| &nbsp;&nbsp;&nbsp; 3.60%, 05/01/30 | 750 | &nbsp;&nbsp; 730763 |
| &nbsp;&nbsp;&nbsp; 1.70%, 02/15/31 | 666 | &nbsp;&nbsp; 585410 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/30/33 | 410 | &nbsp;&nbsp; 423878 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/01/34 | 725 | &nbsp;&nbsp; 746696 |
| &nbsp;&nbsp;&nbsp; 5.35%, 07/15/35<sup>(a)</sup> | 800 | &nbsp;&nbsp; 815850 |
| ONE Gas, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/01/29 | 367 | &nbsp;&nbsp; 377876 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/15/30 | 200 | &nbsp;&nbsp; 182614 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/01/32 | 300 | &nbsp;&nbsp; 295170 |
| Piedmont Natural Gas Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/29 | 500 | &nbsp;&nbsp; 489720 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/15/31 | 413 | &nbsp;&nbsp; 377095 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/15/33 | 160 | &nbsp;&nbsp; 166084 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/15/35 | 250 | &nbsp;&nbsp; 252920 |
| Southern California Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/15/27 | 630 | &nbsp;&nbsp; 623564 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/33 | 370 | &nbsp;&nbsp; 380707 |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/01/34 | 1175 | &nbsp;&nbsp; 1190834 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/15/35 | 1075 | &nbsp;&nbsp; 1116172 |
| &nbsp;&nbsp;&nbsp; Series XX, 2.55%, 02/01/30 | 629 | &nbsp;&nbsp; 592972 |
| Southern Co. Gas Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/15/32 | 350 | &nbsp;&nbsp; 359865 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/15/33 | 300 | &nbsp;&nbsp; 317239 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/34 | 275 | &nbsp;&nbsp; 275311 |
| &nbsp;&nbsp;&nbsp; Series 2020-A, 1.75%, 01/15/31 | 373 | &nbsp;&nbsp; 329938 |
| &nbsp;&nbsp;&nbsp; Series A, 4.05%, 09/15/28 | 285 | &nbsp;&nbsp; 285138 |
| &nbsp;&nbsp;&nbsp; Series B, 5.10%, 09/15/35 | 335 | &nbsp;&nbsp; 336654 |
| Southwest Gas Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 12/01/27 | 300 | &nbsp;&nbsp; 308547 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/23/28 | 265 | &nbsp;&nbsp; 271803 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/28 | 100 | &nbsp;&nbsp; 99288 |
| &nbsp;&nbsp;&nbsp; 2.20%, 06/15/30 | 329 | &nbsp;&nbsp; 300412 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Multi-Utilities (continued)** | **Multi-Utilities (continued)** | **Multi-Utilities (continued)** |
| Southwest Gas Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/15/32 | 425 | &nbsp;&nbsp; $410538 |
| Spire Missouri, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/33 | 250 | &nbsp;&nbsp; 251949 |
| &nbsp;&nbsp;&nbsp; Series 2034, 5.15%, 08/15/34 | 250 | &nbsp;&nbsp; 254899 |
|  |  | &nbsp;&nbsp; 21908167 |
| **Office REITs — 0.3%** | **Office REITs — 0.3%** | **Office REITs — 0.3%** |
| Boston Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 12/01/27 | 256 | &nbsp;&nbsp; 267621 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/28<sup>(a)</sup> | 629 | &nbsp;&nbsp; 633393 |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/21/29 | 503 | &nbsp;&nbsp; 488528 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/15/30 | 397 | &nbsp;&nbsp; 372589 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/30/31 | 829 | &nbsp;&nbsp; 777958 |
| &nbsp;&nbsp;&nbsp; 2.55%, 04/01/32 | 569 | &nbsp;&nbsp; 497283 |
| &nbsp;&nbsp;&nbsp; 2.45%, 10/01/33 | 607 | &nbsp;&nbsp; 501713 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/15/34 | 587 | &nbsp;&nbsp; 629859 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/35 | 400 | &nbsp;&nbsp; 409329 |
| COPT Defense Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/15/29 | 130 | &nbsp;&nbsp; 122216 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/15/30<sup>(a)</sup> | 175 | &nbsp;&nbsp; 174472 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/15/31 | 429 | &nbsp;&nbsp; 392019 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/01/33 | 250 | &nbsp;&nbsp; 213352 |
| Cousins Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/30 | 200 | &nbsp;&nbsp; 205209 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/15/32 | 185 | &nbsp;&nbsp; 190758 |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/01/34 | 400 | &nbsp;&nbsp; 417244 |
| Highwoods Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/28 | 163 | &nbsp;&nbsp; 161867 |
| &nbsp;&nbsp;&nbsp; 3.05%, 02/15/30 | 413 | &nbsp;&nbsp; 385583 |
| &nbsp;&nbsp;&nbsp; 2.60%, 02/01/31 | 256 | &nbsp;&nbsp; 229893 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/33 | 250 | &nbsp;&nbsp; 250803 |
| &nbsp;&nbsp;&nbsp; 7.65%, 02/01/34 | 200 | &nbsp;&nbsp; 227263 |
| Kilroy Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/15/28 | 300 | &nbsp;&nbsp; 301553 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/15/29 | 260 | &nbsp;&nbsp; 255455 |
| &nbsp;&nbsp;&nbsp; 3.05%, 02/15/30 | 329 | &nbsp;&nbsp; 306850 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/15/32 | 234 | &nbsp;&nbsp; 195463 |
| &nbsp;&nbsp;&nbsp; 2.65%, 11/15/33 | 300 | &nbsp;&nbsp; 245521 |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/15/35 | 250 | &nbsp;&nbsp; 251810 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/15/36 | 250 | &nbsp;&nbsp; 258232 |
| Piedmont Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 07/15/29 | 150 | &nbsp;&nbsp; 159333 |
| &nbsp;&nbsp;&nbsp; 3.15%, 08/15/30 | 413 | &nbsp;&nbsp; 380833 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/01/32 | 150 | &nbsp;&nbsp; 129763 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/15/33 | 175 | &nbsp;&nbsp; 175784 |
|  |  | &nbsp;&nbsp; 10209549 |
| **Oil, Gas & Consumable Fuels — 5.3%** | **Oil, Gas & Consumable Fuels — 5.3%** | **Oil, Gas & Consumable Fuels — 5.3%** |
| Antero Resources Corp., 5.40%, 02/01/36 | 225 | &nbsp;&nbsp; 223324 |
| APA Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/30 | 296 | &nbsp;&nbsp; 292395 |
| &nbsp;&nbsp;&nbsp; 6.10%, 02/15/35 | 175 | &nbsp;&nbsp; 180211 |
| Boardwalk Pipelines LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 07/15/27 | 189 | &nbsp;&nbsp; 189882 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/03/29 | 313 | &nbsp;&nbsp; 317426 |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/15/31 | 350 | &nbsp;&nbsp; 330698 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/01/32 | 400 | &nbsp;&nbsp; 373609 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/01/34 | 300 | &nbsp;&nbsp; 313164 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/15/36 | 185 | &nbsp;&nbsp; 185364 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| BP Capital Markets America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.54%, 04/06/27 | $179 | &nbsp;&nbsp; $178512 |
| &nbsp;&nbsp;&nbsp; 3.59%, 04/14/27 | 456 | &nbsp;&nbsp; 454881 |
| &nbsp;&nbsp;&nbsp; 5.02%, 11/17/27 | 530 | &nbsp;&nbsp; 540688 |
| &nbsp;&nbsp;&nbsp; 3.94%, 09/21/28 | 630 | &nbsp;&nbsp; 630798 |
| &nbsp;&nbsp;&nbsp; 4.23%, 11/06/28 | 1261 | &nbsp;&nbsp; 1270575 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/10/29 | 600 | &nbsp;&nbsp; 612510 |
| &nbsp;&nbsp;&nbsp; 4.97%, 10/17/29 | 500 | &nbsp;&nbsp; 514661 |
| &nbsp;&nbsp;&nbsp; 4.87%, 11/25/29 | 475 | &nbsp;&nbsp; 487619 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/06/30 | 829 | &nbsp;&nbsp; 814034 |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/10/30 | 625 | &nbsp;&nbsp; 562117 |
| &nbsp;&nbsp;&nbsp; 2.72%, 01/12/32 | 1263 | &nbsp;&nbsp; 1151908 |
| &nbsp;&nbsp;&nbsp; 4.81%, 02/13/33 | 1450 | &nbsp;&nbsp; 1465427 |
| &nbsp;&nbsp;&nbsp; 4.89%, 09/11/33 | 761 | &nbsp;&nbsp; 771331 |
| &nbsp;&nbsp;&nbsp; 4.99%, 04/10/34 | 650 | &nbsp;&nbsp; 661477 |
| &nbsp;&nbsp;&nbsp; 5.23%, 11/17/34 | 1325 | &nbsp;&nbsp; 1365285 |
| BP Capital Markets PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.28%, 09/19/27 | 1113 | &nbsp;&nbsp; 1105080 |
| &nbsp;&nbsp;&nbsp; 3.72%, 11/28/28 | 504 | &nbsp;&nbsp; 501589 |
| Burlington Resources LLC, 7.20%, 08/15/31 | 250 | &nbsp;&nbsp; 284221 |
| Canadian Natural Resources Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/01/27 | 825 | &nbsp;&nbsp; 824300 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/15/29 | 623 | &nbsp;&nbsp; 640216 |
| &nbsp;&nbsp;&nbsp; 2.95%, 07/15/30<sup>(a)</sup> | 413 | &nbsp;&nbsp; 390206 |
| &nbsp;&nbsp;&nbsp; 7.20%, 01/15/32<sup>(a)</sup> | 250 | &nbsp;&nbsp; 279588 |
| &nbsp;&nbsp;&nbsp; 6.45%, 06/30/33 | 259 | &nbsp;&nbsp; 281208 |
| &nbsp;&nbsp;&nbsp; 5.40%, 12/15/34<sup>(a)</sup> | 323 | &nbsp;&nbsp; 328646 |
| &nbsp;&nbsp;&nbsp; 5.85%, 02/01/35 | 268 | &nbsp;&nbsp; 279524 |
| Cenovus Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/20/31 | 325 | &nbsp;&nbsp; 324619 |
| &nbsp;&nbsp;&nbsp; 2.65%, 01/15/32 | 320 | &nbsp;&nbsp; 286346 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/20/36<sup>(a)</sup> | 325 | &nbsp;&nbsp; 324361 |
| Cheniere Corpus Christi Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/30/27 | 905 | &nbsp;&nbsp; 913561 |
| &nbsp;&nbsp;&nbsp; 3.70%, 11/15/29 | 563 | &nbsp;&nbsp; 550918 |
| Cheniere Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/29 | 840 | &nbsp;&nbsp; 843464 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/31<sup>(a)</sup> | 700 | &nbsp;&nbsp; 681676 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/31/32 | 726 | &nbsp;&nbsp; 670040 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/30/33 | 930 | &nbsp;&nbsp; 984911 |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/15/34 | 952 | &nbsp;&nbsp; 992044 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/30/35<sup>(d)</sup> | 580 | &nbsp;&nbsp; 592448 |
| Cheniere Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/15/28 | 598 | &nbsp;&nbsp; 598190 |
| &nbsp;&nbsp;&nbsp; 5.65%, 04/15/34 | 912 | &nbsp;&nbsp; 944526 |
| Chevron Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/11/27 | 798 | &nbsp;&nbsp; 781983 |
| &nbsp;&nbsp;&nbsp; 2.24%, 05/11/30 | 997 | &nbsp;&nbsp; 926067 |
| Chevron USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.41%, 02/26/27 | 524 | &nbsp;&nbsp; 528398 |
| &nbsp;&nbsp;&nbsp; 1.02%, 08/12/27 | 441 | &nbsp;&nbsp; 424060 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/13/27 | 300 | &nbsp;&nbsp; 301318 |
| &nbsp;&nbsp;&nbsp; 3.85%, 01/15/28 | 501 | &nbsp;&nbsp; 503025 |
| &nbsp;&nbsp;&nbsp; 4.48%, 02/26/28 | 450 | &nbsp;&nbsp; 456566 |
| &nbsp;&nbsp;&nbsp; 4.05%, 08/13/28<sup>(a)</sup> | 300 | &nbsp;&nbsp; 302319 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/15/29 | 350 | &nbsp;&nbsp; 342323 |
| &nbsp;&nbsp;&nbsp; 4.69%, 04/15/30 | 750 | &nbsp;&nbsp; 766965 |
| &nbsp;&nbsp;&nbsp; 4.30%, 10/15/30 | 775 | &nbsp;&nbsp; 782915 |
| &nbsp;&nbsp;&nbsp; 4.82%, 04/15/32 | 450 | &nbsp;&nbsp; 463168 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/15/32 | 775 | &nbsp;&nbsp; 783340 |
| &nbsp;&nbsp;&nbsp; 4.98%, 04/15/35 | 450 | &nbsp;&nbsp; 459235 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/15/35<sup>(a)</sup> | 500 | &nbsp;&nbsp; 505033 |
| CNOOC Finance 2013 Ltd., 2.88%, 09/30/29 | 300 | &nbsp;&nbsp; 288834 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| CNOOC Finance 2015 USA LLC, 4.38%, 05/02/28 | $710 | &nbsp;&nbsp; $716659 |
| &nbsp;&nbsp;&nbsp; CNOOC Petroleum North America ULC, 5.88%, <br> 03/10/35<br>| 400 | &nbsp;&nbsp; 441753 |
| ConocoPhillips Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.95%, 04/15/29<sup>(a)</sup> | 372 | &nbsp;&nbsp; 404231 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/30 | 625 | &nbsp;&nbsp; 637024 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/15/32<sup>(a)</sup> | 450 | &nbsp;&nbsp; 461931 |
| &nbsp;&nbsp;&nbsp; 5.90%, 10/15/32 | 250 | &nbsp;&nbsp; 270696 |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/15/33 | 622 | &nbsp;&nbsp; 638154 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/35 | 875 | &nbsp;&nbsp; 886871 |
| Continental Resources, Inc., 4.38%, 01/15/28 | 579 | &nbsp;&nbsp; 579643 |
| Coterra Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/15/27 | 300 | &nbsp;&nbsp; 299387 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/29 | 279 | &nbsp;&nbsp; 280611 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/34 | 275 | &nbsp;&nbsp; 284380 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/15/35<sup>(a)</sup> | 576 | &nbsp;&nbsp; 586484 |
| DCP Midstream Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/15/27 | 200 | &nbsp;&nbsp; 203634 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/29 | 502 | &nbsp;&nbsp; 513677 |
| &nbsp;&nbsp;&nbsp; 8.13%, 08/16/30 | 300 | &nbsp;&nbsp; 346534 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/15/32 | 260 | &nbsp;&nbsp; 239203 |
| Devon Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/15/27<sup>(a)</sup> | 200 | &nbsp;&nbsp; 199952 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/15/28 | 538 | &nbsp;&nbsp; 538191 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/30 | 288 | &nbsp;&nbsp; 289499 |
| &nbsp;&nbsp;&nbsp; 7.88%, 09/30/31<sup>(a)</sup> | 350 | &nbsp;&nbsp; 404925 |
| &nbsp;&nbsp;&nbsp; 7.95%, 04/15/32 | 284 | &nbsp;&nbsp; 330788 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/34<sup>(a)</sup> | 850 | &nbsp;&nbsp; 857286 |
| Diamondback Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/18/27 | 418 | &nbsp;&nbsp; 423828 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/29 | 829 | &nbsp;&nbsp; 805418 |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/30/30 | 318 | &nbsp;&nbsp; 327272 |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/24/31 | 470 | &nbsp;&nbsp; 440440 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/33 | 720 | &nbsp;&nbsp; 776588 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/18/34 | 790 | &nbsp;&nbsp; 809701 |
| &nbsp;&nbsp;&nbsp; 5.55%, 04/01/35 | 775 | &nbsp;&nbsp; 797541 |
| &nbsp;&nbsp;&nbsp; Eastern Energy Gas Holdings LLC, 5.80%, <br> 01/15/35<sup>(a)</sup><br>| 425 | &nbsp;&nbsp; 449181 |
| &nbsp;&nbsp;&nbsp; Eastern Gas Transmission & Storage, Inc., 3.00%, <br> 11/15/29<br>| 179 | &nbsp;&nbsp; 171836 |
| Enbridge, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/05/27 | 525 | &nbsp;&nbsp; 532267 |
| &nbsp;&nbsp;&nbsp; 3.70%, 07/15/27 | 529 | &nbsp;&nbsp; 526972 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/20/28<sup>(a)</sup> | 375 | &nbsp;&nbsp; 380118 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/15/28 | 570 | &nbsp;&nbsp; 598829 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/20/28 | 325 | &nbsp;&nbsp; 325938 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/05/29 | 480 | &nbsp;&nbsp; 495344 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/15/29 | 760 | &nbsp;&nbsp; 729762 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/20/30 | 480 | &nbsp;&nbsp; 490174 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/15/30 | 571 | &nbsp;&nbsp; 613611 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/31 | 325 | &nbsp;&nbsp; 324976 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/08/33 | 1570 | &nbsp;&nbsp; 1646521 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/01/33 | 760 | &nbsp;&nbsp; 652026 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/05/34 | 1185 | &nbsp;&nbsp; 1234499 |
| &nbsp;&nbsp;&nbsp; 5.55%, 06/20/35 | 550 | &nbsp;&nbsp; 567548 |
| &nbsp;&nbsp;&nbsp; 5.20%, 11/20/35 | 325 | &nbsp;&nbsp; 326140 |
| Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/27 | 500 | &nbsp;&nbsp; 501804 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/15/27 | 507 | &nbsp;&nbsp; 507862 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/27 | 650 | &nbsp;&nbsp; 659943 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/27 | 500 | &nbsp;&nbsp; 500046 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/15/28 | 562 | &nbsp;&nbsp; 577916 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/28 | 675 | &nbsp;&nbsp; 686045 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| Energy Transfer LP (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/28<sup>(a)</sup> | $731 | &nbsp;&nbsp; $743907 |
| &nbsp;&nbsp;&nbsp; 6.10%, 12/01/28 | 90 | &nbsp;&nbsp; 94572 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/15/29<sup>(a)</sup> | 943 | &nbsp;&nbsp; 970073 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/01/29 | 580 | &nbsp;&nbsp; 597882 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/15/29 | 416 | &nbsp;&nbsp; 414499 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/30 | 484 | &nbsp;&nbsp; 499272 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/30 | 979 | &nbsp;&nbsp; 953661 |
| &nbsp;&nbsp;&nbsp; 6.40%, 12/01/30 | 561 | &nbsp;&nbsp; 607138 |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/15/31 | 650 | &nbsp;&nbsp; 649413 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/15/33 | 976 | &nbsp;&nbsp; 1023580 |
| &nbsp;&nbsp;&nbsp; 6.55%, 12/01/33 | 830 | &nbsp;&nbsp; 908233 |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/15/34 | 850 | &nbsp;&nbsp; 874574 |
| &nbsp;&nbsp;&nbsp; 5.60%, 09/01/34 | 800 | &nbsp;&nbsp; 823795 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/35 | 400 | &nbsp;&nbsp; 391451 |
| &nbsp;&nbsp;&nbsp; 5.70%, 04/01/35<sup>(a)</sup> | 750 | &nbsp;&nbsp; 776434 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/36 | 650 | &nbsp;&nbsp; 649151 |
| Eni USA, Inc., 7.30%, 11/15/27 | 301 | &nbsp;&nbsp; 318255 |
| Enterprise Products Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 02/15/27 | 209 | &nbsp;&nbsp; 209120 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/20/28<sup>(a)</sup> | 555 | &nbsp;&nbsp; 559761 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/16/28 | 879 | &nbsp;&nbsp; 884508 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/31/29 | 410 | &nbsp;&nbsp; 397974 |
| &nbsp;&nbsp;&nbsp; 2.80%, 01/31/30 | 868 | &nbsp;&nbsp; 824909 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/15/31 | 1100 | &nbsp;&nbsp; 1114122 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/31/33 | 600 | &nbsp;&nbsp; 626025 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/31/34 | 708 | &nbsp;&nbsp; 713994 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/15/35 | 871 | &nbsp;&nbsp; 880272 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/15/36 | 915 | &nbsp;&nbsp; 930466 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 2.83%), 5.38%, <br> 02/15/78<sup>(b)</sup><br>| 250 | &nbsp;&nbsp; 248792 |
| &nbsp;&nbsp;&nbsp; Series D, 6.88%, 03/01/33 | 400 | &nbsp;&nbsp; 453377 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series E, (3-mo. CME Term SOFR + 3.29%), <br> 5.25%, 08/16/77<sup>(b)</sup><br>| 620 | &nbsp;&nbsp; 617647 |
| EOG Resources, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/15/28 | 525 | &nbsp;&nbsp; 531283 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/15/30 | 535 | &nbsp;&nbsp; 538339 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/15/31 | 495 | &nbsp;&nbsp; 495894 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/32 | 575 | &nbsp;&nbsp; 589365 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/01/35 | 420 | &nbsp;&nbsp; 390385 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/36 | 800 | &nbsp;&nbsp; 820975 |
| EQT Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 10/01/27<sup>(a)</sup> | 660 | &nbsp;&nbsp; 657662 |
| &nbsp;&nbsp;&nbsp; 5.70%, 04/01/28 | 313 | &nbsp;&nbsp; 322756 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/29<sup>(a)</sup> | 480 | &nbsp;&nbsp; 482259 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/29 | 230 | &nbsp;&nbsp; 233970 |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/01/30 | 571 | &nbsp;&nbsp; 620418 |
| &nbsp;&nbsp;&nbsp; 7.50%, 06/01/30 | 300 | &nbsp;&nbsp; 330158 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/31 | 700 | &nbsp;&nbsp; 703190 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/01/34 | 475 | &nbsp;&nbsp; 495571 |
| Equinor ASA |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/02/28 | 800 | &nbsp;&nbsp; 807980 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/10/28 | 600 | &nbsp;&nbsp; 598888 |
| &nbsp;&nbsp;&nbsp; 3.13%, 04/06/30 | 829 | &nbsp;&nbsp; 798388 |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/22/30 | 479 | &nbsp;&nbsp; 446326 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/03/30 | 325 | &nbsp;&nbsp; 328779 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/03/35 | 575 | &nbsp;&nbsp; 588541 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/14/35 | 675 | &nbsp;&nbsp; 670060 |
| Expand Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/01/29 | 396 | &nbsp;&nbsp; 396223 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/15/30 | 800 | &nbsp;&nbsp; 814035 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/32 | 670 | &nbsp;&nbsp; 664148 |
| &nbsp;&nbsp;&nbsp; 5.70%, 01/15/35 | 510 | &nbsp;&nbsp; 527442 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| Exxon Mobil Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.29%, 03/19/27 | $660 | &nbsp;&nbsp; $657580 |
| &nbsp;&nbsp;&nbsp; 2.44%, 08/16/29<sup>(a)</sup> | 759 | &nbsp;&nbsp; 726104 |
| &nbsp;&nbsp;&nbsp; 3.48%, 03/19/30 | 1397 | &nbsp;&nbsp; 1367378 |
| &nbsp;&nbsp;&nbsp; 2.61%, 10/15/30 | 1226 | &nbsp;&nbsp; 1150028 |
| Helmerich & Payne, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 12/01/27 | 100 | &nbsp;&nbsp; 100729 |
| &nbsp;&nbsp;&nbsp; 4.85%, 12/01/29<sup>(a)</sup> | 200 | &nbsp;&nbsp; 202238 |
| &nbsp;&nbsp;&nbsp; 2.90%, 09/29/31<sup>(a)</sup> | 350 | &nbsp;&nbsp; 316155 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/34<sup>(a)</sup> | 370 | &nbsp;&nbsp; 366359 |
| Hess Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/01/27 | 657 | &nbsp;&nbsp; 659610 |
| &nbsp;&nbsp;&nbsp; 7.88%, 10/01/29 | 150 | &nbsp;&nbsp; 168849 |
| &nbsp;&nbsp;&nbsp; 7.30%, 08/15/31 | 383 | &nbsp;&nbsp; 438368 |
| &nbsp;&nbsp;&nbsp; 7.13%, 03/15/33 | 450 | &nbsp;&nbsp; 518021 |
| HF Sinclair Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/01/28 | 292 | &nbsp;&nbsp; 292114 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/30 | 200 | &nbsp;&nbsp; 197826 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/31 | 335 | &nbsp;&nbsp; 347197 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/32 | 355 | &nbsp;&nbsp; 363073 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/15/35 | 525 | &nbsp;&nbsp; 549143 |
| Kinder Morgan Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 7.30%, 08/15/33 | 300 | &nbsp;&nbsp; 344824 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/35 | 367 | &nbsp;&nbsp; 386896 |
| Kinder Morgan, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/01/28 | 837 | &nbsp;&nbsp; 842192 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/01/29 | 710 | &nbsp;&nbsp; 728626 |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/01/29 | 375 | &nbsp;&nbsp; 386447 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/01/30<sup>(a)</sup> | 753 | &nbsp;&nbsp; 779198 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/15/31 | 523 | &nbsp;&nbsp; 469125 |
| &nbsp;&nbsp;&nbsp; 7.80%, 08/01/31 | 350 | &nbsp;&nbsp; 405886 |
| &nbsp;&nbsp;&nbsp; 7.75%, 01/15/32 | 529 | &nbsp;&nbsp; 615388 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/01/33 | 562 | &nbsp;&nbsp; 563296 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/33 | 1012 | &nbsp;&nbsp; 1041283 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/01/34 | 808 | &nbsp;&nbsp; 835908 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/01/34 | 602 | &nbsp;&nbsp; 615092 |
| &nbsp;&nbsp;&nbsp; 5.85%, 06/01/35<sup>(a)</sup> | 400 | &nbsp;&nbsp; 423287 |
| Marathon Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/01/28 | 479 | &nbsp;&nbsp; 476746 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/01/30 | 582 | &nbsp;&nbsp; 599198 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/01/35<sup>(a)</sup> | 650 | &nbsp;&nbsp; 671797 |
| MPLX LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/01/27 | 829 | &nbsp;&nbsp; 829652 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/01/27 | 409 | &nbsp;&nbsp; 410213 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/28 | 829 | &nbsp;&nbsp; 828632 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/29 | 500 | &nbsp;&nbsp; 507679 |
| &nbsp;&nbsp;&nbsp; 2.65%, 08/15/30 | 935 | &nbsp;&nbsp; 866913 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/31 | 770 | &nbsp;&nbsp; 778623 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/01/32 | 656 | &nbsp;&nbsp; 660794 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/33 | 525 | &nbsp;&nbsp; 526124 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/33 | 605 | &nbsp;&nbsp; 606610 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/34 | 1050 | &nbsp;&nbsp; 1072340 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/01/35<sup>(a)</sup> | 711 | &nbsp;&nbsp; 718097 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/15/35 | 875 | &nbsp;&nbsp; 882146 |
| Northwest Pipeline LLC, 4.00%, 04/01/27 | 368 | &nbsp;&nbsp; 368053 |
| Occidental Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 8.88%, 07/15/30 | 600 | &nbsp;&nbsp; 692433 |
| &nbsp;&nbsp;&nbsp; 6.63%, 09/01/30 | 754 | &nbsp;&nbsp; 810673 |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/01/31 | 532 | &nbsp;&nbsp; 562456 |
| &nbsp;&nbsp;&nbsp; 7.50%, 05/01/31 | 500 | &nbsp;&nbsp; 563149 |
| &nbsp;&nbsp;&nbsp; 7.88%, 09/15/31 | 252 | &nbsp;&nbsp; 289502 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/01/32 | 740 | &nbsp;&nbsp; 760621 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/01/34<sup>(a)</sup> | 880 | &nbsp;&nbsp; 899528 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| ONEOK, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/13/27 | $250 | &nbsp;&nbsp; $249856 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/24/27 | 750 | &nbsp;&nbsp; 752776 |
| &nbsp;&nbsp;&nbsp; 4.55%, 07/15/28 | 413 | &nbsp;&nbsp; 416564 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/01/28 | 500 | &nbsp;&nbsp; 519163 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/15/29 | 459 | &nbsp;&nbsp; 460538 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/01/29<sup>(a)</sup> | 270 | &nbsp;&nbsp; 278424 |
| &nbsp;&nbsp;&nbsp; 3.40%, 09/01/29 | 489 | &nbsp;&nbsp; 474700 |
| &nbsp;&nbsp;&nbsp; 4.40%, 10/15/29 | 372 | &nbsp;&nbsp; 373018 |
| &nbsp;&nbsp;&nbsp; 3.10%, 03/15/30 | 300 | &nbsp;&nbsp; 284705 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/30 | 225 | &nbsp;&nbsp; 214328 |
| &nbsp;&nbsp;&nbsp; 5.80%, 11/01/30 | 425 | &nbsp;&nbsp; 447424 |
| &nbsp;&nbsp;&nbsp; 6.35%, 01/15/31 | 495 | &nbsp;&nbsp; 530859 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/15/31 | 608 | &nbsp;&nbsp; 610787 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/32 | 575 | &nbsp;&nbsp; 577791 |
| &nbsp;&nbsp;&nbsp; 6.10%, 11/15/32 | 620 | &nbsp;&nbsp; 662817 |
| &nbsp;&nbsp;&nbsp; 6.05%, 09/01/33 | 700 | &nbsp;&nbsp; 741770 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/01/34 | 350 | &nbsp;&nbsp; 360621 |
| &nbsp;&nbsp;&nbsp; 5.05%, 11/01/34 | 1100 | &nbsp;&nbsp; 1088249 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/35 | 600 | &nbsp;&nbsp; 634596 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/15/35 | 675 | &nbsp;&nbsp; 680370 |
| Ovintiv, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 05/15/28 | 450 | &nbsp;&nbsp; 464154 |
| &nbsp;&nbsp;&nbsp; 8.13%, 09/15/30 | 180 | &nbsp;&nbsp; 205684 |
| &nbsp;&nbsp;&nbsp; 7.20%, 11/01/31 | 145 | &nbsp;&nbsp; 160333 |
| &nbsp;&nbsp;&nbsp; 7.38%, 11/01/31 | 313 | &nbsp;&nbsp; 349535 |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/15/33<sup>(a)</sup> | 370 | &nbsp;&nbsp; 392893 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/15/34<sup>(a)</sup> | 400 | &nbsp;&nbsp; 430835 |
| Patterson-UTI Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 02/01/28 | 250 | &nbsp;&nbsp; 247496 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/15/29 | 300 | &nbsp;&nbsp; 303514 |
| &nbsp;&nbsp;&nbsp; 7.15%, 10/01/33 | 300 | &nbsp;&nbsp; 323050 |
| Phillips 66 |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/15/28 | 522 | &nbsp;&nbsp; 520931 |
| &nbsp;&nbsp;&nbsp; 2.15%, 12/15/30 | 661 | &nbsp;&nbsp; 596539 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/15/34 | 650 | &nbsp;&nbsp; 635655 |
| Phillips 66 Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 12/01/27<sup>(a)</sup> | 520 | &nbsp;&nbsp; 528824 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/01/28 | 352 | &nbsp;&nbsp; 350231 |
| &nbsp;&nbsp;&nbsp; 3.15%, 12/15/29 | 405 | &nbsp;&nbsp; 389936 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/31 | 1020 | &nbsp;&nbsp; 1057251 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/30/33 | 655 | &nbsp;&nbsp; 672844 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/35<sup>(a)</sup> | 464 | &nbsp;&nbsp; 460989 |
| Pioneer Natural Resources Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 08/15/30 | 926 | &nbsp;&nbsp; 840256 |
| &nbsp;&nbsp;&nbsp; 2.15%, 01/15/31 | 550 | &nbsp;&nbsp; 499315 |
| Plains All American Pipeline LP, 5.95%, 06/15/35 | 650 | &nbsp;&nbsp; 678036 |
| Plains All American Pipeline LP/PAA Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 12/15/29 | 553 | &nbsp;&nbsp; 538765 |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/15/30 | 458 | &nbsp;&nbsp; 445918 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/31 | 530 | &nbsp;&nbsp; 532983 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/34 | 500 | &nbsp;&nbsp; 515824 |
| &nbsp;&nbsp;&nbsp; 5.60%, 01/15/36 | 615 | &nbsp;&nbsp; 623684 |
| Sabine Pass Liquefaction LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/27 | 879 | &nbsp;&nbsp; 884307 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/28 | 829 | &nbsp;&nbsp; 831067 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/30 | 1235 | &nbsp;&nbsp; 1241674 |
| Shell Finance U.S., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/13/28<sup>(d)</sup> | 979 | &nbsp;&nbsp; 981980 |
| &nbsp;&nbsp;&nbsp; 2.38%, 11/07/29 | 729 | &nbsp;&nbsp; 688547 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/06/30 | 997 | &nbsp;&nbsp; 945437 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/06/30 | 400 | &nbsp;&nbsp; 399461 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| Shell Finance U.S., Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/11/35 | $750 | &nbsp;&nbsp; $718503 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/06/36 | 200 | &nbsp;&nbsp; 198454 |
| Shell International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 11/07/29 | 250 | &nbsp;&nbsp; 236163 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/06/30 | 250 | &nbsp;&nbsp; 237296 |
| South Bow USA Infrastructure Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.91%, 09/01/27 | 479 | &nbsp;&nbsp; 483867 |
| &nbsp;&nbsp;&nbsp; 5.03%, 10/01/29 | 680 | &nbsp;&nbsp; 690541 |
| &nbsp;&nbsp;&nbsp; 5.58%, 10/01/34 | 820 | &nbsp;&nbsp; 826766 |
| Suncor Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.15%, 02/01/32 | 200 | &nbsp;&nbsp; 224595 |
| &nbsp;&nbsp;&nbsp; 5.95%, 12/01/34 | 384 | &nbsp;&nbsp; 405438 |
| Targa Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/01/27 | 450 | &nbsp;&nbsp; 456954 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/15/29 | 325 | &nbsp;&nbsp; 326667 |
| &nbsp;&nbsp;&nbsp; 6.15%, 03/01/29 | 298 | &nbsp;&nbsp; 313959 |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/15/30 | 450 | &nbsp;&nbsp; 459126 |
| &nbsp;&nbsp;&nbsp; 4.20%, 02/01/33 | 374 | &nbsp;&nbsp; 357876 |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/15/33 | 256 | &nbsp;&nbsp; 273444 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/30/34 | 452 | &nbsp;&nbsp; 494199 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/15/35 | 700 | &nbsp;&nbsp; 717048 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/35 | 1125 | &nbsp;&nbsp; 1152455 |
| &nbsp;&nbsp;&nbsp; Targa Resources Partners LP/Targa Resources <br> Partners Finance Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/28 | 425 | &nbsp;&nbsp; 425331 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/30 | 396 | &nbsp;&nbsp; 403391 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/01/31 | 684 | &nbsp;&nbsp; 690415 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/32 | 684 | &nbsp;&nbsp; 656250 |
| TC PipeLines LP, 3.90%, 05/25/27 | 285 | &nbsp;&nbsp; 284390 |
| Tennessee Gas Pipeline Co. LLC, 7.00%, 10/15/28 | 300 | &nbsp;&nbsp; 322454 |
| Texas Eastern Transmission LP, 7.00%, 07/15/32 | 256 | &nbsp;&nbsp; 287270 |
| TotalEnergies Capital International SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.46%, 02/19/29 | 877 | &nbsp;&nbsp; 865931 |
| &nbsp;&nbsp;&nbsp; 2.83%, 01/10/30 | 876 | &nbsp;&nbsp; 838222 |
| TotalEnergies Capital SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/11/28 | 702 | &nbsp;&nbsp; 703598 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/05/34 | 750 | &nbsp;&nbsp; 775775 |
| &nbsp;&nbsp;&nbsp; 4.72%, 09/10/34 | 525 | &nbsp;&nbsp; 527278 |
| TotalEnergies Capital USA LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/13/31 | 950 | &nbsp;&nbsp; 950074 |
| &nbsp;&nbsp;&nbsp; 4.57%, 01/13/33 | 800 | &nbsp;&nbsp; 799386 |
| &nbsp;&nbsp;&nbsp; 4.86%, 01/13/36 | 500 | &nbsp;&nbsp; 496985 |
| TransCanada PipeLines Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/28<sup>(a)</sup> | 901 | &nbsp;&nbsp; 904199 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/15/30 | 929 | &nbsp;&nbsp; 919237 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/01/34 | 804 | &nbsp;&nbsp; 785021 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/31/34 | 200 | &nbsp;&nbsp; 207176 |
| Transcontinental Gas Pipe Line Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/28 | 220 | &nbsp;&nbsp; 220102 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/30 | 450 | &nbsp;&nbsp; 432612 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/15/36<sup>(d)</sup> | 60 | &nbsp;&nbsp; 60191 |
| Valero Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 09/15/27 | 277 | &nbsp;&nbsp; 269103 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/01/28 | 498 | &nbsp;&nbsp; 500841 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/29 | 290 | &nbsp;&nbsp; 288398 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/30<sup>(a)</sup> | 470 | &nbsp;&nbsp; 483948 |
| &nbsp;&nbsp;&nbsp; 2.80%, 12/01/31 | 179 | &nbsp;&nbsp; 163642 |
| &nbsp;&nbsp;&nbsp; 7.50%, 04/15/32 | 545 | &nbsp;&nbsp; 626008 |
| Valero Energy Partners LP, 4.50%, 03/15/28 | 341 | &nbsp;&nbsp; 343813 |
| Viper Energy Partners LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/01/30<sup>(a)</sup> | 320 | &nbsp;&nbsp; 323943 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| Viper Energy Partners LLC (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 08/01/35 | 695 | &nbsp;&nbsp; $706985 |
| Western Midstream Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/28 | 200 | &nbsp;&nbsp; 201092 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/15/28 | 200 | &nbsp;&nbsp; 202520 |
| &nbsp;&nbsp;&nbsp; 6.35%, 01/15/29 | 260 | &nbsp;&nbsp; 274196 |
| &nbsp;&nbsp;&nbsp; 4.05%, 02/01/30 | 756 | &nbsp;&nbsp; 741268 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/01/31 | 375 | &nbsp;&nbsp; 374941 |
| &nbsp;&nbsp;&nbsp; 6.15%, 04/01/33 | 450 | &nbsp;&nbsp; 475484 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/15/34 | 570 | &nbsp;&nbsp; 573987 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/15/35 | 385 | &nbsp;&nbsp; 383236 |
| Williams Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/15/27 | 818 | &nbsp;&nbsp; 815988 |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/15/28 | 600 | &nbsp;&nbsp; 618343 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/29 | 682 | &nbsp;&nbsp; 697639 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/15/29 | 125 | &nbsp;&nbsp; 127557 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/30/30 | 480 | &nbsp;&nbsp; 485095 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/30 | 629 | &nbsp;&nbsp; 603992 |
| &nbsp;&nbsp;&nbsp; 2.60%, 03/15/31 | 1203 | &nbsp;&nbsp; 1100686 |
| &nbsp;&nbsp;&nbsp; 8.75%, 03/15/32 | 300 | &nbsp;&nbsp; 362720 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/15/32 | 600 | &nbsp;&nbsp; 600245 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/33 | 600 | &nbsp;&nbsp; 627592 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/34 | 802 | &nbsp;&nbsp; 813219 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/35 | 734 | &nbsp;&nbsp; 762202 |
| &nbsp;&nbsp;&nbsp; 5.30%, 09/30/35 | 450 | &nbsp;&nbsp; 456691 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/36 | 700 | &nbsp;&nbsp; 696799 |
| Woodside Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/19/28 | 300 | &nbsp;&nbsp; 304596 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/19/30 | 750 | &nbsp;&nbsp; 771634 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/19/32 | 270 | &nbsp;&nbsp; 282158 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/12/34 | 871 | &nbsp;&nbsp; 861332 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/19/35 | 750 | &nbsp;&nbsp; 780208 |
|  |  | &nbsp;&nbsp; 199194921 |
| **Paper & Forest Products — 0.1%** | **Paper & Forest Products — 0.1%** | **Paper & Forest Products — 0.1%** |
| Celulosa Arauco y Constitucion SA, 3.88%, 11/02/27 | 200 | &nbsp;&nbsp; 198028 |
| Georgia-Pacific LLC |  |  |
| &nbsp;&nbsp;&nbsp; 7.75%, 11/15/29<sup>(a)</sup> | 254 | &nbsp;&nbsp; 286686 |
| &nbsp;&nbsp;&nbsp; 8.88%, 05/15/31 | 219 | &nbsp;&nbsp; 264581 |
| International Paper Co., 5.00%, 09/15/35 | 300 | &nbsp;&nbsp; 299298 |
| Suzano Austria GmbH |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/15/28 | 250 | &nbsp;&nbsp; 238016 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/29 | 1128 | &nbsp;&nbsp; 1164717 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/30 | 900 | &nbsp;&nbsp; 902272 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/15/31 | 809 | &nbsp;&nbsp; 763844 |
| &nbsp;&nbsp;&nbsp; 3.13%, 01/15/32<sup>(a)</sup> | 600 | &nbsp;&nbsp; 538773 |
| Suzano Netherlands BV, 5.50%, 01/15/36 | 700 | &nbsp;&nbsp; 696365 |
|  |  | &nbsp;&nbsp; 5352580 |
| **Passenger Airlines — 0.2%** | **Passenger Airlines — 0.2%** | **Passenger Airlines — 0.2%** |
| American Airlines Pass-Through Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2015-1, Class A, 3.38%, 11/01/28 | 321 | &nbsp;&nbsp; 315597 |
| &nbsp;&nbsp;&nbsp; Series 2016-1, Class AA, 3.58%, 07/15/29 | 219 | &nbsp;&nbsp; 216055 |
| &nbsp;&nbsp;&nbsp; Series 2016-2, Class AA, 3.20%, 12/15/29<sup>(a)</sup> | 241 | &nbsp;&nbsp; 235747 |
| &nbsp;&nbsp;&nbsp; Series 2017-1, Class AA, 3.65%, 02/15/29 | 207 | &nbsp;&nbsp; 203101 |
| &nbsp;&nbsp;&nbsp; Series 2017-2, Class AA, 3.35%, 04/15/31 | 386 | &nbsp;&nbsp; 374259 |
| &nbsp;&nbsp;&nbsp; Series 2019-1, Class AA, 3.15%, 08/15/33<sup>(a)</sup> | 441 | &nbsp;&nbsp; 418786 |
| &nbsp;&nbsp;&nbsp; Series 2021-1, Class A, 2.88%, 01/11/36 | 406 | &nbsp;&nbsp; 368806 |
| &nbsp;&nbsp;&nbsp; Delta Air Lines 2020-1 Class AA Pass Through Trust, <br> Class AA, 2.00%, 12/10/29<br>| 195 | &nbsp;&nbsp; 187866 |
| Delta Air Lines, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/19/28 | 300 | &nbsp;&nbsp; 300750 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/10/28 | 765 | &nbsp;&nbsp; 778135 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Passenger Airlines (continued)** | **Passenger Airlines (continued)** | **Passenger Airlines (continued)** |
| Delta Air Lines, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/28/29 | 300 | &nbsp;&nbsp; $293505 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/10/30 | 538 | &nbsp;&nbsp; 551119 |
| JetBlue Pass-Through Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 1A, 4.00%, 05/15/34 | 336 | &nbsp;&nbsp; 320799 |
| &nbsp;&nbsp;&nbsp; Series 2019-1, Class AA, 2.75%, 11/15/33 | 252 | &nbsp;&nbsp; 224909 |
| Southwest Airlines Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/15/27 | 1227 | &nbsp;&nbsp; 1241879 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/28 | 475 | &nbsp;&nbsp; 477590 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/10/30 | 359 | &nbsp;&nbsp; 334063 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/35 | 475 | &nbsp;&nbsp; 464622 |
| United Airlines Pass-Through Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2016-1, Class AA, 3.10%, 01/07/30 | 228 | &nbsp;&nbsp; 221941 |
| &nbsp;&nbsp;&nbsp; Series 2018-1, Class AA, 3.50%, 09/01/31 | 176 | &nbsp;&nbsp; 172249 |
| &nbsp;&nbsp;&nbsp; Series 2019-1, Class AA, 4.15%, 02/25/33<sup>(a)</sup> | 286 | &nbsp;&nbsp; 280846 |
| &nbsp;&nbsp;&nbsp; Series 2019-2, Class AA, 2.70%, 11/01/33<sup>(a)</sup> | 290 | &nbsp;&nbsp; 269055 |
| &nbsp;&nbsp;&nbsp; Series 2020-1, Class A, 5.88%, 04/15/29<sup>(a)</sup> | 485 | &nbsp;&nbsp; 495351 |
|  |  | &nbsp;&nbsp; 8747030 |
| **Personal Care Products — 0.6%** | **Personal Care Products — 0.6%** | **Personal Care Products — 0.6%** |
| Colgate-Palmolive Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 08/15/27 | 102 | &nbsp;&nbsp; 101243 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/01/28 | 344 | &nbsp;&nbsp; 349782 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/01/30 | 290 | &nbsp;&nbsp; 292140 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/15/32 | 302 | &nbsp;&nbsp; 284689 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/01/33 | 344 | &nbsp;&nbsp; 350019 |
| Estee Lauder Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 03/15/27 | 179 | &nbsp;&nbsp; 177656 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/28 | 360 | &nbsp;&nbsp; 363131 |
| &nbsp;&nbsp;&nbsp; 2.38%, 12/01/29 | 411 | &nbsp;&nbsp; 385408 |
| &nbsp;&nbsp;&nbsp; 2.60%, 04/15/30 | 413 | &nbsp;&nbsp; 388167 |
| &nbsp;&nbsp;&nbsp; 1.95%, 03/15/31<sup>(a)</sup> | 293 | &nbsp;&nbsp; 261387 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/15/33 | 450 | &nbsp;&nbsp; 450787 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/14/34<sup>(a)</sup> | 450 | &nbsp;&nbsp; 456570 |
| Haleon U.S. Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/24/27 | 1400 | &nbsp;&nbsp; 1391091 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/24/29 | 600 | &nbsp;&nbsp; 587001 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/24/32 | 1212 | &nbsp;&nbsp; 1153850 |
| Kenvue, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/22/28 | 615 | &nbsp;&nbsp; 628426 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/22/30 | 660 | &nbsp;&nbsp; 679004 |
| &nbsp;&nbsp;&nbsp; 4.85%, 05/22/32 | 450 | &nbsp;&nbsp; 459386 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/22/33<sup>(a)</sup> | 720 | &nbsp;&nbsp; 733268 |
| Procter & Gamble Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 02/01/27 | 500 | &nbsp;&nbsp; 491609 |
| &nbsp;&nbsp;&nbsp; 2.80%, 03/25/27 | 330 | &nbsp;&nbsp; 327118 |
| &nbsp;&nbsp;&nbsp; 2.85%, 08/11/27 | 413 | &nbsp;&nbsp; 408699 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/26/28 | 250 | &nbsp;&nbsp; 252061 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/29/29<sup>(a)</sup> | 275 | &nbsp;&nbsp; 280280 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/24/29 | 200 | &nbsp;&nbsp; 202489 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/25/30 | 985 | &nbsp;&nbsp; 949451 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/01/30 | 500 | &nbsp;&nbsp; 502604 |
| &nbsp;&nbsp;&nbsp; 1.20%, 10/29/30 | 797 | &nbsp;&nbsp; 702193 |
| &nbsp;&nbsp;&nbsp; 1.95%, 04/23/31 | 529 | &nbsp;&nbsp; 477726 |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/01/32<sup>(a)</sup> | 280 | &nbsp;&nbsp; 255285 |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/03/32 | 300 | &nbsp;&nbsp; 297546 |
| &nbsp;&nbsp;&nbsp; 4.05%, 01/26/33<sup>(a)</sup> | 650 | &nbsp;&nbsp; 647456 |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/29/34 | 427 | &nbsp;&nbsp; 432154 |
| &nbsp;&nbsp;&nbsp; 5.80%, 08/15/34<sup>(a)</sup> | 275 | &nbsp;&nbsp; 299336 |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/24/34<sup>(a)</sup> | 300 | &nbsp;&nbsp; 302506 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/01/35 | 500 | &nbsp;&nbsp; 503747 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/03/35 | 300 | &nbsp;&nbsp; 293906 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Personal Care Products (continued)** | **Personal Care Products (continued)** | **Personal Care Products (continued)** |
| Unilever Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 05/05/27 | 790 | &nbsp;&nbsp; $782824 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/12/27 | 585 | &nbsp;&nbsp; 589485 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/22/28 | 600 | &nbsp;&nbsp; 596464 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/08/28 | 400 | &nbsp;&nbsp; 410263 |
| &nbsp;&nbsp;&nbsp; 2.13%, 09/06/29 | 555 | &nbsp;&nbsp; 521955 |
| &nbsp;&nbsp;&nbsp; 1.38%, 09/14/30 | 427 | &nbsp;&nbsp; 380233 |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/12/31 | 450 | &nbsp;&nbsp; 396427 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/32 | 723 | &nbsp;&nbsp; 789375 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/08/33 | 600 | &nbsp;&nbsp; 620880 |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/12/34 | 850 | &nbsp;&nbsp; 853401 |
|  |  | &nbsp;&nbsp; 23060478 |
| **Pharmaceuticals — 3.5%** | **Pharmaceuticals — 3.5%** | **Pharmaceuticals — 3.5%** |
| AbbVie, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/27 | 1624 | &nbsp;&nbsp; 1641233 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/28 | 1000 | &nbsp;&nbsp; 1016372 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/14/28 | 1181 | &nbsp;&nbsp; 1192816 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/29 | 1176 | &nbsp;&nbsp; 1204346 |
| &nbsp;&nbsp;&nbsp; 3.20%, 11/21/29 | 3658 | &nbsp;&nbsp; 3548957 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/30 | 400 | &nbsp;&nbsp; 411479 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/31<sup>(a)</sup> | 1181 | &nbsp;&nbsp; 1219566 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/34 | 1672 | &nbsp;&nbsp; 1713297 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/15/35 | 1072 | &nbsp;&nbsp; 1053746 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/35 | 780 | &nbsp;&nbsp; 804188 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/14/35 | 1700 | &nbsp;&nbsp; 1663778 |
| Astrazeneca Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/26/27 | 912 | &nbsp;&nbsp; 921162 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/03/28 | 676 | &nbsp;&nbsp; 690167 |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/28/28 | 821 | &nbsp;&nbsp; 784285 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/26/29 | 900 | &nbsp;&nbsp; 923508 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/03/30 | 500 | &nbsp;&nbsp; 515278 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/26/31 | 750 | &nbsp;&nbsp; 774505 |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/28/31 | 340 | &nbsp;&nbsp; 309041 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/03/33 | 250 | &nbsp;&nbsp; 257037 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/26/34 | 1060 | &nbsp;&nbsp; 1090940 |
| AstraZeneca PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/12/27 | 113 | &nbsp;&nbsp; 112259 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/17/29 | 607 | &nbsp;&nbsp; 608862 |
| &nbsp;&nbsp;&nbsp; 1.38%, 08/06/30 | 911 | &nbsp;&nbsp; 809339 |
| Becton Dickinson & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/06/27 | 1125 | &nbsp;&nbsp; 1121500 |
| &nbsp;&nbsp;&nbsp; 4.69%, 02/13/28 | 410 | &nbsp;&nbsp; 415613 |
| &nbsp;&nbsp;&nbsp; 4.87%, 02/08/29 | 457 | &nbsp;&nbsp; 466227 |
| &nbsp;&nbsp;&nbsp; 5.08%, 06/07/29 | 375 | &nbsp;&nbsp; 385522 |
| &nbsp;&nbsp;&nbsp; 2.82%, 05/20/30 | 488 | &nbsp;&nbsp; 459981 |
| &nbsp;&nbsp;&nbsp; 1.96%, 02/11/31 | 614 | &nbsp;&nbsp; 546933 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/22/32 | 390 | &nbsp;&nbsp; 383995 |
| &nbsp;&nbsp;&nbsp; 5.11%, 02/08/34 | 302 | &nbsp;&nbsp; 307448 |
| Bristol-Myers Squibb Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/27/27 | 306 | &nbsp;&nbsp; 304273 |
| &nbsp;&nbsp;&nbsp; 1.13%, 11/13/27<sup>(a)</sup> | 702 | &nbsp;&nbsp; 671597 |
| &nbsp;&nbsp;&nbsp; 3.45%, 11/15/27 | 330 | &nbsp;&nbsp; 329060 |
| &nbsp;&nbsp;&nbsp; 3.90%, 02/20/28 | 300 | &nbsp;&nbsp; 300762 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/22/29<sup>(a)</sup> | 500 | &nbsp;&nbsp; 514488 |
| &nbsp;&nbsp;&nbsp; 3.40%, 07/26/29 | 1621 | &nbsp;&nbsp; 1591685 |
| &nbsp;&nbsp;&nbsp; 1.45%, 11/13/30 | 740 | &nbsp;&nbsp; 654416 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/01/31<sup>(a)</sup> | 500 | &nbsp;&nbsp; 533644 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/22/31 | 697 | &nbsp;&nbsp; 724142 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/15/32 | 1225 | &nbsp;&nbsp; 1133832 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/33 | 294 | &nbsp;&nbsp; 319524 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| Bristol-Myers Squibb Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/22/34<sup>(a)</sup> | $1511 | &nbsp;&nbsp; $1563617 |
| Cardinal Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.41%, 06/15/27 | 829 | &nbsp;&nbsp; 823635 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/29 | 496 | &nbsp;&nbsp; 510408 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/15/29 | 626 | &nbsp;&nbsp; 643164 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/30<sup>(a)</sup> | 250 | &nbsp;&nbsp; 251830 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/15/34 | 382 | &nbsp;&nbsp; 396857 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/34 | 600 | &nbsp;&nbsp; 616364 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/15/35<sup>(a)</sup> | 250 | &nbsp;&nbsp; 253074 |
| Cencora, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 12/15/27 | 504 | &nbsp;&nbsp; 499146 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/15/27 | 360 | &nbsp;&nbsp; 364357 |
| &nbsp;&nbsp;&nbsp; 4.85%, 12/15/29 | 225 | &nbsp;&nbsp; 230176 |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/15/30 | 329 | &nbsp;&nbsp; 309789 |
| &nbsp;&nbsp;&nbsp; 2.70%, 03/15/31 | 669 | &nbsp;&nbsp; 616682 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/34 | 400 | &nbsp;&nbsp; 409323 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/35 | 385 | &nbsp;&nbsp; 392563 |
| CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/01/27 | 457 | &nbsp;&nbsp; 454915 |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/01/27 | 254 | &nbsp;&nbsp; 261058 |
| &nbsp;&nbsp;&nbsp; 1.30%, 08/21/27 | 1335 | &nbsp;&nbsp; 1280350 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/25/28 | 3177 | &nbsp;&nbsp; 3188311 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/30/29 | 440 | &nbsp;&nbsp; 449521 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/29 | 750 | &nbsp;&nbsp; 776293 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/15/29 | 1147 | &nbsp;&nbsp; 1108120 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/21/30 | 1084 | &nbsp;&nbsp; 1111922 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/30 | 1083 | &nbsp;&nbsp; 1055587 |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/21/30 | 784 | &nbsp;&nbsp; 696621 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/30/31 | 335 | &nbsp;&nbsp; 345560 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/28/31 | 823 | &nbsp;&nbsp; 724289 |
| &nbsp;&nbsp;&nbsp; 5.55%, 06/01/31 | 750 | &nbsp;&nbsp; 784231 |
| &nbsp;&nbsp;&nbsp; 2.13%, 09/15/31 | 683 | &nbsp;&nbsp; 599317 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/32 | 575 | &nbsp;&nbsp; 584043 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/21/33<sup>(a)</sup> | 950 | &nbsp;&nbsp; 973593 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/01/33 | 820 | &nbsp;&nbsp; 840175 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/01/34 | 750 | &nbsp;&nbsp; 779256 |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/20/35 | 400 | &nbsp;&nbsp; 390878 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/15/35 | 925 | &nbsp;&nbsp; 940858 |
| Eli Lilly & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/09/27 | 840 | &nbsp;&nbsp; 846583 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/27<sup>(a)</sup> | 264 | &nbsp;&nbsp; 269291 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/15/27 | 228 | &nbsp;&nbsp; 226586 |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/14/27 | 400 | &nbsp;&nbsp; 402807 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/12/28 | 675 | &nbsp;&nbsp; 686058 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/28 | 690 | &nbsp;&nbsp; 694819 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/09/29 | 704 | &nbsp;&nbsp; 717087 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/15/29 | 729 | &nbsp;&nbsp; 719234 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/14/29 | 562 | &nbsp;&nbsp; 567631 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/12/30 | 773 | &nbsp;&nbsp; 793083 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/31 | 725 | &nbsp;&nbsp; 728457 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/12/32 | 675 | &nbsp;&nbsp; 698191 |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/15/32 | 590 | &nbsp;&nbsp; 597681 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/27/33 | 590 | &nbsp;&nbsp; 601015 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/09/34 | 1006 | &nbsp;&nbsp; 1016340 |
| &nbsp;&nbsp;&nbsp; 4.60%, 08/14/34 | 700 | &nbsp;&nbsp; 700667 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/12/35 | 879 | &nbsp;&nbsp; 906075 |
| &nbsp;&nbsp;&nbsp; 4.90%, 10/15/35 | 725 | &nbsp;&nbsp; 733562 |
| GlaxoSmithKline Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.32%, 03/12/27 | 250 | &nbsp;&nbsp; 251639 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/01/29 | 629 | &nbsp;&nbsp; 617292 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| GlaxoSmithKline Capital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/15/28 | $1225 | &nbsp;&nbsp; $1227137 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/30 | 580 | &nbsp;&nbsp; 588970 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/15/34 | 383 | &nbsp;&nbsp; 404004 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/15/35 | 450 | &nbsp;&nbsp; 453817 |
| Johnson & Johnson |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/27 | 425 | &nbsp;&nbsp; 429017 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/03/27 | 636 | &nbsp;&nbsp; 631582 |
| &nbsp;&nbsp;&nbsp; 0.95%, 09/01/27 | 998 | &nbsp;&nbsp; 957965 |
| &nbsp;&nbsp;&nbsp; 2.90%, 01/15/28 | 1099 | &nbsp;&nbsp; 1084665 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/01/28 | 495 | &nbsp;&nbsp; 503836 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/01/29 | 600 | &nbsp;&nbsp; 618868 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/01/30 | 625 | &nbsp;&nbsp; 643148 |
| &nbsp;&nbsp;&nbsp; 1.30%, 09/01/30<sup>(a)</sup> | 1164 | &nbsp;&nbsp; 1037663 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/01/31 | 800 | &nbsp;&nbsp; 832026 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/32 | 625 | &nbsp;&nbsp; 647379 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/33 | 450 | &nbsp;&nbsp; 472234 |
| &nbsp;&nbsp;&nbsp; 4.38%, 12/05/33<sup>(a)</sup> | 578 | &nbsp;&nbsp; 583644 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/34 | 400 | &nbsp;&nbsp; 418459 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/35<sup>(a)</sup> | 865 | &nbsp;&nbsp; 897170 |
| McKesson Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 02/16/28 | 229 | &nbsp;&nbsp; 228837 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/15/28<sup>(a)</sup> | 310 | &nbsp;&nbsp; 317362 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/29 | 325 | &nbsp;&nbsp; 326662 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/30/30 | 375 | &nbsp;&nbsp; 380862 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/30/32 | 375 | &nbsp;&nbsp; 385229 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/15/33 | 302 | &nbsp;&nbsp; 311121 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/30/35<sup>(a)</sup> | 475 | &nbsp;&nbsp; 490178 |
| Merck & Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 06/10/27 | 733 | &nbsp;&nbsp; 715218 |
| &nbsp;&nbsp;&nbsp; 3.85%, 09/15/27 | 475 | &nbsp;&nbsp; 476421 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/17/28 | 100 | &nbsp;&nbsp; 100713 |
| &nbsp;&nbsp;&nbsp; 1.90%, 12/10/28 | 695 | &nbsp;&nbsp; 660264 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/07/29 | 1218 | &nbsp;&nbsp; 1200419 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/15/29 | 285 | &nbsp;&nbsp; 284858 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/17/30 | 400 | &nbsp;&nbsp; 403500 |
| &nbsp;&nbsp;&nbsp; 1.45%, 06/24/30 | 793 | &nbsp;&nbsp; 710289 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/15/30<sup>(a)</sup> | 475 | &nbsp;&nbsp; 475885 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/31 | 675 | &nbsp;&nbsp; 672272 |
| &nbsp;&nbsp;&nbsp; 2.15%, 12/10/31 | 1290 | &nbsp;&nbsp; 1150669 |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/15/32 | 675 | &nbsp;&nbsp; 681531 |
| &nbsp;&nbsp;&nbsp; 4.45%, 12/04/32 | 610 | &nbsp;&nbsp; 610757 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/17/33<sup>(a)</sup> | 902 | &nbsp;&nbsp; 906608 |
| &nbsp;&nbsp;&nbsp; 6.50%, 12/01/33 | 389 | &nbsp;&nbsp; 436735 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/35 | 1175 | &nbsp;&nbsp; 1186953 |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/04/35 | 960 | &nbsp;&nbsp; 951510 |
| Mylan, Inc., 4.55%, 04/15/28 | 660 | &nbsp;&nbsp; 661881 |
| Novartis Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/14/27 | 231 | &nbsp;&nbsp; 227106 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/17/27 | 565 | &nbsp;&nbsp; 560763 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/05/28 | 375 | &nbsp;&nbsp; 376107 |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/18/29 | 635 | &nbsp;&nbsp; 632860 |
| &nbsp;&nbsp;&nbsp; 2.20%, 08/14/30 | 1159 | &nbsp;&nbsp; 1071986 |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/05/30 | 1175 | &nbsp;&nbsp; 1174881 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/18/31 | 475 | &nbsp;&nbsp; 472943 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/05/32 | 575 | &nbsp;&nbsp; 572447 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/18/34 | 669 | &nbsp;&nbsp; 652975 |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/05/35<sup>(a)</sup> | 575 | &nbsp;&nbsp; 569331 |
| Pfizer Investment Enterprises Pte. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/19/28 | 2818 | &nbsp;&nbsp; 2846115 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/19/30 | 1788 | &nbsp;&nbsp; 1821450 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| Pfizer Investment Enterprises Pte. Ltd. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/19/33 | 3407 | &nbsp;&nbsp; $3442031 |
| Pfizer, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/15/27 | 255 | &nbsp;&nbsp; 255874 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/28<sup>(a)</sup> | 359 | &nbsp;&nbsp; 358358 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/15/29<sup>(a)</sup> | 1218 | &nbsp;&nbsp; 1205281 |
| &nbsp;&nbsp;&nbsp; 2.63%, 04/01/30 | 829 | &nbsp;&nbsp; 782417 |
| &nbsp;&nbsp;&nbsp; 1.70%, 05/28/30 | 683 | &nbsp;&nbsp; 618477 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/15/30 | 400 | &nbsp;&nbsp; 400750 |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/18/31 | 629 | &nbsp;&nbsp; 554019 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/32 | 600 | &nbsp;&nbsp; 601660 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/35<sup>(a)</sup> | 800 | &nbsp;&nbsp; 800177 |
| Pharmacia LLC, 6.60%, 12/01/28 | 400 | &nbsp;&nbsp; 428281 |
| Sanofi SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/03/27 | 300 | &nbsp;&nbsp; 300526 |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/19/28 | 713 | &nbsp;&nbsp; 711345 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/03/28 | 300 | &nbsp;&nbsp; 300192 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/03/32 | 300 | &nbsp;&nbsp; 298068 |
| Takeda Pharmaceutical Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/26/28 | 1278 | &nbsp;&nbsp; 1307285 |
| &nbsp;&nbsp;&nbsp; 2.05%, 03/31/30 | 1454 | &nbsp;&nbsp; 1329503 |
| &nbsp;&nbsp;&nbsp; 5.30%, 07/05/34 | 700 | &nbsp;&nbsp; 719169 |
| Takeda U.S. Financing, Inc., 5.20%, 07/07/35 | 1000 | &nbsp;&nbsp; 1011855 |
| Viatris, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/22/27 | 415 | &nbsp;&nbsp; 404294 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/22/30 | 843 | &nbsp;&nbsp; 772189 |
| Wyeth LLC, 6.50%, 02/01/34 | 500 | &nbsp;&nbsp; 559593 |
| Zoetis, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/12/27 | 350 | &nbsp;&nbsp; 345576 |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/17/28 | 325 | &nbsp;&nbsp; 326812 |
| &nbsp;&nbsp;&nbsp; 3.90%, 08/20/28 | 379 | &nbsp;&nbsp; 379052 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/15/30<sup>(a)</sup> | 329 | &nbsp;&nbsp; 301160 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/16/32 | 300 | &nbsp;&nbsp; 318077 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/17/35 | 825 | &nbsp;&nbsp; 830148 |
|  |  | &nbsp;&nbsp; 130230235 |
| **Real Estate Management & Development — 0.1%** | **Real Estate Management & Development — 0.1%** | **Real Estate Management & Development — 0.1%** |
| CBRE Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/29<sup>(a)</sup> | 272 | &nbsp;&nbsp; 281846 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/30 | 450 | &nbsp;&nbsp; 456260 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/31 | 393 | &nbsp;&nbsp; 355919 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/15/33<sup>(a)</sup> | 225 | &nbsp;&nbsp; 225743 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/34 | 550 | &nbsp;&nbsp; 585333 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/35 | 350 | &nbsp;&nbsp; 360563 |
| Jones Lang LaSalle, Inc., 6.88%, 12/01/28 | 75 | &nbsp;&nbsp; 80114 |
|  |  | &nbsp;&nbsp; 2345778 |
| **Residential REITs — 0.8%** | **Residential REITs — 0.8%** | **Residential REITs — 0.8%** |
| American Homes 4 Rent LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/15/28 | 100 | &nbsp;&nbsp; 100044 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/15/29<sup>(a)</sup> | 129 | &nbsp;&nbsp; 131133 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/30 | 432 | &nbsp;&nbsp; 437528 |
| &nbsp;&nbsp;&nbsp; 2.38%, 07/15/31<sup>(a)</sup> | 200 | &nbsp;&nbsp; 178499 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/15/32 | 300 | &nbsp;&nbsp; 281876 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/01/34 | 477 | &nbsp;&nbsp; 488524 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/15/34 | 275 | &nbsp;&nbsp; 281343 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/35 | 391 | &nbsp;&nbsp; 392046 |
| AvalonBay Communities, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 05/15/27 | 191 | &nbsp;&nbsp; 189682 |
| &nbsp;&nbsp;&nbsp; 3.20%, 01/15/28 | 159 | &nbsp;&nbsp; 156984 |
| &nbsp;&nbsp;&nbsp; 1.90%, 12/01/28 | 296 | &nbsp;&nbsp; 280464 |
| &nbsp;&nbsp;&nbsp; 3.30%, 06/01/29 | 291 | &nbsp;&nbsp; 283869 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/01/30<sup>(a)</sup> | 450 | &nbsp;&nbsp; 417783 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Residential REITs (continued)** | **Residential REITs (continued)** | **Residential REITs (continued)** |
| AvalonBay Communities, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 12/01/30 | $205 | &nbsp;&nbsp; $205108 |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/15/31 | 507 | &nbsp;&nbsp; 463505 |
| &nbsp;&nbsp;&nbsp; 2.05%, 01/15/32 | 425 | &nbsp;&nbsp; 373782 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/33 | 225 | &nbsp;&nbsp; 229974 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/07/33 | 150 | &nbsp;&nbsp; 155709 |
| &nbsp;&nbsp;&nbsp; 5.35%, 06/01/34 | 360 | &nbsp;&nbsp; 372447 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/35 | 285 | &nbsp;&nbsp; 287086 |
| Camden Property Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 10/15/28 | 258 | &nbsp;&nbsp; 258844 |
| &nbsp;&nbsp;&nbsp; 3.15%, 07/01/29 | 400 | &nbsp;&nbsp; 387125 |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/15/30 | 615 | &nbsp;&nbsp; 580441 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/15/34 | 175 | &nbsp;&nbsp; 176564 |
| ERP Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/01/27 | 334 | &nbsp;&nbsp; 331029 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/28 | 341 | &nbsp;&nbsp; 338080 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/01/28 | 305 | &nbsp;&nbsp; 306428 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/29 | 455 | &nbsp;&nbsp; 439595 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/15/30 | 333 | &nbsp;&nbsp; 312793 |
| &nbsp;&nbsp;&nbsp; 1.85%, 08/01/31 | 229 | &nbsp;&nbsp; 202430 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/32 | 300 | &nbsp;&nbsp; 306786 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/15/34 | 328 | &nbsp;&nbsp; 323825 |
| Essential Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 07/15/31 | 129 | &nbsp;&nbsp; 118043 |
| &nbsp;&nbsp;&nbsp; 5.40%, 12/01/35 | 275 | &nbsp;&nbsp; 275803 |
| Essex Portfolio LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/01/27 | 222 | &nbsp;&nbsp; 221113 |
| &nbsp;&nbsp;&nbsp; 1.70%, 03/01/28 | 210 | &nbsp;&nbsp; 200220 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/29 | 179 | &nbsp;&nbsp; 177894 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/30 | 384 | &nbsp;&nbsp; 365158 |
| &nbsp;&nbsp;&nbsp; 1.65%, 01/15/31 | 254 | &nbsp;&nbsp; 221654 |
| &nbsp;&nbsp;&nbsp; 2.55%, 06/15/31 | 210 | &nbsp;&nbsp; 190453 |
| &nbsp;&nbsp;&nbsp; 2.65%, 03/15/32 | 400 | &nbsp;&nbsp; 356618 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/34 | 325 | &nbsp;&nbsp; 334922 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/01/35 | 235 | &nbsp;&nbsp; 240431 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/36 | 225 | &nbsp;&nbsp; 219070 |
| Invitation Homes Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/15/28 | 491 | &nbsp;&nbsp; 466710 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/15/30 | 300 | &nbsp;&nbsp; 310843 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/15/31 | 330 | &nbsp;&nbsp; 287441 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/15/32 | 296 | &nbsp;&nbsp; 285661 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/33 | 250 | &nbsp;&nbsp; 249345 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/15/33 | 288 | &nbsp;&nbsp; 295544 |
| &nbsp;&nbsp;&nbsp; 2.70%, 01/15/34 | 262 | &nbsp;&nbsp; 221623 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/01/35 | 397 | &nbsp;&nbsp; 386867 |
| Mid-America Apartments LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/01/27 | 413 | &nbsp;&nbsp; 411444 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/15/28 | 296 | &nbsp;&nbsp; 297409 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/29 | 413 | &nbsp;&nbsp; 411038 |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/15/30 | 163 | &nbsp;&nbsp; 154110 |
| &nbsp;&nbsp;&nbsp; 1.70%, 02/15/31<sup>(a)</sup> | 378 | &nbsp;&nbsp; 332286 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/15/32 | 175 | &nbsp;&nbsp; 182442 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/15/33 | 200 | &nbsp;&nbsp; 199170 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/34 | 225 | &nbsp;&nbsp; 226572 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/01/35 | 275 | &nbsp;&nbsp; 276245 |
| NNN REIT, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/15/27 | 274 | &nbsp;&nbsp; 271810 |
| &nbsp;&nbsp;&nbsp; 4.30%, 10/15/28 | 229 | &nbsp;&nbsp; 230316 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/15/30 | 300 | &nbsp;&nbsp; 278724 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/15/31 | 400 | &nbsp;&nbsp; 402607 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Residential REITs (continued)** | **Residential REITs (continued)** | **Residential REITs (continued)** |
| NNN REIT, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 10/15/33 | 200 | &nbsp;&nbsp; $208510 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/34 | 325 | &nbsp;&nbsp; 335517 |
| Realty Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/15/27 | 413 | &nbsp;&nbsp; 413356 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/15/28 | 313 | &nbsp;&nbsp; 309818 |
| &nbsp;&nbsp;&nbsp; 3.65%, 01/15/28 | 314 | &nbsp;&nbsp; 312537 |
| &nbsp;&nbsp;&nbsp; 2.10%, 03/15/28 | 374 | &nbsp;&nbsp; 360209 |
| &nbsp;&nbsp;&nbsp; 2.20%, 06/15/28 | 274 | &nbsp;&nbsp; 263261 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/15/28 | 220 | &nbsp;&nbsp; 224036 |
| &nbsp;&nbsp;&nbsp; 3.95%, 02/01/29 | 200 | &nbsp;&nbsp; 199261 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/29 | 225 | &nbsp;&nbsp; 229127 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/15/29 | 207 | &nbsp;&nbsp; 201522 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/15/29<sup>(a)</sup> | 350 | &nbsp;&nbsp; 349161 |
| &nbsp;&nbsp;&nbsp; 3.10%, 12/15/29 | 413 | &nbsp;&nbsp; 398653 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/15/30 | 413 | &nbsp;&nbsp; 401265 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/15/30 | 250 | &nbsp;&nbsp; 256289 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/31 | 554 | &nbsp;&nbsp; 526314 |
| &nbsp;&nbsp;&nbsp; 3.20%, 02/15/31 | 350 | &nbsp;&nbsp; 331313 |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/15/32 | 292 | &nbsp;&nbsp; 263978 |
| &nbsp;&nbsp;&nbsp; 5.63%, 10/13/32 | 300 | &nbsp;&nbsp; 317647 |
| &nbsp;&nbsp;&nbsp; 2.85%, 12/15/32 | 525 | &nbsp;&nbsp; 471077 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/33 | 200 | &nbsp;&nbsp; 197871 |
| &nbsp;&nbsp;&nbsp; 1.80%, 03/15/33 | 300 | &nbsp;&nbsp; 249300 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/15/33<sup>(a)</sup> | 340 | &nbsp;&nbsp; 343675 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/34 | 525 | &nbsp;&nbsp; 536294 |
| &nbsp;&nbsp;&nbsp; 5.13%, 04/15/35 | 421 | &nbsp;&nbsp; 427521 |
| Store Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/28 | 300 | &nbsp;&nbsp; 301038 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/29 | 200 | &nbsp;&nbsp; 199661 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/30/30<sup>(d)</sup> | 240 | &nbsp;&nbsp; 244366 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/18/30 | 250 | &nbsp;&nbsp; 227517 |
| &nbsp;&nbsp;&nbsp; 2.70%, 12/01/31 | 201 | &nbsp;&nbsp; 177692 |
| Tanger Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/15/27 | 79 | &nbsp;&nbsp; 78624 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/01/31 | 200 | &nbsp;&nbsp; 181763 |
| UDR, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/27 | 163 | &nbsp;&nbsp; 161941 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/15/28 | 252 | &nbsp;&nbsp; 249709 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/26/29 | 129 | &nbsp;&nbsp; 129763 |
| &nbsp;&nbsp;&nbsp; 3.20%, 01/15/30 | 413 | &nbsp;&nbsp; 397219 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/15/31 | 213 | &nbsp;&nbsp; 197537 |
| &nbsp;&nbsp;&nbsp; 2.10%, 08/01/32 | 274 | &nbsp;&nbsp; 235030 |
| &nbsp;&nbsp;&nbsp; 1.90%, 03/15/33 | 294 | &nbsp;&nbsp; 241987 |
| &nbsp;&nbsp;&nbsp; 2.10%, 06/15/33 | 300 | &nbsp;&nbsp; 248448 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/01/34 | 195 | &nbsp;&nbsp; 196372 |
| &nbsp;&nbsp;&nbsp; 3.10%, 11/01/34 | 268 | &nbsp;&nbsp; 231548 |
|  |  | &nbsp;&nbsp; 30598639 |
| **Retail REITs — 0.2%** | **Retail REITs — 0.2%** | **Retail REITs — 0.2%** |
| Simon Property Group LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/15/27 | 320 | &nbsp;&nbsp; 318079 |
| &nbsp;&nbsp;&nbsp; 3.38%, 12/01/27 | 200 | &nbsp;&nbsp; 198506 |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/01/28 | 750 | &nbsp;&nbsp; 720323 |
| &nbsp;&nbsp;&nbsp; 2.45%, 09/13/29 | 807 | &nbsp;&nbsp; 763633 |
| &nbsp;&nbsp;&nbsp; 2.65%, 07/15/30<sup>(a)</sup> | 617 | &nbsp;&nbsp; 578015 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/01/30 | 225 | &nbsp;&nbsp; 225977 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/15/31 | 475 | &nbsp;&nbsp; 473775 |
| &nbsp;&nbsp;&nbsp; 2.20%, 02/01/31 | 412 | &nbsp;&nbsp; 372492 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/15/32 | 579 | &nbsp;&nbsp; 511809 |
| &nbsp;&nbsp;&nbsp; 2.65%, 02/01/32<sup>(a)</sup> | 479 | &nbsp;&nbsp; 431783 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Retail REITs (continued)** | **Retail REITs (continued)** | **Retail REITs (continued)** |
| Simon Property Group LP (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/08/33 | 300 | &nbsp;&nbsp; $314835 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/15/34 | 343 | &nbsp;&nbsp; 374687 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/26/34 | 685 | &nbsp;&nbsp; 679305 |
| &nbsp;&nbsp;&nbsp; 5.13%, 10/01/35 | 475 | &nbsp;&nbsp; 480256 |
|  |  | &nbsp;&nbsp; 6443475 |
| **Semiconductors & Semiconductor Equipment — 2.1%** | **Semiconductors & Semiconductor Equipment — 2.1%** | **Semiconductors & Semiconductor Equipment — 2.1%** |
| Advanced Micro Devices, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.32%, 03/24/28 | 300 | &nbsp;&nbsp; 303471 |
| &nbsp;&nbsp;&nbsp; 3.92%, 06/01/32<sup>(a)</sup> | 354 | &nbsp;&nbsp; 346716 |
| Analog Devices, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 06/15/27 | 242 | &nbsp;&nbsp; 240847 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/15/28 | 450 | &nbsp;&nbsp; 453463 |
| &nbsp;&nbsp;&nbsp; 1.70%, 10/01/28 | 450 | &nbsp;&nbsp; 425497 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/30 | 425 | &nbsp;&nbsp; 430562 |
| &nbsp;&nbsp;&nbsp; 2.10%, 10/01/31 | 550 | &nbsp;&nbsp; 488764 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/01/32 | 256 | &nbsp;&nbsp; 256587 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/01/34 | 300 | &nbsp;&nbsp; 309258 |
| Applied Materials, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/01/27 | 829 | &nbsp;&nbsp; 824974 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/29 | 483 | &nbsp;&nbsp; 495557 |
| &nbsp;&nbsp;&nbsp; 1.75%, 06/01/30 | 423 | &nbsp;&nbsp; 382687 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/31 | 200 | &nbsp;&nbsp; 198148 |
| &nbsp;&nbsp;&nbsp; 5.10%, 10/01/35 | 300 | &nbsp;&nbsp; 308707 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/15/36 | 80 | &nbsp;&nbsp; 78656 |
| &nbsp;&nbsp;&nbsp; Broadcom Corp./Broadcom Cayman Finance Ltd., <br> 3.50%, 01/15/28<sup>(a)</sup><br>| 413 | &nbsp;&nbsp; 410523 |
| Broadcom, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/12/27 | 375 | &nbsp;&nbsp; 381620 |
| &nbsp;&nbsp;&nbsp; 1.95%, 02/15/28<sup>(a)</sup> | 598 | &nbsp;&nbsp; 575959 |
| &nbsp;&nbsp;&nbsp; 4.80%, 04/15/28 | 1000 | &nbsp;&nbsp; 1019552 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/29<sup>(d)</sup> | 450 | &nbsp;&nbsp; 448735 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/29 | 976 | &nbsp;&nbsp; 994232 |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/12/29 | 1425 | &nbsp;&nbsp; 1467961 |
| &nbsp;&nbsp;&nbsp; 4.35%, 02/15/30 | 1080 | &nbsp;&nbsp; 1086348 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/30 | 450 | &nbsp;&nbsp; 463165 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/15/30 | 400 | &nbsp;&nbsp; 412130 |
| &nbsp;&nbsp;&nbsp; 4.60%, 07/15/30 | 1025 | &nbsp;&nbsp; 1039032 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/15/30 | 220 | &nbsp;&nbsp; 219314 |
| &nbsp;&nbsp;&nbsp; 4.15%, 11/15/30 | 1146 | &nbsp;&nbsp; 1139022 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/15/31 | 245 | &nbsp;&nbsp; 244783 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/15/31 | 1825 | &nbsp;&nbsp; 1669663 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/15/31 | 685 | &nbsp;&nbsp; 710341 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/15/32<sup>(d)</sup> | 890 | &nbsp;&nbsp; 870158 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/32 | 700 | &nbsp;&nbsp; 724614 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/15/32 | 1000 | &nbsp;&nbsp; 1019949 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/15/32 | 1244 | &nbsp;&nbsp; 1226472 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/15/33 | 550 | &nbsp;&nbsp; 548100 |
| &nbsp;&nbsp;&nbsp; 2.60%, 02/15/33 | 1098 | &nbsp;&nbsp; 965115 |
| &nbsp;&nbsp;&nbsp; 3.42%, 04/15/33 | 1620 | &nbsp;&nbsp; 1495768 |
| &nbsp;&nbsp;&nbsp; 3.47%, 04/15/34 | 1872 | &nbsp;&nbsp; 1702364 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/15/34 | 980 | &nbsp;&nbsp; 977695 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/15/35 | 1500 | &nbsp;&nbsp; 1532360 |
| &nbsp;&nbsp;&nbsp; 3.14%, 11/15/35<sup>(d)</sup> | 2000 | &nbsp;&nbsp; 1720427 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/36 | 220 | &nbsp;&nbsp; 219660 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/36 | 1200 | &nbsp;&nbsp; 1183729 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/15/32 | 580 | &nbsp;&nbsp; 579631 |
| Intel Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/25/27 | 710 | &nbsp;&nbsp; 708050 |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/11/27 | 400 | &nbsp;&nbsp; 395835 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/05/27 | 1150 | &nbsp;&nbsp; 1145210 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** |
| Intel Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/10/28 | $1055 | &nbsp;&nbsp; $1071664 |
| &nbsp;&nbsp;&nbsp; 1.60%, 08/12/28 | 559 | &nbsp;&nbsp; 526771 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/05/29 | 550 | &nbsp;&nbsp; 546078 |
| &nbsp;&nbsp;&nbsp; 2.45%, 11/15/29 | 1319 | &nbsp;&nbsp; 1234679 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/10/30 | 850 | &nbsp;&nbsp; 871443 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/25/30 | 538 | &nbsp;&nbsp; 527834 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/21/31 | 465 | &nbsp;&nbsp; 475465 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/12/31 | 699 | &nbsp;&nbsp; 614339 |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/05/32 | 810 | &nbsp;&nbsp; 784678 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/32 | 500 | &nbsp;&nbsp; 478760 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/10/33<sup>(a)</sup> | 1258 | &nbsp;&nbsp; 1282375 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/21/34<sup>(a)</sup> | 705 | &nbsp;&nbsp; 713850 |
| KLA Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/15/29 | 413 | &nbsp;&nbsp; 414582 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/15/32<sup>(a)</sup> | 640 | &nbsp;&nbsp; 649723 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/34 | 225 | &nbsp;&nbsp; 225611 |
| Lam Research Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/29 | 450 | &nbsp;&nbsp; 450162 |
| &nbsp;&nbsp;&nbsp; 1.90%, 06/15/30 | 551 | &nbsp;&nbsp; 501648 |
| Marvell Technology, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 04/15/28 | 429 | &nbsp;&nbsp; 414553 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/22/28 | 260 | &nbsp;&nbsp; 264623 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/15/29 | 260 | &nbsp;&nbsp; 270938 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/30 | 225 | &nbsp;&nbsp; 227807 |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/15/31 | 393 | &nbsp;&nbsp; 363959 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/15/33 | 260 | &nbsp;&nbsp; 276404 |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/15/35 | 525 | &nbsp;&nbsp; 539574 |
| Microchip Technology, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/28 | 602 | &nbsp;&nbsp; 611399 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/29 | 600 | &nbsp;&nbsp; 613971 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/15/30 | 650 | &nbsp;&nbsp; 664732 |
| Micron Technology, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.33%, 02/06/29 | 363 | &nbsp;&nbsp; 373904 |
| &nbsp;&nbsp;&nbsp; 4.66%, 02/15/30 | 710 | &nbsp;&nbsp; 716366 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/15/31 | 603 | &nbsp;&nbsp; 626175 |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/32 | 603 | &nbsp;&nbsp; 543248 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/01/32 | 294 | &nbsp;&nbsp; 310293 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/09/33 | 464 | &nbsp;&nbsp; 493481 |
| &nbsp;&nbsp;&nbsp; 5.88%, 09/15/33 | 600 | &nbsp;&nbsp; 638431 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/15/35 | 643 | &nbsp;&nbsp; 680021 |
| &nbsp;&nbsp;&nbsp; 6.05%, 11/01/35 | 800 | &nbsp;&nbsp; 858714 |
| NVIDIA Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.55%, 06/15/28 | 974 | &nbsp;&nbsp; 927583 |
| &nbsp;&nbsp;&nbsp; 2.85%, 04/01/30<sup>(a)</sup> | 994 | &nbsp;&nbsp; 950030 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/15/31 | 773 | &nbsp;&nbsp; 696393 |
| NXP BV/NXP Funding LLC, 5.55%, 12/01/28 | 400 | &nbsp;&nbsp; 413986 |
| NXP BV/NXP Funding LLC/NXP USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/01/27 | 300 | &nbsp;&nbsp; 296761 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/01/27 | 400 | &nbsp;&nbsp; 402011 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/19/28 | 180 | &nbsp;&nbsp; 180782 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/18/29 | 641 | &nbsp;&nbsp; 642350 |
| &nbsp;&nbsp;&nbsp; 3.40%, 05/01/30 | 489 | &nbsp;&nbsp; 471453 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/11/31 | 661 | &nbsp;&nbsp; 598287 |
| &nbsp;&nbsp;&nbsp; 2.65%, 02/15/32 | 462 | &nbsp;&nbsp; 414063 |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/19/32 | 375 | &nbsp;&nbsp; 377901 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/33 | 612 | &nbsp;&nbsp; 619624 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/19/35<sup>(a)</sup> | 475 | &nbsp;&nbsp; 480043 |
| Qorvo, Inc., 4.38%, 10/15/29 | 554 | &nbsp;&nbsp; 545627 |
| QUALCOMM, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/20/27<sup>(a)</sup> | 1163 | &nbsp;&nbsp; 1157056 |
| &nbsp;&nbsp;&nbsp; 1.30%, 05/20/28 | 526 | &nbsp;&nbsp; 497660 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** |
| QUALCOMM, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 05/20/30 | 774 | &nbsp;&nbsp; $713308 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/20/30 | 300 | &nbsp;&nbsp; 304605 |
| &nbsp;&nbsp;&nbsp; 1.65%, 05/20/32 | 700 | &nbsp;&nbsp; 596390 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/20/32 | 381 | &nbsp;&nbsp; 379897 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/20/32 | 300 | &nbsp;&nbsp; 305745 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/20/33 | 500 | &nbsp;&nbsp; 527479 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/20/35<sup>(a)</sup> | 676 | &nbsp;&nbsp; 675955 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/20/35 | 300 | &nbsp;&nbsp; 303389 |
| Skyworks Solutions, Inc., 3.00%, 06/01/31 | 323 | &nbsp;&nbsp; 293198 |
| Texas Instruments, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/08/27 | 473 | &nbsp;&nbsp; 476949 |
| &nbsp;&nbsp;&nbsp; 2.90%, 11/03/27 | 306 | &nbsp;&nbsp; 302761 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/15/28 | 508 | &nbsp;&nbsp; 515889 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/08/29 | 273 | &nbsp;&nbsp; 279013 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/04/29 | 562 | &nbsp;&nbsp; 530892 |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/04/30 | 524 | &nbsp;&nbsp; 477359 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/23/30 | 300 | &nbsp;&nbsp; 304701 |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/15/31 | 361 | &nbsp;&nbsp; 320606 |
| &nbsp;&nbsp;&nbsp; 3.65%, 08/16/32 | 200 | &nbsp;&nbsp; 192612 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/14/33 | 520 | &nbsp;&nbsp; 535647 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/08/34 | 247 | &nbsp;&nbsp; 252825 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/23/35 | 500 | &nbsp;&nbsp; 514436 |
| TSMC Arizona Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/22/27 | 500 | &nbsp;&nbsp; 500373 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/22/29 | 250 | &nbsp;&nbsp; 250744 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/25/31 | 1010 | &nbsp;&nbsp; 920668 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/22/32<sup>(a)</sup> | 400 | &nbsp;&nbsp; 399371 |
| Xilinx, Inc., 2.38%, 06/01/30 | 428 | &nbsp;&nbsp; 398133 |
|  |  | &nbsp;&nbsp; 76644221 |
| **Software — 1.5%** | **Software — 1.5%** | **Software — 1.5%** |
| Adobe, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 02/01/27 | 598 | &nbsp;&nbsp; 589176 |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/04/27<sup>(a)</sup> | 180 | &nbsp;&nbsp; 182264 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/17/28<sup>(a)</sup> | 420 | &nbsp;&nbsp; 428049 |
| &nbsp;&nbsp;&nbsp; 4.80%, 04/04/29 | 609 | &nbsp;&nbsp; 625224 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/17/30 | 400 | &nbsp;&nbsp; 413802 |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/01/30 | 794 | &nbsp;&nbsp; 743128 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/04/34 | 609 | &nbsp;&nbsp; 624788 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/17/35 | 350 | &nbsp;&nbsp; 367014 |
| Atlassian Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/29 | 200 | &nbsp;&nbsp; 205626 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/34 | 300 | &nbsp;&nbsp; 306192 |
| Autodesk, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/15/27 | 359 | &nbsp;&nbsp; 356800 |
| &nbsp;&nbsp;&nbsp; 2.85%, 01/15/30 | 376 | &nbsp;&nbsp; 356563 |
| &nbsp;&nbsp;&nbsp; 2.40%, 12/15/31 | 637 | &nbsp;&nbsp; 567573 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/15/35 | 220 | &nbsp;&nbsp; 224116 |
| Cadence Design Systems, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/10/27 | 130 | &nbsp;&nbsp; 130595 |
| &nbsp;&nbsp;&nbsp; 4.30%, 09/10/29 | 525 | &nbsp;&nbsp; 528195 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/10/34 | 685 | &nbsp;&nbsp; 680943 |
| Concentrix Corp.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.60%, 08/02/28 | 500 | &nbsp;&nbsp; 519627 |
| &nbsp;&nbsp;&nbsp; 6.85%, 08/02/33 | 350 | &nbsp;&nbsp; 355551 |
| Electronic Arts, Inc., 1.85%, 02/15/31 | 463 | &nbsp;&nbsp; 447693 |
| International Business Machines Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/03/29 | 300 | &nbsp;&nbsp; 300222 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/03/31 | 300 | &nbsp;&nbsp; 299835 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/03/33 | 300 | &nbsp;&nbsp; 299466 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Software (continued)** | **Software (continued)** | **Software (continued)** |
| International Business Machines Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/03/36 | $600 | &nbsp;&nbsp; $597922 |
| Intuit, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.35%, 07/15/27 | 281 | &nbsp;&nbsp; 271709 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/15/28 | 450 | &nbsp;&nbsp; 463102 |
| &nbsp;&nbsp;&nbsp; 1.65%, 07/15/30 | 166 | &nbsp;&nbsp; 149086 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/33 | 700 | &nbsp;&nbsp; 725818 |
| Microsoft Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/06/27 | 2458 | &nbsp;&nbsp; 2449747 |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/15/27 | 229 | &nbsp;&nbsp; 228605 |
| &nbsp;&nbsp;&nbsp; 1.35%, 09/15/30<sup>(a)</sup> | 247 | &nbsp;&nbsp; 220813 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/12/35<sup>(a)</sup> | 986 | &nbsp;&nbsp; 924238 |
| MSCI, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/01/35 | 735 | &nbsp;&nbsp; 737473 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/36 | 100 | &nbsp;&nbsp; 98743 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 04/01/27 | 1407 | &nbsp;&nbsp; 1382821 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/15/27 | 1620 | &nbsp;&nbsp; 1588485 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/25/28 | 1238 | &nbsp;&nbsp; 1182073 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/06/28 | 430 | &nbsp;&nbsp; 430646 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/03/28 | 1100 | &nbsp;&nbsp; 1107609 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/27/29<sup>(a)</sup> | 975 | &nbsp;&nbsp; 958152 |
| &nbsp;&nbsp;&nbsp; 6.15%, 11/09/29 | 949 | &nbsp;&nbsp; 989465 |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/01/30 | 2056 | &nbsp;&nbsp; 1899878 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/06/30 | 430 | &nbsp;&nbsp; 425312 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/30<sup>(a)</sup> | 387 | &nbsp;&nbsp; 360916 |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/25/31 | 2023 | &nbsp;&nbsp; 1816871 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/03/32 | 960 | &nbsp;&nbsp; 957990 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/09/32 | 1208 | &nbsp;&nbsp; 1259803 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/06/33 | 930 | &nbsp;&nbsp; 895567 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/08/34 | 1200 | &nbsp;&nbsp; 1082545 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/27/34<sup>(a)</sup> | 1150 | &nbsp;&nbsp; 1066365 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/15/35 | 1050 | &nbsp;&nbsp; 904549 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/03/35 | 1000 | &nbsp;&nbsp; 975094 |
| Roper Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.40%, 09/15/27 | 579 | &nbsp;&nbsp; 556333 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/15/28 | 450 | &nbsp;&nbsp; 451749 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/28 | 310 | &nbsp;&nbsp; 311624 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/15/29 | 359 | &nbsp;&nbsp; 343973 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/15/29 | 955 | &nbsp;&nbsp; 963998 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/30/30 | 413 | &nbsp;&nbsp; 373576 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/15/30 | 200 | &nbsp;&nbsp; 200414 |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/15/31 | 686 | &nbsp;&nbsp; 602285 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/32 | 300 | &nbsp;&nbsp; 301802 |
| &nbsp;&nbsp;&nbsp; 4.90%, 10/15/34 | 625 | &nbsp;&nbsp; 620165 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/15/35<sup>(a)</sup> | 575 | &nbsp;&nbsp; 573684 |
| Salesforce, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/11/28 | 1009 | &nbsp;&nbsp; 1009286 |
| &nbsp;&nbsp;&nbsp; 1.50%, 07/15/28<sup>(a)</sup> | 784 | &nbsp;&nbsp; 744134 |
| &nbsp;&nbsp;&nbsp; 1.95%, 07/15/31 | 1121 | &nbsp;&nbsp; 996414 |
| ServiceNow, Inc., 1.40%, 09/01/30 | 1038 | &nbsp;&nbsp; 914901 |
| Synopsys, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/01/27 | 760 | &nbsp;&nbsp; 765712 |
| &nbsp;&nbsp;&nbsp; 4.65%, 04/01/28 | 695 | &nbsp;&nbsp; 703918 |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/01/30 | 1300 | &nbsp;&nbsp; 1326521 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/32 | 1000 | &nbsp;&nbsp; 1022437 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/01/35 | 1485 | &nbsp;&nbsp; 1505415 |
| Take-Two Interactive Software, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/14/27 | 305 | &nbsp;&nbsp; 304101 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/28/28 | 350 | &nbsp;&nbsp; 356638 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/12/29 | 150 | &nbsp;&nbsp; 155371 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Software (continued)** | **Software (continued)** | **Software (continued)** |
| Take-Two Interactive Software, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/14/32 | 269 | &nbsp;&nbsp; $260823 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/12/34 | 250 | &nbsp;&nbsp; 259684 |
| VMware LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 08/21/27 | 1064 | &nbsp;&nbsp; 1065451 |
| &nbsp;&nbsp;&nbsp; 1.80%, 08/15/28 | 500 | &nbsp;&nbsp; 473811 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/15/30 | 657 | &nbsp;&nbsp; 668284 |
| &nbsp;&nbsp;&nbsp; 2.20%, 08/15/31 | 716 | &nbsp;&nbsp; 637289 |
| Workday, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/27 | 639 | &nbsp;&nbsp; 635754 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/29 | 543 | &nbsp;&nbsp; 535646 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/01/32 | 821 | &nbsp;&nbsp; 784032 |
|  |  | &nbsp;&nbsp; 56129064 |
| **Specialized REITs — 0.3%** | **Specialized REITs — 0.3%** | **Specialized REITs — 0.3%** |
| CubeSmart LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 12/15/28 | 469 | &nbsp;&nbsp; 446174 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/15/29 | 252 | &nbsp;&nbsp; 252965 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/15/30 | 193 | &nbsp;&nbsp; 182943 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/15/31 | 413 | &nbsp;&nbsp; 365687 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/15/32 | 350 | &nbsp;&nbsp; 310217 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/01/35 | 280 | &nbsp;&nbsp; 279557 |
| Extra Space Storage LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 12/15/27 | 174 | &nbsp;&nbsp; 173580 |
| &nbsp;&nbsp;&nbsp; 5.70%, 04/01/28 | 582 | &nbsp;&nbsp; 600556 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/01/29 | 286 | &nbsp;&nbsp; 282796 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/15/29 | 129 | &nbsp;&nbsp; 128145 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/01/30 | 556 | &nbsp;&nbsp; 578627 |
| &nbsp;&nbsp;&nbsp; 2.20%, 10/15/30 | 227 | &nbsp;&nbsp; 205638 |
| &nbsp;&nbsp;&nbsp; 5.90%, 01/15/31 | 374 | &nbsp;&nbsp; 395651 |
| &nbsp;&nbsp;&nbsp; 2.55%, 06/01/31 | 355 | &nbsp;&nbsp; 321271 |
| &nbsp;&nbsp;&nbsp; 2.40%, 10/15/31 | 355 | &nbsp;&nbsp; 315477 |
| &nbsp;&nbsp;&nbsp; 2.35%, 03/15/32 | 363 | &nbsp;&nbsp; 317148 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/33 | 395 | &nbsp;&nbsp; 397160 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/01/34 | 395 | &nbsp;&nbsp; 404233 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/35 | 275 | &nbsp;&nbsp; 280668 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/15/35<sup>(a)</sup> | 325 | &nbsp;&nbsp; 331861 |
| Public Storage Operating Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.09%, 09/15/27 | 166 | &nbsp;&nbsp; 164346 |
| &nbsp;&nbsp;&nbsp; 1.85%, 05/01/28 | 374 | &nbsp;&nbsp; 357485 |
| &nbsp;&nbsp;&nbsp; 1.95%, 11/09/28 | 442 | &nbsp;&nbsp; 419063 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/15/29<sup>(a)</sup> | 405 | &nbsp;&nbsp; 418271 |
| &nbsp;&nbsp;&nbsp; 3.39%, 05/01/29 | 366 | &nbsp;&nbsp; 359237 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/01/30 | 300 | &nbsp;&nbsp; 302324 |
| &nbsp;&nbsp;&nbsp; 2.30%, 05/01/31 | 475 | &nbsp;&nbsp; 430137 |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/09/31 | 408 | &nbsp;&nbsp; 364857 |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/01/33<sup>(a)</sup> | 460 | &nbsp;&nbsp; 474720 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/01/35<sup>(a)</sup> | 240 | &nbsp;&nbsp; 242924 |
|  |  | &nbsp;&nbsp; 10103718 |
| **Specialty Retail — 0.3%** | **Specialty Retail — 0.3%** | **Specialty Retail — 0.3%** |
| AutoZone, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/01/27 | 400 | &nbsp;&nbsp; 398875 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/28 | 240 | &nbsp;&nbsp; 242208 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/01/28 | 200 | &nbsp;&nbsp; 210969 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/18/29 | 379 | &nbsp;&nbsp; 373956 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/15/29<sup>(a)</sup> | 300 | &nbsp;&nbsp; 308465 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/30 | 560 | &nbsp;&nbsp; 552950 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/15/30 | 325 | &nbsp;&nbsp; 334778 |
| &nbsp;&nbsp;&nbsp; 1.65%, 01/15/31 | 300 | &nbsp;&nbsp; 263115 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/01/32 | 410 | &nbsp;&nbsp; 413222 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/33 | 350 | &nbsp;&nbsp; 349583 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/01/33 | 160 | &nbsp;&nbsp; 163617 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Specialty Retail (continued)** | **Specialty Retail (continued)** | **Specialty Retail (continued)** |
| AutoZone, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 6.55%, 11/01/33 | 300 | &nbsp;&nbsp; $331959 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/15/34<sup>(a)</sup> | 600 | &nbsp;&nbsp; 618381 |
| Dick's Sporting Goods, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/29<sup>(d)</sup> | 250 | &nbsp;&nbsp; 246333 |
| &nbsp;&nbsp;&nbsp; 3.15%, 01/15/32<sup>(a)</sup> | 479 | &nbsp;&nbsp; 441118 |
| Genuine Parts Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/01/28 | 200 | &nbsp;&nbsp; 211080 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/29 | 475 | &nbsp;&nbsp; 482610 |
| &nbsp;&nbsp;&nbsp; 1.88%, 11/01/30 | 400 | &nbsp;&nbsp; 353460 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/01/32 | 350 | &nbsp;&nbsp; 310044 |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/01/33 | 200 | &nbsp;&nbsp; 221869 |
| O'Reilly Automotive, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/01/27 | 452 | &nbsp;&nbsp; 449505 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/01/28 | 279 | &nbsp;&nbsp; 280845 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/01/29 | 329 | &nbsp;&nbsp; 326517 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/30 | 250 | &nbsp;&nbsp; 249428 |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/15/31<sup>(a)</sup> | 362 | &nbsp;&nbsp; 317855 |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/15/32 | 400 | &nbsp;&nbsp; 403427 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/19/34 | 350 | &nbsp;&nbsp; 351920 |
| Ross Stores, Inc., 1.88%, 04/15/31 | 379 | &nbsp;&nbsp; 334258 |
| Tractor Supply Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 11/01/30 | 349 | &nbsp;&nbsp; 309944 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/33 | 420 | &nbsp;&nbsp; 432843 |
|  |  | &nbsp;&nbsp; 10285134 |
| **Technology Hardware, Storage & Peripherals — 1.1%** | **Technology Hardware, Storage & Peripherals — 1.1%** | **Technology Hardware, Storage & Peripherals — 1.1%** |
| Apple, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 02/09/27 | 1439 | &nbsp;&nbsp; 1434367 |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/11/27 | 1243 | &nbsp;&nbsp; 1236634 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/20/27 | 600 | &nbsp;&nbsp; 595414 |
| &nbsp;&nbsp;&nbsp; 2.90%, 09/12/27 | 1453 | &nbsp;&nbsp; 1437199 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/13/27 | 829 | &nbsp;&nbsp; 821493 |
| &nbsp;&nbsp;&nbsp; 1.20%, 02/08/28 | 1489 | &nbsp;&nbsp; 1419206 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/10/28 | 890 | &nbsp;&nbsp; 896965 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/12/28 | 575 | &nbsp;&nbsp; 579650 |
| &nbsp;&nbsp;&nbsp; 1.40%, 08/05/28 | 1530 | &nbsp;&nbsp; 1448683 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/08/29 | 650 | &nbsp;&nbsp; 638922 |
| &nbsp;&nbsp;&nbsp; 2.20%, 09/11/29 | 1241 | &nbsp;&nbsp; 1173332 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/10/30 | 360 | &nbsp;&nbsp; 363460 |
| &nbsp;&nbsp;&nbsp; 1.65%, 05/11/30 | 1160 | &nbsp;&nbsp; 1055022 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/12/30 | 575 | &nbsp;&nbsp; 581082 |
| &nbsp;&nbsp;&nbsp; 1.25%, 08/20/30<sup>(a)</sup> | 999 | &nbsp;&nbsp; 886661 |
| &nbsp;&nbsp;&nbsp; 1.65%, 02/08/31 | 1517 | &nbsp;&nbsp; 1354259 |
| &nbsp;&nbsp;&nbsp; 1.70%, 08/05/31 | 792 | &nbsp;&nbsp; 700949 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/12/32<sup>(a)</sup> | 575 | &nbsp;&nbsp; 587497 |
| &nbsp;&nbsp;&nbsp; 3.35%, 08/08/32 | 1240 | &nbsp;&nbsp; 1187493 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/10/33 | 826 | &nbsp;&nbsp; 833786 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/12/35 | 575 | &nbsp;&nbsp; 587205 |
| Dell International LLC/EMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.10%, 07/15/27<sup>(a)</sup> | 258 | &nbsp;&nbsp; 264647 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/01/28 | 450 | &nbsp;&nbsp; 460248 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/01/28 | 559 | &nbsp;&nbsp; 566854 |
| &nbsp;&nbsp;&nbsp; 4.15%, 02/15/29 | 525 | &nbsp;&nbsp; 524721 |
| &nbsp;&nbsp;&nbsp; 5.30%, 10/01/29 | 1036 | &nbsp;&nbsp; 1068459 |
| &nbsp;&nbsp;&nbsp; 4.35%, 02/01/30 | 250 | &nbsp;&nbsp; 249701 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/30 | 1265 | &nbsp;&nbsp; 1294168 |
| &nbsp;&nbsp;&nbsp; 6.20%, 07/15/30 | 450 | &nbsp;&nbsp; 480142 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/31 | 525 | &nbsp;&nbsp; 523469 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/32 | 500 | &nbsp;&nbsp; 513488 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/06/32 | 525 | &nbsp;&nbsp; 523263 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/01/33<sup>(a)</sup> | 594 | &nbsp;&nbsp; 623269 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/15/34 | 600 | &nbsp;&nbsp; 612967 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Technology Hardware, Storage & Peripherals (continued)** | **Technology Hardware, Storage & Peripherals (continued)** | **Technology Hardware, Storage & Peripherals (continued)** |
| Dell International LLC/EMC Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/01/35<sup>(a)</sup> | 500 | &nbsp;&nbsp; $489169 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/35 | 500 | &nbsp;&nbsp; 512202 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/15/36<sup>(a)</sup> | 525 | &nbsp;&nbsp; 515954 |
| Dell, Inc., 7.10%, 04/15/28<sup>(a)</sup> | 329 | &nbsp;&nbsp; 348899 |
| Hewlett Packard Enterprise Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 09/15/27 | 450 | &nbsp;&nbsp; 450356 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/25/27 | 725 | &nbsp;&nbsp; 729030 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/01/28 | 440 | &nbsp;&nbsp; 451183 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/15/28 | 450 | &nbsp;&nbsp; 450650 |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/15/29 | 1083 | &nbsp;&nbsp; 1090953 |
| &nbsp;&nbsp;&nbsp; 4.40%, 10/15/30 | 650 | &nbsp;&nbsp; 646863 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/15/31 | 751 | &nbsp;&nbsp; 756863 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/15/34 | 1390 | &nbsp;&nbsp; 1367266 |
| &nbsp;&nbsp;&nbsp; 6.20%, 10/15/35 | 500 | &nbsp;&nbsp; 536131 |
| HP, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/17/27 | 712 | &nbsp;&nbsp; 702525 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/28 | 522 | &nbsp;&nbsp; 528661 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/29 | 704 | &nbsp;&nbsp; 696955 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/25/30 | 200 | &nbsp;&nbsp; 206556 |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/17/30<sup>(a)</sup> | 310 | &nbsp;&nbsp; 296721 |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/17/31 | 729 | &nbsp;&nbsp; 657679 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/15/32<sup>(a)</sup> | 477 | &nbsp;&nbsp; 461433 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/33<sup>(a)</sup> | 650 | &nbsp;&nbsp; 664852 |
| &nbsp;&nbsp;&nbsp; 6.10%, 04/25/35<sup>(a)</sup> | 300 | &nbsp;&nbsp; 315841 |
| NetApp, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 06/22/27 | 400 | &nbsp;&nbsp; 391248 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/22/30<sup>(a)</sup> | 400 | &nbsp;&nbsp; 372639 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/17/32 | 425 | &nbsp;&nbsp; 441156 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/17/35 | 405 | &nbsp;&nbsp; 421113 |
| Teledyne FLIR LLC, 2.50%, 08/01/30 | 226 | &nbsp;&nbsp; 209318 |
| Western Digital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 02/01/29 | 226 | &nbsp;&nbsp; 215643 |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/01/32<sup>(a)</sup> | 145 | &nbsp;&nbsp; 133629 |
|  |  | &nbsp;&nbsp; 42586163 |
| **Textiles, Apparel & Luxury Goods — 0.1%** | **Textiles, Apparel & Luxury Goods — 0.1%** | **Textiles, Apparel & Luxury Goods — 0.1%** |
| NIKE, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/27/27 | 619 | &nbsp;&nbsp; 612319 |
| &nbsp;&nbsp;&nbsp; 2.85%, 03/27/30 | 999 | &nbsp;&nbsp; 952714 |
| PVH Corp., 5.50%, 06/13/30 | 350 | &nbsp;&nbsp; 355831 |
| Ralph Lauren Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/15/30 | 350 | &nbsp;&nbsp; 332126 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/32 | 270 | &nbsp;&nbsp; 277965 |
| Tapestry, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/15/27 | 300 | &nbsp;&nbsp; 300115 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/11/30 | 225 | &nbsp;&nbsp; 230631 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/15/32 | 400 | &nbsp;&nbsp; 364916 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/11/35 | 453 | &nbsp;&nbsp; 462222 |
|  |  | &nbsp;&nbsp; 3888839 |
| **Tobacco — 1.0%** | **Tobacco — 1.0%** | **Tobacco — 1.0%** |
| Altria Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/04/28 | 320 | &nbsp;&nbsp; 325721 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/01/28 | 231 | &nbsp;&nbsp; 243412 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/14/29 | 1337 | &nbsp;&nbsp; 1360334 |
| &nbsp;&nbsp;&nbsp; 3.40%, 05/06/30 | 625 | &nbsp;&nbsp; 602563 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/06/30 | 225 | &nbsp;&nbsp; 226565 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/04/32 | 1019 | &nbsp;&nbsp; 902483 |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/01/33 | 418 | &nbsp;&nbsp; 469933 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/06/35 | 351 | &nbsp;&nbsp; 363923 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/06/35 | 300 | &nbsp;&nbsp; 302806 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Tobacco (continued)** | **Tobacco (continued)** | **Tobacco (continued)** |
| BAT Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/02/27 | 695 | &nbsp;&nbsp; $699897 |
| &nbsp;&nbsp;&nbsp; 3.56%, 08/15/27<sup>(a)</sup> | 1473 | &nbsp;&nbsp; 1463809 |
| &nbsp;&nbsp;&nbsp; 2.26%, 03/25/28 | 1196 | &nbsp;&nbsp; 1152964 |
| &nbsp;&nbsp;&nbsp; 3.46%, 09/06/29 | 328 | &nbsp;&nbsp; 319819 |
| &nbsp;&nbsp;&nbsp; 4.91%, 04/02/30 | 824 | &nbsp;&nbsp; 840675 |
| &nbsp;&nbsp;&nbsp; 6.34%, 08/02/30 | 600 | &nbsp;&nbsp; 648383 |
| &nbsp;&nbsp;&nbsp; 5.83%, 02/20/31 | 456 | &nbsp;&nbsp; 483729 |
| &nbsp;&nbsp;&nbsp; 2.73%, 03/25/31<sup>(a)</sup> | 823 | &nbsp;&nbsp; 759170 |
| &nbsp;&nbsp;&nbsp; 4.74%, 03/16/32 | 542 | &nbsp;&nbsp; 545976 |
| &nbsp;&nbsp;&nbsp; 5.35%, 08/15/32<sup>(a)</sup> | 650 | &nbsp;&nbsp; 674663 |
| &nbsp;&nbsp;&nbsp; 7.75%, 10/19/32 | 340 | &nbsp;&nbsp; 396727 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/22/33 | 560 | &nbsp;&nbsp; 554372 |
| &nbsp;&nbsp;&nbsp; 6.42%, 08/02/33 | 822 | &nbsp;&nbsp; 902135 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/20/34 | 485 | &nbsp;&nbsp; 518305 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/15/35<sup>(a)</sup> | 600 | &nbsp;&nbsp; 622698 |
| BAT International Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/16/28 | 772 | &nbsp;&nbsp; 778192 |
| &nbsp;&nbsp;&nbsp; 5.93%, 02/02/29 | 600 | &nbsp;&nbsp; 629764 |
| Philip Morris International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/12/27 | 300 | &nbsp;&nbsp; 302899 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/17/27<sup>(a)</sup> | 579 | &nbsp;&nbsp; 573073 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/01/27<sup>(a)</sup> | 400 | &nbsp;&nbsp; 403797 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/17/27 | 1040 | &nbsp;&nbsp; 1061727 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/28 | 1086 | &nbsp;&nbsp; 1105953 |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/02/28 | 250 | &nbsp;&nbsp; 246238 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/28/28 | 390 | &nbsp;&nbsp; 391812 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/07/28 | 477 | &nbsp;&nbsp; 491986 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/27/28 | 465 | &nbsp;&nbsp; 464388 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/13/29 | 900 | &nbsp;&nbsp; 921293 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/29 | 800 | &nbsp;&nbsp; 781508 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/01/29 | 400 | &nbsp;&nbsp; 406774 |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/17/29 | 667 | &nbsp;&nbsp; 700928 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/30 | 1300 | &nbsp;&nbsp; 1342123 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/30/30 | 475 | &nbsp;&nbsp; 477701 |
| &nbsp;&nbsp;&nbsp; 2.10%, 05/01/30 | 659 | &nbsp;&nbsp; 604271 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/07/30 | 443 | &nbsp;&nbsp; 465121 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/29/30 | 425 | &nbsp;&nbsp; 420287 |
| &nbsp;&nbsp;&nbsp; 1.75%, 11/01/30 | 543 | &nbsp;&nbsp; 483987 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/13/31 | 752 | &nbsp;&nbsp; 777892 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/01/31 | 500 | &nbsp;&nbsp; 509041 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/29/32<sup>(a)</sup> | 525 | &nbsp;&nbsp; 516335 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/17/32 | 901 | &nbsp;&nbsp; 960611 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/15/33 | 1350 | &nbsp;&nbsp; 1403786 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/07/33 | 575 | &nbsp;&nbsp; 607848 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/13/34 | 1050 | &nbsp;&nbsp; 1083153 |
| &nbsp;&nbsp;&nbsp; 4.90%, 11/01/34 | 400 | &nbsp;&nbsp; 402130 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/30/35 | 460 | &nbsp;&nbsp; 458820 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/29/35 | 575 | &nbsp;&nbsp; 561010 |
| Reynolds American, Inc., 5.70%, 08/15/35 | 400 | &nbsp;&nbsp; 415893 |
|  |  | &nbsp;&nbsp; 36131403 |
| **Transportation Infrastructure — 0.3%** | **Transportation Infrastructure — 0.3%** | **Transportation Infrastructure — 0.3%** |
| CH Robinson Worldwide, Inc., 4.20%, 04/15/28 | 350 | &nbsp;&nbsp; 350634 |
| &nbsp;&nbsp;&nbsp; Federal Express Corp. Pass-Through Trusts, <br> Series 2020-1, Class AA, 1.88%, 08/20/35<sup>(a)</sup><br>| 583 | &nbsp;&nbsp; 508563 |
| FedEx Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 08/05/29 | 723 | &nbsp;&nbsp; 698261 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/30<sup>(a)</sup> | 563 | &nbsp;&nbsp; 564515 |
| &nbsp;&nbsp;&nbsp; 2.40%, 05/15/31<sup>(a)</sup> | 1188 | &nbsp;&nbsp; 1082856 |
| GXO Logistics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/06/29 | 400 | &nbsp;&nbsp; 422012 |
| &nbsp;&nbsp;&nbsp; 2.65%, 07/15/31 | 219 | &nbsp;&nbsp; 197784 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Transportation Infrastructure (continued)** | **Transportation Infrastructure (continued)** | **Transportation Infrastructure (continued)** |
| GXO Logistics, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/06/34 | 400 | &nbsp;&nbsp; $430747 |
| Ryder System, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 03/01/27 | 503 | &nbsp;&nbsp; 497185 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/15/27 | 145 | &nbsp;&nbsp; 146922 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/27 | 210 | &nbsp;&nbsp; 210657 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/01/28 | 200 | &nbsp;&nbsp; 206080 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/28 | 400 | &nbsp;&nbsp; 410989 |
| &nbsp;&nbsp;&nbsp; 6.30%, 12/01/28 | 100 | &nbsp;&nbsp; 105712 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/15/29 | 300 | &nbsp;&nbsp; 310092 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/29 | 215 | &nbsp;&nbsp; 223245 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/01/29 | 105 | &nbsp;&nbsp; 107324 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/01/29 | 280 | &nbsp;&nbsp; 286001 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/30 | 160 | &nbsp;&nbsp; 163811 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/15/30<sup>(a)</sup> | 250 | &nbsp;&nbsp; 254494 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/01/30 | 130 | &nbsp;&nbsp; 129326 |
| &nbsp;&nbsp;&nbsp; 6.60%, 12/01/33 | 370 | &nbsp;&nbsp; 410687 |
| United Parcel Service, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.05%, 11/15/27 | 701 | &nbsp;&nbsp; 693359 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/15/29 | 450 | &nbsp;&nbsp; 443931 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/29 | 280 | &nbsp;&nbsp; 266079 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/01/30 | 500 | &nbsp;&nbsp; 508421 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/15/30<sup>(a)</sup> | 300 | &nbsp;&nbsp; 307129 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/03/33 | 576 | &nbsp;&nbsp; 592026 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/22/34<sup>(a)</sup> | 500 | &nbsp;&nbsp; 518602 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/14/35<sup>(a)</sup> | 790 | &nbsp;&nbsp; 818061 |
|  |  | &nbsp;&nbsp; 11865505 |
| **Utilities — 0.1%** | **Utilities — 0.1%** | **Utilities — 0.1%** |
| American Water Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/01/27 | 413 | &nbsp;&nbsp; 407680 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/01/28 | 393 | &nbsp;&nbsp; 391183 |
| &nbsp;&nbsp;&nbsp; 3.45%, 06/01/29 | 313 | &nbsp;&nbsp; 307269 |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/01/30 | 254 | &nbsp;&nbsp; 240820 |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/01/31 | 401 | &nbsp;&nbsp; 362336 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/01/32 | 530 | &nbsp;&nbsp; 529803 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/01/34 | 475 | &nbsp;&nbsp; 487285 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/35 | 575 | &nbsp;&nbsp; 590165 |
| Essential Utilities, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/15/27 | 400 | &nbsp;&nbsp; 404676 |
| &nbsp;&nbsp;&nbsp; 3.57%, 05/01/29 | 250 | &nbsp;&nbsp; 245165 |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/30 | 300 | &nbsp;&nbsp; 282433 |
| &nbsp;&nbsp;&nbsp; 2.40%, 05/01/31 | 129 | &nbsp;&nbsp; 116733 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/15/34 | 400 | &nbsp;&nbsp; 411794 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/15/35<sup>(a)</sup> | 375 | &nbsp;&nbsp; 380606 |
| United Utilities PLC, 6.88%, 08/15/28 | 200 | &nbsp;&nbsp; 212862 |
|  |  | &nbsp;&nbsp; 5370810 |
| **Wireless Telecommunication Services — 1.0%** | **Wireless Telecommunication Services — 1.0%** | **Wireless Telecommunication Services — 1.0%** |
| America Movil SAB de C.V. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/22/29 | 516 | &nbsp;&nbsp; 505210 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/07/30 | 582 | &nbsp;&nbsp; 546239 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/20/33 | 200 | &nbsp;&nbsp; 202382 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/35 | 592 | &nbsp;&nbsp; 649654 |
| America Movil SAB de CV, 4.70%, 07/21/32 | 550 | &nbsp;&nbsp; 549015 |
| Orange SA, 9.00%, 03/01/31 | 1589 | &nbsp;&nbsp; 1906474 |
| Rogers Communications, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/15/27 | 1049 | &nbsp;&nbsp; 1039663 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/29<sup>(a)</sup> | 992 | &nbsp;&nbsp; 1012236 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/15/32 | 1246 | &nbsp;&nbsp; 1179922 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/15/34 | 800 | &nbsp;&nbsp; 809172 |
| T-Mobile USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/15/27 | 2883 | &nbsp;&nbsp; 2875664 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Wireless Telecommunication Services (continued)** | **Wireless Telecommunication Services (continued)** | **Wireless Telecommunication Services (continued)** |
| T-Mobile USA, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/28 | 700 | &nbsp;&nbsp; $700000 |
| &nbsp;&nbsp;&nbsp; 2.05%, 02/15/28 | 1365 | &nbsp;&nbsp; 1313486 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/28 | 720 | &nbsp;&nbsp; 733575 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/15/28 | 722 | &nbsp;&nbsp; 734577 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/15/29 | 410 | &nbsp;&nbsp; 418812 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/15/29 | 700 | &nbsp;&nbsp; 670094 |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/15/29 | 250 | &nbsp;&nbsp; 237245 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/15/29 | 1500 | &nbsp;&nbsp; 1464059 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/01/29<sup>(a)</sup> | 525 | &nbsp;&nbsp; 526240 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/15/30 | 4442 | &nbsp;&nbsp; 4363823 |
| &nbsp;&nbsp;&nbsp; 2.55%, 02/15/31 | 1541 | &nbsp;&nbsp; 1408935 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/15/31 | 700 | &nbsp;&nbsp; 650181 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/15/31 | 1766 | &nbsp;&nbsp; 1686770 |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/15/31 | 786 | &nbsp;&nbsp; 696797 |
| &nbsp;&nbsp;&nbsp; 2.70%, 03/15/32 | 625 | &nbsp;&nbsp; 561688 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/32 | 710 | &nbsp;&nbsp; 729151 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/15/33 | 520 | &nbsp;&nbsp; 516550 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/15/33 | 602 | &nbsp;&nbsp; 618329 |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/15/33 | 1585 | &nbsp;&nbsp; 1610390 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/34 | 455 | &nbsp;&nbsp; 479856 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/15/34<sup>(a)</sup> | 770 | &nbsp;&nbsp; 782998 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/35 | 925 | &nbsp;&nbsp; 904664 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/35 | 700 | &nbsp;&nbsp; 714026 |
| &nbsp;&nbsp;&nbsp; 4.95%, 11/15/35 | 625 | &nbsp;&nbsp; 618200 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/36 | 785 | &nbsp;&nbsp; 776462 |
| Vodafone Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/30/28 | 289 | &nbsp;&nbsp; 293542 |
| &nbsp;&nbsp;&nbsp; 7.88%, 02/15/30 | 220 | &nbsp;&nbsp; 249955 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/30/32 | 227 | &nbsp;&nbsp; 247647 |
|  |  | &nbsp;&nbsp; 35983683 |
| **Total Corporate Bonds — 86.5%** <br>**(Cost: $3,195,530,847)** | **Total Corporate Bonds — 86.5%** <br>**(Cost: $3,195,530,847)** | &nbsp;&nbsp; 3228687583 |
| **Foreign Agency Obligations** | **Foreign Agency Obligations** | **Foreign Agency Obligations** |
| **Canada — 1.7%** | **Canada — 1.7%** |  |
| Canada Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/26/28<sup>(a)</sup> | 1600 | &nbsp;&nbsp; 1605790 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/30/29<sup>(a)</sup> | 1800 | &nbsp;&nbsp; 1852900 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/18/30 | 2400 | &nbsp;&nbsp; 2424032 |
| Export Development Canada |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/25/27 | 1100 | &nbsp;&nbsp; 1091028 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/14/28 | 1600 | &nbsp;&nbsp; 1607667 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/13/29 | 2400 | &nbsp;&nbsp; 2431601 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/20/30<sup>(a)</sup> | 1700 | &nbsp;&nbsp; 1714286 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/05/34 | 700 | &nbsp;&nbsp; 727719 |
| Hydro-Quebec, Series HK, 9.38%, 04/15/30 | 300 | &nbsp;&nbsp; 359684 |
| Province of Alberta Canada |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/15/28 | 409 | &nbsp;&nbsp; 405436 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/26/29 | 1000 | &nbsp;&nbsp; 1022917 |
| &nbsp;&nbsp;&nbsp; 1.30%, 07/22/30 | 1259 | &nbsp;&nbsp; 1124475 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/24/34 | 1000 | &nbsp;&nbsp; 1007499 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/02/35 | 1000 | &nbsp;&nbsp; 980088 |
| Province of British Columbia, 3.90%, 08/27/30<sup>(a)</sup> | 1800 | &nbsp;&nbsp; 1797990 |
| Province of British Columbia Canada |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/24/28 | 2500 | &nbsp;&nbsp; 2549084 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/15/28 | 1200 | &nbsp;&nbsp; 1233735 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/24/29 | 1500 | &nbsp;&nbsp; 1551514 |
| &nbsp;&nbsp;&nbsp; 1.30%, 01/29/31 | 100 | &nbsp;&nbsp; 87866 |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/06/33<sup>(a)</sup> | 1200 | &nbsp;&nbsp; 1187722 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/12/34 | 1500 | &nbsp;&nbsp; 1531693 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** |  |
| Province of British Columbia Canada (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/11/35<sup>(a)</sup> | 1860 | &nbsp;&nbsp; $1894561 |
| Province of Manitoba Canada |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/27/33 | 600 | &nbsp;&nbsp; 596912 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/31/34 | 650 | &nbsp;&nbsp; 669199 |
| &nbsp;&nbsp;&nbsp; Series HB, 1.50%, 10/25/28 | 159 | &nbsp;&nbsp; 149722 |
| &nbsp;&nbsp;&nbsp; Province of New Brunswick Canada, 3.63%, <br> 02/24/28<br>| 179 | &nbsp;&nbsp; 178306 |
| Province of Ontario Canada |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/19/27<sup>(a)</sup> | 800 | &nbsp;&nbsp; 794232 |
| &nbsp;&nbsp;&nbsp; 1.05%, 05/21/27<sup>(a)</sup> | 829 | &nbsp;&nbsp; 801431 |
| &nbsp;&nbsp;&nbsp; 4.20%, 01/18/29 | 1800 | &nbsp;&nbsp; 1823605 |
| &nbsp;&nbsp;&nbsp; 3.80%, 01/29/29 | 2300 | &nbsp;&nbsp; 2304907 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/17/29<sup>(a)</sup> | 1300 | &nbsp;&nbsp; 1295825 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/02/29 | 329 | &nbsp;&nbsp; 308987 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/30<sup>(a)</sup> | 2000 | &nbsp;&nbsp; 2061066 |
| &nbsp;&nbsp;&nbsp; 3.90%, 09/04/30 | 2000 | &nbsp;&nbsp; 1997925 |
| &nbsp;&nbsp;&nbsp; 1.13%, 10/07/30 | 959 | &nbsp;&nbsp; 844381 |
| &nbsp;&nbsp;&nbsp; 1.60%, 02/25/31 | 659 | &nbsp;&nbsp; 586845 |
| &nbsp;&nbsp;&nbsp; 2.13%, 01/21/32 | 1000 | &nbsp;&nbsp; 894260 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/24/34<sup>(a)</sup> | 900 | &nbsp;&nbsp; 940181 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/11/35 | 1610 | &nbsp;&nbsp; 1651558 |
| &nbsp;&nbsp;&nbsp; 4.45%, 11/20/35<sup>(a)</sup> | 1300 | &nbsp;&nbsp; 1289857 |
| Province of Quebec Canada |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/12/27 | 1659 | &nbsp;&nbsp; 1640493 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/13/28<sup>(a)</sup> | 2200 | &nbsp;&nbsp; 2196235 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/03/29 | 2200 | &nbsp;&nbsp; 2247255 |
| &nbsp;&nbsp;&nbsp; 1.35%, 05/28/30 | 959 | &nbsp;&nbsp; 862456 |
| &nbsp;&nbsp;&nbsp; 1.90%, 04/21/31 | 600 | &nbsp;&nbsp; 539641 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/08/33 | 1000 | &nbsp;&nbsp; 1008669 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/05/34<sup>(a)</sup> | 1300 | &nbsp;&nbsp; 1278504 |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/28/35<sup>(a)</sup> | 1300 | &nbsp;&nbsp; 1306190 |
| &nbsp;&nbsp;&nbsp; Series PD, 7.50%, 09/15/29 | 900 | &nbsp;&nbsp; 1010655 |
| &nbsp;&nbsp;&nbsp; Series RH, 3.88%, 01/14/31<sup>(a)</sup> | 2850 | &nbsp;&nbsp; 2836803 |
| Province of Saskatchewan, 4.65%, 01/28/30 | 600 | &nbsp;&nbsp; 616182 |
|  |  | &nbsp;&nbsp; 64921569 |
| **Chile — 0.2%** | **Chile — 0.2%** |  |
| Chile Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.24%, 02/06/28 | 982 | &nbsp;&nbsp; 965832 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/22/29 | 1100 | &nbsp;&nbsp; 1122266 |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/31/31 | 983 | &nbsp;&nbsp; 898824 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/13/31 | 500 | &nbsp;&nbsp; 497703 |
| &nbsp;&nbsp;&nbsp; 2.55%, 01/27/32 | 1078 | &nbsp;&nbsp; 964270 |
| &nbsp;&nbsp;&nbsp; 2.55%, 07/27/33 | 1500 | &nbsp;&nbsp; 1295231 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/31/34 | 800 | &nbsp;&nbsp; 732421 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/05/36 | 1000 | &nbsp;&nbsp; 1005481 |
|  |  | &nbsp;&nbsp; 7482028 |
| **Indonesia — 0.4%** | **Indonesia — 0.4%** |  |
| Indonesia Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/20/27 | 600 | &nbsp;&nbsp; 601568 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/11/28 | 810 | &nbsp;&nbsp; 803115 |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/11/28 | 600 | &nbsp;&nbsp; 605582 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/24/28 | 478 | &nbsp;&nbsp; 479772 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/11/29 | 478 | &nbsp;&nbsp; 485816 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/10/29 | 400 | &nbsp;&nbsp; 402447 |
| &nbsp;&nbsp;&nbsp; 3.40%, 09/18/29 | 400 | &nbsp;&nbsp; 389426 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/30<sup>(a)</sup> | 600 | &nbsp;&nbsp; 620441 |
| &nbsp;&nbsp;&nbsp; 2.85%, 02/14/30 | 810 | &nbsp;&nbsp; 765746 |
| &nbsp;&nbsp;&nbsp; 3.85%, 10/15/30 | 1310 | &nbsp;&nbsp; 1284308 |
| &nbsp;&nbsp;&nbsp; 4.35%, 02/21/31 | 700 | &nbsp;&nbsp; 696400 |
| &nbsp;&nbsp;&nbsp; 1.85%, 03/12/31 | 800 | &nbsp;&nbsp; 704708 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Indonesia (continued)** | **Indonesia (continued)** |  |
| &nbsp;&nbsp;&nbsp; Indonesia Government International <br> Bonds (continued)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/16/31<sup>(a)</sup> | 500 | &nbsp;&nbsp; $496175 |
| &nbsp;&nbsp;&nbsp; 2.15%, 07/28/31 | 800 | &nbsp;&nbsp; 708822 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/31/32 | 700 | &nbsp;&nbsp; 661094 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/20/32 | 800 | &nbsp;&nbsp; 801778 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/11/33 | 850 | &nbsp;&nbsp; 852063 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/10/34<sup>(a)</sup> | 400 | &nbsp;&nbsp; 394865 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/10/34 | 800 | &nbsp;&nbsp; 788517 |
| &nbsp;&nbsp;&nbsp; 5.60%, 01/15/35 | 750 | &nbsp;&nbsp; 784084 |
|  |  | &nbsp;&nbsp; 13326727 |
| **Israel — 0.3%** | **Israel — 0.3%** |  |
| Israel Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; Series 10Y, 3.25%, 01/17/28 | 982 | &nbsp;&nbsp; 963994 |
| &nbsp;&nbsp;&nbsp; Series 10Y, 2.75%, 07/03/30 | 858 | &nbsp;&nbsp; 797779 |
| &nbsp;&nbsp;&nbsp; Series 10Y, 4.50%, 01/17/33 | 1150 | &nbsp;&nbsp; 1122074 |
| &nbsp;&nbsp;&nbsp; Series 10Y, 5.50%, 03/12/34 | 1900 | &nbsp;&nbsp; 1957085 |
| &nbsp;&nbsp;&nbsp; Series 10Y, 5.63%, 02/19/35 | 1500 | &nbsp;&nbsp; 1552060 |
| &nbsp;&nbsp;&nbsp; Series 10Y, 5.00%, 01/13/36 | 1300 | &nbsp;&nbsp; 1279071 |
| &nbsp;&nbsp;&nbsp; Series 5Y, 5.38%, 03/12/29 | 1300 | &nbsp;&nbsp; 1334858 |
| &nbsp;&nbsp;&nbsp; Series 5Y, 5.38%, 02/19/30 | 1700 | &nbsp;&nbsp; 1754304 |
| &nbsp;&nbsp;&nbsp; Series 5Y, 4.50%, 01/13/31 | 1450 | &nbsp;&nbsp; 1442220 |
| State of Israel, Series 10Y, 2.50%, 01/15/30 | 710 | &nbsp;&nbsp; 659167 |
|  |  | &nbsp;&nbsp; 12862612 |
| **Italy — 0.0%** | **Italy — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Republic of Italy Government International Bonds, <br> Series 10Y, 2.88%, 10/17/29<br>| 883 | &nbsp;&nbsp; 848756 |
| **Japan — 0.5%** | **Japan — 0.5%** |  |
| Japan Bank for International Cooperation |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/01/27 | 976 | &nbsp;&nbsp; 964498 |
| &nbsp;&nbsp;&nbsp; 2.88%, 07/21/27 | 900 | &nbsp;&nbsp; 888542 |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/22/27 | 1000 | &nbsp;&nbsp; 1012098 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/05/27<sup>(a)</sup> | 500 | &nbsp;&nbsp; 504963 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/16/27 | 1200 | &nbsp;&nbsp; 1179110 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/03/28 | 1000 | &nbsp;&nbsp; 1001816 |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/19/28 | 950 | &nbsp;&nbsp; 968290 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/20/28<sup>(a)</sup> | 610 | &nbsp;&nbsp; 602347 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/18/28<sup>(a)</sup> | 500 | &nbsp;&nbsp; 513765 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/31/28<sup>(a)</sup> | 900 | &nbsp;&nbsp; 892987 |
| &nbsp;&nbsp;&nbsp; 2.13%, 02/16/29 | 900 | &nbsp;&nbsp; 856086 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/17/29 | 476 | &nbsp;&nbsp; 445282 |
| &nbsp;&nbsp;&nbsp; 1.25%, 01/21/31 | 1010 | &nbsp;&nbsp; 885148 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/23/31 | 300 | &nbsp;&nbsp; 298608 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/24/31 | 600 | &nbsp;&nbsp; 609665 |
| &nbsp;&nbsp;&nbsp; 1.88%, 04/15/31 | 1886 | &nbsp;&nbsp; 1694781 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/17/34 | 600 | &nbsp;&nbsp; 609730 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/23/36 | 650 | &nbsp;&nbsp; 641108 |
| Japan International Cooperation Agency |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/27/27 | 800 | &nbsp;&nbsp; 789407 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/25/27 | 500 | &nbsp;&nbsp; 496509 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/23/28 | 1000 | &nbsp;&nbsp; 1003127 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/12/28 | 500 | &nbsp;&nbsp; 494969 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/21/29 | 800 | &nbsp;&nbsp; 820967 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/22/30 | 700 | &nbsp;&nbsp; 707048 |
| &nbsp;&nbsp;&nbsp; 1.00%, 07/22/30 | 300 | &nbsp;&nbsp; 262861 |
|  |  | &nbsp;&nbsp; 19143712 |
| **Mexico — 0.7%** | **Mexico — 0.7%** |  |
| Mexico Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/28/27 | 1028 | &nbsp;&nbsp; 1026634 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/11/28 | 778 | &nbsp;&nbsp; 770290 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/09/28 | 900 | &nbsp;&nbsp; 917865 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Mexico (continued)** | **Mexico (continued)** |  |
| Mexico Government International Bonds (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/22/29 | 1853 | &nbsp;&nbsp; $1858018 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/07/29<sup>(a)</sup> | 600 | &nbsp;&nbsp; 608174 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/16/30 | 1139 | &nbsp;&nbsp; 1072195 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/13/30 | 1200 | &nbsp;&nbsp; 1252276 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/22/31 | 1000 | &nbsp;&nbsp; 986801 |
| &nbsp;&nbsp;&nbsp; 2.66%, 05/24/31 | 2310 | &nbsp;&nbsp; 2055857 |
| &nbsp;&nbsp;&nbsp; 8.30%, 08/15/31<sup>(a)</sup> | 600 | &nbsp;&nbsp; 709088 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/27/32 | 1639 | &nbsp;&nbsp; 1594094 |
| &nbsp;&nbsp;&nbsp; 5.85%, 07/02/32 | 2500 | &nbsp;&nbsp; 2561745 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/22/33 | 2500 | &nbsp;&nbsp; 2471829 |
| &nbsp;&nbsp;&nbsp; 7.50%, 04/08/33 | 500 | &nbsp;&nbsp; 570377 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/19/33 | 1300 | &nbsp;&nbsp; 1244164 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/09/34 | 2000 | &nbsp;&nbsp; 1993280 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/12/34 | 1900 | &nbsp;&nbsp; 1635961 |
| &nbsp;&nbsp;&nbsp; 6.75%, 09/27/34 | 900 | &nbsp;&nbsp; 967939 |
| &nbsp;&nbsp;&nbsp; 6.35%, 02/09/35 | 1800 | &nbsp;&nbsp; 1870368 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/22/35 | 1700 | &nbsp;&nbsp; 1664982 |
|  |  | &nbsp;&nbsp; 27831937 |
| **Panama — 0.3%** | **Panama — 0.3%** |  |
| Panama Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 8.88%, 09/30/27 | 600 | &nbsp;&nbsp; 641954 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/17/28 | 833 | &nbsp;&nbsp; 820550 |
| &nbsp;&nbsp;&nbsp; 9.38%, 04/01/29 | 500 | &nbsp;&nbsp; 568390 |
| &nbsp;&nbsp;&nbsp; 3.16%, 01/23/30 | 978 | &nbsp;&nbsp; 917858 |
| &nbsp;&nbsp;&nbsp; 7.50%, 03/01/31 | 600 | &nbsp;&nbsp; 662825 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/29/32 | 1700 | &nbsp;&nbsp; 1405527 |
| &nbsp;&nbsp;&nbsp; 3.30%, 01/19/33 | 600 | &nbsp;&nbsp; 527301 |
| &nbsp;&nbsp;&nbsp; 6.40%, 02/14/35 | 1500 | &nbsp;&nbsp; 1569893 |
| &nbsp;&nbsp;&nbsp; 6.70%, 01/26/36 | 1300 | &nbsp;&nbsp; 1388024 |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/31/36 | 700 | &nbsp;&nbsp; 752735 |
|  |  | &nbsp;&nbsp; 9255057 |
| **Peru — 0.2%** | **Peru — 0.2%** |  |
| Peru Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/25/27 | 180 | &nbsp;&nbsp; 180486 |
| &nbsp;&nbsp;&nbsp; 2.84%, 06/20/30 | 282 | &nbsp;&nbsp; 265887 |
| &nbsp;&nbsp;&nbsp; 2.78%, 01/23/31 | 2159 | &nbsp;&nbsp; 1992631 |
| &nbsp;&nbsp;&nbsp; 1.86%, 12/01/32<sup>(a)</sup> | 620 | &nbsp;&nbsp; 514276 |
| &nbsp;&nbsp;&nbsp; 8.75%, 11/21/33 | 1300 | &nbsp;&nbsp; 1628710 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/34 | 1450 | &nbsp;&nbsp; 1258199 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/08/35 | 750 | &nbsp;&nbsp; 763663 |
|  |  | &nbsp;&nbsp; 6603852 |
| **Philippines — 0.4%** | **Philippines — 0.4%** |  |
| Panama Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 5.17%, 10/13/27 | 600 | &nbsp;&nbsp; 612321 |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/17/28 | 300 | &nbsp;&nbsp; 303909 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/14/29 | 989 | &nbsp;&nbsp; 978935 |
| &nbsp;&nbsp;&nbsp; 9.50%, 02/02/30 | 1100 | &nbsp;&nbsp; 1313101 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/05/30 | 400 | &nbsp;&nbsp; 404144 |
| &nbsp;&nbsp;&nbsp; 2.46%, 05/05/30 | 710 | &nbsp;&nbsp; 660319 |
| &nbsp;&nbsp;&nbsp; 1.65%, 06/10/31 | 828 | &nbsp;&nbsp; 720156 |
| &nbsp;&nbsp;&nbsp; 1.95%, 01/06/32 | 500 | &nbsp;&nbsp; 434692 |
| &nbsp;&nbsp;&nbsp; 3.56%, 09/29/32<sup>(a)</sup> | 600 | &nbsp;&nbsp; 565246 |
| &nbsp;&nbsp;&nbsp; 5.61%, 04/13/33 | 400 | &nbsp;&nbsp; 421725 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/05/35 | 800 | &nbsp;&nbsp; 790636 |
| Philippines Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/28 | 1578 | &nbsp;&nbsp; 1547798 |
| &nbsp;&nbsp;&nbsp; 7.75%, 01/14/31 | 1243 | &nbsp;&nbsp; 1432315 |
| &nbsp;&nbsp;&nbsp; 6.38%, 01/15/32 | 600 | &nbsp;&nbsp; 660779 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/17/33 | 900 | &nbsp;&nbsp; 915243 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/14/34 | 600 | &nbsp;&nbsp; 617998 |
| &nbsp;&nbsp;&nbsp; 6.38%, 10/23/34 | 1000 | &nbsp;&nbsp; 1107966 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Philippines (continued)** | **Philippines (continued)** |  |
| &nbsp;&nbsp;&nbsp; Philippines Government International <br> Bonds (continued)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/04/35 | 650 | &nbsp;&nbsp; $677503 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/27/36 | 1000 | &nbsp;&nbsp; 1000833 |
|  |  | &nbsp;&nbsp; 15165619 |
| **Poland — 0.3%** | **Poland — 0.3%** |  |
| Republic of Poland Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; Series 10Y, 5.75%, 11/16/32 | 850 | &nbsp;&nbsp; 905683 |
| &nbsp;&nbsp;&nbsp; Series 10Y, 4.88%, 10/04/33 | 1650 | &nbsp;&nbsp; 1664320 |
| &nbsp;&nbsp;&nbsp; Series 10Y, 5.13%, 09/18/34 | 1900 | &nbsp;&nbsp; 1925689 |
| &nbsp;&nbsp;&nbsp; Series 10Y, 5.38%, 02/12/35 | 1800 | &nbsp;&nbsp; 1848657 |
| &nbsp;&nbsp;&nbsp; Series 5Y, 5.50%, 11/16/27 | 700 | &nbsp;&nbsp; 719194 |
| &nbsp;&nbsp;&nbsp; Series 5Y, 4.63%, 03/18/29 | 1000 | &nbsp;&nbsp; 1017395 |
| &nbsp;&nbsp;&nbsp; Series 5Y, 4.88%, 02/12/30 | 1800 | &nbsp;&nbsp; 1849539 |
|  |  | &nbsp;&nbsp; 9930477 |
| **South Korea — 0.5%** | **South Korea — 0.5%** |  |
| Export-Import Bank of Korea |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/27 | 400 | &nbsp;&nbsp; 402710 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/11/28 | 850 | &nbsp;&nbsp; 868982 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/14/28 | 500 | &nbsp;&nbsp; 507732 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/11/29 | 900 | &nbsp;&nbsp; 918168 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/11/29 | 700 | &nbsp;&nbsp; 705105 |
| &nbsp;&nbsp;&nbsp; 4.88%, 01/14/30 | 850 | &nbsp;&nbsp; 876022 |
| &nbsp;&nbsp;&nbsp; 1.25%, 09/21/30 | 300 | &nbsp;&nbsp; 265105 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/22/30 | 1000 | &nbsp;&nbsp; 988162 |
| &nbsp;&nbsp;&nbsp; 1.38%, 02/09/31 | 300 | &nbsp;&nbsp; 264331 |
| &nbsp;&nbsp;&nbsp; 2.13%, 01/18/32 | 700 | &nbsp;&nbsp; 625589 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/32 | 300 | &nbsp;&nbsp; 305816 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/11/33 | 1000 | &nbsp;&nbsp; 1042618 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/18/33 | 300 | &nbsp;&nbsp; 313636 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/11/34 | 300 | &nbsp;&nbsp; 303749 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/14/35 | 400 | &nbsp;&nbsp; 422375 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/13/36 | 300 | &nbsp;&nbsp; 295454 |
| Korea Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/27 | 2000 | &nbsp;&nbsp; 2017070 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/16/27<sup>(a)</sup> | 600 | &nbsp;&nbsp; 603150 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/03/28 | 600 | &nbsp;&nbsp; 609541 |
| &nbsp;&nbsp;&nbsp; 5.38%, 10/23/28 | 300 | &nbsp;&nbsp; 312097 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/29<sup>(a)</sup> | 800 | &nbsp;&nbsp; 816665 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/03/30 | 800 | &nbsp;&nbsp; 825327 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/16/30 | 575 | &nbsp;&nbsp; 568398 |
| &nbsp;&nbsp;&nbsp; 1.63%, 01/19/31 | 200 | &nbsp;&nbsp; 178440 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/08/32 | 200 | &nbsp;&nbsp; 201023 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/15/33 | 800 | &nbsp;&nbsp; 798746 |
| &nbsp;&nbsp;&nbsp; 5.63%, 10/23/33 | 500 | &nbsp;&nbsp; 539941 |
| Korea International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/19/29 | 700 | &nbsp;&nbsp; 671646 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/03/29 | 700 | &nbsp;&nbsp; 715839 |
| &nbsp;&nbsp;&nbsp; 1.00%, 09/16/30 | 400 | &nbsp;&nbsp; 351575 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/29/30<sup>(a)</sup> | 650 | &nbsp;&nbsp; 643054 |
|  |  | &nbsp;&nbsp; 18958066 |
| **Supranational — 5.0%** | **Supranational — 5.0%** |  |
| African Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/25/27 | 1300 | &nbsp;&nbsp; 1306274 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/03/27 | 1500 | &nbsp;&nbsp; 1519698 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/12/28 | 1300 | &nbsp;&nbsp; 1307752 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/18/29 | 1300 | &nbsp;&nbsp; 1290728 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/18/30<sup>(a)</sup> | 1325 | &nbsp;&nbsp; 1336233 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/12/35 | 620 | &nbsp;&nbsp; 629845 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/22/36 | 735 | &nbsp;&nbsp; 723523 |
| Asian Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 08/10/27 | 300 | &nbsp;&nbsp; 294750 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Supranational (continued)** | **Supranational (continued)** |  |
| Asian Development Bank (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/20/27 | $2800 | &nbsp;&nbsp; $2781223 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/02/27 | 1559 | &nbsp;&nbsp; 1531010 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/14/28 | 3000 | &nbsp;&nbsp; 3045201 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/19/28 | 1020 | &nbsp;&nbsp; 1004332 |
| &nbsp;&nbsp;&nbsp; 5.82%, 06/16/28 | 719 | &nbsp;&nbsp; 753186 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/06/29 | 2500 | &nbsp;&nbsp; 2552531 |
| &nbsp;&nbsp;&nbsp; 1.88%, 03/15/29<sup>(a)</sup> | 1500 | &nbsp;&nbsp; 1422203 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/28/29<sup>(a)</sup> | 2300 | &nbsp;&nbsp; 2295416 |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/19/29 | 1659 | &nbsp;&nbsp; 1550139 |
| &nbsp;&nbsp;&nbsp; 1.88%, 01/24/30<sup>(a)</sup> | 1289 | &nbsp;&nbsp; 1201486 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/30/30 | 2400 | &nbsp;&nbsp; 2436583 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/28/30<sup>(a)</sup> | 1900 | &nbsp;&nbsp; 1896234 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/04/31 | 1000 | &nbsp;&nbsp; 892338 |
| &nbsp;&nbsp;&nbsp; 3.13%, 04/27/32 | 1000 | &nbsp;&nbsp; 952961 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/28/32 | 900 | &nbsp;&nbsp; 891209 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/22/35<sup>(a)</sup> | 1975 | &nbsp;&nbsp; 1994033 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/14/36 | 2320 | &nbsp;&nbsp; 2313347 |
| Asian Infrastructure Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/18/28 | 1000 | &nbsp;&nbsp; 1007668 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/15/28 | 1500 | &nbsp;&nbsp; 1500226 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/16/30 | 1475 | &nbsp;&nbsp; 1516612 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/13/34 | 1000 | &nbsp;&nbsp; 1006274 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/21/35 | 600 | &nbsp;&nbsp; 611692 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/14/36 | 175 | &nbsp;&nbsp; 173094 |
| Corp. Andina de Fomento |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 02/08/27 | 400 | &nbsp;&nbsp; 393544 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/26/27 | 1000 | &nbsp;&nbsp; 1026064 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/07/28 | 650 | &nbsp;&nbsp; 653480 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/22/30 | 500 | &nbsp;&nbsp; 517032 |
| Council of Europe Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/26/28 | 1000 | &nbsp;&nbsp; 1000548 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/24/29 | 1000 | &nbsp;&nbsp; 1012784 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/30 | 1025 | &nbsp;&nbsp; 1052558 |
| &nbsp;&nbsp;&nbsp; Council Of Europe Development Bank, 3.75%, <br> 01/14/31<br>| 255 | &nbsp;&nbsp; 253959 |
| European Bank for Reconstruction & Development |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/25/29 | 2000 | &nbsp;&nbsp; 2025343 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/13/34 | 1000 | &nbsp;&nbsp; 1004563 |
| European Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 03/15/27 | 3000 | &nbsp;&nbsp; 2927979 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/19/27 | 2800 | &nbsp;&nbsp; 2823957 |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/24/27 | 2903 | &nbsp;&nbsp; 2857778 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/15/27 | 2500 | &nbsp;&nbsp; 2486792 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/15/28 | 2500 | &nbsp;&nbsp; 2516734 |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/15/29<sup>(a)</sup> | 2100 | &nbsp;&nbsp; 1983703 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/15/29 | 3000 | &nbsp;&nbsp; 3102468 |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/09/29<sup>(a)</sup> | 420 | &nbsp;&nbsp; 390385 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/15/29<sup>(a)</sup> | 3200 | &nbsp;&nbsp; 3204831 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/14/30 | 4270 | &nbsp;&nbsp; 4393743 |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/17/30 | 400 | &nbsp;&nbsp; 354792 |
| &nbsp;&nbsp;&nbsp; 0.75%, 09/23/30<sup>(a)</sup> | 1000 | &nbsp;&nbsp; 871097 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/30 | 2405 | &nbsp;&nbsp; 2411702 |
| &nbsp;&nbsp;&nbsp; 1.25%, 02/14/31 | 2400 | &nbsp;&nbsp; 2117563 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/13/31 | 395 | &nbsp;&nbsp; 393536 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/10/31 | 2600 | &nbsp;&nbsp; 2660745 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/16/32 | 3410 | &nbsp;&nbsp; 3453510 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/13/34 | 2400 | &nbsp;&nbsp; 2395939 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/12/35 | 1855 | &nbsp;&nbsp; 1907556 |
| Inter-American Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 07/07/27 | 829 | &nbsp;&nbsp; 815105 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Supranational (continued)** | **Supranational (continued)** |  |
| Inter-American Development Bank (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 09/16/27 | 1000 | &nbsp;&nbsp; $953702 |
| &nbsp;&nbsp;&nbsp; 1.13%, 07/20/28<sup>(a)</sup> | 2489 | &nbsp;&nbsp; 2343799 |
| &nbsp;&nbsp;&nbsp; 3.13%, 09/18/28<sup>(a)</sup> | 2000 | &nbsp;&nbsp; 1975200 |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/18/29<sup>(a)</sup> | 1784 | &nbsp;&nbsp; 1704055 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/14/29 | 2000 | &nbsp;&nbsp; 1987148 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/30<sup>(a)</sup> | 2625 | &nbsp;&nbsp; 2699591 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/14/30<sup>(a)</sup> | 1200 | &nbsp;&nbsp; 1199913 |
| &nbsp;&nbsp;&nbsp; 1.13%, 01/13/31 | 2073 | &nbsp;&nbsp; 1820890 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/17/31 | 1300 | &nbsp;&nbsp; 1280664 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/17/34 | 1600 | &nbsp;&nbsp; 1617912 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/16/35 | 1860 | &nbsp;&nbsp; 1873661 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/23/36 | 1790 | &nbsp;&nbsp; 1763152 |
| Inter-American Investment Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/15/28 | 500 | &nbsp;&nbsp; 504081 |
| &nbsp;&nbsp;&nbsp; 3.63%, 11/20/28 | 650 | &nbsp;&nbsp; 648496 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/14/29 | 900 | &nbsp;&nbsp; 913165 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/30 | 700 | &nbsp;&nbsp; 710284 |
| International Bank for Reconstruction & Development |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/15/27 | 2000 | &nbsp;&nbsp; 1987783 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/22/27<sup>(a)</sup> | 1659 | &nbsp;&nbsp; 1628147 |
| &nbsp;&nbsp;&nbsp; 0.75%, 11/24/27 | 3000 | &nbsp;&nbsp; 2852962 |
| &nbsp;&nbsp;&nbsp; 1.38%, 04/20/28 | 3403 | &nbsp;&nbsp; 3244434 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/05/28<sup>(a)</sup> | 3000 | &nbsp;&nbsp; 3002359 |
| &nbsp;&nbsp;&nbsp; 1.13%, 09/13/28<sup>(a)</sup> | 3650 | &nbsp;&nbsp; 3425636 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/21/29<sup>(a)</sup> | 2000 | &nbsp;&nbsp; 1994977 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/16/29 | 3700 | &nbsp;&nbsp; 3721769 |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/23/29 | 2389 | &nbsp;&nbsp; 2227886 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/20/30 | 3870 | &nbsp;&nbsp; 3925019 |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/14/30 | 3000 | &nbsp;&nbsp; 2660354 |
| &nbsp;&nbsp;&nbsp; 0.75%, 08/26/30 | 1900 | &nbsp;&nbsp; 1658064 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/28/30<sup>(a)</sup> | 3200 | &nbsp;&nbsp; 3157392 |
| &nbsp;&nbsp;&nbsp; 1.25%, 02/10/31 | 2150 | &nbsp;&nbsp; 1896716 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/10/31 | 1900 | &nbsp;&nbsp; 1955863 |
| &nbsp;&nbsp;&nbsp; 1.63%, 11/03/31<sup>(a)</sup> | 3200 | &nbsp;&nbsp; 2822053 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/15/32<sup>(a)</sup> | 3530 | &nbsp;&nbsp; 3655285 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/29/32<sup>(a)</sup> | 2000 | &nbsp;&nbsp; 1840861 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/06/32<sup>(a)</sup> | 3400 | &nbsp;&nbsp; 3403752 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/28/34<sup>(a)</sup> | 2100 | &nbsp;&nbsp; 2048572 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/35 | 300 | &nbsp;&nbsp; 311113 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/27/35<sup>(a)</sup> | 3280 | &nbsp;&nbsp; 3306998 |
| International Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/21/28 | 1000 | &nbsp;&nbsp; 1017394 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/22/29 | 1300 | &nbsp;&nbsp; 1295079 |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/02/29 | 1400 | &nbsp;&nbsp; 1425230 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/02/30 | 1000 | &nbsp;&nbsp; 1002578 |
| &nbsp;&nbsp;&nbsp; 0.75%, 08/27/30<sup>(a)</sup> | 359 | &nbsp;&nbsp; 313168 |
| Nordic Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/08/27 | 300 | &nbsp;&nbsp; 298914 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/14/28 | 900 | &nbsp;&nbsp; 913799 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/28/29 | 1000 | &nbsp;&nbsp; 1016573 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/09/30 | 1000 | &nbsp;&nbsp; 998714 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/23/31 | 700 | &nbsp;&nbsp; 697090 |
|  |  | &nbsp;&nbsp; 186449838 |
| **Sweden — 0.2%** | **Sweden — 0.2%** |  |
| Svensk Exportkredit AB |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/22/27 | 500 | &nbsp;&nbsp; 491678 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/04/27<sup>(a)</sup> | 800 | &nbsp;&nbsp; 802573 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/13/27 | 1000 | &nbsp;&nbsp; 1001484 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/08/28 | 1000 | &nbsp;&nbsp; 1001713 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/14/28 | 600 | &nbsp;&nbsp; 605991 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Sweden (continued)** | **Sweden (continued)** |  |
| Svensk Exportkredit AB (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/01/29 | 1000 | &nbsp;&nbsp; $1014657 |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/29/30 | 1000 | &nbsp;&nbsp; 994396 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/04/30 | 700 | &nbsp;&nbsp; 728365 |
|  |  | &nbsp;&nbsp; 6640857 |
| **Uruguay — 0.1%** | **Uruguay — 0.1%** |  |
| Uruguay Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/27/27 | 553 | &nbsp;&nbsp; 555632 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/23/31 | 1323 | &nbsp;&nbsp; 1336770 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/28/34 | 1400 | &nbsp;&nbsp; 1481305 |
|  |  | &nbsp;&nbsp; 3373707 |
| **Total Foreign Agency Obligations — 10.8%** <br>**(Cost: $401,627,390)** | **Total Foreign Agency Obligations — 10.8%** <br>**(Cost: $401,627,390)** | &nbsp;&nbsp; 402794814 |
| **Municipal Bonds** | **Municipal Bonds** | **Municipal Bonds** |
| **California — 0.2%** | **California — 0.2%** |  |
| &nbsp;&nbsp;&nbsp; Regents of the University of California Medical Center <br> Pooled Revenue, RB, Series Q, 4.13%, 05/15/32<br>| 200 | &nbsp;&nbsp; 197194 |
| State of California, GO, BAB, 7.50%, 04/01/34 | 1700 | &nbsp;&nbsp; 1973593 |
| State of California, Refunding GO |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/28<sup>(a)</sup> | 285 | &nbsp;&nbsp; 283708 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/01/29 | 530 | &nbsp;&nbsp; 505887 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/01/30 | 500 | &nbsp;&nbsp; 518946 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/01/31<sup>(a)</sup> | 150 | &nbsp;&nbsp; 162066 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/01/33 | 325 | &nbsp;&nbsp; 355047 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/33 | 765 | &nbsp;&nbsp; 764968 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/01/35 | 330 | &nbsp;&nbsp; 341910 |
| University of California, RB |  |  |
| &nbsp;&nbsp;&nbsp; Series BD, 3.35%, 07/01/29 | 460 | &nbsp;&nbsp; 452156 |
| &nbsp;&nbsp;&nbsp; Series BG, 1.61%, 05/15/30 | 820 | &nbsp;&nbsp; 744934 |
|  |  | &nbsp;&nbsp; 6300409 |
| **Connecticut — 0.0%** | **Connecticut — 0.0%** |  |
| State of Connecticut, GO, Series A, 5.85%, 03/15/32 | 990 | &nbsp;&nbsp; 1060940 |
| **Florida — 0.1%** | **Florida — 0.1%** |  |
| State Board of Administration Finance Corp., RB |  |  |
| &nbsp;&nbsp;&nbsp; Series A, 1.71%, 07/01/27 | 371 | &nbsp;&nbsp; 359943 |
| &nbsp;&nbsp;&nbsp; Series A, 2.15%, 07/01/30 | 795 | &nbsp;&nbsp; 730903 |
| &nbsp;&nbsp;&nbsp; Series A, 5.53%, 07/01/34 | 650 | &nbsp;&nbsp; 686471 |
|  |  | &nbsp;&nbsp; 1777317 |
| **Illinois — 0.1%** | **Illinois — 0.1%** |  |
| State of Illinois, GO, 5.10%, 06/01/33<sup>(a)</sup> | 3970 | &nbsp;&nbsp; 4058660 |
| **Louisiana — 0.0%** | **Louisiana — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Louisiana Local Government Environmental Facilities <br> & Community Development Authority, RB, <br> Series A2, 5.05%, 12/01/34<br>| 105 | &nbsp;&nbsp; 107894 |
| **Massachusetts — 0.0%** | **Massachusetts — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Commonwealth of Massachusetts, RB, Series A, <br> Sustainability Bonds, 3.77%, 07/15/29<br>| 320 | &nbsp;&nbsp; 319447 |
| **New Jersey — 0.0%** | **New Jersey — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; New Jersey Economic Development Authority, RB, <br> Series A, (NPFGC), 7.43%, 02/15/29<br>| 1201 | &nbsp;&nbsp; 1251022 |
| **New York — 0.0%** | **New York — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; New York State Dormitory Authority, RB, Series B, <br> 5.23%, 07/01/35<br>| 600 | &nbsp;&nbsp; 618666 |
| &nbsp;&nbsp;&nbsp; Port Authority of New York & New Jersey, RB, <br> Series 159, 6.04%, 12/01/29<br>| 125 | &nbsp;&nbsp; 133878 |
|  |  | &nbsp;&nbsp; 752544 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Oregon — 0.0%** | **Oregon — 0.0%** |  |
| State of Oregon, GO, 5.89%, 06/01/27 | $613 | &nbsp;&nbsp; $622146 |
| **Texas — 0.0%** | **Texas — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Texas Department of Transportation State Highway <br> Fund, RB, Series B, 5.18%, 04/01/30<br>| 490 | &nbsp;&nbsp; 500500 |
| **Virginia — 0.0%** | **Virginia — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Williamsburg Economic Development Authority, <br> Refunding RB, 4.96%, 11/01/35<br>| 95 | &nbsp;&nbsp; 96063 |
| **Wisconsin — 0.0%** | **Wisconsin — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; State of Wisconsin, Refunding RB, Series C, 3.15%, <br> 05/01/27<sup>(e)</sup><br>| 230 | &nbsp;&nbsp; 228469 |
| **Total Municipal Bonds — 0.4%** <br>**(Cost: $17,026,445)** | **Total Municipal Bonds — 0.4%** <br>**(Cost: $17,026,445)** | &nbsp;&nbsp; 17075411 |
| **Preferred Securities** | **Preferred Securities** | **Preferred Securities** |
| **Capital Trust — 0.0%** | **Capital Trust — 0.0%** | **Capital Trust — 0.0%** |
| **Electric Utilities — 0.0%** | **Electric Utilities — 0.0%** |  |
| American Electric Power Co., Inc., 3.88%, 02/15/62<sup>(b)</sup> | 329 | &nbsp;&nbsp; 323828 |
| **Total Preferred Securities — 0.0%** <br>**(Cost: $329,000)** | **Total Preferred Securities — 0.0%** <br>**(Cost: $329,000)** | &nbsp;&nbsp; 323828 |
| **Total Long-Term Investments — 97.7%** <br>**(Cost: $3,614,513,682)** | **Total Long-Term Investments — 97.7%** <br>**(Cost: $3,614,513,682)** | &nbsp;&nbsp; 3648881636 |

---

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

---

| | | |
|:---|:---|:---|
|  | <br>*Shares*<br>|  |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Money Market Funds — 7.1%** | **Money Market Funds — 7.1%** |  |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institutional, SL Agency <br> Shares, 3.82%<sup>(f)(g)(h)</sup><br>| 265027333 | &nbsp;&nbsp; 265159846 |
| **Total Short-Term Securities — 7.1%** <br>**(Cost: $265,073,541)** | **Total Short-Term Securities — 7.1%** <br>**(Cost: $265,073,541)** | &nbsp;&nbsp; 265159846 |
| **Total Investments — 104.8%** <br>**(Cost: $3,879,587,223)** | **Total Investments — 104.8%** <br>**(Cost: $3,879,587,223)** | &nbsp;&nbsp; 3914041482 |
| **Liabilities in Excess of Other Assets — (4.8)%** | **Liabilities in Excess of Other Assets — (4.8)%** | &nbsp;&nbsp; (179780243)<br>|
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | &nbsp;&nbsp; $3734261239 |

---

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

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

<sup>(b)</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>(c)</sup> When-issued security.

<sup>(d)</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>(e)</sup> Security is collateralized by municipal bonds or U.S. Treasury obligations.

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

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

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

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

For purposes of this report, industry and sector sub-classifications may differ from those utilized by the Fund for compliance purposes.

**Affiliates**

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at* <br>*10/31/25*<br>| *Purchases* <br>*at Cost*<br>| *Net* <br>*Realized* <br>*Gain (Loss)*<br>| *Change in* <br>*Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>| *Value at* <br>*01/31/26*<br>| *Shares* <br>*Held at* <br>*01/31/26*<br>| *Capital Gain* <br>*Distributions* <br>*from* <br>*Underlying* <br>*Funds*<br>|
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institutional, SL Agency <br> Shares<br>| $286798554 | $—<br> $(21638157 )<sup>(a)</sup><br>| &nbsp;&nbsp; $2295 | $(2846)<br>| $265159846 | 265027333<br> $331017 <br><sup>(b)</sup><br>| &nbsp;&nbsp; $— |

---

&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:

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

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Long-Term Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds | &nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $3228687583 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $3228687583 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 402794814 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 402794814 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Municipal Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 17075411 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 17075411 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Preferred Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Trust | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 323828 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 323828 |
| &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; 265159846 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 265159846 |
|  | &nbsp;&nbsp; $265159846 | &nbsp;&nbsp;&nbsp;&nbsp; $3648881636 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $3914041482 |

---

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

---

| | |
|:---|:---|
| **Portfolio Abbreviation**  | **Portfolio Abbreviation**  |
| BAB | Build America Bond |
| CME | Chicago Mercantile Exchange  |
| CMT | Constant Maturity Treasury |

---

---

| | |
|:---|:---|
| **Portfolio Abbreviation (continued)** | **Portfolio Abbreviation (continued)** |
| DAC | Designated Activity Company  |
| GO | General Obligation Bonds |
| MSCI | Morgan Stanley Capital International |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Intermediate Credit Bond Index Fund** 

---

| | |
|:---|:---|
| **Portfolio Abbreviation (continued)** | **Portfolio Abbreviation (continued)** |
| NPFGC | National Public Finance Guarantee Corp. |
| RB | Revenue Bonds |
| REIT | Real Estate Investment Trust |
| SAB | Special Assessment Bonds |
| SCA | Societe en Commandite par Actions |
| 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:** BlackRock Funds

- **b. Investment Company Act file number:** 811-05742

- **c. CIK number of Registrant:** 0000844779

- **d. LEI of Registrant:** 549300OZUEVJZHOBFP42

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** iShares U.S. Intermediate Credit Bond Index Fund

- **b. EDGAR series identifier (if any):** S000075204

- **c. LEI of Series:** 549300O3MDOP8OY9ZD36

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4146845941.87

**Total Liabilities:** $489853105.02

**Net Assets:** $3656992836.85

**Delayed Delivery Securities:** $6033174.05

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 64.15000000 | **1-Year:** 151048.58000000 | **5-Year:** 1073745.33000000 | **10-Year:** 320600.55000000 | **30-Year:** 529.10000000

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

- **3-Month:** 505.18000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000234048 | 0.67%                | 0.18%                | 0.28%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $139336.84               | $12411887.68                               |
| Month 2  | $-206524.24              | $-9872608.12                               |
| Month 3  | $200393.48               | $-4129143.15                               |

### 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: 00037BAF9<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260283.60    | 0.01%             | 2028-04-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                        | Aflac Inc                                                                       | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    716000 | PA      | $703557.70    | 0.02%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                                                        | AGCO Corp                                                                       | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304058.78    | 0.01%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                                                        | AGCO Corp                                                                       | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417338.88    | 0.01%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    413000 | PA      | $411903.90    | 0.01%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $456101.85    | 0.01%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAP5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    480000 | PA      | $481438.52    | 0.01%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    245000 | PA      | $252507.42    | 0.01%             | 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        |    225000 | PA      | $233430.81    | 0.01%             | 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        |    450000 | PA      | $469095.12    | 0.01%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    295000 | PA      | $300436.89    | 0.01%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    598000 | PA      | $614638.76    | 0.02%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                     | AES Corp/The                                                                    | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    663000 | PA      | $602983.11    | 0.02%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| AES CORP/THE                                                                     | AES Corp/The                                                                    | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    570000 | PA      | $585087.77    | 0.02%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                     | AES Corp/The                                                                    | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    488000 | PA      | $503880.97    | 0.01%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1434553.46   | 0.04%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1174000 | PA      | $1177088.09   | 0.03%             | 2027-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    928000 | PA      | $930077.24    | 0.03%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2002000 | PA      | $2003404.60   | 0.05%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1818000 | PA      | $1830660.77   | 0.05%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449281.06    | 0.01%             | 2027-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1688000 | PA      | $1653296.93   | 0.05%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1809000 | PA      | $1663025.97   | 0.05%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1653660.83   | 0.05%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1309351.07   | 0.04%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2356000 | PA      | $2003260.98   | 0.05%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1546574.04   | 0.04%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    725000 | PA      | $736158.38    | 0.02%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    725000 | PA      | $739583.03    | 0.02%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    750000 | PA      | $744642.13    | 0.02%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    750000 | PA      | $738304.98    | 0.02%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RNF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    775000 | PA      | $774640.39    | 0.02%             | 2031-04-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RNG3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    775000 | PA      | $773609.47    | 0.02%             | 2033-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RNH1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    775000 | PA      | $772708.34    | 0.02%             | 2036-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 00217GAB9<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    488000 | PA      | $456020.93    | 0.01%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824BP4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    338000 | PA      | $321980.16    | 0.01%             | 2028-01-30      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824BQ2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    366000 | PA      | $327791.73    | 0.01%             | 2030-06-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1663777.62   | 0.05%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1181000 | PA      | $1192815.96   | 0.03%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3658000 | PA      | $3548956.59   | 0.10%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1072000 | PA      | $1053745.80   | 0.03%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1624000 | PA      | $1641233.43   | 0.04%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1176000 | PA      | $1204346.29   | 0.03%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1181000 | PA      | $1219566.06   | 0.03%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1672000 | PA      | $1713296.78   | 0.05%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016372.10   | 0.03%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411478.95    | 0.01%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    780000 | PA      | $804187.96    | 0.02%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                            | Accenture Capital Inc                                                           | CUSIP: 00440KAA1<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    727000 | PA      | $730041.58    | 0.02%             | 2027-10-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                            | Accenture Capital Inc                                                           | CUSIP: 00440KAB9<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    775000 | PA      | $777390.23    | 0.02%             | 2029-10-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                            | Accenture Capital Inc                                                           | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    775000 | PA      | $774925.03    | 0.02%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                            | Accenture Capital Inc                                                           | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $986520.37    | 0.03%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACUITY BRANDS LIGHTING                                                           | Acuity Brands Lighting Inc                                                      | CUSIP: 00510RAD5<br>LEI: 549300OTPVPFLUC38K21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224708.25    | 0.01%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                       | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    598000 | PA      | $589176.27    | 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        |    794000 | PA      | $743127.66    | 0.02%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                       | CUSIP: 00724PAE9<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182263.91    | 0.00%             | 2027-04-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| ADOBE INC                                                                        | Adobe Inc                                                                       | CUSIP: 00724PAF6<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    609000 | PA      | $625223.50    | 0.02%             | 2029-04-04      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                       | CUSIP: 00724PAG4<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    609000 | PA      | $624787.97    | 0.02%             | 2034-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                       | CUSIP: 00724PAH2<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    420000 | PA      | $428049.28    | 0.01%             | 2028-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| ADOBE INC                                                                        | Adobe Inc                                                                       | CUSIP: 00724PAJ8<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413802.16    | 0.01%             | 2030-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                       | CUSIP: 00724PAK5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    350000 | PA      | $367014.36    | 0.01%             | 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        |    655000 | PA      | $651472.17    | 0.02%             | 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        |    300000 | PA      | $299178.68    | 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        |    300000 | PA      | $302611.44    | 0.01%             | 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        |   2523000 | PA      | $2447436.81   | 0.07%             | 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        |   2800000 | PA      | $2589345.84   | 0.07%             | 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        |   1100000 | PA      | $991570.09    | 0.03%             | 2033-10-29      | Fixed         | 3.40%                 | 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        |    610000 | PA      | $631531.07    | 0.02%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    770000 | PA      | $784447.45    | 0.02%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1050000 | PA      | $1119410.50   | 0.03%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1300000 | PA      | $1334237.79   | 0.04%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    450000 | PA      | $458150.40    | 0.01%             | 2034-01-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    510000 | PA      | $521896.46    | 0.01%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    850000 | PA      | $858881.33    | 0.02%             | 2029-09-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    750000 | PA      | $746084.14    | 0.02%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    650000 | PA      | $660391.43    | 0.02%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $517020.52    | 0.01%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    420000 | PA      | $418034.66    | 0.01%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBS3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    490000 | PA      | $483613.36    | 0.01%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $298955.17    | 0.01%             | 2029-02-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBU8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $297151.71    | 0.01%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                                           | Advanced Micro Devices Inc                                                      | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    354000 | PA      | $346715.88    | 0.01%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                                           | Advanced Micro Devices Inc                                                      | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303471.35    | 0.01%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| AEGON LTD                                                                        | Aegon Ltd                                                                       | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $506710.75    | 0.01%             | 2048-04-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ADVENTIST HEALTH SYS/W                                                           | Adventist Health System/West                                                    | CUSIP: 007944AH4<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205000.55    | 0.01%             | 2032-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: —       |
| ADVENTIST HEALTH SYS/W                                                           | Adventist Health System/West                                                    | CUSIP: 007944AK7<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310825.21    | 0.01%             | 2034-12-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: —       |
| ADVENTIST HEALTH SYS/W                                                           | Adventist Health System/West                                                    | CUSIP: 007944AN1<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165100.81    | 0.00%             | 2030-12-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                                         | Affiliated Managers Group Inc                                                   | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    264000 | PA      | $251730.96    | 0.01%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                                         | Affiliated Managers Group Inc                                                   | CUSIP: 008252AR9<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255011.81    | 0.01%             | 2034-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                                         | Affiliated Managers Group Inc                                                   | CUSIP: 008252AS7<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275004.30    | 0.01%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EEP0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   1500000 | PA      | $1519697.84   | 0.04%             | 2027-11-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EER6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   1200000 | PA      | $1218735.54   | 0.03%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EEY1<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   2100000 | PA      | $2118081.71   | 0.06%             | 2027-01-04      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EEZ8<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   1300000 | PA      | $1306273.62   | 0.04%             | 2027-02-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EFD6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   1300000 | PA      | $1290728.05   | 0.04%             | 2029-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EFF1<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   1325000 | PA      | $1336233.32   | 0.04%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EFH7<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   1300000 | PA      | $1307752.02   | 0.04%             | 2028-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EFJ3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    620000 | PA      | $629844.94    | 0.02%             | 2035-06-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EFN4<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    335000 | PA      | $329768.84    | 0.01%             | 2036-01-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                        | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    534000 | PA      | $510587.22    | 0.01%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                        | CUSIP: 00846UAM3<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    360000 | PA      | $329204.47    | 0.01%             | 2030-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                        | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    580000 | PA      | $525623.27    | 0.01%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                        | CUSIP: 00846UAQ4<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    483000 | PA      | $485223.88    | 0.01%             | 2027-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                        | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    325000 | PA      | $323984.91    | 0.01%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                         | Agree LP                                                                        | CUSIP: 008513AA1<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    258000 | PA      | $241458.59    | 0.01%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                         | Agree LP                                                                        | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    258000 | PA      | $246547.09    | 0.01%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| AGREE LP                                                                         | Agree LP                                                                        | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    200000 | PA      | $172569.97    | 0.00%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                         | Agree LP                                                                        | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    200000 | PA      | $201385.99    | 0.01%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                         | Agree LP                                                                        | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    334000 | PA      | $349052.12    | 0.01%             | 2034-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                         | Agree LP                                                                        | CUSIP: 008513AF0<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    175000 | PA      | $182768.46    | 0.00%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AHOLD FINANCE USA LLC                                                            | Ahold Finance USA LLC                                                           | CUSIP: 008685AB5<br>LEI: 549300XB4647UBM7K822 | Long             | DBT              | CORP              | US        |    434000 | PA      | $469757.33    | 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        |    280000 | PA      | $278492.05    | 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        |    130000 | PA      | $128861.66    | 0.00%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402916.66    | 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        |    413000 | PA      | $396181.45    | 0.01%             | 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        |    529000 | PA      | $497327.99    | 0.01%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    509000 | PA      | $474496.16    | 0.01%             | 2030-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    213000 | PA      | $201516.15    | 0.01%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    450000 | PA      | $442428.75    | 0.01%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    450000 | PA      | $404783.88    | 0.01%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    654000 | PA      | $673849.62    | 0.02%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305903.38    | 0.01%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAV4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280132.68    | 0.01%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    325000 | PA      | $330979.77    | 0.01%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    342000 | PA      | $334022.44    | 0.01%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    623000 | PA      | $573660.11    | 0.02%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305055.57    | 0.01%             | 2033-03-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BH8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    450000 | PA      | $458284.82    | 0.01%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BJ4<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    386000 | PA      | $395571.27    | 0.01%             | 2031-02-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BK1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    672000 | PA      | $682878.93    | 0.02%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BN5<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403862.14    | 0.01%             | 2028-06-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BP0<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307925.55    | 0.01%             | 2032-10-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 01021NAA0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   1000000 | PA      | $1014656.72   | 0.03%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 01021NAB8<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   1000000 | PA      | $1001483.82   | 0.03%             | 2027-09-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 01021NAD4<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   1000000 | PA      | $1001712.70   | 0.03%             | 2028-05-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 01021NAE2<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    800000 | PA      | $802572.82    | 0.02%             | 2027-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 01021NAF9<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   1000000 | PA      | $994396.20    | 0.03%             | 2030-07-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FU7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    483000 | PA      | $428167.27    | 0.01%             | 2030-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    600000 | PA      | $555783.82    | 0.02%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399921.32    | 0.01%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FZ6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291465.37    | 0.01%             | 2032-09-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    125000 | PA      | $133669.87    | 0.00%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510861.40    | 0.01%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392GE2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450358.79    | 0.01%             | 2031-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                   | Albemarle Corp                                                                  | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402643.49    | 0.01%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| ALBEMARLE CORP                                                                   | Albemarle Corp                                                                  | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405404.74    | 0.01%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 012873AH8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    180000 | PA      | $205684.37    | 0.01%             | 2030-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    313000 | PA      | $349535.31    | 0.01%             | 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        |    409000 | PA      | $405436.16    | 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        |   1259000 | PA      | $1124475.36   | 0.03%             | 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        |   1000000 | PA      | $1007498.97   | 0.03%             | 2034-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                      | CUSIP: 013051EV5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $1022917.13   | 0.03%             | 2029-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                      | CUSIP: 013051EY9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $980087.89    | 0.03%             | 2035-11-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN INC                                                              | Rio Tinto Alcan Inc                                                             | CUSIP: 013716AQ8<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    293000 | PA      | $332501.54    | 0.01%             | 2031-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN INC                                                              | Rio Tinto Alcan Inc                                                             | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    501000 | PA      | $546811.81    | 0.01%             | 2033-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    300000 | PA      | $301589.43    | 0.01%             | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    276000 | PA      | $275329.02    | 0.01%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    294000 | PA      | $296481.90    | 0.01%             | 2030-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    479000 | PA      | $448683.13    | 0.01%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    286000 | PA      | $269595.51    | 0.01%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    450000 | PA      | $457154.82    | 0.01%             | 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        |    583000 | PA      | $478659.51    | 0.01%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    600000 | PA      | $509199.22    | 0.01%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    522000 | PA      | $448659.86    | 0.01%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    296000 | PA      | $285675.65    | 0.01%             | 2035-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    300000 | PA      | $305124.66    | 0.01%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAR3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $393569.18    | 0.01%             | 2034-11-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAT9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1628000 | PA      | $1613815.07   | 0.04%             | 2027-12-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    900000 | PA      | $817384.03    | 0.02%             | 2031-02-09      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WBM3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $410899.56    | 0.01%             | 2030-05-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WBP6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    700000 | PA      | $725222.53    | 0.02%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ALLEGHANY CORP                                                                   | Alleghany Corp                                                                  | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    405000 | PA      | $396558.47    | 0.01%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                                           | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247843.85    | 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        |    225000 | PA      | $235134.06    | 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        |    219000 | PA      | $213746.63    | 0.01%             | 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        |    328000 | PA      | $340144.17    | 0.01%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    350000 | PA      | $365976.12    | 0.01%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BJ9<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    393000 | PA      | $343832.85    | 0.01%             | 2030-12-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    450000 | PA      | $465259.01    | 0.01%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257725.27    | 0.01%             | 2029-06-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    285000 | PA      | $270126.84    | 0.01%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504250.11    | 0.01%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    550000 | PA      | $577500.40    | 0.02%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $527276.56    | 0.01%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    491000 | PA      | $519909.43    | 0.01%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    590000 | PA      | $608536.05    | 0.02%             | 2035-07-26      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    305000 | PA      | $312023.26    | 0.01%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    458000 | PA      | $470028.16    | 0.01%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351878.07    | 0.01%             | 2033-07-31      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1426000 | PA      | $1257890.34   | 0.03%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAJ6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    261000 | PA      | $250523.57    | 0.01%             | 2027-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAK3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    645000 | PA      | $645222.26    | 0.02%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    975000 | PA      | $965675.67    | 0.03%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAV9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    235000 | PA      | $236035.24    | 0.01%             | 2028-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1601820.34   | 0.04%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    810000 | PA      | $812210.48    | 0.02%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2164216.31   | 0.06%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1337000 | PA      | $1360333.62   | 0.04%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    625000 | PA      | $602562.93    | 0.02%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1019000 | PA      | $902483.27    | 0.02%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    231000 | PA      | $243412.22    | 0.01%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBR3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    418000 | PA      | $469933.12    | 0.01%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    320000 | PA      | $325720.73    | 0.01%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    351000 | PA      | $363923.28    | 0.01%             | 2035-02-06      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226565.16    | 0.01%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302805.50    | 0.01%             | 2035-08-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | Howmet Aerospace Inc                                                            | CUSIP: 022249AU0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    251000 | PA      | $264032.57    | 0.01%             | 2028-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    690000 | PA      | $707188.80    | 0.02%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2057000 | PA      | $2042837.60   | 0.06%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    965000 | PA      | $935917.52    | 0.03%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1049515.26   | 0.03%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1443000 | PA      | $1379544.13   | 0.04%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1797000 | PA      | $1621546.04   | 0.04%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    884000 | PA      | $880587.10    | 0.02%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1002000 | PA      | $991666.76    | 0.03%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1576000 | PA      | $1524672.56   | 0.04%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1464000 | PA      | $1488447.67   | 0.04%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    898000 | PA      | $921398.25    | 0.03%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1487807.98   | 0.04%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1515223.80   | 0.04%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1600502.02   | 0.04%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    930000 | PA      | $924685.25    | 0.03%             | 2033-03-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2227250.61   | 0.06%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMDOCS LTD                                                                       | Amdocs Ltd                                                                      | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |    400000 | PA      | $367497.28    | 0.01%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                                                            | Amcor Finance USA Inc                                                           | CUSIP: 02343UAH8<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    272000 | PA      | $273954.91    | 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        |    320000 | PA      | $334389.99    | 0.01%             | 2033-05-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    437000 | PA      | $399329.12    | 0.01%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    525000 | PA      | $532683.39    | 0.01%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    436000 | PA      | $447909.73    | 0.01%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    490000 | PA      | $506468.19    | 0.01%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| AMCOR GROUP FINANCE                                                              | Amcor Group Finance PLC                                                         | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $363292.06    | 0.01%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| HESS CORP                                                                        | Hess Corp                                                                       | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    150000 | PA      | $168849.49    | 0.00%             | 2029-10-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                        | Hess Corp                                                                       | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    383000 | PA      | $438368.49    | 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        |    450000 | PA      | $518020.52    | 0.01%             | 2033-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                     | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    329000 | PA      | $316345.04    | 0.01%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                     | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285859.92    | 0.01%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                     | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    365000 | PA      | $357085.06    | 0.01%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                     | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    512000 | PA      | $524410.30    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                     | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    565000 | PA      | $578658.19    | 0.02%             | 2035-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249534.90    | 0.01%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAV2<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221026.86    | 0.01%             | 2030-11-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: —       |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    400000 | PA      | $384994.04    | 0.01%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255041.63    | 0.01%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    592000 | PA      | $649653.57    | 0.02%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    516000 | PA      | $505210.00    | 0.01%             | 2029-04-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    582000 | PA      | $546238.72    | 0.01%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WBK0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    550000 | PA      | $549015.14    | 0.02%             | 2032-07-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WBM6<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $202382.35    | 0.01%             | 2033-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-1 AA PTT                                                         | American Airlines 2017-1 Class AA Pass Through Trust                            | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    206938 | PA      | $203101.00    | 0.01%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                                                         | American Airlines 2016-2 Class AA Pass Through Trust                            | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    241398 | PA      | $235746.53    | 0.01%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| AMER AIRLINE 17-2 AA PTT                                                         | American Airlines 2017-2 Class AA Pass Through Trust                            | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    386154 | PA      | $374259.20    | 0.01%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 AA PTT                                                         | American Airlines 2016-1 Class AA Pass Through Trust                            | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    219280 | PA      | $216055.00    | 0.01%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-1 A PTT                                                            | American Airlines 2015-1 Class A Pass Through Trust                             | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320482 | PA      | $315597.23    | 0.01%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT                                                          | American Airlines 2019-1 Class AA Pass Through Trust                            | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    441286 | PA      | $418785.53    | 0.01%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| AMER AIRLINE 21-1A EETC                                                          | American Airlines 2021-1 Class A Pass Through Trust                             | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    406159 | PA      | $368806.12    | 0.01%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                         | American Assets Trust LP                                                        | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |    372000 | PA      | $339201.18    | 0.01%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                         | American Assets Trust LP                                                        | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |    300000 | PA      | $303631.73    | 0.01%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AJ0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    260000 | PA      | $256667.38    | 0.01%             | 2027-11-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    413000 | PA      | $415924.13    | 0.01%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    525000 | PA      | $485832.00    | 0.01%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    329000 | PA      | $323828.53    | 0.01%             | 2062-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411375.76    | 0.01%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AW1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214448.06    | 0.01%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    678000 | PA      | $710235.58    | 0.02%             | 2033-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    775000 | PA      | $798921.34    | 0.02%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                          | American National Group Inc                                                     | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201493.02    | 0.01%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                          | American National Group Inc                                                     | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    450000 | PA      | $465665.13    | 0.01%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                          | American National Group Inc                                                     | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503461.74    | 0.01%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1109000 | PA      | $1102834.58   | 0.03%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    709000 | PA      | $711629.62    | 0.02%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    632000 | PA      | $640541.87    | 0.02%             | 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        |    722000 | PA      | $713664.78    | 0.02%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1022392.48   | 0.03%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    800000 | PA      | $813202.45    | 0.02%             | 2034-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1063000 | PA      | $1093144.16   | 0.03%             | 2029-07-27      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312133.66    | 0.01%             | 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        |    708000 | PA      | $770725.20    | 0.02%             | 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        |    200000 | PA      | $211647.01    | 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        |    678000 | PA      | $706029.99    | 0.02%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    554000 | PA      | $562688.63    | 0.02%             | 2028-07-26      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1309256.93   | 0.04%             | 2035-07-26      | Fixed         | 5.28%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    695000 | PA      | $714148.26    | 0.02%             | 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        |    750000 | PA      | $773324.66    | 0.02%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1065363.52   | 0.03%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1077083.39   | 0.03%             | 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        |   1245000 | PA      | $1304684.40   | 0.04%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    950000 | PA      | $955835.95    | 0.03%             | 2029-07-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1210253.03   | 0.03%             | 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        |   1275000 | PA      | $1251033.19   | 0.03%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                                                         | American Financial Group Inc/OH                                                 | CUSIP: 025932AQ7<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293595.98    | 0.01%             | 2035-09-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WCE9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    252000 | PA      | $249852.34    | 0.01%             | 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        |    300000 | PA      | $264808.47    | 0.01%             | 2031-01-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WDW8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    447000 | PA      | $429083.82    | 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        |    413000 | PA      | $392382.21    | 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        |    400000 | PA      | $405841.42    | 0.01%             | 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        |    520000 | PA      | $525123.11    | 0.01%             | 2030-04-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WEM9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410308.26    | 0.01%             | 2028-07-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WER8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $265001.32    | 0.01%             | 2030-10-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    750000 | PA      | $781828.60    | 0.02%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    511000 | PA      | $511951.22    | 0.01%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFD8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278084.76    | 0.01%             | 2027-03-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFE6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    537000 | PA      | $548970.18    | 0.02%             | 2029-03-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFK2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304285.82    | 0.01%             | 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        |    650000 | PA      | $667258.84    | 0.02%             | 2031-07-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFQ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    525000 | PA      | $529698.88    | 0.01%             | 2029-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    425000 | PA      | $428813.66    | 0.01%             | 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        |    425000 | PA      | $432608.05    | 0.01%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFX4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303417.50    | 0.01%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFY2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305956.81    | 0.01%             | 2030-03-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252549.27    | 0.01%             | 2035-03-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    675000 | PA      | $681293.27    | 0.02%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WGF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    475000 | PA      | $487633.16    | 0.01%             | 2032-07-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WGK1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    375000 | PA      | $377249.46    | 0.01%             | 2028-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WGL9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    375000 | PA      | $376338.66    | 0.01%             | 2030-09-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WGR6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325748.80    | 0.01%             | 2029-01-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WGS4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324817.22    | 0.01%             | 2031-01-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WGT2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    325000 | PA      | $323407.82    | 0.01%             | 2036-01-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    100000 | PA      | $100043.85    | 0.00%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    129000 | PA      | $131132.76    | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    200000 | PA      | $178499.01    | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    300000 | PA      | $281875.73    | 0.01%             | 2032-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    477000 | PA      | $488523.89    | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    275000 | PA      | $281343.14    | 0.01%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    391000 | PA      | $392046.34    | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    432000 | PA      | $437528.23    | 0.01%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DC8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    384000 | PA      | $357679.42    | 0.01%             | 2035-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    252000 | PA      | $243764.94    | 0.01%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                           | American International Group Inc                                                | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    590000 | PA      | $604552.96    | 0.02%             | 2033-03-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                           | American International Group Inc                                                | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    437000 | PA      | $447779.49    | 0.01%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                           | American International Group Inc                                                | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    410000 | PA      | $424911.64    | 0.01%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    500000 | PA      | $496722.24    | 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        |    500000 | PA      | $495974.32    | 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        |    413000 | PA      | $410298.80    | 0.01%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1063000 | PA      | $1047924.47   | 0.03%             | 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        |    359000 | PA      | $355175.56    | 0.01%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    447000 | PA      | $424292.47    | 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        |    609000 | PA      | $554205.86    | 0.02%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    599000 | PA      | $535640.91    | 0.01%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    243000 | PA      | $231189.46    | 0.01%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    396000 | PA      | $364076.05    | 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        |    391000 | PA      | $347899.08    | 0.01%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    493000 | PA      | $491253.77    | 0.01%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    366000 | PA      | $356308.63    | 0.01%             | 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        |    290000 | PA      | $298060.35    | 0.01%             | 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        |    506000 | PA      | $531821.98    | 0.01%             | 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        |    494000 | PA      | $507574.98    | 0.01%             | 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        |    524000 | PA      | $547423.91    | 0.01%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    420000 | PA      | $438518.18    | 0.01%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    500000 | PA      | $533820.70    | 0.01%             | 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        |    300000 | PA      | $308435.79    | 0.01%             | 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        |    400000 | PA      | $414073.09    | 0.01%             | 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        |    465000 | PA      | $476348.62    | 0.01%             | 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        |    325000 | PA      | $333943.08    | 0.01%             | 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        |    545000 | PA      | $556514.45    | 0.02%             | 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        |    506000 | PA      | $518104.92    | 0.01%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    165000 | PA      | $165064.53    | 0.00%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    413000 | PA      | $407679.80    | 0.01%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAS4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    393000 | PA      | $391183.08    | 0.01%             | 2028-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAU9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    313000 | PA      | $307268.66    | 0.01%             | 2029-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    254000 | PA      | $240819.85    | 0.01%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    401000 | PA      | $362336.40    | 0.01%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    530000 | PA      | $529803.53    | 0.01%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WBD6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    475000 | PA      | $487284.68    | 0.01%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    575000 | PA      | $590164.58    | 0.02%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA                                                         | Americold Realty Operating Partnership LP                                       | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              |  | US        |    325000 | PA      | $319353.56    | 0.01%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: —       |
| AMERICOLD REALTY OPER PA                                                         | Americold Realty Operating Partnership LP                                       | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              |  | US        |    225000 | PA      | $228112.70    | 0.01%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    504000 | PA      | $499145.68    | 0.01%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    329000 | PA      | $309788.67    | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    669000 | PA      | $616682.06    | 0.02%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409323.24    | 0.01%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    360000 | PA      | $364357.41    | 0.01%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230176.08    | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    385000 | PA      | $392562.59    | 0.01%             | 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        |    313000 | PA      | $314952.67    | 0.01%             | 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        |    460000 | PA      | $475498.68    | 0.01%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                         | Ameriprise Financial Inc                                                        | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    375000 | PA      | $392376.74    | 0.01%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                         | Ameriprise Financial Inc                                                        | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    475000 | PA      | $483539.10    | 0.01%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    865000 | PA      | $855671.54    | 0.02%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1148000 | PA      | $1128315.42   | 0.03%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    902000 | PA      | $843393.16    | 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        |    902000 | PA      | $819756.84    | 0.02%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    760000 | PA      | $663473.72    | 0.02%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1134990.96   | 0.03%             | 2028-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291265.31    | 0.01%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    666000 | PA      | $627023.94    | 0.02%             | 2032-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    942000 | PA      | $941650.57    | 0.03%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    600000 | PA      | $584742.34    | 0.02%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1999000 | PA      | $2046107.55   | 0.06%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1832000 | PA      | $1901064.73   | 0.05%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2258000 | PA      | $2336034.49   | 0.06%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AH4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353847.99    | 0.01%             | 2029-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    385000 | PA      | $365762.94    | 0.01%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    597000 | PA      | $533753.58    | 0.01%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AN1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    562000 | PA      | $569562.08    | 0.02%             | 2027-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180111.50    | 0.00%             | 2029-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    375000 | PA      | $388157.00    | 0.01%             | 2034-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506580.46    | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    502000 | PA      | $506981.62    | 0.01%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    530000 | PA      | $529802.21    | 0.01%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244834.15    | 0.01%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    505000 | PA      | $501647.63    | 0.01%             | 2030-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    640000 | PA      | $632357.06    | 0.02%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    875000 | PA      | $855025.05    | 0.02%             | 2036-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    450000 | PA      | $425497.10    | 0.01%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    550000 | PA      | $488764.26    | 0.01%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654AY1<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    256000 | PA      | $256586.92    | 0.01%             | 2032-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654BA2<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    242000 | PA      | $240847.14    | 0.01%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654BB0<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309258.21    | 0.01%             | 2034-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    450000 | PA      | $453463.38    | 0.01%             | 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        |    425000 | PA      | $430561.89    | 0.01%             | 2030-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANDREW W MELLON FOUNDATI                                                         | Andrew W Mellon Foundation/The                                                  | CUSIP: 03444RAB4<br>LEI: HVIJIPOQ5TXYVD3NET54 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27822.69     | 0.00%             | 2027-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                           | AngloGold Ashanti Holdings PLC                                                  | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    478000 | PA      | $460210.14    | 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        |    450000 | PA      | $437066.01    | 0.01%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    863000 | PA      | $887837.11    | 0.02%             | 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        |    200000 | PA      | $216263.85    | 0.01%             | 2035-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2067000 | PA      | $2109613.00   | 0.06%             | 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        |    400000 | PA      | $413276.49    | 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        |   1311000 | PA      | $1280758.17   | 0.04%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                                            | Antero Resources Corp                                                           | CUSIP: 03674XAU0<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223324.07    | 0.01%             | 2036-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1122000 | PA      | $1116759.56   | 0.03%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    754000 | PA      | $755171.70    | 0.02%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    550000 | PA      | $525367.94    | 0.01%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    626000 | PA      | $574881.44    | 0.02%             | 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        |    442000 | PA      | $403405.43    | 0.01%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    358000 | PA      | $347288.26    | 0.01%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    400000 | PA      | $418572.01    | 0.01%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    360000 | PA      | $370987.22    | 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        |    634000 | PA      | $651245.98    | 0.02%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    355000 | PA      | $361370.06    | 0.01%             | 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        |    500000 | PA      | $509711.70    | 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        |    590000 | PA      | $598478.29    | 0.02%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    375000 | PA      | $374628.98    | 0.01%             | 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        |    675000 | PA      | $672853.97    | 0.02%             | 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        |    375000 | PA      | $371757.29    | 0.01%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                         | Aon Corp                                                                        | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    429000 | PA      | $434705.55    | 0.01%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                         | Aon Corp                                                                        | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    575000 | PA      | $569201.37    | 0.02%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                         | Aon Corp                                                                        | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    745000 | PA      | $702856.00    | 0.02%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    295000 | PA      | $260955.82    | 0.01%             | 2031-08-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    286000 | PA      | $258408.66    | 0.01%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    450000 | PA      | $444052.78    | 0.01%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    300000 | PA      | $307210.08    | 0.01%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    400000 | PA      | $414728.12    | 0.01%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                            | Aon North America Inc                                                           | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $394763.52    | 0.01%             | 2027-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                            | Aon North America Inc                                                           | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    789000 | PA      | $812572.12    | 0.02%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                            | Aon North America Inc                                                           | CUSIP: 03740MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    478000 | PA      | $497635.09    | 0.01%             | 2031-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                            | Aon North America Inc                                                           | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1052000 | PA      | $1092490.48   | 0.03%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA Corp                                                                        | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180211.09    | 0.00%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA Corp                                                                        | CUSIP: 03743QAZ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    296000 | PA      | $292395.32    | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                         | Apollo Global Management Inc                                                    | CUSIP: 03769MAA4<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    375000 | PA      | $410254.95    | 0.01%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                         | Apollo Global Management Inc                                                    | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    650000 | PA      | $647058.41    | 0.02%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                         | Apollo Global Management Inc                                                    | CUSIP: 03769MAF3<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326499.04    | 0.01%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| APOLLO DEBT SOLUTIONS BD                                                         | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    600000 | PA      | $626112.78    | 0.02%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                         | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    640000 | PA      | $667299.16    | 0.02%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| APOLLO DEBT SOLUTIONS BD                                                         | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAF0<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    355000 | PA      | $366170.80    | 0.01%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                         | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAK9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302260.89    | 0.01%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                         | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAL7<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124294.00    | 0.00%             | 2031-01-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                            | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247813.27    | 0.01%             | 2027-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                            | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    450000 | PA      | $412623.43    | 0.01%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                            | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396193.20    | 0.01%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                            | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    225000 | PA      | $234689.14    | 0.01%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1439000 | PA      | $1434367.02   | 0.04%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1236633.68   | 0.03%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    600000 | PA      | $595414.07    | 0.02%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1453000 | PA      | $1437198.86   | 0.04%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DK3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    829000 | PA      | $821493.31    | 0.02%             | 2027-11-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1241000 | PA      | $1173332.29   | 0.03%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1055022.10   | 0.03%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DY3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    999000 | PA      | $886660.53    | 0.02%             | 2030-08-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1489000 | PA      | $1419206.40   | 0.04%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1517000 | PA      | $1354259.00   | 0.04%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1448682.86   | 0.04%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    792000 | PA      | $700948.91    | 0.02%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    650000 | PA      | $638922.31    | 0.02%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1187492.73   | 0.03%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833ET3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    890000 | PA      | $896965.28    | 0.02%             | 2028-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EU0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    360000 | PA      | $363460.33    | 0.01%             | 2030-05-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EV8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    826000 | PA      | $833785.66    | 0.02%             | 2033-05-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EY2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    575000 | PA      | $579649.62    | 0.02%             | 2028-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    575000 | PA      | $581081.65    | 0.02%             | 2030-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833FA3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    575000 | PA      | $587497.22    | 0.02%             | 2032-05-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833FB1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    575000 | PA      | $587204.73    | 0.02%             | 2035-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                           | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    829000 | PA      | $824974.11    | 0.02%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                           | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    423000 | PA      | $382687.47    | 0.01%             | 2030-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                           | CUSIP: 038222AS4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    483000 | PA      | $495557.26    | 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        |    200000 | PA      | $198147.79    | 0.01%             | 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        |     80000 | PA      | $78655.72     | 0.00%             | 2036-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                    | AppLovin Corp                                                                   | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    750000 | PA      | $769250.56    | 0.02%             | 2029-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                    | AppLovin Corp                                                                   | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    490000 | PA      | $506445.36    | 0.01%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                    | AppLovin Corp                                                                   | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    625000 | PA      | $640341.06    | 0.02%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                                                                   | AptarGroup Inc                                                                  | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235637.43    | 0.01%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                                                                   | AptarGroup Inc                                                                  | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326745.05    | 0.01%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245165.51    | 0.01%             | 2029-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03837AAA8<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    400000 | PA      | $408351.32    | 0.01%             | 2029-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03837AAB6<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    400000 | PA      | $403677.10    | 0.01%             | 2034-09-13      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| ARCH CAPITAL GROUP LTD                                                           | Arch Capital Group Ltd                                                          | CUSIP: 03937LAA3<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $231242.22    | 0.01%             | 2034-05-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                                                    | ArcelorMittal SA                                                                | CUSIP: 03938LBC7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    325000 | PA      | $325637.19    | 0.01%             | 2029-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                 | ArcelorMittal SA                                                                | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    700000 | PA      | $728795.17    | 0.02%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                 | ArcelorMittal SA                                                                | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    666000 | PA      | $746346.61    | 0.02%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: —       |
| ARCELORMITTAL SA                                                                 | ArcelorMittal SA                                                                | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $321135.24    | 0.01%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    700000 | PA      | $675929.79    | 0.02%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AD6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    523000 | PA      | $480730.27    | 0.01%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AE4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    310000 | PA      | $309110.44    | 0.01%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ARES MANAGEMENT CORP                                                             | Ares Management Corp                                                            | CUSIP: 03990BAA9<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    254000 | PA      | $267986.53    | 0.01%             | 2028-11-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    768000 | PA      | $737237.45    | 0.02%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    563000 | PA      | $499075.52    | 0.01%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    179000 | PA      | $175607.66    | 0.00%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    482000 | PA      | $494883.25    | 0.01%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    550000 | PA      | $564013.22    | 0.02%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    565000 | PA      | $580552.50    | 0.02%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    625000 | PA      | $629170.60    | 0.02%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    615000 | PA      | $618316.26    | 0.02%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    375000 | PA      | $368532.53    | 0.01%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBM4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196828.30    | 0.01%             | 2031-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CZ5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    413000 | PA      | $391099.92    | 0.01%             | 2029-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    129000 | PA      | $113450.33    | 0.00%             | 2031-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $327130.57    | 0.01%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DG6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    375000 | PA      | $390773.70    | 0.01%             | 2033-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    435000 | PA      | $456203.02    | 0.01%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                            | Arrow Electronics Inc                                                           | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347697.51    | 0.01%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                            | Arrow Electronics Inc                                                           | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    329000 | PA      | $294434.49    | 0.01%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                            | Arrow Electronics Inc                                                           | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311953.72    | 0.01%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                            | Arrow Electronics Inc                                                           | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255727.58    | 0.01%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAA7<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    285000 | PA      | $254446.41    | 0.01%             | 2031-11-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAD1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    235000 | PA      | $243872.15    | 0.01%             | 2033-03-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    275000 | PA      | $302470.13    | 0.01%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    350000 | PA      | $361151.55    | 0.01%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    385000 | PA      | $389612.45    | 0.01%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    515000 | PA      | $526945.51    | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    215000 | PA      | $219542.69    | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    975000 | PA      | $981739.71    | 0.03%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                | CUSIP: 04351LAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100482.69    | 0.00%             | 2028-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                | CUSIP: 04351LAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $330212.15    | 0.01%             | 2030-11-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                | CUSIP: 04351LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $249903.08    | 0.01%             | 2035-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    797000 | PA      | $756070.93    | 0.02%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167AW3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    719000 | PA      | $753185.97    | 0.02%             | 2028-06-16      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167DU4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    829000 | PA      | $821409.56    | 0.02%             | 2027-01-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167EC3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $294750.36    | 0.01%             | 2027-08-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167EE9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1559000 | PA      | $1531010.21   | 0.04%             | 2027-11-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167EG4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1020000 | PA      | $1004332.36   | 0.03%             | 2028-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167EP4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1659000 | PA      | $1550139.19   | 0.04%             | 2029-09-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167ER0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1289000 | PA      | $1201485.91   | 0.03%             | 2030-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FB4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $892338.48    | 0.02%             | 2031-03-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FH1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1400000 | PA      | $1372054.89   | 0.04%             | 2027-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FL2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1500000 | PA      | $1422202.86   | 0.04%             | 2029-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FN8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $952961.27    | 0.03%             | 2032-04-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FP3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   2800000 | PA      | $2781222.75   | 0.08%             | 2027-08-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FT5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    900000 | PA      | $891209.46    | 0.02%             | 2032-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FV0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1300000 | PA      | $1293970.15   | 0.04%             | 2033-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FW8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1500000 | PA      | $1505153.72   | 0.04%             | 2028-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FZ1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1900000 | PA      | $1940970.80   | 0.05%             | 2028-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167GA5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1800000 | PA      | $1808357.09   | 0.05%             | 2027-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167GB3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1300000 | PA      | $1297256.73   | 0.04%             | 2034-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167GD9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2552530.83   | 0.07%             | 2029-03-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167GH0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   2300000 | PA      | $2295415.82   | 0.06%             | 2029-08-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167GJ6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   3000000 | PA      | $3045200.67   | 0.08%             | 2028-01-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167GK3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1975000 | PA      | $1994033.21   | 0.05%             | 2035-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167GL1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   2400000 | PA      | $2436582.94   | 0.07%             | 2030-05-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167GM9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1900000 | PA      | $1896233.76   | 0.05%             | 2030-08-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167GP2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    320000 | PA      | $319082.30    | 0.01%             | 2036-01-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 04517PBT8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $985435.22    | 0.03%             | 2033-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAJ5<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1007668.30   | 0.03%             | 2028-01-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAL0<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   2000000 | PA      | $2026391.24   | 0.06%             | 2029-01-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAM8<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1006274.16   | 0.03%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAP1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   1475000 | PA      | $1516611.90   | 0.04%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAQ9<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    600000 | PA      | $611692.36    | 0.02%             | 2035-05-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAR7<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   1500000 | PA      | $1500225.62   | 0.04%             | 2028-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAS5<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    175000 | PA      | $173093.88    | 0.00%             | 2036-01-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ASSOC BANC-CORP                                                                  | Associated Banc-Corp                                                            | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104132.56    | 0.00%             | 2030-08-29      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                                         | Assured Guaranty US Holdings Inc                                                | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    350000 | PA      | $329043.34    | 0.01%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| ASSURANT INC                                                                     | Assurant Inc                                                                    | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202298.41    | 0.01%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| ASSURANT INC                                                                     | Assurant Inc                                                                    | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242627.60    | 0.01%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                     | Assurant Inc                                                                    | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    243000 | PA      | $215590.91    | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    113000 | PA      | $112258.61    | 0.00%             | 2027-06-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    607000 | PA      | $608862.31    | 0.02%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    911000 | PA      | $809339.35    | 0.02%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    340000 | PA      | $309040.50    | 0.01%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    821000 | PA      | $784284.49    | 0.02%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    676000 | PA      | $690167.14    | 0.02%             | 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        |    500000 | PA      | $515278.33    | 0.01%             | 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        |    250000 | PA      | $257037.41    | 0.01%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAK9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    912000 | PA      | $921161.87    | 0.03%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    900000 | PA      | $923507.78    | 0.03%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    750000 | PA      | $774505.12    | 0.02%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1090939.80   | 0.03%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $799991.42    | 0.02%             | 2028-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    273000 | PA      | $289231.05    | 0.01%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    454000 | PA      | $430563.81    | 0.01%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216736.81    | 0.01%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414884.77    | 0.01%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400565.34    | 0.01%             | 2054-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC                                                           | Atlantic City Electric Co                                                       | CUSIP: 048303CH2<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200277.79    | 0.01%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC                                                           | Atlantic City Electric Co                                                       | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181543.89    | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                                            | Atlassian Corp                                                                  | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205626.13    | 0.01%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                                            | Atlassian Corp                                                                  | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306192.27    | 0.01%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AN5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    450000 | PA      | $445626.04    | 0.01%             | 2027-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AR6<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    396000 | PA      | $377652.71    | 0.01%             | 2029-09-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    429000 | PA      | $376584.19    | 0.01%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AX3<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211080.07    | 0.01%             | 2032-10-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    400000 | PA      | $432180.49    | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    335000 | PA      | $344480.90    | 0.01%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                      | CUSIP: 05253JB34<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    380000 | PA      | $386079.83    | 0.01%             | 2027-07-16      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                      | CUSIP: 05253JB42<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $501803.17    | 0.01%             | 2027-09-30      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                      | CUSIP: 05253JB59<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $510507.67    | 0.01%             | 2029-12-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                      | CUSIP: 05253JB75<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $252887.20    | 0.01%             | 2028-06-18      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GRP NY                                                         | Australia & New Zealand Banking Group Ltd/New York NY                           | CUSIP: 05253JB83<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $500664.23    | 0.01%             | 2028-12-08      | Fixed         | 3.92%                 | No            |                  2 | On Loan: —       |
| AUTODESK INC                                                                     | Autodesk Inc                                                                    | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    359000 | PA      | $356799.80    | 0.01%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                     | Autodesk Inc                                                                    | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    376000 | PA      | $356563.31    | 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        |    637000 | PA      | $567572.84    | 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        |    220000 | PA      | $224116.47    | 0.01%             | 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        |    705000 | PA      | $623362.02    | 0.02%             | 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        |    574000 | PA      | $549432.56    | 0.02%             | 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        |    843000 | PA      | $836051.02    | 0.02%             | 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        |    450000 | PA      | $460669.30    | 0.01%             | 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        |    400000 | PA      | $377325.45    | 0.01%             | 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        |    200000 | PA      | $198878.58    | 0.01%             | 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        |    529000 | PA      | $533547.78    | 0.01%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                  | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $128683.24    | 0.00%             | 2028-08-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                  | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    362000 | PA      | $320417.50    | 0.01%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                  | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $336908.34    | 0.01%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                  | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $200273.91    | 0.01%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398874.72    | 0.01%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    379000 | PA      | $373955.68    | 0.01%             | 2029-04-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    560000 | PA      | $552950.43    | 0.02%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $263115.27    | 0.01%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    410000 | PA      | $413222.23    | 0.01%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242208.19    | 0.01%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349583.35    | 0.01%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BF8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163617.34    | 0.00%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210969.07    | 0.01%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $331958.63    | 0.01%             | 2033-11-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BJ0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308465.43    | 0.01%             | 2029-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $618381.56    | 0.02%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    325000 | PA      | $334777.59    | 0.01%             | 2030-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 053484AB7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    425000 | PA      | $373782.16    | 0.01%             | 2032-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 053484AC5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    296000 | PA      | $280464.12    | 0.01%             | 2028-12-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    225000 | PA      | $229974.43    | 0.01%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 053484AE1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    150000 | PA      | $155708.58    | 0.00%             | 2033-12-07      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 053484AF8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    360000 | PA      | $372446.74    | 0.01%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 053484AG6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    285000 | PA      | $287086.06    | 0.01%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 053484AH4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    205000 | PA      | $205107.82    | 0.01%             | 2030-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EBA6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    191000 | PA      | $189682.09    | 0.01%             | 2027-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EBC2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    159000 | PA      | $156983.54    | 0.00%             | 2028-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EBF5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    291000 | PA      | $283869.07    | 0.01%             | 2029-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EBG3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    450000 | PA      | $417783.42    | 0.01%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    507000 | PA      | $463505.29    | 0.01%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                                                     | Avangrid Inc                                                                    | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493515.75    | 0.01%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                              | Avery Dennison Corp                                                             | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356610.61    | 0.01%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                              | Avery Dennison Corp                                                             | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233589.89    | 0.01%             | 2030-04-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                              | Avery Dennison Corp                                                             | CUSIP: 053611AM1<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    363000 | PA      | $319774.21    | 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        |    270000 | PA      | $285531.10    | 0.01%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                                        | Avnet Inc                                                                       | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    165000 | PA      | $149764.04    | 0.00%             | 2031-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                                        | Avnet Inc                                                                       | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    330000 | PA      | $335918.89    | 0.01%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                                        | Avnet Inc                                                                       | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165843.18    | 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        |    500000 | PA      | $585707.50    | 0.02%             | 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        |    885000 | PA      | $889981.69    | 0.02%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                                           | AXIS Specialty Finance LLC                                                      | CUSIP: 05463HAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $297187.45    | 0.01%             | 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        |    280000 | PA      | $272545.97    | 0.01%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINAN PLC                                                         | AXIS Specialty Finance PLC                                                      | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199658.32    | 0.01%             | 2027-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    600000 | PA      | $648383.49    | 0.02%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    822000 | PA      | $902134.67    | 0.02%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    560000 | PA      | $554371.57    | 0.02%             | 2033-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1473000 | PA      | $1463808.85   | 0.04%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: —       |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    328000 | PA      | $319819.14    | 0.01%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    824000 | PA      | $840674.86    | 0.02%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    695000 | PA      | $699896.51    | 0.02%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1196000 | PA      | $1152964.20   | 0.03%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    823000 | PA      | $759170.38    | 0.02%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: —       |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    542000 | PA      | $545976.01    | 0.01%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    340000 | PA      | $396726.92    | 0.01%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    456000 | PA      | $483729.26    | 0.01%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    485000 | PA      | $518305.46    | 0.01%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    650000 | PA      | $674662.81    | 0.02%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    600000 | PA      | $622698.18    | 0.02%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| BAT INTL FINANCE PLC                                                             | BAT International Finance PLC                                                   | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    772000 | PA      | $778192.47    | 0.02%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                             | BAT International Finance PLC                                                   | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $629764.31    | 0.02%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    330000 | PA      | $326695.07    | 0.01%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451AZ1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    686000 | PA      | $697305.15    | 0.02%             | 2028-02-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    465000 | PA      | $473041.71    | 0.01%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    404000 | PA      | $415353.65    | 0.01%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $624548.11    | 0.02%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    814000 | PA      | $842178.46    | 0.02%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    630000 | PA      | $648809.85    | 0.02%             | 2030-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    550000 | PA      | $568714.54    | 0.02%             | 2032-02-21      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    750000 | PA      | $773846.23    | 0.02%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BN7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    125000 | PA      | $126324.73    | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| BGC GROUP INC                                                                    | BGC Group Inc                                                                   | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    325000 | PA      | $340116.07    | 0.01%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                    | BGC Group Inc                                                                   | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    425000 | PA      | $438739.93    | 0.01%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                           | BP Capital Markets PLC                                                          | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    504000 | PA      | $501589.43    | 0.01%             | 2028-11-28      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                           | BP Capital Markets PLC                                                          | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   1113000 | PA      | $1105079.61   | 0.03%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BOKF NA                                                                          | BOKF NA                                                                         | CUSIP: 05572YHP0<br>LEI: FU7RSW4CQQY98A2O7J66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256675.40    | 0.01%             | 2040-11-06      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                        | Baidu Inc                                                                       | CUSIP: 056752AJ7<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $199070.12    | 0.01%             | 2027-07-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                        | Baidu Inc                                                                       | CUSIP: 056752AL2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    350000 | PA      | $352534.33    | 0.01%             | 2028-03-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                        | Baidu Inc                                                                       | CUSIP: 056752AN8<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $204283.47    | 0.01%             | 2028-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                        | Baidu Inc                                                                       | CUSIP: 056752AR9<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $290939.37    | 0.01%             | 2030-04-07      | Fixed         | 3.43%                 | No            |                  2 | On Loan: —       |
| BAIDU INC                                                                        | Baidu Inc                                                                       | CUSIP: 056752AT5<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $184477.84    | 0.01%             | 2030-10-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| BAIDU INC                                                                        | Baidu Inc                                                                       | CUSIP: 056752AU2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    350000 | PA      | $317290.44    | 0.01%             | 2031-08-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| BAIN CAPITAL SPECIALTY F                                                         | Bain Capital Specialty Finance Inc                                              | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249990.77    | 0.01%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| BAIN CAPITAL SPECIALTY F                                                         | Bain Capital Specialty Finance Inc                                              | CUSIP: 05684BAF4<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98284.76     | 0.00%             | 2031-03-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    699000 | PA      | $692288.85    | 0.02%             | 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        |    243000 | PA      | $234700.28    | 0.01%             | 2029-11-07      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05724BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $353628.78    | 0.01%             | 2030-05-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    509000 | PA      | $460203.85    | 0.01%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165ER7<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    275000 | PA      | $283247.82    | 0.01%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    600000 | PA      | $620985.53    | 0.02%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                         | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $413543.39    | 0.01%             | 2028-09-14      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                         | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $465041.58    | 0.01%             | 2034-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                         | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $621946.26    | 0.02%             | 2029-03-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                         | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $636579.04    | 0.02%             | 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        |    400000 | PA      | $400705.85    | 0.01%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $994003.91    | 0.03%             | 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        |    800000 | PA      | $804776.74    | 0.02%             | 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        |    600000 | PA      | $555276.83    | 0.02%             | 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        |    800000 | PA      | $800401.51    | 0.02%             | 2028-03-24      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1017842.71   | 0.03%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $829264.60    | 0.02%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1324694.36   | 0.04%             | 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        |   1000000 | PA      | $1066284.19   | 0.03%             | 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        |    800000 | PA      | $912866.13    | 0.02%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $812366.69    | 0.02%             | 2028-03-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $828601.50    | 0.02%             | 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        |    600000 | PA      | $643893.58    | 0.02%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $814530.18    | 0.02%             | 2028-07-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1150000 | PA      | $1204567.07   | 0.03%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $624534.47    | 0.02%             | 2030-01-17      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $855136.06    | 0.02%             | 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        |    600000 | PA      | $583877.29    | 0.02%             | 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        |    800000 | PA      | $771558.00    | 0.02%             | 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        |    800000 | PA      | $729290.47    | 0.02%             | 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        |    800000 | PA      | $733533.92    | 0.02%             | 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        |    800000 | PA      | $800517.72    | 0.02%             | 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        |    800000 | PA      | $798836.32    | 0.02%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1961000 | PA      | $1944991.91   | 0.05%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    829000 | PA      | $830122.75    | 0.02%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1429000 | PA      | $1423555.60   | 0.04%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $1106178.59   | 0.03%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3651000 | PA      | $3611201.87   | 0.10%             | 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        |   1513000 | PA      | $1510202.52   | 0.04%             | 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        |   1817000 | PA      | $1824823.08   | 0.05%             | 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        |   1859000 | PA      | $1850029.21   | 0.05%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1614000 | PA      | $1560847.15   | 0.04%             | 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        |   1327000 | PA      | $1265113.11   | 0.03%             | 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        |   2203000 | PA      | $2053059.92   | 0.06%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1771100.09   | 0.05%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1759000 | PA      | $1582900.14   | 0.04%             | 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        |   1609000 | PA      | $1439304.93   | 0.04%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1409000 | PA      | $1292619.98   | 0.04%             | 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        |   3267000 | PA      | $2995560.00   | 0.08%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1859000 | PA      | $1775931.68   | 0.05%             | 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        |   2350000 | PA      | $2099249.36   | 0.06%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $1077824.29   | 0.03%             | 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        |   2228000 | PA      | $2009914.76   | 0.05%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2518000 | PA      | $2301763.55   | 0.06%             | 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        |   1600000 | PA      | $1501393.30   | 0.04%             | 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        |   1618000 | PA      | $1624866.27   | 0.04%             | 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        |   2507000 | PA      | $2494123.80   | 0.07%             | 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        |   1855000 | PA      | $1880597.89   | 0.05%             | 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        |   3176000 | PA      | $3238272.02   | 0.09%             | 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        |   1275000 | PA      | $1322716.20   | 0.04%             | 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        |   2040000 | PA      | $2089215.41   | 0.06%             | 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        |   3080000 | PA      | $3162950.16   | 0.09%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1832000 | PA      | $1910133.44   | 0.05%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2655176.85   | 0.07%             | 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        |   2979000 | PA      | $3089664.85   | 0.08%             | 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        |   1600000 | PA      | $1626907.58   | 0.04%             | 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        |   2200000 | PA      | $2245674.64   | 0.06%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1527730.38   | 0.04%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1757963.28   | 0.05%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2303651.42   | 0.06%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1495471.51   | 0.04%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1458994.23   | 0.04%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1230936.40   | 0.03%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    733000 | PA      | $725455.73    | 0.02%             | 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        |    734000 | PA      | $661539.24    | 0.02%             | 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        |    787000 | PA      | $777218.98    | 0.02%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368L3K0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $407793.85    | 0.01%             | 2027-06-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    528000 | PA      | $553765.95    | 0.02%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    545000 | PA      | $552473.44    | 0.02%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $708717.35    | 0.02%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    740000 | PA      | $758052.49    | 0.02%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $729588.98    | 0.02%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368ME67<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $349219.19    | 0.01%             | 2032-01-14      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $417597.37    | 0.01%             | 2029-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $500772.64    | 0.01%             | 2028-09-22      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368MXV1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $648624.89    | 0.02%             | 2031-09-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                                          | Bank of New York Mellon/The                                                     | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    760000 | PA      | $772759.27    | 0.02%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406GAA9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    375000 | PA      | $365899.40    | 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        |    575000 | PA      | $572625.65    | 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        |    620000 | PA      | $617131.92    | 0.02%             | 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        |    563000 | PA      | $559141.06    | 0.02%             | 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        |    343000 | PA      | $343881.85    | 0.01%             | 2028-04-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAR8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    575000 | PA      | $509470.40    | 0.01%             | 2031-01-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAU1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    225000 | PA      | $214306.69    | 0.01%             | 2028-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAW7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    229000 | PA      | $201192.53    | 0.01%             | 2031-07-28      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAZ0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235972.46    | 0.01%             | 2029-01-25      | Fixed         | 1.90%                 | 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        |    413000 | PA      | $376391.38    | 0.01%             | 2032-01-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBD8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    472000 | PA      | $472191.51    | 0.01%             | 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        |    100000 | PA      | $100120.39    | 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        |    500000 | PA      | $493072.81    | 0.01%             | 2033-06-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305253.67    | 0.01%             | 2030-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    490000 | PA      | $505665.62    | 0.01%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    712000 | PA      | $764732.54    | 0.02%             | 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        |    700000 | PA      | $708139.88    | 0.02%             | 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        |    500000 | PA      | $500818.81    | 0.01%             | 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        |    740000 | PA      | $751672.25    | 0.02%             | 2034-04-26      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    575000 | PA      | $608874.50    | 0.02%             | 2029-10-25      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    825000 | PA      | $918196.69    | 0.03%             | 2034-10-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    800000 | PA      | $822388.17    | 0.02%             | 2030-03-14      | Fixed         | 4.98%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617503.57    | 0.02%             | 2035-03-14      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBX4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    525000 | PA      | $532967.93    | 0.01%             | 2028-07-21      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    525000 | PA      | $542068.94    | 0.01%             | 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        |    475000 | PA      | $487816.37    | 0.01%             | 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        |    751000 | PA      | $771492.34    | 0.02%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCG0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    335000 | PA      | $334606.70    | 0.01%             | 2030-01-22      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    494000 | PA      | $497664.95    | 0.01%             | 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        |    500000 | PA      | $515055.11    | 0.01%             | 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        |    529000 | PA      | $514820.27    | 0.01%             | 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        |    300000 | PA      | $312924.80    | 0.01%             | 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        |    329000 | PA      | $292970.35    | 0.01%             | 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        |    429000 | PA      | $421316.13    | 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        |    553000 | PA      | $494507.45    | 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        |    664000 | PA      | $649405.43    | 0.02%             | 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        |    900000 | PA      | $919629.50    | 0.03%             | 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        |    372000 | PA      | $368533.82    | 0.01%             | 2027-03-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $370794.21    | 0.01%             | 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        |    549000 | PA      | $559872.21    | 0.02%             | 2027-06-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAK3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    475000 | PA      | $494798.30    | 0.01%             | 2029-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    683000 | PA      | $687116.15    | 0.02%             | 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        |    475000 | PA      | $479091.76    | 0.01%             | 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        |    864000 | PA      | $880114.37    | 0.02%             | 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        |    750000 | PA      | $771504.46    | 0.02%             | 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        |    300000 | PA      | $300091.78    | 0.01%             | 2028-09-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $597447.15    | 0.02%             | 2031-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAY3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    525000 | PA      | $525971.12    | 0.01%             | 2030-02-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAZ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    525000 | PA      | $525113.19    | 0.01%             | 2034-02-02      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $580797.27    | 0.02%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                                                   | BankUnited Inc                                                                  | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150527.07    | 0.00%             | 2030-06-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                   | CUSIP: 06654DAB3<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $466186.04    | 0.01%             | 2030-01-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $701905.30    | 0.02%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1178000 | PA      | $1186924.40   | 0.03%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1195000 | PA      | $1215421.45   | 0.03%             | 2029-05-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1078000 | PA      | $1097670.54   | 0.03%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $927274.96    | 0.03%             | 2031-06-24      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    678000 | PA      | $641207.49    | 0.02%             | 2035-09-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    810000 | PA      | $737263.77    | 0.02%             | 2032-03-10      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $544819.10    | 0.01%             | 2032-11-24      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1123052.48   | 0.03%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $629146.74    | 0.02%             | 2033-08-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $949482.68    | 0.03%             | 2028-11-02      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1370600.51   | 0.04%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1394081.01   | 0.04%             | 2034-05-09      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $1004062.16   | 0.03%             | 2034-06-27      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $686099.96    | 0.02%             | 2029-09-13      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1103495.27   | 0.03%             | 2034-09-13      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $813538.90    | 0.02%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1249234.03   | 0.03%             | 2030-03-12      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $606880.53    | 0.02%             | 2028-09-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1018485.51   | 0.03%             | 2030-09-10      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1214059.51   | 0.03%             | 2035-09-10      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $815039.91    | 0.02%             | 2029-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1135159.42   | 0.03%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1250309.57   | 0.03%             | 2036-02-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    950000 | PA      | $955559.98    | 0.03%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| BARINGS BDC INC                                                                  | Barings BDC Inc                                                                 | CUSIP: 06759LAD5<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258181.64    | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| BARINGS BDC INC                                                                  | Barings BDC Inc                                                                 | CUSIP: 06759LAE3<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99645.34     | 0.00%             | 2028-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BARINGS PRIVATE CREDIT                                                           | Barings Private Credit Corp                                                     | CUSIP: 06763AAA9<br>LEI: 549300K2GGNA2FQFQL45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248374.86    | 0.01%             | 2030-06-11      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    413000 | PA      | $403637.08    | 0.01%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    400000 | PA      | $343847.88    | 0.01%             | 2031-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    352000 | PA      | $344735.44    | 0.01%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    780000 | PA      | $738733.41    | 0.02%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    940000 | PA      | $820841.16    | 0.02%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105303.31    | 0.00%             | 2029-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    415000 | PA      | $417862.80    | 0.01%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    650000 | PA      | $654853.34    | 0.02%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| BAYLOR SCOTT & WHITE HOL                                                         | Baylor Scott & White Holdings                                                   | CUSIP: 072863AH6<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |     57000 | PA      | $51000.98     | 0.00%             | 2030-11-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1121499.97   | 0.03%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    488000 | PA      | $459980.60    | 0.01%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    614000 | PA      | $546932.89    | 0.01%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    390000 | PA      | $383995.23    | 0.01%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    410000 | PA      | $415612.53    | 0.01%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    457000 | PA      | $466227.44    | 0.01%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887CS6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    302000 | PA      | $307447.80    | 0.01%             | 2034-02-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887CU1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    375000 | PA      | $385521.82    | 0.01%             | 2029-06-07      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAG4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $212812.90    | 0.01%             | 2032-02-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    592000 | PA      | $600796.07    | 0.02%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAM1<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $407123.76    | 0.01%             | 2034-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                               | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    405000 | PA      | $377353.81    | 0.01%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    513000 | PA      | $506725.30    | 0.01%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    733000 | PA      | $720487.54    | 0.02%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    699000 | PA      | $610094.36    | 0.02%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    413000 | PA      | $380034.58    | 0.01%             | 2030-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CW9<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    495000 | PA      | $442623.18    | 0.01%             | 2030-10-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CZ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    437000 | PA      | $430459.35    | 0.01%             | 2027-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    758000 | PA      | $706611.64    | 0.02%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                 | Berry Global Inc                                                                | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    590000 | PA      | $624195.47    | 0.02%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                 | Berry Global Inc                                                                | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    413000 | PA      | $404137.76    | 0.01%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                 | Berry Global Inc                                                                | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    350000 | PA      | $360798.30    | 0.01%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                 | Berry Global Inc                                                                | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    424000 | PA      | $442269.30    | 0.01%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| BEST BUY CO INC                                                                  | Best Buy Co Inc                                                                 | CUSIP: 08652BAA7<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252350.91    | 0.01%             | 2028-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| BEST BUY CO INC                                                                  | Best Buy Co Inc                                                                 | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    436000 | PA      | $392178.65    | 0.01%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| BGC GROUP INC                                                                    | BGC Group Inc                                                                   | CUSIP: 088929AC8<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213667.80    | 0.01%             | 2028-05-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc                                                         | Bio-Rad Laboratories Inc                                                        | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    577000 | PA      | $544806.56    | 0.01%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BIO-RAD LABS                                                                     | Bio-Rad Laboratories Inc                                                        | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248102.57    | 0.01%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   1007000 | PA      | $925684.25    | 0.03%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    415000 | PA      | $435635.14    | 0.01%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123485.51    | 0.00%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    220000 | PA      | $212568.35    | 0.01%             | 2033-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    342000 | PA      | $327358.49    | 0.01%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277233.78    | 0.01%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207267.38    | 0.01%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    250000 | PA      | $267651.78    | 0.01%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    300000 | PA      | $318039.16    | 0.01%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274867.60    | 0.01%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    532000 | PA      | $524018.77    | 0.01%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAR8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    393000 | PA      | $381599.13    | 0.01%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    450000 | PA      | $475978.65    | 0.01%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBG1<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305531.31    | 0.01%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    425000 | PA      | $432291.30    | 0.01%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251339.53    | 0.01%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBS5<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246976.72    | 0.01%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301839.12    | 0.01%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    550000 | PA      | $546114.80    | 0.01%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    650000 | PA      | $651675.40    | 0.02%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293847.32    | 0.01%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBZ9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146509.31    | 0.00%             | 2031-03-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390468.78    | 0.01%             | 2027-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    390000 | PA      | $369022.30    | 0.01%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178485.43    | 0.00%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    450000 | PA      | $454037.13    | 0.01%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    375000 | PA      | $372061.41    | 0.01%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAL6<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244614.45    | 0.01%             | 2031-01-31      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE                                                           | Blackstone Reg Finance Co LLC                                                   | CUSIP: 092914AA8<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    456000 | PA      | $455299.91    | 0.01%             | 2034-12-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE                                                           | Blackstone Reg Finance Co LLC                                                   | CUSIP: 092914AB6<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    270000 | PA      | $269116.36    | 0.01%             | 2030-11-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE REG FINANCE                                                           | Blackstone Reg Finance Co LLC                                                   | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93885.24     | 0.00%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                              | Block Financial LLC                                                             | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    479000 | PA      | $461422.67    | 0.01%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                              | Block Financial LLC                                                             | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    273000 | PA      | $261602.29    | 0.01%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| BLOCK FINANCIAL LLC                                                              | Block Financial LLC                                                             | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $200754.43    | 0.01%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                     | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617467.09    | 0.02%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                     | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    625000 | PA      | $619761.89    | 0.02%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                             | Blue Owl Finance LLC                                                            | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    398000 | PA      | $360850.54    | 0.01%             | 2031-06-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                             | Blue Owl Finance LLC                                                            | CUSIP: 09581JAS5<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284299.50    | 0.01%             | 2032-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                             | Blue Owl Finance LLC                                                            | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    670000 | PA      | $690505.43    | 0.02%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                                         | Blue Owl Technology Finance Corp                                                | CUSIP: 095924AB2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    465000 | PA      | $471565.74    | 0.01%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                              | Leland Stanford Junior University/The                                           | CUSIP: 09659DAC0<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501948.03    | 0.01%             | 2030-08-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                          | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    189000 | PA      | $189882.33    | 0.01%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                          | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    313000 | PA      | $317426.44    | 0.01%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                          | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    350000 | PA      | $330698.09    | 0.01%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                          | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    400000 | PA      | $373608.65    | 0.01%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                          | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313163.55    | 0.01%             | 2034-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                          | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185363.96    | 0.01%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                   | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216086.82    | 0.01%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    129000 | PA      | $127420.60    | 0.00%             | 2027-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295477.38    | 0.01%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CA1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    248000 | PA      | $243704.96    | 0.01%             | 2028-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    625000 | PA      | $607229.31    | 0.02%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    614000 | PA      | $558833.59    | 0.02%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    550000 | PA      | $543251.50    | 0.01%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    470000 | PA      | $445939.49    | 0.01%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    570000 | PA      | $498878.03    | 0.01%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1359000 | PA      | $1373258.53   | 0.04%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2615000 | PA      | $2687161.87   | 0.07%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    632000 | PA      | $622624.56    | 0.02%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    875000 | PA      | $843400.61    | 0.02%             | 2031-02-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                   | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    475000 | PA      | $487144.83    | 0.01%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                   | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    890000 | PA      | $945374.90    | 0.03%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                   | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    645000 | PA      | $699926.53    | 0.02%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                   | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1703680.52   | 0.05%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                                                                | Bon Secours Mercy Health Inc                                                    | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126671.90    | 0.00%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                          | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    330000 | PA      | $343219.25    | 0.01%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                          | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    425000 | PA      | $436950.22    | 0.01%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| BORGWARNER INC                                                                   | BorgWarner Inc                                                                  | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    749000 | PA      | $735025.24    | 0.02%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                                   | BorgWarner Inc                                                                  | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    345000 | PA      | $352828.40    | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                                   | BorgWarner Inc                                                                  | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    265000 | PA      | $271929.55    | 0.01%             | 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        |    629000 | PA      | $633392.87    | 0.02%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    503000 | PA      | $488527.91    | 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        |    397000 | PA      | $372588.97    | 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        |    829000 | PA      | $777958.40    | 0.02%             | 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        |    569000 | PA      | $497283.39    | 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        |    607000 | PA      | $501713.47    | 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        |    256000 | PA      | $267620.57    | 0.01%             | 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        |    587000 | PA      | $629858.55    | 0.02%             | 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        |    400000 | PA      | $409329.16    | 0.01%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                           | Boston Scientific Corp                                                          | CUSIP: 101137AS6<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200568.15    | 0.01%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                           | Boston Scientific Corp                                                          | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    771000 | PA      | $724670.56    | 0.02%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    630000 | PA      | $630797.93    | 0.02%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1261000 | PA      | $1270574.76   | 0.03%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QAZ3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    456000 | PA      | $454880.92    | 0.01%             | 2027-04-14      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    179000 | PA      | $178512.18    | 0.00%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    829000 | PA      | $814033.94    | 0.02%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    625000 | PA      | $562116.56    | 0.02%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1263000 | PA      | $1151907.54   | 0.03%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1465427.38   | 0.04%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    761000 | PA      | $771330.94    | 0.02%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    650000 | PA      | $661477.19    | 0.02%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBX7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612509.92    | 0.02%             | 2029-04-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    530000 | PA      | $540687.87    | 0.01%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBZ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514660.94    | 0.01%             | 2029-10-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1365284.65   | 0.04%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QCB4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    475000 | PA      | $487619.01    | 0.01%             | 2029-11-25      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                         | Brighthouse Financial Inc                                                       | CUSIP: 10922NAC7<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395901.67    | 0.01%             | 2027-06-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                         | Brighthouse Financial Inc                                                       | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    229000 | PA      | $232999.69    | 0.01%             | 2030-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122BB3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    306000 | PA      | $304272.67    | 0.01%             | 2027-02-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1621000 | PA      | $1591684.56   | 0.04%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DD7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    330000 | PA      | $329059.84    | 0.01%             | 2027-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DP0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    702000 | PA      | $671596.91    | 0.02%             | 2027-11-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    740000 | PA      | $654416.36    | 0.02%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1133831.53   | 0.03%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $533644.32    | 0.01%             | 2031-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DZ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    294000 | PA      | $319523.75    | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514488.30    | 0.01%             | 2029-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    697000 | PA      | $724142.47    | 0.02%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1511000 | PA      | $1563617.24   | 0.04%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 110709AE2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $87865.70     | 0.00%             | 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        |   1200000 | PA      | $1233734.56   | 0.03%             | 2028-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 110709AL6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   1500000 | PA      | $1551514.31   | 0.04%             | 2029-04-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 110709AN2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   1500000 | PA      | $1531692.86   | 0.04%             | 2034-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 110709AQ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   1860000 | PA      | $1894560.94   | 0.05%             | 2035-06-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 110709GQ9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   1800000 | PA      | $1797990.21   | 0.05%             | 2030-08-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   1200000 | PA      | $1187722.24   | 0.03%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 11070TAN8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   2500000 | PA      | $2549084.33   | 0.07%             | 2028-01-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                         | British Telecommunications PLC                                                  | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   1526000 | PA      | $1856083.95   | 0.05%             | 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        |    478000 | PA      | $490392.87    | 0.01%             | 2028-12-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    300000 | PA      | $314056.18    | 0.01%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    256000 | PA      | $255624.36    | 0.01%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    380000 | PA      | $378643.32    | 0.01%             | 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        |    394000 | PA      | $388105.46    | 0.01%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    270000 | PA      | $259822.37    | 0.01%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    415000 | PA      | $372972.19    | 0.01%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAM5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    225000 | PA      | $231071.77    | 0.01%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAN3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    200000 | PA      | $204717.33    | 0.01%             | 2032-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    280000 | PA      | $279237.53    | 0.01%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                                         | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    413000 | PA      | $392607.00    | 0.01%             | 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        |    681000 | PA      | $618475.10    | 0.02%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                                         | Broadstone Net Lease LLC                                                        | CUSIP: 11134GAA8<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |    275000 | PA      | $275073.71    | 0.01%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                                                          | Broadcom Corp / Broadcom Cayman Finance Ltd                                     | CUSIP: 11134LAR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | XX        |    413000 | PA      | $410523.06    | 0.01%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                                         | Broadstone Net Lease LLC                                                        | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |    220000 | PA      | $195208.37    | 0.01%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $1139021.96   | 0.03%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1244000 | PA      | $1226471.69   | 0.03%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    976000 | PA      | $994232.09    | 0.03%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    450000 | PA      | $463164.66    | 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        |   2000000 | PA      | $1720427.20   | 0.05%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    450000 | PA      | $448735.28    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    890000 | PA      | $870158.17    | 0.02%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1467960.57   | 0.04%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    685000 | PA      | $710340.73    | 0.02%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    375000 | PA      | $381619.97    | 0.01%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1086348.07   | 0.03%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    580000 | PA      | $579630.75    | 0.02%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    980000 | PA      | $977694.68    | 0.03%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019551.97   | 0.03%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412129.93    | 0.01%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    700000 | PA      | $724613.79    | 0.02%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1039032.22   | 0.03%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019948.59   | 0.03%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1532359.80   | 0.04%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCP4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    598000 | PA      | $575958.69    | 0.02%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1669662.90   | 0.05%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1098000 | PA      | $965114.68    | 0.03%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1872000 | PA      | $1702363.74   | 0.05%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1495768.21   | 0.04%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219314.12    | 0.01%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1183728.82   | 0.03%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCZ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244783.20    | 0.01%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FDA6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    550000 | PA      | $548100.03    | 0.01%             | 2033-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FDB4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219660.30    | 0.01%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CAPITAL FIN                                                           | Brookfield Capital Finance LLC                                                  | CUSIP: 11259NAA2<br>LEI: 254900P8CLQEIJ039941 | Long             | DBT              | CORP              | US        |    350000 | PA      | $372980.11    | 0.01%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    619000 | PA      | $618236.62    | 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        |    700000 | PA      | $712287.02    | 0.02%             | 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        |    413000 | PA      | $413937.44    | 0.01%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    305000 | PA      | $279633.57    | 0.01%             | 2031-04-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: —       |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $486768.75    | 0.01%             | 2034-01-05      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $413424.68    | 0.01%             | 2035-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $170202.31    | 0.00%             | 2036-01-15      | Fixed         | 5.33%                 | 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        |    399000 | PA      | $350457.14    | 0.01%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                         | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $469087.65    | 0.01%             | 2035-04-24      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                         | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $226975.30    | 0.01%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                         | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AC9<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $224646.71    | 0.01%             | 2036-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    268000 | PA      | $269765.41    | 0.01%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    495000 | PA      | $444423.96    | 0.01%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    458000 | PA      | $442850.83    | 0.01%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308845.37    | 0.01%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278609.87    | 0.01%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    525000 | PA      | $532010.25    | 0.01%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    375000 | PA      | $382309.72    | 0.01%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    649000 | PA      | $663446.99    | 0.02%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROWN-FORMAN CORP                                                                | Brown-Forman Corp                                                               | CUSIP: 115637AU4<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404626.70    | 0.01%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| BRUNSWICK CORP                                                                   | Brunswick Corp/DE                                                               | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    344000 | PA      | $303286.92    | 0.01%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                   | Brunswick Corp/DE                                                               | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    265000 | PA      | $255595.08    | 0.01%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| BRUNSWICK CORP                                                                   | Brunswick Corp/DE                                                               | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260164.31    | 0.01%             | 2029-03-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    481000 | PA      | $479560.41    | 0.01%             | 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        |    635000 | PA      | $584438.99    | 0.02%             | 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        |    225000 | PA      | $225504.07    | 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        |    531000 | PA      | $531433.20    | 0.01%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    485000 | PA      | $475525.62    | 0.01%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BM1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303124.10    | 0.01%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    400000 | PA      | $376708.58    | 0.01%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BQ2<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    425000 | PA      | $428111.24    | 0.01%             | 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        |    425000 | PA      | $431025.19    | 0.01%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    298000 | PA      | $296291.87    | 0.01%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTON RESOURCES LLC                                                         | Burlington Resources LLC                                                        | CUSIP: 12201PAB2<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |    250000 | PA      | $284221.17    | 0.01%             | 2031-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206693.63    | 0.01%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    413000 | PA      | $401138.32    | 0.01%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    413000 | PA      | $402356.14    | 0.01%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243144.01    | 0.01%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                                          | Cboe Global Markets Inc                                                         | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    259000 | PA      | $229175.11    | 0.01%             | 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        |    217000 | PA      | $201346.02    | 0.01%             | 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        |    393000 | PA      | $355918.84    | 0.01%             | 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        |    550000 | PA      | $585332.50    | 0.02%             | 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        |    272000 | PA      | $281846.11    | 0.01%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| CBRE SERVICES INC                                                                | CBRE Services Inc                                                               | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    450000 | PA      | $456260.33    | 0.01%             | 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        |    350000 | PA      | $360563.36    | 0.01%             | 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        |    225000 | PA      | $225743.34    | 0.01%             | 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        |    379000 | PA      | $377746.31    | 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        |    371000 | PA      | $358145.96    | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    316000 | PA      | $307735.06    | 0.01%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    784000 | PA      | $731950.95    | 0.02%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    378000 | PA      | $385287.76    | 0.01%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $304614.18    | 0.01%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                                | CF Industries Inc                                                               | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    542000 | PA      | $544919.86    | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                                | CF Industries Inc                                                               | CUSIP: 12527GAL7<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    475000 | PA      | $474931.95    | 0.01%             | 2035-11-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                                          | CGI Inc                                                                         | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    213000 | PA      | $188550.39    | 0.01%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                                          | CGI Inc                                                                         | CUSIP: 12532HAM6<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $227893.17    | 0.01%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CH ROBINSON WORLDWIDE                                                            | CH Robinson Worldwide Inc                                                       | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350634.37    | 0.01%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                | CI Financial Corp                                                               | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    646000 | PA      | $586883.52    | 0.02%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2569000 | PA      | $2589829.43   | 0.07%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523AZ3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    179000 | PA      | $176602.40    | 0.00%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    898000 | PA      | $893098.55    | 0.02%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    807000 | PA      | $750924.75    | 0.02%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    790000 | PA      | $715871.35    | 0.02%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CS7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    490000 | PA      | $509181.83    | 0.01%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    600000 | PA      | $616170.67    | 0.02%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CU2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515807.40    | 0.01%             | 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        |    750000 | PA      | $767864.27    | 0.02%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    675000 | PA      | $679083.22    | 0.02%             | 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        |    775000 | PA      | $784067.16    | 0.02%             | 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        |    475000 | PA      | $481345.35    | 0.01%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                                                         | First-Citizens Bank & Trust Co                                                  | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232819.35    | 0.01%             | 2028-03-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                    | CME Group Inc                                                                   | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    433000 | PA      | $432663.82    | 0.01%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                    | CME Group Inc                                                                   | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    621000 | PA      | $567138.25    | 0.02%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                    | CME Group Inc                                                                   | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    510000 | PA      | $516693.73    | 0.01%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                  | CMS Energy Corp                                                                 | CUSIP: 125896BS8<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    229000 | PA      | $227112.48    | 0.01%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                  | CMS Energy Corp                                                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394558.00    | 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        |    250000 | PA      | $230023.72    | 0.01%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    600000 | PA      | $604954.12    | 0.02%             | 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        |    200000 | PA      | $207018.80    | 0.01%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281829.01    | 0.01%             | 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        |    343000 | PA      | $345292.50    | 0.01%             | 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        |    205000 | PA      | $207378.39    | 0.01%             | 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        |    250000 | PA      | $250151.82    | 0.01%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAW4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148748.87    | 0.00%             | 2031-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                                                                | CNH Industrial NV                                                               | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $348729.51    | 0.01%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                               | CNA Financial Corp                                                              | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    266000 | PA      | $263580.96    | 0.01%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                               | CNA Financial Corp                                                              | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    413000 | PA      | $410320.92    | 0.01%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                               | CNA Financial Corp                                                              | CUSIP: 126117AW0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    266000 | PA      | $240709.11    | 0.01%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                               | CNA Financial Corp                                                              | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414762.31    | 0.01%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                               | CNA Financial Corp                                                              | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    397000 | PA      | $399217.80    | 0.01%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                               | CNA Financial Corp                                                              | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400981.38    | 0.01%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                                          | CNO Financial Group Inc                                                         | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305275.46    | 0.01%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CNO FINANCIAL GROUP INC                                                          | CNO Financial Group Inc                                                         | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    450000 | PA      | $475678.33    | 0.01%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CNOOC FINANCE 2015 US                                                            | CNOOC Finance 2015 USA LLC                                                      | CUSIP: 12634MAE0<br>LEI: 549300Q3CTIH31RFPO82 | Long             | DBT              | CORP              | US        |    710000 | PA      | $716658.98    | 0.02%             | 2028-05-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                          | CRH America Finance Inc                                                         | CUSIP: 12636YAE2<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516956.56    | 0.01%             | 2034-05-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| CRH AMERICA FINANCE INC                                                          | CRH America Finance Inc                                                         | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    650000 | PA      | $675865.20    | 0.02%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                          | CRH America Finance Inc                                                         | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500218.50    | 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        |    500000 | PA      | $499196.62    | 0.01%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    639000 | PA      | $634389.96    | 0.02%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    457000 | PA      | $456652.10    | 0.01%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    776000 | PA      | $783014.62    | 0.02%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    329000 | PA      | $307735.34    | 0.01%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    650000 | PA      | $639946.94    | 0.02%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HW6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311507.26    | 0.01%             | 2033-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    575000 | PA      | $584422.17    | 0.02%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650BJ8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    254000 | PA      | $261057.83    | 0.01%             | 2027-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390877.68    | 0.01%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3177000 | PA      | $3188311.39   | 0.09%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1147000 | PA      | $1108119.73   | 0.03%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    457000 | PA      | $454914.51    | 0.01%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $1055587.26   | 0.03%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1280350.43   | 0.04%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    784000 | PA      | $696621.38    | 0.02%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    823000 | PA      | $724289.09    | 0.02%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    683000 | PA      | $599316.75    | 0.02%             | 2031-09-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1084000 | PA      | $1111921.74   | 0.03%             | 2030-02-21      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    950000 | PA      | $973593.08    | 0.03%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    440000 | PA      | $449521.34    | 0.01%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    335000 | PA      | $345559.82    | 0.01%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    820000 | PA      | $840175.28    | 0.02%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    750000 | PA      | $776293.10    | 0.02%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    750000 | PA      | $784231.28    | 0.02%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    750000 | PA      | $779256.40    | 0.02%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    575000 | PA      | $584042.49    | 0.02%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    925000 | PA      | $940857.79    | 0.03%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                                              | CRH SMW Finance DAC                                                             | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $619379.39    | 0.02%             | 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        |    650000 | PA      | $669848.36    | 0.02%             | 2030-01-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                                                       | Cabot Corp                                                                      | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |     93000 | PA      | $92204.32     | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                                                       | Cabot Corp                                                                      | CUSIP: 127055AM3<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405502.93    | 0.01%             | 2032-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                              | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299386.83    | 0.01%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                              | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    279000 | PA      | $280611.27    | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                              | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    275000 | PA      | $284379.72    | 0.01%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                              | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    576000 | PA      | $586484.39    | 0.02%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| COPT DEFENSE PROP LP                                                             | COPT Defense Properties LP                                                      | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    175000 | PA      | $174471.60    | 0.00%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CADENCE DESIGN SYS INC                                                           | Cadence Design Systems Inc                                                      | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130595.03    | 0.00%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                                           | Cadence Design Systems Inc                                                      | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    525000 | PA      | $528194.61    | 0.01%             | 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        |    685000 | PA      | $680943.40    | 0.02%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063A5E0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1973593.10   | 0.05%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063D3R7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    325000 | PA      | $355046.61    | 0.01%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063D7E2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    150000 | PA      | $162066.11    | 0.00%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063DGC6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    285000 | PA      | $283708.05    | 0.01%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063DRE0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    530000 | PA      | $505886.89    | 0.01%             | 2029-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063EHU3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    500000 | PA      | $518945.47    | 0.01%             | 2030-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063EHV1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    330000 | PA      | $341909.75    | 0.01%             | 2035-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063EMK9<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    765000 | PA      | $764967.84    | 0.02%             | 2033-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                           | CUSIP: 133131AW2<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    258000 | PA      | $258844.22    | 0.01%             | 2028-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                           | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    400000 | PA      | $387125.19    | 0.01%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                           | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    615000 | PA      | $580440.68    | 0.02%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                           | CUSIP: 133131BB7<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    175000 | PA      | $176564.05    | 0.00%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                          | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600643.77    | 0.02%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                          | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    359000 | PA      | $329911.94    | 0.01%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                          | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278479.07    | 0.01%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                          | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    275000 | PA      | $282024.31    | 0.01%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                          | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    525000 | PA      | $532378.34    | 0.01%             | 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        |    588000 | PA      | $563602.43    | 0.02%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                          | CUSIP: 134462AA8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223457.60    | 0.01%             | 2031-03-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                                                | Canada Government International Bond                                            | CUSIP: 135087Q56<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1600000 | PA      | $1605790.40   | 0.04%             | 2028-04-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    664000 | PA      | $633354.74    | 0.02%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $647396.75    | 0.02%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $1120443.72   | 0.03%             | 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        |    572000 | PA      | $584375.85    | 0.02%             | 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        |    250000 | PA      | $262041.43    | 0.01%             | 2028-10-03      | Fixed         | 5.99%                 | No            |                  2 | On Loan: —       |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $703757.46    | 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        |    834000 | PA      | $847457.22    | 0.02%             | 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        |    525000 | PA      | $532001.58    | 0.01%             | 2030-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    675000 | PA      | $696506.22    | 0.02%             | 2031-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $602165.89    | 0.02%             | 2028-09-08      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $604275.32    | 0.02%             | 2031-09-08      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    575000 | PA      | $576583.85    | 0.02%             | 2030-01-29      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $827774.17    | 0.02%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375BD3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $267209.61    | 0.01%             | 2028-07-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375BL5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    401000 | PA      | $441740.82    | 0.01%             | 2034-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $436201.15    | 0.01%             | 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        |    180000 | PA      | $194250.88    | 0.01%             | 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        |    603000 | PA      | $592239.04    | 0.02%             | 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        |    175000 | PA      | $174291.36    | 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        |    175000 | PA      | $174889.08    | 0.00%             | 2035-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AC5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $279587.54    | 0.01%             | 2032-01-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: —       |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AE1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    259000 | PA      | $281208.13    | 0.01%             | 2033-06-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    268000 | PA      | $279523.87    | 0.01%             | 2035-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    825000 | PA      | $824300.24    | 0.02%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    413000 | PA      | $390205.87    | 0.01%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    623000 | PA      | $640216.42    | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    323000 | PA      | $328645.56    | 0.01%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAD6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    163000 | PA      | $184465.54    | 0.01%             | 2031-10-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAV6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $199434.29    | 0.01%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $300362.24    | 0.01%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    972000 | PA      | $873649.00    | 0.02%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $409012.78    | 0.01%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $411048.04    | 0.01%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    179000 | PA      | $164814.33    | 0.00%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    407000 | PA      | $390986.73    | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    757000 | PA      | $755460.90    | 0.02%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    879000 | PA      | $874541.69    | 0.02%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    673000 | PA      | $669873.94    | 0.02%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    629000 | PA      | $550027.78    | 0.02%             | 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        |    313000 | PA      | $280574.68    | 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        |    792000 | PA      | $768057.14    | 0.02%             | 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        |    634000 | PA      | $640520.93    | 0.02%             | 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        |    650000 | PA      | $662766.07    | 0.02%             | 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        |    714000 | PA      | $733876.03    | 0.02%             | 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        |    567000 | PA      | $580941.20    | 0.02%             | 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        |    801000 | PA      | $833859.54    | 0.02%             | 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        |   1155000 | PA      | $1208841.75   | 0.03%             | 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        |   1055000 | PA      | $1132262.01   | 0.03%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1126000 | PA      | $1264000.72   | 0.03%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    668000 | PA      | $693313.58    | 0.02%             | 2030-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    790000 | PA      | $829690.92    | 0.02%             | 2035-02-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    472000 | PA      | $488010.94    | 0.01%             | 2030-07-26      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    700000 | PA      | $729363.53    | 0.02%             | 2035-07-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1035456.74   | 0.03%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    735000 | PA      | $729909.90    | 0.02%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1035509.84   | 0.03%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450070.79    | 0.01%             | 2032-01-30      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    450000 | PA      | $448760.14    | 0.01%             | 2037-01-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAPITAL SOUTHWEST CORP                                                           | Capital Southwest Corp                                                          | CUSIP: 140501AF4<br>LEI: 54930023YZ4YEJEDBO56 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250067.54    | 0.01%             | 2030-09-18      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    829000 | PA      | $823635.47    | 0.02%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    496000 | PA      | $510408.26    | 0.01%             | 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        |    382000 | PA      | $396856.69    | 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        |    626000 | PA      | $643164.28    | 0.02%             | 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        |    600000 | PA      | $616363.93    | 0.02%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251829.85    | 0.01%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBV9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253073.79    | 0.01%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| CARLISLE COS INC                                                                 | Carlisle Cos Inc                                                                | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398512.15    | 0.01%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| CARLISLE COS INC                                                                 | Carlisle Cos Inc                                                                | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    599000 | PA      | $565919.34    | 0.02%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                 | Carlisle Cos Inc                                                                | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    325000 | PA      | $284382.25    | 0.01%             | 2032-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                 | Carlisle Cos Inc                                                                | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    320000 | PA      | $325426.10    | 0.01%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CARLYLE GROUP INC/THE                                                            | Carlyle Group Inc/The                                                           | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |    495000 | PA      | $487032.04    | 0.01%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    506000 | PA      | $469115.02    | 0.01%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    542000 | PA      | $534551.74    | 0.01%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1287000 | PA      | $1212758.00   | 0.03%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    576000 | PA      | $616554.43    | 0.02%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123BL4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104677.55    | 0.00%             | 2035-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CG4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    298000 | PA      | $284859.65    | 0.01%             | 2029-09-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CH2<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    499000 | PA      | $472146.43    | 0.01%             | 2030-04-09      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CK5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    339000 | PA      | $305628.51    | 0.01%             | 2031-03-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1060667.99   | 0.03%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    600000 | PA      | $576008.56    | 0.02%             | 2027-09-14      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913R3A3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399551.90    | 0.01%             | 2027-08-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAJ9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    390000 | PA      | $400776.90    | 0.01%             | 2029-02-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    199000 | PA      | $202245.08    | 0.01%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    450000 | PA      | $456669.53    | 0.01%             | 2029-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAR1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    550000 | PA      | $556481.90    | 0.02%             | 2027-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAS9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    634000 | PA      | $644130.25    | 0.02%             | 2027-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    675000 | PA      | $692250.53    | 0.02%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAX8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180697.20    | 0.00%             | 2030-01-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227724.74    | 0.01%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UBB5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    525000 | PA      | $528815.87    | 0.01%             | 2028-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UBD1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    650000 | PA      | $652138.58    | 0.02%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UBF6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224978.62    | 0.01%             | 2028-01-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UBH2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224872.52    | 0.01%             | 2031-01-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CEDARS-SINAI HEALTH SYS                                                          | Cedars-Sinai Health System                                                      | CUSIP: 15073LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $117073.30    | 0.00%             | 2031-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                         | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $198028.21    | 0.01%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1612000 | PA      | $1602855.82   | 0.04%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2258000 | PA      | $2201001.44   | 0.06%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1332000 | PA      | $1229148.54   | 0.03%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1101186.79   | 0.03%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1432000 | PA      | $1238083.50   | 0.03%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1239799.66   | 0.03%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    846000 | PA      | $726865.98    | 0.02%             | 2031-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $286346.07    | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UBA6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $324619.17    | 0.01%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $324360.98    | 0.01%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    344000 | PA      | $326368.85    | 0.01%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    576000 | PA      | $597264.98    | 0.02%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAL4<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400160.58    | 0.01%             | 2028-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198481.53    | 0.01%             | 2032-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    340000 | PA      | $350683.93    | 0.01%             | 2034-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAD0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    273000 | PA      | $309200.67    | 0.01%             | 2033-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAR9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198443.62    | 0.01%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    332000 | PA      | $300953.77    | 0.01%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    262000 | PA      | $240871.80    | 0.01%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    414000 | PA      | $411997.17    | 0.01%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    660000 | PA      | $670730.92    | 0.02%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    415000 | PA      | $428061.56    | 0.01%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    310000 | PA      | $317296.66    | 0.01%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    385000 | PA      | $388967.43    | 0.01%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    325000 | PA      | $332534.16    | 0.01%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    510000 | PA      | $510975.63    | 0.01%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                               | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    359000 | PA      | $320036.71    | 0.01%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                               | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    515000 | PA      | $527945.81    | 0.01%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1281149.13   | 0.04%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    599000 | PA      | $591265.22    | 0.02%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $806952.16    | 0.02%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    829000 | PA      | $838113.61    | 0.02%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1037000 | PA      | $934899.16    | 0.03%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    647000 | PA      | $557752.43    | 0.02%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    849000 | PA      | $797396.85    | 0.02%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $610917.13    | 0.02%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $789635.87    | 0.02%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    954000 | PA      | $994998.00    | 0.03%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    954000 | PA      | $1000658.02   | 0.03%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $796109.26    | 0.02%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    840000 | PA      | $843464.26    | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $681676.37    | 0.02%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    726000 | PA      | $670040.34    | 0.02%             | 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        |    930000 | PA      | $984911.16    | 0.03%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    952000 | PA      | $992044.00    | 0.03%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    580000 | PA      | $592447.72    | 0.02%             | 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        |    598000 | PA      | $598190.00    | 0.02%             | 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        |    912000 | PA      | $944525.78    | 0.03%             | 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        |    905000 | PA      | $913561.30    | 0.02%             | 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        |    563000 | PA      | $550918.12    | 0.02%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | Expand Energy Corp                                                              | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    510000 | PA      | $527442.10    | 0.01%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AL0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    441000 | PA      | $424059.80    | 0.01%             | 2027-08-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AR7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    501000 | PA      | $503024.76    | 0.01%             | 2028-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AS5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    350000 | PA      | $342322.76    | 0.01%             | 2029-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AZ9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    524000 | PA      | $528397.68    | 0.01%             | 2027-02-26      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756BB1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    450000 | PA      | $456566.43    | 0.01%             | 2028-02-26      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    750000 | PA      | $766964.66    | 0.02%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756BE5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    450000 | PA      | $463167.63    | 0.01%             | 2032-04-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756BF2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    450000 | PA      | $459234.87    | 0.01%             | 2035-04-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756BG0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301317.66    | 0.01%             | 2027-08-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756BH8<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302318.78    | 0.01%             | 2028-08-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756BJ4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    775000 | PA      | $782914.61    | 0.02%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756BK1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    775000 | PA      | $783340.43    | 0.02%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756BL9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505032.77    | 0.01%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| CHEVRON CORP                                                                     | Chevron Corp                                                                    | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    798000 | PA      | $781983.39    | 0.02%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                     | Chevron Corp                                                                    | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    997000 | PA      | $926066.82    | 0.03%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863CF3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    982000 | PA      | $965831.74    | 0.03%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1078000 | PA      | $964269.92    | 0.03%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    983000 | PA      | $898823.77    | 0.02%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1500000 | PA      | $1295231.12   | 0.04%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    800000 | PA      | $732421.70    | 0.02%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    800000 | PA      | $789016.84    | 0.02%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1100000 | PA      | $1122266.60   | 0.03%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                                           | Choice Hotels International Inc                                                 | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    280000 | PA      | $273115.05    | 0.01%             | 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        |    300000 | PA      | $287294.46    | 0.01%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| CHOICE HOTELS INTL INC                                                           | Choice Hotels International Inc                                                 | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409381.90    | 0.01%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHRISTUS HEALTH                                                                  | CHRISTUS Health                                                                 | CUSIP: 17108JAA1<br>LEI: OQUVMAC1TV7BMO6XVW61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100304.59    | 0.00%             | 2028-07-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    774000 | PA      | $683061.63    | 0.02%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1182639.05   | 0.03%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    450000 | PA      | $460297.67    | 0.01%             | 2029-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    850000 | PA      | $850576.90    | 0.02%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co Inc                                                          | CUSIP: 171340AN2<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247160.92    | 0.01%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co Inc                                                          | CUSIP: 17136MAA0<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    229000 | PA      | $204177.48    | 0.01%             | 2031-12-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co Inc                                                          | CUSIP: 17136MAC6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    318000 | PA      | $337964.99    | 0.01%             | 2032-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CINCINNATI FINL CORP                                                             | Cincinnati Financial Corp                                                       | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214096.34    | 0.01%             | 2034-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CINCINNATI FINL CORP                                                             | Cincinnati Financial Corp                                                       | CUSIP: 172062AF8<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    256000 | PA      | $272056.36    | 0.01%             | 2028-05-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                                         | Cintas Corp No 2                                                                | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    547000 | PA      | $545941.91    | 0.01%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                                         | Cintas Corp No 2                                                                | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $342430.56    | 0.01%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                                         | Cintas Corp No 2                                                                | CUSIP: 17252MAR1<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276634.23    | 0.01%             | 2028-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBQ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1286000 | PA      | $1300205.93   | 0.04%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBR2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1846030.77   | 0.05%             | 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        |   1661000 | PA      | $1718010.60   | 0.05%             | 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        |   1628000 | PA      | $1669378.66   | 0.05%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    600000 | PA      | $609481.29    | 0.02%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    650000 | PA      | $666768.64    | 0.02%             | 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        |    550000 | PA      | $567175.59    | 0.02%             | 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        |    775000 | PA      | $794450.78    | 0.02%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    526000 | PA      | $581291.98    | 0.02%             | 2032-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $319924.11    | 0.01%             | 2033-02-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967CC3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $640969.91    | 0.02%             | 2033-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2541000 | PA      | $2557869.72   | 0.07%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1138000 | PA      | $1138968.65   | 0.03%             | 2028-07-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1554000 | PA      | $1546094.49   | 0.04%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1451000 | PA      | $1439299.50   | 0.04%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1300079.27   | 0.04%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1773000 | PA      | $1758831.09   | 0.05%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1429000 | PA      | $1338592.49   | 0.04%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2579000 | PA      | $2578002.86   | 0.07%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2143000 | PA      | $1985821.28   | 0.05%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1948000 | PA      | $1766093.58   | 0.05%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1073866.76   | 0.03%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1329000 | PA      | $1315952.30   | 0.04%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1877000 | PA      | $1786201.40   | 0.05%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $705715.13    | 0.02%             | 2028-05-24      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1565269.31   | 0.04%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1521570.32   | 0.04%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1972636.22   | 0.05%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1680729.15   | 0.05%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1544294.09   | 0.04%             | 2035-06-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    802000 | PA      | $825128.08    | 0.02%             | 2034-11-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $2040208.38   | 0.06%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1497000 | PA      | $1508426.51   | 0.04%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1223896.72   | 0.03%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1856467.55   | 0.05%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1819576.49   | 0.05%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1734832.77   | 0.05%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | Citibank NA                                                                     | CUSIP: 17325FBB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1203856.55   | 0.03%             | 2028-09-29      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| CITIBANK NA                                                                      | Citibank NA                                                                     | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1273366.10   | 0.03%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | Citibank NA                                                                     | CUSIP: 17325FBK3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    950000 | PA      | $971726.48    | 0.03%             | 2029-08-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | Citibank NA                                                                     | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1513695.71   | 0.04%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | Citibank NA                                                                     | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2134111.12   | 0.06%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1913000 | PA      | $1750844.15   | 0.05%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $2051435.28   | 0.06%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1890957.24   | 0.05%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $700370.76    | 0.02%             | 2039-09-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1774932.88   | 0.05%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1578783.31   | 0.04%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    279000 | PA      | $260066.11    | 0.01%             | 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        |    550000 | PA      | $525640.63    | 0.01%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    400000 | PA      | $348375.81    | 0.01%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203855.91    | 0.01%             | 2037-05-21      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    792000 | PA      | $826232.67    | 0.02%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    450000 | PA      | $492563.33    | 0.01%             | 2035-04-25      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    725000 | PA      | $758880.56    | 0.02%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    475000 | PA      | $486981.28    | 0.01%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610BK0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60283.40     | 0.00%             | 2036-01-29      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                   | Clorox Co/The                                                                   | CUSIP: 189054AV1<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    249000 | PA      | $245850.53    | 0.01%             | 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        |    264000 | PA      | $263733.45    | 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        |    350000 | PA      | $316048.20    | 0.01%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: —       |
| CLOROX COMPANY                                                                   | Clorox Co/The                                                                   | CUSIP: 189054AY5<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    302000 | PA      | $304955.34    | 0.01%             | 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        |    400000 | PA      | $402297.00    | 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        |    300000 | PA      | $300114.88    | 0.01%             | 2027-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED                                                           | Coca-Cola Consolidated Inc                                                      | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309708.01    | 0.01%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED                                                           | Coca-Cola Consolidated Inc                                                      | CUSIP: 191098AP7<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312531.25    | 0.01%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CE8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    163000 | PA      | $161529.48    | 0.00%             | 2027-05-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    729000 | PA      | $687734.67    | 0.02%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CR9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    672000 | PA      | $670222.71    | 0.02%             | 2027-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    745000 | PA      | $729851.97    | 0.02%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    900000 | PA      | $875250.38    | 0.02%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    876000 | PA      | $793885.87    | 0.02%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DD9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    676000 | PA      | $639677.96    | 0.02%             | 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        |    912000 | PA      | $799552.94    | 0.02%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DJ6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    429000 | PA      | $410646.61    | 0.01%             | 2028-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    462000 | PA      | $418504.89    | 0.01%             | 2031-03-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1233000 | PA      | $1110718.74   | 0.03%             | 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        |    466000 | PA      | $483714.68    | 0.01%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    637000 | PA      | $647684.15    | 0.02%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| COCA-COLA FEMSA SAB CV                                                           | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    705000 | PA      | $666188.97    | 0.02%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                           | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    332000 | PA      | $280426.93    | 0.01%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                           | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AK4<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    350000 | PA      | $353698.15    | 0.01%             | 2035-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                            | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    102000 | PA      | $101243.09    | 0.00%             | 2027-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                            | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    302000 | PA      | $284688.94    | 0.01%             | 2032-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                            | CUSIP: 194162AR4<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    344000 | PA      | $349781.59    | 0.01%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                            | CUSIP: 194162AS2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    344000 | PA      | $350019.43    | 0.01%             | 2033-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                            | CUSIP: 194162AT0<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    290000 | PA      | $292139.88    | 0.01%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COLUMBIA UNIVERSITY                                                              | Trustees of Columbia University in the City of New York/The                     | CUSIP: 198643AD0<br>LEI: 54930058W39DHS3GTG15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292820.10    | 0.01%             | 2035-10-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $456646.58    | 0.01%             | 2033-03-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    520000 | PA      | $542824.63    | 0.01%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $442233.88    | 0.01%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1024338.57   | 0.03%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    888000 | PA      | $845834.77    | 0.02%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $475348.52    | 0.01%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    829000 | PA      | $825233.80    | 0.02%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCA7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $1020786.89   | 0.03%             | 2028-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    829000 | PA      | $823495.95    | 0.02%             | 2028-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1951000 | PA      | $1961560.55   | 0.05%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1004484.74   | 0.03%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1141331.00   | 0.03%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    936000 | PA      | $907059.36    | 0.02%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDK4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    309000 | PA      | $307284.67    | 0.01%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    905000 | PA      | $808975.84    | 0.02%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1134273.34   | 0.03%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    650000 | PA      | $684608.79    | 0.02%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    590000 | PA      | $589202.68    | 0.02%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NED9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    440000 | PA      | $447318.62    | 0.01%             | 2029-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    640000 | PA      | $642980.61    | 0.02%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEH0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103322.91    | 0.00%             | 2029-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    732000 | PA      | $751671.89    | 0.02%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509852.97    | 0.01%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NER8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408802.50    | 0.01%             | 2032-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMERICA BANK                                                                    | Comerica Bank                                                                   | CUSIP: 200339EX3<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252472.61    | 0.01%             | 2033-08-25      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                                     | Comerica Inc                                                                    | CUSIP: 200340AT4<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    429000 | PA      | $426585.65    | 0.01%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                                     | Comerica Inc                                                                    | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    548000 | PA      | $572795.05    | 0.02%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    588000 | PA      | $569205.70    | 0.02%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    930000 | PA      | $865602.44    | 0.02%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515779.37    | 0.01%             | 2031-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    450000 | PA      | $457045.46    | 0.01%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    475000 | PA      | $472635.34    | 0.01%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JBD4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    390000 | PA      | $384267.57    | 0.01%             | 2035-09-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JBE2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196521.01    | 0.01%             | 2035-09-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTR NY                                                         | Commonwealth Bank of Australia/New York NY                                      | CUSIP: 20271RAV2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $506382.95    | 0.01%             | 2028-03-14      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTR NY                                                         | Commonwealth Bank of Australia/New York NY                                      | CUSIP: 20271RAW0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    380000 | PA      | $379558.15    | 0.01%             | 2030-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JK7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247043.41    | 0.01%             | 2027-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JN1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    363000 | PA      | $361781.07    | 0.01%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JR2<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278287.41    | 0.01%             | 2030-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JW1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186571.68    | 0.01%             | 2032-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JX9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    320000 | PA      | $326373.63    | 0.01%             | 2033-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JZ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    335000 | PA      | $347443.83    | 0.01%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                              | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213507.52    | 0.01%             | 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        |    200000 | PA      | $228748.50    | 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        |    804000 | PA      | $814697.82    | 0.02%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    597000 | PA      | $569670.58    | 0.02%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303214.09    | 0.01%             | 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        |    300000 | PA      | $304990.25    | 0.01%             | 2035-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| CONCENTRIX CORP                                                                  | Concentrix Corp                                                                 | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519626.55    | 0.01%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| CONCENTRIX CORP                                                                  | Concentrix Corp                                                                 | CUSIP: 20602DAC5<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355550.57    | 0.01%             | 2033-08-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EJ0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    413000 | PA      | $410457.57    | 0.01%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EN1<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    228000 | PA      | $202656.79    | 0.01%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EQ4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151311.98    | 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        |    200000 | PA      | $203730.16    | 0.01%             | 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        |    200000 | PA      | $201548.13    | 0.01%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597ET8<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    275000 | PA      | $282079.59    | 0.01%             | 2030-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CONNECTICUT ST                                                                  | CUSIP: 20772GF45<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |    990000 | PA      | $1060940.31   | 0.03%             | 2032-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 208251AE8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    372000 | PA      | $404231.46    | 0.01%             | 2029-04-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| CONOCOPHILLIPS                                                                   | ConocoPhillips                                                                  | CUSIP: 20825CAF1<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    250000 | PA      | $270695.62    | 0.01%             | 2032-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    622000 | PA      | $638153.79    | 0.02%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    625000 | PA      | $637023.71    | 0.02%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBK1<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    450000 | PA      | $461930.58    | 0.01%             | 2032-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    875000 | PA      | $886871.17    | 0.02%             | 2035-01-15      | Fixed         | 5.00%                 | 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        |    200000 | PA      | $204916.46    | 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: 209111FP3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    413000 | PA      | $412138.77    | 0.01%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FS7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    313000 | PA      | $314091.64    | 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: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    193000 | PA      | $187077.77    | 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: 209111GA5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    629000 | PA      | $574943.13    | 0.02%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GE7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517359.45    | 0.01%             | 2033-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GF4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524545.06    | 0.01%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GH0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207025.42    | 0.01%             | 2034-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GM9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    284000 | PA      | $289457.29    | 0.01%             | 2035-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    179000 | PA      | $177925.31    | 0.00%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    450000 | PA      | $446606.75    | 0.01%             | 2028-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253256.71    | 0.01%             | 2028-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    829000 | PA      | $800567.39    | 0.02%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    379000 | PA      | $357718.54    | 0.01%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    652000 | PA      | $579971.69    | 0.02%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401491.46    | 0.01%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    330000 | PA      | $332158.16    | 0.01%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    440000 | PA      | $442173.86    | 0.01%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBQ0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177984.16    | 0.00%             | 2029-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    325000 | PA      | $330530.79    | 0.01%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBT4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345731.64    | 0.01%             | 2035-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    530000 | PA      | $546517.34    | 0.01%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $424699.16    | 0.01%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    325000 | PA      | $350891.24    | 0.01%             | 2034-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 210385AP5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    525000 | PA      | $524480.88    | 0.01%             | 2028-01-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199531.39    | 0.01%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DC7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299100.41    | 0.01%             | 2028-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    255000 | PA      | $242098.93    | 0.01%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DS2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253742.25    | 0.01%             | 2028-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    510000 | PA      | $511098.30    | 0.01%             | 2033-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DV5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    290000 | PA      | $297518.31    | 0.01%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    477000 | PA      | $485313.33    | 0.01%             | 2029-05-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    613000 | PA      | $626165.95    | 0.02%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    370000 | PA      | $373835.98    | 0.01%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    690000 | PA      | $700554.87    | 0.02%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                            | Continental Resources Inc/OK                                                    | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    579000 | PA      | $579643.38    | 0.02%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                          | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688ABC5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $255908.48    | 0.01%             | 2029-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                          | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688ABD3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $506622.12    | 0.01%             | 2027-03-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                          | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688ABH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $508868.77    | 0.01%             | 2029-10-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                          | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688ABK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $510833.57    | 0.01%             | 2028-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                          | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688ABM3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $251944.35    | 0.01%             | 2027-05-27      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                          | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688ABP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $250943.47    | 0.01%             | 2028-10-17      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                          | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688ABR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $250085.93    | 0.01%             | 2028-01-14      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                          | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688ABT8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $249124.26    | 0.01%             | 2031-01-14      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    891000 | PA      | $887102.53    | 0.02%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    925000 | PA      | $915119.21    | 0.03%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $975646.37    | 0.03%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    600000 | PA      | $615868.87    | 0.02%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    350000 | PA      | $374068.79    | 0.01%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    650000 | PA      | $678910.08    | 0.02%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CORNELL UNIVERSITY                                                               | Cornell University                                                              | CUSIP: 219207AC1<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354727.66    | 0.01%             | 2034-06-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| CORNELL UNIVERSITY                                                               | Cornell University                                                              | CUSIP: 219207AD9<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |    235000 | PA      | $235661.91    | 0.01%             | 2030-06-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| CORNELL UNIVERSITY                                                               | Cornell University                                                              | CUSIP: 219207AF4<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250258.21    | 0.01%             | 2035-06-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                           | Corp Andina de Fomento                                                          | CUSIP: 219868CF1<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $393544.28    | 0.01%             | 2027-02-08      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                           | Corp Andina de Fomento                                                          | CUSIP: 219868CH7<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1026063.54   | 0.03%             | 2027-04-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                           | Corp Andina de Fomento                                                          | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |   1200000 | PA      | $1235859.31   | 0.03%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                           | Corp Andina de Fomento                                                          | CUSIP: 219868CK0<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    650000 | PA      | $653479.85    | 0.02%             | 2028-01-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                           | Corp Andina de Fomento                                                          | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $517032.33    | 0.01%             | 2030-01-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                                             | COPT Defense Properties LP                                                      | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    429000 | PA      | $392019.38    | 0.01%             | 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        |    130000 | PA      | $122215.68    | 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        |    250000 | PA      | $213351.57    | 0.01%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                            | Costco Wholesale Corp                                                           | CUSIP: 22160KAM7<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    657000 | PA      | $652387.35    | 0.02%             | 2027-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                            | Costco Wholesale Corp                                                           | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    832000 | PA      | $807652.15    | 0.02%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                            | Costco Wholesale Corp                                                           | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |   1143000 | PA      | $1036300.29   | 0.03%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                            | Costco Wholesale Corp                                                           | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    633000 | PA      | $548861.65    | 0.02%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                                | Council Of Europe Development Bank                                              | CUSIP: 222213BB5<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1000547.67   | 0.03%             | 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        |   1000000 | PA      | $1012783.95   | 0.03%             | 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        |   1025000 | PA      | $1052558.37   | 0.03%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                                | Council Of Europe Development Bank                                              | CUSIP: 222213BJ8<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    255000 | PA      | $253958.80    | 0.01%             | 2031-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                                            | Cousins Properties LP                                                           | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |    400000 | PA      | $417244.10    | 0.01%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                                            | Cousins Properties LP                                                           | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |    185000 | PA      | $190758.18    | 0.01%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                                            | Cousins Properties LP                                                           | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |    200000 | PA      | $205209.07    | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE USA LLC                                                            | Credit Suisse USA LLC                                                           | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |    570000 | PA      | $649425.19    | 0.02%             | 2032-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| UBS AG STAMFORD CT                                                               | UBS AG/Stamford CT                                                              | CUSIP: 22550L2K6<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $406935.84    | 0.01%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    321000 | PA      | $320854.98    | 0.01%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    600000 | PA      | $596040.14    | 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        |    709000 | PA      | $704423.92    | 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        |    450000 | PA      | $450196.75    | 0.01%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    200000 | PA      | $191161.02    | 0.01%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    572000 | PA      | $542813.54    | 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        |    705000 | PA      | $630572.67    | 0.02%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    593000 | PA      | $524005.03    | 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        |    500000 | PA      | $447625.32    | 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        |    430000 | PA      | $424641.94    | 0.01%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    645000 | PA      | $655146.79    | 0.02%             | 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        |    120000 | PA      | $121806.52    | 0.00%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    475000 | PA      | $479554.34    | 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        |    425000 | PA      | $440867.38    | 0.01%             | 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        |    450000 | PA      | $470791.32    | 0.01%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    260000 | PA      | $264384.62    | 0.01%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VBG5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    525000 | PA      | $529230.47    | 0.01%             | 2034-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                    | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    252000 | PA      | $252964.54    | 0.01%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                    | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    193000 | PA      | $182943.25    | 0.01%             | 2030-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                    | CUSIP: 22966RAG1<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    413000 | PA      | $365686.59    | 0.01%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                    | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    469000 | PA      | $446174.35    | 0.01%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                    | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    350000 | PA      | $310216.58    | 0.01%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                    | CUSIP: 22966RAK2<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    280000 | PA      | $279556.99    | 0.01%             | 2035-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    544000 | PA      | $485931.55    | 0.01%             | 2030-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AV8<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    262000 | PA      | $269280.19    | 0.01%             | 2029-02-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    443000 | PA      | $456171.92    | 0.01%             | 2034-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AY2<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126189.55    | 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        |    475000 | PA      | $484609.58    | 0.01%             | 2031-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    625000 | PA      | $645523.96    | 0.02%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                             | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    366000 | PA      | $347585.78    | 0.01%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                      | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    502000 | PA      | $513677.13    | 0.01%             | 2029-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                      | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203634.23    | 0.01%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                      | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    260000 | PA      | $239203.26    | 0.01%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| D.R. HORTON INC                                                                  | DR Horton Inc                                                                   | CUSIP: 23331ABP3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    379000 | PA      | $363449.36    | 0.01%             | 2027-10-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                                  | DR Horton Inc                                                                   | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    450000 | PA      | $453675.36    | 0.01%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| D.R. HORTON INC                                                                  | DR Horton Inc                                                                   | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    330000 | PA      | $337606.45    | 0.01%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                                  | DR Horton Inc                                                                   | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414013.80    | 0.01%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    381000 | PA      | $371125.57    | 0.01%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    279000 | PA      | $264579.87    | 0.01%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    700000 | PA      | $712301.47    | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    700000 | PA      | $718126.16    | 0.02%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    550000 | PA      | $585048.87    | 0.02%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    475000 | PA      | $480967.81    | 0.01%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    650000 | PA      | $670542.12    | 0.02%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BP1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348538.90    | 0.01%             | 2035-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    428000 | PA      | $398000.74    | 0.01%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278251.33    | 0.01%             | 2031-03-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    313000 | PA      | $300590.50    | 0.01%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAQ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    279000 | PA      | $258494.98    | 0.01%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAS5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519052.79    | 0.01%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    275000 | PA      | $283415.41    | 0.01%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25168.06     | 0.00%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409764.55    | 0.01%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                                                | DXC Technology Co                                                               | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    329000 | PA      | $313606.30    | 0.01%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| MERCEDES-BENZ FIN NA                                                             | Mercedes-Benz Finance North America LLC                                         | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    942000 | PA      | $1112625.48   | 0.03%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | Darden Restaurants Inc                                                          | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249451.10    | 0.01%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | Darden Restaurants Inc                                                          | CUSIP: 237194AN5<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $271575.75    | 0.01%             | 2033-10-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | Darden Restaurants Inc                                                          | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201061.76    | 0.01%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | Darden Restaurants Inc                                                          | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201929.38    | 0.01%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DAYTON POWER & LIGHT CO/                                                         | Dayton Power & Light Co/The                                                     | CUSIP: 240019BX6<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223829.20    | 0.01%             | 2030-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BD6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    308000 | PA      | $323251.64    | 0.01%             | 2029-10-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    513000 | PA      | $494049.83    | 0.01%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    961000 | PA      | $1010262.58   | 0.03%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422ETW9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    307000 | PA      | $302766.35    | 0.01%             | 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        |    125000 | PA      | $123548.12    | 0.00%             | 2028-01-06      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    369000 | PA      | $364138.76    | 0.01%             | 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        |    520000 | PA      | $501223.25    | 0.01%             | 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        |    225000 | PA      | $213149.43    | 0.01%             | 2030-01-09      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVF3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    341000 | PA      | $334095.85    | 0.01%             | 2027-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    145000 | PA      | $128018.95    | 0.00%             | 2031-01-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVP1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    163000 | PA      | $155738.92    | 0.00%             | 2028-03-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVS5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    259000 | PA      | $231430.93    | 0.01%             | 2031-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    307000 | PA      | $302626.20    | 0.01%             | 2027-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWE5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    379000 | PA      | $372632.52    | 0.01%             | 2029-04-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWH8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    341000 | PA      | $334039.54    | 0.01%             | 2032-06-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    950000 | PA      | $956801.53    | 0.03%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450895.01    | 0.01%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWN5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516657.39    | 0.01%             | 2029-10-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612354.12    | 0.02%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWV7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358248.67    | 0.01%             | 2028-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    615000 | PA      | $630296.93    | 0.02%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1128000 | PA      | $1159022.71   | 0.03%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXE4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    679000 | PA      | $709564.47    | 0.02%             | 2033-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXH7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    506000 | PA      | $515072.39    | 0.01%             | 2029-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXM6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126529.39    | 0.00%             | 2027-03-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    580000 | PA      | $597923.71    | 0.02%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    625000 | PA      | $643727.88    | 0.02%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXR5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406646.10    | 0.01%             | 2027-06-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    565000 | PA      | $580896.11    | 0.02%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    600000 | PA      | $616750.67    | 0.02%             | 2034-06-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXV6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    496000 | PA      | $499812.85    | 0.01%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    668000 | PA      | $673857.79    | 0.02%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXZ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228994.36    | 0.01%             | 2028-01-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EYD5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    425000 | PA      | $430025.30    | 0.01%             | 2028-06-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EYE3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    425000 | PA      | $432220.39    | 0.01%             | 2030-06-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EYF0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    600000 | PA      | $606013.55    | 0.02%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DEERE FUNDING CANADA COR                                                         | Deere Funding Canada Corp                                                       | CUSIP: 2442GAAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    225000 | PA      | $224496.38    | 0.01%             | 2030-10-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DELL INC                                                                         | Dell Inc                                                                        | CUSIP: 247025AE9<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    329000 | PA      | $348899.35    | 0.01%             | 2028-04-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: —       |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBJ9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    450000 | PA      | $460247.68    | 0.01%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBL4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    594000 | PA      | $623268.64    | 0.02%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBN0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612967.28    | 0.02%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBP5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249701.24    | 0.01%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBQ3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489168.76    | 0.01%             | 2035-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBR1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    525000 | PA      | $524721.23    | 0.01%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    525000 | PA      | $523468.69    | 0.01%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBT7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    525000 | PA      | $523263.11    | 0.01%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    525000 | PA      | $515954.38    | 0.01%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAF3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    258000 | PA      | $264647.10    | 0.01%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAG1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $1068459.27   | 0.03%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAH9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    450000 | PA      | $480141.59    | 0.01%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    559000 | PA      | $566854.22    | 0.02%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1294167.65   | 0.04%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513487.53    | 0.01%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512202.11    | 0.01%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                              | Delta Air Lines Inc                                                             | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    765000 | PA      | $778135.43    | 0.02%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                              | Delta Air Lines Inc                                                             | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    538000 | PA      | $551118.90    | 0.02%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                              | Delta Air Lines Inc                                                             | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300749.94    | 0.01%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                              | Delta Air Lines Inc                                                             | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293504.92    | 0.01%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                                                          | Delta Air Lines 2020-1 Class AA Pass Through Trust                              | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    194629 | PA      | $187865.73    | 0.01%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                                              | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    450000 | PA      | $418686.75    | 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        |    550000 | PA      | $552259.26    | 0.02%             | 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        |    959000 | PA      | $912779.23    | 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        |    650000 | PA      | $616114.23    | 0.02%             | 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        |    655000 | PA      | $600746.26    | 0.02%             | 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        |   1150000 | PA      | $1204318.44   | 0.03%             | 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        |    850000 | PA      | $934036.90    | 0.03%             | 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        |    750000 | PA      | $799184.39    | 0.02%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $609389.33    | 0.02%             | 2028-02-08      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    480000 | PA      | $498956.25    | 0.01%             | 2029-05-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1017021.39   | 0.03%             | 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        |   1000000 | PA      | $1013912.43   | 0.03%             | 2035-09-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    900000 | PA      | $921720.76    | 0.03%             | 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        |   1075000 | PA      | $1087714.01   | 0.03%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    650000 | PA      | $648854.02    | 0.02%             | 2031-12-10      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                         | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |   2218000 | PA      | $2586207.52   | 0.07%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                         | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PAD5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    362000 | PA      | $451113.13    | 0.01%             | 2032-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $414772.22    | 0.01%             | 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        |    750000 | PA      | $698128.93    | 0.02%             | 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        |    748000 | PA      | $737542.32    | 0.02%             | 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        |    750000 | PA      | $765960.38    | 0.02%             | 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        |    284000 | PA      | $330788.30    | 0.01%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199951.73    | 0.01%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    538000 | PA      | $538190.82    | 0.01%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    288000 | PA      | $289498.51    | 0.01%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    850000 | PA      | $857286.38    | 0.02%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179SAD2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    350000 | PA      | $404925.48    | 0.01%             | 2031-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YAZ2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    478000 | PA      | $478022.90    | 0.01%             | 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        |    766000 | PA      | $721449.98    | 0.02%             | 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        |    678000 | PA      | $620438.54    | 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        |    478000 | PA      | $416316.33    | 0.01%             | 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        |    500000 | PA      | $511977.58    | 0.01%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $525157.93    | 0.01%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $635051.20    | 0.02%             | 2033-10-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                                                           | Diageo Investment Corp                                                          | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    600000 | PA      | $620751.56    | 0.02%             | 2030-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                                                           | Diageo Investment Corp                                                          | CUSIP: 25245BAE7<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $526732.52    | 0.01%             | 2035-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    829000 | PA      | $805418.43    | 0.02%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    470000 | PA      | $440440.21    | 0.01%             | 2031-03-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    720000 | PA      | $776587.79    | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    418000 | PA      | $423827.91    | 0.01%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    318000 | PA      | $327271.95    | 0.01%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    790000 | PA      | $809701.01    | 0.02%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    775000 | PA      | $797540.99    | 0.02%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                                            | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    479000 | PA      | $441118.02    | 0.01%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| DICK'S SPORTING GOODS                                                            | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AH5<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246332.58    | 0.01%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                          | Digital Realty Trust LP                                                         | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    717000 | PA      | $713850.78    | 0.02%             | 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        |    350000 | PA      | $352681.51    | 0.01%             | 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        |    620000 | PA      | $608293.84    | 0.02%             | 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        |    685000 | PA      | $703919.08    | 0.02%             | 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        |    350000 | PA      | $354753.74    | 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        |    300000 | PA      | $282426.93    | 0.01%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687DV5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    252000 | PA      | $283376.18    | 0.01%             | 2033-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    488000 | PA      | $544785.15    | 0.01%             | 2034-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    300000 | PA      | $336595.78    | 0.01%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1381243.57   | 0.04%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FP6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249810.73    | 0.01%             | 2027-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    829000 | PA      | $821363.96    | 0.02%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    629000 | PA      | $612240.11    | 0.02%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1686000 | PA      | $1578028.75   | 0.04%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PBW5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    250000 | PA      | $284185.16    | 0.01%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDV5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    632000 | PA      | $626193.22    | 0.02%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    664000 | PA      | $664474.48    | 0.02%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $551074.44    | 0.02%             | 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        |    575000 | PA      | $671931.77    | 0.02%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300556.74    | 0.01%             | 2028-05-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    626000 | PA      | $604369.92    | 0.02%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    455000 | PA      | $460962.37    | 0.01%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143500.29    | 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        |    630000 | PA      | $652599.34    | 0.02%             | 2033-07-05      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                  | Dollar Tree Inc                                                                 | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    693000 | PA      | $693735.96    | 0.02%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                  | Dollar Tree Inc                                                                 | CUSIP: 256746AJ7<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    513000 | PA      | $462305.38    | 0.01%             | 2031-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 25731VAA2<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    330000 | PA      | $295126.77    | 0.01%             | 2031-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 25731VAC8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    420000 | PA      | $433431.20    | 0.01%             | 2035-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    600000 | PA      | $613643.17    | 0.02%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UAN9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216572.59    | 0.01%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UAV1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    300000 | PA      | $318046.34    | 0.01%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    750000 | PA      | $753624.06    | 0.02%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDF3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249085.15    | 0.01%             | 2027-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1054835.86   | 0.03%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    588000 | PA      | $525054.74    | 0.01%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDP1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392566.00    | 0.01%             | 2032-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519663.19    | 0.01%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    625000 | PA      | $641198.33    | 0.02%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    725000 | PA      | $742770.65    | 0.02%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    805000 | PA      | $815003.27    | 0.02%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                                                       | Dover Corp                                                                      | CUSIP: 260003AF5<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156706.59    | 0.00%             | 2035-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| DOVER CORP                                                                       | Dover Corp                                                                      | CUSIP: 260003AP3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    210000 | PA      | $201261.51    | 0.01%             | 2029-11-04      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    358000 | PA      | $394616.38    | 0.01%             | 2029-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    350000 | PA      | $320148.14    | 0.01%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    375000 | PA      | $381463.54    | 0.01%             | 2028-11-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    550000 | PA      | $488173.85    | 0.01%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    262000 | PA      | $278026.46    | 0.01%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396564.28    | 0.01%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    325000 | PA      | $320677.79    | 0.01%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498206.77    | 0.01%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAX7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    314000 | PA      | $311456.04    | 0.01%             | 2027-06-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                                                         | EIDP Inc                                                                        | CUSIP: 263534CP2<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    374000 | PA      | $346137.88    | 0.01%             | 2030-07-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                                                         | EIDP Inc                                                                        | CUSIP: 263534CR8<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349802.84    | 0.01%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| EIDP INC                                                                         | EIDP Inc                                                                        | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308829.62    | 0.01%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 264399DK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    163000 | PA      | $171866.97    | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 264399ED4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    214000 | PA      | $236613.28    | 0.01%             | 2032-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                      | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    300000 | PA      | $346534.15    | 0.01%             | 2030-08-16      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    413000 | PA      | $408262.94    | 0.01%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    388000 | PA      | $379726.61    | 0.01%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    684000 | PA      | $635129.83    | 0.02%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    829000 | PA      | $755558.43    | 0.02%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    316000 | PA      | $308211.20    | 0.01%             | 2082-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    584000 | PA      | $587946.32    | 0.02%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    746000 | PA      | $743740.47    | 0.02%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213962.91    | 0.01%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    375000 | PA      | $397131.11    | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CCB9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    464000 | PA      | $468311.18    | 0.01%             | 2027-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    546000 | PA      | $557794.87    | 0.02%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    431000 | PA      | $447474.92    | 0.01%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    760000 | PA      | $752984.96    | 0.02%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450658.98    | 0.01%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    400000 | PA      | $379375.12    | 0.01%             | 2029-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBA1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    329000 | PA      | $308124.33    | 0.01%             | 2030-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    425000 | PA      | $391681.11    | 0.01%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    458000 | PA      | $419500.97    | 0.01%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    835000 | PA      | $856681.49    | 0.02%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBM5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403243.92    | 0.01%             | 2034-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    320000 | PA      | $329004.45    | 0.01%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    425000 | PA      | $437871.94    | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297359.74    | 0.01%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229293.77    | 0.01%             | 2030-06-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    230000 | PA      | $237801.93    | 0.01%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAM2<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307910.45    | 0.01%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAG9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299051.12    | 0.01%             | 2028-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    413000 | PA      | $407111.46    | 0.01%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    426000 | PA      | $378677.36    | 0.01%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    313000 | PA      | $295929.11    | 0.01%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    434000 | PA      | $449819.34    | 0.01%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAS3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410651.66    | 0.01%             | 2034-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAT1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352339.19    | 0.01%             | 2027-03-06      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    800000 | PA      | $810683.94    | 0.02%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAE6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181326.32    | 0.00%             | 2034-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAE1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    422000 | PA      | $421961.83    | 0.01%             | 2028-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    614000 | PA      | $580368.42    | 0.02%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    388000 | PA      | $350130.44    | 0.01%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    479000 | PA      | $432493.38    | 0.01%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    501000 | PA      | $538655.57    | 0.01%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299406.20    | 0.01%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    385000 | PA      | $382178.85    | 0.01%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                            | DuPont de Nemours Inc                                                           | CUSIP: 26614NAC6<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    558000 | PA      | $565349.31    | 0.02%             | 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        |    420000 | PA      | $390384.73    | 0.01%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    535000 | PA      | $538339.43    | 0.01%             | 2030-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    525000 | PA      | $531283.26    | 0.01%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    575000 | PA      | $589365.46    | 0.02%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    495000 | PA      | $495893.74    | 0.01%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABG7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    334000 | PA      | $331029.15    | 0.01%             | 2027-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    341000 | PA      | $338080.26    | 0.01%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    305000 | PA      | $306428.26    | 0.01%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    455000 | PA      | $439595.08    | 0.01%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    333000 | PA      | $312792.98    | 0.01%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABN2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    229000 | PA      | $202429.61    | 0.01%             | 2031-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    328000 | PA      | $323824.47    | 0.01%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    300000 | PA      | $306786.29    | 0.01%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    660000 | PA      | $657662.07    | 0.02%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    571000 | PA      | $620418.10    | 0.02%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233969.86    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    313000 | PA      | $322756.03    | 0.01%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    475000 | PA      | $495570.78    | 0.01%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    480000 | PA      | $482258.84    | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $330157.85    | 0.01%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    700000 | PA      | $703189.56    | 0.02%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR Properties                                                                  | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225446.02    | 0.01%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR Properties                                                                  | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    225000 | PA      | $227194.65    | 0.01%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR Properties                                                                  | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    225000 | PA      | $218782.01    | 0.01%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR Properties                                                                  | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    250000 | PA      | $231785.48    | 0.01%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR Properties                                                                  | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    200000 | PA      | $198331.73    | 0.01%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS                                                                  | Eagle Materials Inc                                                             | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    403000 | PA      | $365413.43    | 0.01%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS INC                                                              | Eagle Materials Inc                                                             | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97966.57     | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                                               | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    425000 | PA      | $449180.84    | 0.01%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| EASTERN GAS TRAN                                                                 | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    179000 | PA      | $171836.22    | 0.00%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                             | CUSIP: 277432AW0<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    179000 | PA      | $180745.49    | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                             | CUSIP: 277432AX8<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    360000 | PA      | $376881.49    | 0.01%             | 2033-03-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                             | CUSIP: 277432AY6<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    510000 | PA      | $526075.51    | 0.01%             | 2034-02-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                             | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    615000 | PA      | $628189.22    | 0.02%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                      | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    324000 | PA      | $317303.40    | 0.01%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                      | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    272000 | PA      | $269146.17    | 0.01%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                      | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    978000 | PA      | $960599.37    | 0.03%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                      | CUSIP: 278062AK0<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    242000 | PA      | $244527.48    | 0.01%             | 2028-05-18      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                                                | Eaton Capital ULC                                                               | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $201501.77    | 0.01%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EATON VANCE CORP                                                                 | Eaton Vance Corp                                                                | CUSIP: 278265AE3<br>LEI: 4JJ8ORNW1AFZPSV8GJ79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199277.89    | 0.01%             | 2027-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    613000 | PA      | $609950.72    | 0.02%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    685000 | PA      | $644122.43    | 0.02%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    518000 | PA      | $473082.13    | 0.01%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642BA0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206596.36    | 0.01%             | 2027-11-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    278000 | PA      | $304062.19    | 0.01%             | 2032-11-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200803.80    | 0.01%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642BE2<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274772.17    | 0.01%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BD1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    329000 | PA      | $326732.23    | 0.01%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    413000 | PA      | $423362.56    | 0.01%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    490000 | PA      | $426518.31    | 0.01%             | 2031-01-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: —       |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BL3<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    270000 | PA      | $264520.85    | 0.01%             | 2027-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    329000 | PA      | $290930.46    | 0.01%             | 2032-02-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    304000 | PA      | $312207.62    | 0.01%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    354000 | PA      | $357556.50    | 0.01%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BS8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    305000 | PA      | $310818.84    | 0.01%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                            | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    446000 | PA      | $442923.02    | 0.01%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                            | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    370000 | PA      | $376366.82    | 0.01%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                            | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    245000 | PA      | $261689.62    | 0.01%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                            | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    330000 | PA      | $335636.46    | 0.01%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                            | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306313.25    | 0.01%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                            | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    397000 | PA      | $398435.91    | 0.01%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                            | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    341000 | PA      | $357984.39    | 0.01%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIENCES COR                                                         | Edwards Lifesciences Corp                                                       | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402707.57    | 0.01%             | 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        |    250000 | PA      | $259721.51    | 0.01%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    350000 | PA      | $405885.69    | 0.01%             | 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        |    529000 | PA      | $615388.15    | 0.02%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                                              | Electronic Arts Inc                                                             | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    463000 | PA      | $447693.11    | 0.01%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599586.65    | 0.02%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                                         | Embraer Netherlands Finance BV                                                  | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    450000 | PA      | $477016.16    | 0.01%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BL7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387503.79    | 0.01%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BN3<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    275000 | PA      | $249654.92    | 0.01%             | 2030-10-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    728000 | PA      | $691605.74    | 0.02%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    650000 | PA      | $580857.19    | 0.02%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BT0<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158336.15    | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                              | Emera US Finance LP                                                             | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $221716.30    | 0.01%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| EMORY UNIVERSITY                                                                 | Emory University                                                                | CUSIP: 29157TAD8<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228676.18    | 0.01%             | 2030-09-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501804.25    | 0.01%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    675000 | PA      | $686044.92    | 0.02%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    416000 | PA      | $414498.80    | 0.01%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                                               | Enact Holdings Inc                                                              | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524059.10    | 0.01%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    400000 | PA      | $430834.86    | 0.01%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    529000 | PA      | $526972.13    | 0.01%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    760000 | PA      | $729761.63    | 0.02%             | 2029-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    760000 | PA      | $652026.46    | 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        |   1570000 | PA      | $1646521.47   | 0.05%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    570000 | PA      | $598828.52    | 0.02%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    571000 | PA      | $613611.49    | 0.02%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    525000 | PA      | $532266.67    | 0.01%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    480000 | PA      | $495343.54    | 0.01%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1185000 | PA      | $1234499.05   | 0.03%             | 2034-04-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    375000 | PA      | $380118.11    | 0.01%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    480000 | PA      | $490173.56    | 0.01%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $567548.31    | 0.02%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCM5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $325938.42    | 0.01%             | 2028-11-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCN3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $324975.71    | 0.01%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCP8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $326139.81    | 0.01%             | 2035-11-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391451.48    | 0.01%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    507000 | PA      | $507862.11    | 0.01%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    562000 | PA      | $577916.03    | 0.02%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    976000 | PA      | $1023579.82   | 0.03%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94572.29     | 0.00%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    561000 | PA      | $607138.10    | 0.02%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    830000 | PA      | $908232.90    | 0.02%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    850000 | PA      | $874573.98    | 0.02%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    580000 | PA      | $597881.66    | 0.02%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    800000 | PA      | $823795.24    | 0.02%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    484000 | PA      | $499271.91    | 0.01%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    750000 | PA      | $776433.89    | 0.02%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| ENEL CHILE SA                                                                    | Enel Chile SA                                                                   | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |    550000 | PA      | $557592.59    | 0.02%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    731000 | PA      | $743906.87    | 0.02%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    943000 | PA      | $970073.39    | 0.03%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    650000 | PA      | $659943.08    | 0.02%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    979000 | PA      | $953660.99    | 0.03%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                                                 | Enstar Group Ltd                                                                | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    300000 | PA      | $303349.13    | 0.01%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                                                 | Enstar Group Ltd                                                                | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    373000 | PA      | $334665.96    | 0.01%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                                                               | Enstar Finance LLC                                                              | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    304000 | PA      | $302155.99    | 0.01%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29364DAV2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300796.73    | 0.01%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    431000 | PA      | $404085.55    | 0.01%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    429000 | PA      | $408326.43    | 0.01%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    496000 | PA      | $445421.71    | 0.01%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                         | CUSIP: 29364NAT5<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    413000 | PA      | $403146.44    | 0.01%             | 2028-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WAW8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395065.76    | 0.01%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WAX6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187529.61    | 0.01%             | 2031-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    256000 | PA      | $253219.56    | 0.01%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    600000 | PA      | $577327.08    | 0.02%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    243000 | PA      | $214787.55    | 0.01%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    550000 | PA      | $486599.80    | 0.01%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBM9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    450000 | PA      | $467003.48    | 0.01%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    475000 | PA      | $484861.99    | 0.01%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAG9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249348.61    | 0.01%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    450000 | PA      | $397188.44    | 0.01%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    325000 | PA      | $331891.02    | 0.01%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAD0<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309480.81    | 0.01%             | 2033-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAE8<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207771.77    | 0.01%             | 2033-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAF5<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    450000 | PA      | $469745.54    | 0.01%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAH1<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224329.54    | 0.01%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                         | CUSIP: 29366WAD8<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243953.29    | 0.01%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 293791AF6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $453376.86    | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBL6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    209000 | PA      | $209120.22    | 0.01%             | 2027-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    620000 | PA      | $617647.29    | 0.02%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248791.61    | 0.01%             | 2078-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    879000 | PA      | $884507.73    | 0.02%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    410000 | PA      | $397973.71    | 0.01%             | 2029-07-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    868000 | PA      | $824909.12    | 0.02%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $626025.05    | 0.02%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    708000 | PA      | $713994.25    | 0.02%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    871000 | PA      | $880272.15    | 0.02%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    555000 | PA      | $559761.44    | 0.02%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1114121.77   | 0.03%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218634.12    | 0.01%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                                         | Equinix Europe 2 Financing Corp LLC                                             | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |    476000 | PA      | $491498.34    | 0.01%             | 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        |    475000 | PA      | $476737.83    | 0.01%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                     | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    354000 | PA      | $335671.82    | 0.01%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                     | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    617000 | PA      | $550447.13    | 0.02%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                     | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305529.08    | 0.01%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                     | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    524000 | PA      | $535187.74    | 0.01%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                     | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    324000 | PA      | $329226.76    | 0.01%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    592000 | PA      | $569848.08    | 0.02%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    372000 | PA      | $360654.95    | 0.01%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    817000 | PA      | $741593.40    | 0.02%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    545000 | PA      | $518569.57    | 0.01%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    308000 | PA      | $294201.26    | 0.01%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    819000 | PA      | $741509.75    | 0.02%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    800000 | PA      | $769153.94    | 0.02%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    600000 | PA      | $598887.54    | 0.02%             | 2028-09-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    829000 | PA      | $798387.82    | 0.02%             | 2030-04-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    479000 | PA      | $446326.45    | 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        |    800000 | PA      | $807979.71    | 0.02%             | 2028-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAM4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    325000 | PA      | $328778.85    | 0.01%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    575000 | PA      | $588541.32    | 0.02%             | 2035-06-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    675000 | PA      | $670060.38    | 0.02%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | Equitable Holdings Inc                                                          | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    484000 | PA      | $504895.17    | 0.01%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: —       |
| ESSENT GROUP LTD                                                                 | Essent Group Ltd                                                                | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |    225000 | PA      | $235335.58    | 0.01%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282432.54    | 0.01%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 29670GAF9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    129000 | PA      | $116733.07    | 0.00%             | 2031-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411794.36    | 0.01%             | 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        |    400000 | PA      | $404675.67    | 0.01%             | 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        |    375000 | PA      | $380605.70    | 0.01%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ESSENTIAL PROPER                                                                 | Essential Properties LP                                                         | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |    129000 | PA      | $118042.73    | 0.00%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES LP                                                          | Essential Properties LP                                                         | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |    275000 | PA      | $275802.56    | 0.01%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAR8<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    222000 | PA      | $221113.42    | 0.01%             | 2027-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAT4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    179000 | PA      | $177894.28    | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    384000 | PA      | $365157.58    | 0.01%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    400000 | PA      | $356617.76    | 0.01%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAW7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    254000 | PA      | $221653.53    | 0.01%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    210000 | PA      | $200220.20    | 0.01%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    210000 | PA      | $190452.59    | 0.01%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    325000 | PA      | $334921.88    | 0.01%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    235000 | PA      | $240431.26    | 0.01%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PBD8<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    225000 | PA      | $219069.48    | 0.01%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAJ9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    179000 | PA      | $177655.82    | 0.00%             | 2027-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    411000 | PA      | $385408.52    | 0.01%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    413000 | PA      | $388166.67    | 0.01%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    293000 | PA      | $261386.55    | 0.01%             | 2031-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAS9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    360000 | PA      | $363131.14    | 0.01%             | 2028-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAT7<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450787.05    | 0.01%             | 2033-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAV2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    450000 | PA      | $456569.87    | 0.01%             | 2034-02-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| EUROPEAN BK RECON & DEV                                                          | European Bank for Reconstruction & Development                                  | CUSIP: 29874QEX8<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1015153.97   | 0.03%             | 2028-03-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                          | European Bank for Reconstruction & Development                                  | CUSIP: 29874QFA7<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   2000000 | PA      | $2025342.96   | 0.06%             | 2029-01-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                          | European Bank for Reconstruction & Development                                  | CUSIP: 29874QFB5<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1004563.13   | 0.03%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2903000 | PA      | $2857777.99   | 0.08%             | 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        |    420000 | PA      | $390384.67    | 0.01%             | 2029-10-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: —       |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JE7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $354792.14    | 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        |   1000000 | PA      | $871097.47    | 0.02%             | 2030-09-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JL1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2400000 | PA      | $2117562.82   | 0.06%             | 2031-02-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JQ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   3000000 | PA      | $2927978.94   | 0.08%             | 2027-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JR8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2100000 | PA      | $1983702.82   | 0.05%             | 2029-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2486791.63   | 0.07%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JU1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2800000 | PA      | $2816986.51   | 0.08%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JV9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   3000000 | PA      | $2941507.89   | 0.08%             | 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        |   3200000 | PA      | $3177953.41   | 0.09%             | 2030-07-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JY3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2400000 | PA      | $2454883.68   | 0.07%             | 2028-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JZ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   3500000 | PA      | $3536566.04   | 0.10%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KA3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2400000 | PA      | $2395938.67   | 0.07%             | 2034-02-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KB1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2800000 | PA      | $2823957.00   | 0.08%             | 2027-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KC9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   3000000 | PA      | $3102467.55   | 0.08%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KE5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2600000 | PA      | $2660745.41   | 0.07%             | 2031-10-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KF2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   3200000 | PA      | $3204831.04   | 0.09%             | 2029-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KG0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   4270000 | PA      | $4393742.17   | 0.12%             | 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        |   1855000 | PA      | $1907556.45   | 0.05%             | 2035-02-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KJ4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2516733.93   | 0.07%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KL9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   3410000 | PA      | $3453510.44   | 0.09%             | 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        |   2405000 | PA      | $2411702.42   | 0.07%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KN5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    395000 | PA      | $393535.73    | 0.01%             | 2031-03-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| EVERGY INC                                                                       | Evergy Inc                                                                      | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    913000 | PA      | $870246.78    | 0.02%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAC5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160280.88    | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407455.20    | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    215000 | PA      | $217830.50    | 0.01%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276586.08    | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                | CUSIP: 30037DAB1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218498.45    | 0.01%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                | CUSIP: 30037DAD7<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    175000 | PA      | $182123.68    | 0.00%             | 2034-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                | CUSIP: 30037DAE5<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    275000 | PA      | $277489.39    | 0.01%             | 2035-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    343000 | PA      | $338106.53    | 0.01%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    343000 | PA      | $343107.56    | 0.01%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    400000 | PA      | $353941.14    | 0.01%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    413000 | PA      | $375517.41    | 0.01%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    463000 | PA      | $429086.73    | 0.01%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    313000 | PA      | $309232.90    | 0.01%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403005.65    | 0.01%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    765000 | PA      | $785226.06    | 0.02%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504797.64    | 0.01%             | 2033-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    550000 | PA      | $575129.68    | 0.02%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411430.12    | 0.01%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAY4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176728.39    | 0.00%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    250000 | PA      | $264647.95    | 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        |    250000 | PA      | $263778.95    | 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        |    400000 | PA      | $399234.60    | 0.01%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313002.31    | 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        |    300000 | PA      | $298260.52    | 0.01%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    829000 | PA      | $821447.69    | 0.02%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    347000 | PA      | $342474.29    | 0.01%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    650000 | PA      | $609019.23    | 0.02%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    550000 | PA      | $562482.45    | 0.02%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBK6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    622000 | PA      | $644336.93    | 0.02%             | 2033-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    585000 | PA      | $602038.14    | 0.02%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    474000 | PA      | $492500.68    | 0.01%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    325000 | PA      | $335780.35    | 0.01%             | 2031-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                         | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $313354.76    | 0.01%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                         | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $363746.28    | 0.01%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                         | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $352941.75    | 0.01%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                               | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    620000 | PA      | $616818.26    | 0.02%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                               | CUSIP: 30212PAR6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    883000 | PA      | $847460.83    | 0.02%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                               | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    352000 | PA      | $327590.69    | 0.01%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                               | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503636.47    | 0.01%             | 2027-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                               | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    650000 | PA      | $664714.25    | 0.02%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DD8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    300000 | PA      | $265104.69    | 0.01%             | 2030-09-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DG1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    300000 | PA      | $264330.87    | 0.01%             | 2031-02-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DM8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $980084.01    | 0.03%             | 2027-01-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DN6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    700000 | PA      | $625588.75    | 0.02%             | 2032-01-18      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DR7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $402710.38    | 0.01%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DS5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    300000 | PA      | $305815.59    | 0.01%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DV8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    850000 | PA      | $868981.58    | 0.02%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DW6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $1042618.29   | 0.03%             | 2033-01-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DZ9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    300000 | PA      | $313635.73    | 0.01%             | 2033-09-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154EB1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    900000 | PA      | $918168.38    | 0.03%             | 2029-01-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154EC9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    300000 | PA      | $303748.72    | 0.01%             | 2034-01-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154EE5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    700000 | PA      | $705105.51    | 0.02%             | 2029-09-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154EJ4<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $507731.86    | 0.01%             | 2028-01-14      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154EK1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    850000 | PA      | $876022.28    | 0.02%             | 2030-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154EL9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $422375.17    | 0.01%             | 2035-01-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154EM7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $988161.75    | 0.03%             | 2030-09-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                         | Export Development Canada                                                       | CUSIP: 30216BJR4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   1100000 | PA      | $1091028.20   | 0.03%             | 2027-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                         | Export Development Canada                                                       | CUSIP: 30216BJW3<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   1600000 | PA      | $1607666.99   | 0.04%             | 2028-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                         | Export Development Canada                                                       | CUSIP: 30216BKC5<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   2400000 | PA      | $2431601.38   | 0.07%             | 2029-02-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                         | Export Development Canada                                                       | CUSIP: 30216BKF8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    700000 | PA      | $727719.15    | 0.02%             | 2034-06-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                         | Export Development Canada                                                       | CUSIP: 30216BKK7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   1700000 | PA      | $1714285.66   | 0.05%             | 2030-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    355000 | PA      | $321271.22    | 0.01%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    363000 | PA      | $317148.33    | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    286000 | PA      | $282796.07    | 0.01%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    582000 | PA      | $600556.37    | 0.02%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    556000 | PA      | $578626.84    | 0.02%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    174000 | PA      | $173580.06    | 0.00%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    129000 | PA      | $128145.52    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    227000 | PA      | $205637.97    | 0.01%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    355000 | PA      | $315476.56    | 0.01%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    374000 | PA      | $395651.37    | 0.01%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    395000 | PA      | $404232.62    | 0.01%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    275000 | PA      | $280667.72    | 0.01%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    325000 | PA      | $331861.02    | 0.01%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    395000 | PA      | $397160.00    | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    759000 | PA      | $726103.70    | 0.02%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: —       |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBJ0<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    660000 | PA      | $657580.48    | 0.02%             | 2027-03-19      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1397000 | PA      | $1367378.18   | 0.04%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1150027.73   | 0.03%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| TELEDYNE FLIR LLC                                                                | Teledyne FLIR LLC                                                               | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |    226000 | PA      | $209318.10    | 0.01%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNB CORP                                                                         | FNB Corp/PA                                                                     | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    295000 | PA      | $301727.31    | 0.01%             | 2030-12-11      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    431000 | PA      | $398203.77    | 0.01%             | 2028-10-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    413000 | PA      | $400077.42    | 0.01%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AM9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258944.44    | 0.01%             | 2029-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AN7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    372000 | PA      | $374620.83    | 0.01%             | 2029-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390768.13    | 0.01%             | 2030-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AQ0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    350000 | PA      | $338850.82    | 0.01%             | 2031-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1874000 | PA      | $1870946.04   | 0.05%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1806000 | PA      | $1744999.35   | 0.05%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    840000 | PA      | $855289.39    | 0.02%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8M7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    602000 | PA      | $618295.57    | 0.02%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1059164.80   | 0.03%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    620000 | PA      | $626873.57    | 0.02%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    625000 | PA      | $633169.91    | 0.02%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1633000 | PA      | $1629904.01   | 0.04%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2545096.73   | 0.07%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2554793.59   | 0.07%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4115000 | PA      | $4065976.65   | 0.11%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                                         | FactSet Research Systems Inc                                                    | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138292.02    | 0.00%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                                         | FactSet Research Systems Inc                                                    | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    330000 | PA      | $306722.25    | 0.01%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $304208.12    | 0.01%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    429000 | PA      | $431551.10    | 0.01%             | 2030-04-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $283527.19    | 0.01%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $521939.50    | 0.01%             | 2032-08-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $477116.19    | 0.01%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BX9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $312089.01    | 0.01%             | 2035-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                             | Federal Realty OP LP                                                            | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    259000 | PA      | $256120.07    | 0.01%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                             | Federal Realty OP LP                                                            | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    518000 | PA      | $499935.26    | 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        |    160000 | PA      | $164096.98    | 0.00%             | 2028-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBV7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    329000 | PA      | $317409.66    | 0.01%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBZ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    563000 | PA      | $564515.33    | 0.02%             | 2030-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    716000 | PA      | $652822.61    | 0.02%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XDF0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    394000 | PA      | $380850.61    | 0.01%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XDH6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    472000 | PA      | $430033.18    | 0.01%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| FEDEX 2020-1 PASS TST                                                            | Federal Express Corp 2020-1 Pass Through Trusts                                 | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    583179 | PA      | $508562.69    | 0.01%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| FERGUSON ENTERPRISES INC                                                         | Ferguson Enterprises Inc                                                        | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501803.00    | 0.01%             | 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        |    300000 | PA      | $298872.97    | 0.01%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MBJ4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    234000 | PA      | $229657.31    | 0.01%             | 2029-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    462000 | PA      | $439732.07    | 0.01%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MBT2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    388000 | PA      | $347092.73    | 0.01%             | 2031-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    628000 | PA      | $640328.58    | 0.02%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| FIDELITY NATL FINANCIAL                                                          | Fidelity National Financial Inc                                                 | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    256000 | PA      | $257846.86    | 0.01%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                          | Fidelity National Financial Inc                                                 | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    355000 | PA      | $338630.36    | 0.01%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                          | Fidelity National Financial Inc                                                 | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    428000 | PA      | $383058.38    | 0.01%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499629.13    | 0.01%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    471000 | PA      | $462919.27    | 0.01%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    279000 | PA      | $278800.75    | 0.01%             | 2028-04-25      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    479000 | PA      | $468779.91    | 0.01%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: —       |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    670000 | PA      | $678594.70    | 0.02%             | 2030-07-28      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    384000 | PA      | $398715.23    | 0.01%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    762000 | PA      | $800629.13    | 0.02%             | 2029-07-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    540000 | PA      | $565702.44    | 0.02%             | 2032-01-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406678.80    | 0.01%             | 2030-09-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    290000 | PA      | $289714.58    | 0.01%             | 2032-04-29      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178919.64    | 0.00%             | 2037-01-29      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK INC                                                             | Fifth Third Bank NA                                                             | CUSIP: 31677QBR9<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344554.93    | 0.01%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK INC                                                             | Fifth Third Bank NA                                                             | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    595000 | PA      | $600148.18    | 0.02%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                                         | First American Financial Corp                                                   | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    430000 | PA      | $416651.23    | 0.01%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| FIRST AMERICAN FINANCIAL                                                         | First American Financial Corp                                                   | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    442000 | PA      | $386963.68    | 0.01%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                                         | First American Financial Corp                                                   | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226123.23    | 0.01%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                                         | First Citizens BancShares Inc/NC                                                | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    972000 | PA      | $985745.47    | 0.03%             | 2031-03-12      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                                         | First Citizens BancShares Inc/NC                                                | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    456000 | PA      | $463798.40    | 0.01%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                                                               | First Horizon Corp                                                              | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |    304000 | PA      | $313041.87    | 0.01%             | 2031-03-07      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL LP                                                              | First Industrial LP                                                             | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              |  | US        |    150000 | PA      | $152732.26    | 0.00%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON BANK                                                               | First Horizon Bank                                                              | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258021.45    | 0.01%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                         | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135752.40    | 0.00%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                         | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260157.46    | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                         | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAK5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198755.80    | 0.01%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    629000 | PA      | $628481.95    | 0.02%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1542000 | PA      | $1498358.22   | 0.04%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    599000 | PA      | $584921.54    | 0.02%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    499000 | PA      | $460886.54    | 0.01%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    664000 | PA      | $680549.13    | 0.02%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    630000 | PA      | $648000.12    | 0.02%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    594000 | PA      | $609887.71    | 0.02%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    724000 | PA      | $744073.38    | 0.02%             | 2033-08-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    599000 | PA      | $605550.89    | 0.02%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    275000 | PA      | $282181.80    | 0.01%             | 2031-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    525000 | PA      | $530484.09    | 0.01%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326805.55    | 0.01%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    585000 | PA      | $578431.66    | 0.02%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $998708.36    | 0.03%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    600000 | PA      | $595188.98    | 0.02%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| FIRSTENERGY CORP                                                                 | FirstEnergy Corp                                                                | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    826000 | PA      | $824130.94    | 0.02%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FirstEnergy Corp                                                                | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    400000 | PA      | $374031.68    | 0.01%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FirstEnergy Corp                                                                | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    256000 | PA      | $232245.42    | 0.01%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                         | Flex Ltd                                                                        | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    413000 | PA      | $419413.82    | 0.01%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                         | Flex Ltd                                                                        | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    243000 | PA      | $246457.84    | 0.01%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                         | Flex Ltd                                                                        | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    236000 | PA      | $243792.34    | 0.01%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                         | Flex Ltd                                                                        | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    500000 | PA      | $510537.96    | 0.01%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                         | Flex Ltd                                                                        | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    375000 | PA      | $374403.64    | 0.01%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081EQ6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1166890.49   | 0.03%             | 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        |    400000 | PA      | $402681.21    | 0.01%             | 2035-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1219000 | PA      | $1098429.61   | 0.03%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    605000 | PA      | $620126.73    | 0.02%             | 2028-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    690000 | PA      | $712336.74    | 0.02%             | 2033-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    470000 | PA      | $475899.73    | 0.01%             | 2028-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    580000 | PA      | $591506.30    | 0.02%             | 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        |    715000 | PA      | $725810.36    | 0.02%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    470000 | PA      | $487665.58    | 0.01%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    785000 | PA      | $819449.80    | 0.02%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GX9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305845.15    | 0.01%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081HA8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    325000 | PA      | $321060.08    | 0.01%             | 2036-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                        | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    371000 | PA      | $359942.89    | 0.01%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                        | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    795000 | PA      | $730903.37    | 0.02%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                        | CUSIP: 341271AH7<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    650000 | PA      | $686471.05    | 0.02%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                                                | Flowers Foods Inc                                                               | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    350000 | PA      | $307533.59    | 0.01%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                                                | Flowers Foods Inc                                                               | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    328000 | PA      | $326216.32    | 0.01%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| FLOWSERVE CORPORATION                                                            | Flowserve Corp                                                                  | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238831.86    | 0.01%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                                            | Flowserve Corp                                                                  | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    280000 | PA      | $251287.56    | 0.01%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                   | CUSIP: 345370BY5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    283000 | PA      | $299007.74    | 0.01%             | 2028-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                   | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    600000 | PA      | $666833.48    | 0.02%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                   | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1425047.22   | 0.04%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                   | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1143793.77   | 0.03%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599748.46    | 0.02%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    950000 | PA      | $945426.24    | 0.03%             | 2027-08-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1046035.55   | 0.03%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387104.59    | 0.01%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                                                                 | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    800000 | PA      | $739177.56    | 0.02%             | 2031-06-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $379073.50    | 0.01%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005717.01   | 0.03%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    900000 | PA      | $939931.82    | 0.03%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    600000 | PA      | $647484.94    | 0.02%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1046179.84   | 0.03%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    500000 | PA      | $537844.65    | 0.01%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    860000 | PA      | $905433.02    | 0.02%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    945000 | PA      | $1021583.95   | 0.03%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    985000 | PA      | $998741.78    | 0.03%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    700000 | PA      | $722958.67    | 0.02%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1027735.00   | 0.03%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1073605.29   | 0.03%             | 2034-03-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    800000 | PA      | $813203.82    | 0.02%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    600000 | PA      | $608058.79    | 0.02%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    800000 | PA      | $826169.99    | 0.02%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    600000 | PA      | $618648.80    | 0.02%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    800000 | PA      | $834116.13    | 0.02%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410215.26    | 0.01%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    500000 | PA      | $527070.65    | 0.01%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1023329.38   | 0.03%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    600000 | PA      | $596758.93    | 0.02%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241258.08    | 0.01%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397J38<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    340000 | PA      | $342922.69    | 0.01%             | 2033-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395793.29    | 0.01%             | 2027-11-02      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    900000 | PA      | $907016.60    | 0.02%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                                                     | Fortinet Inc                                                                    | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    183000 | PA      | $164179.64    | 0.00%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                                         | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    413000 | PA      | $398768.13    | 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        |    479000 | PA      | $459622.11    | 0.01%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                                         | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    186000 | PA      | $196603.48    | 0.01%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $1041837.76   | 0.03%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    350000 | PA      | $339432.48    | 0.01%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    800000 | PA      | $879134.54    | 0.02%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                        | Orange SA                                                                       | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   1589000 | PA      | $1906473.52   | 0.05%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FRANKLIN BSP CAPITAL CO                                                          | Franklin BSP Capital Corp                                                       | CUSIP: 35250VAB0<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207317.76    | 0.01%             | 2029-06-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FRANKLIN BSP CAPITAL CO                                                          | Franklin BSP Capital Corp                                                       | CUSIP: 35250VAC8<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147326.97    | 0.00%             | 2030-10-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                                           | Franklin Resources Inc                                                          | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    500000 | PA      | $443783.70    | 0.01%             | 2030-10-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: —       |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515540.03    | 0.01%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    329000 | PA      | $329043.82    | 0.01%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    329000 | PA      | $334145.23    | 0.01%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    335000 | PA      | $334378.81    | 0.01%             | 2028-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    329000 | PA      | $326815.12    | 0.01%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    329000 | PA      | $328835.82    | 0.01%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    398000 | PA      | $401235.35    | 0.01%             | 2030-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    413000 | PA      | $412270.37    | 0.01%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197546.49    | 0.01%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BC6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202170.37    | 0.01%             | 2028-11-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    379000 | PA      | $383523.96    | 0.01%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343464.51    | 0.01%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BG7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    259000 | PA      | $227152.40    | 0.01%             | 2031-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233308.45    | 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        |    215000 | PA      | $215051.88    | 0.01%             | 2033-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BL6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309718.73    | 0.01%             | 2033-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    400000 | PA      | $427118.42    | 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      | $279649.96    | 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        |    205000 | PA      | $207875.96    | 0.01%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    310000 | PA      | $317426.79    | 0.01%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL FUNDING LLC                                                           | GE Capital Funding LLC                                                          | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252181.46    | 0.01%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AK5<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              |  | US        |    340000 | PA      | $348494.18    | 0.01%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |    429000 | PA      | $437320.86    | 0.01%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              |  | US        |    567000 | PA      | $550836.62    | 0.02%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |    400000 | PA      | $382793.10    | 0.01%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |    450000 | PA      | $407453.68    | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AS8<br>LEI: N/A                  | Long             | DBT              |  | US        |    309000 | PA      | $334690.94    | 0.01%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              |  | US        |    545000 | PA      | $551489.62    | 0.02%             | 2034-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              |  | US        |    350000 | PA      | $350655.70    | 0.01%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1211000 | PA      | $1372227.87   | 0.04%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                                | GXO Logistics Inc                                                               | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    219000 | PA      | $197783.51    | 0.01%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                                | GXO Logistics Inc                                                               | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $422012.24    | 0.01%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                                | GXO Logistics Inc                                                               | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $430747.42    | 0.01%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                            | Haleon US Capital LLC                                                           | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1391090.54   | 0.04%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                            | Haleon US Capital LLC                                                           | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    600000 | PA      | $587000.66    | 0.02%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                            | Haleon US Capital LLC                                                           | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1212000 | PA      | $1153849.55   | 0.03%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    785000 | PA      | $800988.00    | 0.02%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    450000 | PA      | $456942.59    | 0.01%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    562000 | PA      | $579909.04    | 0.02%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225646.23    | 0.01%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAE7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138625.31    | 0.00%             | 2035-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028105.44   | 0.03%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    750000 | PA      | $791470.85    | 0.02%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1072740.11   | 0.03%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                      | Gartner Inc                                                                     | CUSIP: 366651AJ6<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100374.09    | 0.00%             | 2031-03-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                      | Gartner Inc                                                                     | CUSIP: 366651AK3<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    375000 | PA      | $373981.28    | 0.01%             | 2035-11-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550AZ1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343988.36    | 0.01%             | 2027-11-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    687000 | PA      | $688096.29    | 0.02%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BL1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99816.49     | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    688000 | PA      | $675290.16    | 0.02%             | 2030-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BP2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    279000 | PA      | $253129.81    | 0.01%             | 2031-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508131.02    | 0.01%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                             | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    545000 | PA      | $548828.72    | 0.02%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                             | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    717000 | PA      | $810686.93    | 0.02%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    487000 | PA      | $483759.49    | 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        |    829000 | PA      | $831570.37    | 0.02%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    487000 | PA      | $461044.81    | 0.01%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    279000 | PA      | $247719.81    | 0.01%             | 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        |    670000 | PA      | $677438.06    | 0.02%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334CW2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    365000 | PA      | $378262.86    | 0.01%             | 2028-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306664.02    | 0.01%             | 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        |    500000 | PA      | $508009.81    | 0.01%             | 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        |    300000 | PA      | $339208.56    | 0.01%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491790.69    | 0.01%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    487000 | PA      | $487851.28    | 0.01%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    440000 | PA      | $448520.10    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    696000 | PA      | $723423.21    | 0.02%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    665000 | PA      | $689222.94    | 0.02%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    850000 | PA      | $888062.54    | 0.02%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    275000 | PA      | $286464.27    | 0.01%             | 2030-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    500000 | PA      | $530641.96    | 0.01%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    441000 | PA      | $452069.58    | 0.01%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    735000 | PA      | $736804.32    | 0.02%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XCG9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    284000 | PA      | $283173.25    | 0.01%             | 2028-01-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    463000 | PA      | $479723.24    | 0.01%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    735000 | PA      | $709306.70    | 0.02%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    585000 | PA      | $573012.00    | 0.02%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    750000 | PA      | $676112.50    | 0.02%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    630000 | PA      | $607851.93    | 0.02%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    638000 | PA      | $580228.11    | 0.02%             | 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        |    802000 | PA      | $766934.58    | 0.02%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    629000 | PA      | $617997.44    | 0.02%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    934000 | PA      | $855457.04    | 0.02%             | 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        |    750000 | PA      | $750964.95    | 0.02%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    800000 | PA      | $807848.97    | 0.02%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    588000 | PA      | $607776.08    | 0.02%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    550000 | PA      | $592696.70    | 0.02%             | 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        |    765000 | PA      | $803760.12    | 0.02%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    765000 | PA      | $792536.65    | 0.02%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1032000 | PA      | $1076216.55   | 0.03%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    768000 | PA      | $813694.54    | 0.02%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    764000 | PA      | $776359.23    | 0.02%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    636000 | PA      | $668148.52    | 0.02%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    913000 | PA      | $948017.92    | 0.03%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    620000 | PA      | $650338.83    | 0.02%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    735000 | PA      | $747903.50    | 0.02%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    668000 | PA      | $697028.81    | 0.02%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1143814.68   | 0.03%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    425000 | PA      | $431070.96    | 0.01%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    695000 | PA      | $717953.27    | 0.02%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    775000 | PA      | $807165.89    | 0.02%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    800000 | PA      | $815637.16    | 0.02%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260531.55    | 0.01%             | 2032-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278567.38    | 0.01%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    275000 | PA      | $285792.77    | 0.01%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    475000 | PA      | $501936.94    | 0.01%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    625000 | PA      | $626608.91    | 0.02%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFM3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    255000 | PA      | $254987.55    | 0.01%             | 2031-01-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFN1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70266.65     | 0.00%             | 2036-01-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC                                                         | Genpact Luxembourg SARL/Genpact USA Inc                                         | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    250000 | PA      | $262026.67    | 0.01%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                | CUSIP: 372460AA3<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    400000 | PA      | $353459.72    | 0.01%             | 2030-11-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    350000 | PA      | $310043.78    | 0.01%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                | CUSIP: 372460AD7<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $221868.76    | 0.01%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                | CUSIP: 372460AE5<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211079.78    | 0.01%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    475000 | PA      | $482610.44    | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENPACT UK/USA INC                                                               | Genpact UK Finco plc / Genpact USA Inc                                          | CUSIP: 37256EAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    175000 | PA      | $175334.81    | 0.00%             | 2030-11-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                                              | Georgia-Pacific LLC                                                             | CUSIP: 373298BR8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    254000 | PA      | $286686.45    | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| GEORGIA-PACIFIC LLC                                                              | Georgia-Pacific LLC                                                             | CUSIP: 373298BU1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    219000 | PA      | $264581.23    | 0.01%             | 2031-05-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KH3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248686.60    | 0.01%             | 2027-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KL4<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    557000 | PA      | $530531.83    | 0.01%             | 2029-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    430000 | PA      | $435720.62    | 0.01%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507397.79    | 0.01%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    754000 | PA      | $769640.64    | 0.02%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KV2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    329000 | PA      | $333073.08    | 0.01%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    527000 | PA      | $543605.23    | 0.01%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KY6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    575000 | PA      | $583612.97    | 0.02%             | 2030-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    700000 | PA      | $717590.20    | 0.02%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    700000 | PA      | $717131.37    | 0.02%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501597.10    | 0.01%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GERDAU TRADE INC                                                                 | Gerdau Trade Inc                                                                | CUSIP: 37373WAE0<br>LEI: 5493008RWEW71JB0LO29 | Long             | DBT              | CORP              | VG        |    350000 | PA      | $361199.41    | 0.01%             | 2035-06-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| J PAUL GETTY TRUST                                                               | J Paul Getty Trust/The                                                          | CUSIP: 374288AC2<br>LEI: 72TDDU3K225INPK3EI14 | Long             | DBT              | CORP              | US        |    325000 | PA      | $330428.56    | 0.01%             | 2035-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    600000 | PA      | $591863.84    | 0.02%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    863000 | PA      | $855697.35    | 0.02%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    475000 | PA      | $455837.56    | 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        |    821000 | PA      | $735533.71    | 0.02%             | 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        |    665000 | PA      | $695828.56    | 0.02%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    380000 | PA      | $390323.35    | 0.01%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    704000 | PA      | $720334.98    | 0.02%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AB3<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    383000 | PA      | $404003.85    | 0.01%             | 2034-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1227136.57   | 0.03%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GLAXOSMITHKLINE CAPITAL                                                         | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    580000 | PA      | $588969.90    | 0.02%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GLAXOSMITHKLINE CAPITAL                                                         | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    450000 | PA      | $453816.95    | 0.01%             | 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        |    629000 | PA      | $617292.03    | 0.02%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                                          | GLAXOSMITHKLINE CAPITAL                                                         | CUSIP: 377373AM7<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $251639.44    | 0.01%             | 2027-03-12      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    777000 | PA      | $742557.99    | 0.02%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    504000 | PA      | $468270.55    | 0.01%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    404000 | PA      | $396964.23    | 0.01%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    625000 | PA      | $560474.24    | 0.02%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    520000 | PA      | $532411.45    | 0.01%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278192.21    | 0.01%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    285000 | PA      | $289095.07    | 0.01%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1029387.42   | 0.03%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1034917.03   | 0.03%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450371.57    | 0.01%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1115250.28   | 0.03%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                                   | Globe Life Inc                                                                  | CUSIP: 37959EAA0<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    279000 | PA      | $253076.87    | 0.01%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                                   | Globe Life Inc                                                                  | CUSIP: 37959EAB8<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    260000 | PA      | $261794.46    | 0.01%             | 2032-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                                   | Globe Life Inc                                                                  | CUSIP: 37959EAC6<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    175000 | PA      | $183614.25    | 0.01%             | 2034-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1626000 | PA      | $1721358.15   | 0.05%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    800000 | PA      | $885203.86    | 0.02%             | 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        |   1495000 | PA      | $1560858.16   | 0.04%             | 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        |   1635000 | PA      | $1728062.76   | 0.05%             | 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        |   1600000 | PA      | $1638734.26   | 0.04%             | 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        |   1950000 | PA      | $1994046.56   | 0.05%             | 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        |   1420000 | PA      | $1439530.58   | 0.04%             | 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        |   2265000 | PA      | $2264731.73   | 0.06%             | 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        |   1400000 | PA      | $1443178.18   | 0.04%             | 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        |   1900000 | PA      | $1963647.95   | 0.05%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1567000 | PA      | $1583662.48   | 0.04%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2342783.49   | 0.06%             | 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        |    518000 | PA      | $564062.40    | 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        |   1650000 | PA      | $1648781.51   | 0.05%             | 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        |   1950000 | PA      | $1939580.02   | 0.05%             | 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        |   2250000 | PA      | $2219077.08   | 0.06%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1573000 | PA      | $1566116.10   | 0.04%             | 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        |   1659000 | PA      | $1648680.04   | 0.05%             | 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        |   2279000 | PA      | $2283730.02   | 0.06%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1309000 | PA      | $1229015.11   | 0.03%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1634000 | PA      | $1609219.47   | 0.04%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1517328.95   | 0.04%             | 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        |   2418000 | PA      | $2201460.63   | 0.06%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2719000 | PA      | $2431674.90   | 0.07%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1981000 | PA      | $1789011.98   | 0.05%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2844000 | PA      | $2612570.55   | 0.07%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2121000 | PA      | $2111306.03   | 0.06%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1653000 | PA      | $1662994.77   | 0.05%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3702634.92   | 0.10%             | 2029-01-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3697507.64   | 0.10%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $2449406.33   | 0.07%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1213631.89   | 0.03%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                            | Goldman Sachs BDC Inc                                                           | CUSIP: 38147UAE7<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101887.45    | 0.00%             | 2027-03-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                            | Goldman Sachs BDC Inc                                                           | CUSIP: 38147UAF4<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324405.50    | 0.01%             | 2030-09-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS BDC INC                                                            | Goldman Sachs BDC Inc                                                           | CUSIP: 38147UAG2<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99302.75     | 0.00%             | 2029-01-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                                                         | Goldman Sachs Private Credit Corp                                               | CUSIP: 38152BAA9<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229262.17    | 0.01%             | 2028-05-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS PRIVATE CR                                                         | Goldman Sachs Private Credit Corp                                               | CUSIP: 38152BAC5<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    475000 | PA      | $483470.65    | 0.01%             | 2030-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS PRIVATE CR                                                         | Goldman Sachs Private Credit Corp                                               | CUSIP: 38152BAE1<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450635.76    | 0.01%             | 2029-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                                                         | Goldman Sachs Private Credit Corp                                               | CUSIP: 38152BAG6<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297266.12    | 0.01%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                                | Golub Capital BDC Inc                                                           | CUSIP: 38173MAC6<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    245000 | PA      | $238852.28    | 0.01%             | 2027-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: —       |
| GOLUB CAPITAL BDC                                                                | Golub Capital BDC Inc                                                           | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    325000 | PA      | $341979.62    | 0.01%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                                | Golub Capital BDC Inc                                                           | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    502000 | PA      | $513821.51    | 0.01%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                                            | Golub Capital Private Credit Fund                                               | CUSIP: 38179RAB1<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304202.21    | 0.01%             | 2029-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                                            | Golub Capital Private Credit Fund                                               | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    302000 | PA      | $305654.98    | 0.01%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                                            | Golub Capital Private Credit Fund                                               | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    395000 | PA      | $397679.51    | 0.01%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                                            | Golub Capital Private Credit Fund                                               | CUSIP: 38179RAG0<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123384.58    | 0.00%             | 2031-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                                                  | WW Grainger Inc                                                                 | CUSIP: 384802AF1<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    280000 | PA      | $276633.73    | 0.01%             | 2034-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 402479CF4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198863.37    | 0.01%             | 2027-05-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF Sinclair Corp                                                                | CUSIP: 403949AC4<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197826.08    | 0.01%             | 2030-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF Sinclair Corp                                                                | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    292000 | PA      | $292114.04    | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF Sinclair Corp                                                                | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    335000 | PA      | $347196.87    | 0.01%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF Sinclair Corp                                                                | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    525000 | PA      | $549143.32    | 0.02%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF Sinclair Corp                                                                | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    355000 | PA      | $363073.45    | 0.01%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                                           | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281975.14    | 0.01%             | 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        |    275000 | PA      | $287946.63    | 0.01%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    384000 | PA      | $384837.88    | 0.01%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $624567.58    | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1476790.63   | 0.04%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1616000 | PA      | $1553921.75   | 0.04%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    509000 | PA      | $455640.23    | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    834000 | PA      | $826177.41    | 0.02%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    326000 | PA      | $318524.38    | 0.01%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1230928.10   | 0.03%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    653000 | PA      | $668984.15    | 0.02%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1016783.97   | 0.03%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1286000 | PA      | $1336926.67   | 0.04%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    672000 | PA      | $697861.18    | 0.02%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    475000 | PA      | $483793.83    | 0.01%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    320000 | PA      | $330183.71    | 0.01%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    515000 | PA      | $536716.70    | 0.01%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    925000 | PA      | $967020.14    | 0.03%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348095.94    | 0.01%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    555000 | PA      | $549568.71    | 0.02%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    485000 | PA      | $476191.61    | 0.01%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1009776.88   | 0.03%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    919000 | PA      | $942789.78    | 0.03%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                               | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    531000 | PA      | $517786.66    | 0.01%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1689000 | PA      | $1688829.58   | 0.05%             | 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        |   2289000 | PA      | $2310108.79   | 0.06%             | 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        |   2039000 | PA      | $2017727.21   | 0.06%             | 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        |   1586000 | PA      | $1623783.06   | 0.04%             | 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        |   1010000 | PA      | $945057.39    | 0.03%             | 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        |   1000000 | PA      | $911335.23    | 0.02%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1278000 | PA      | $1235860.54   | 0.03%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1864000 | PA      | $1704857.25   | 0.05%             | 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        |   1250000 | PA      | $1190168.66   | 0.03%             | 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        |   1310000 | PA      | $1188991.27   | 0.03%             | 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        |   1335000 | PA      | $1326136.33   | 0.04%             | 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        |   1500000 | PA      | $1513352.69   | 0.04%             | 2028-06-09      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1524830.24   | 0.04%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1650000 | PA      | $1705755.61   | 0.05%             | 2033-08-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1805000 | PA      | $1904804.86   | 0.05%             | 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        |   1400000 | PA      | $1637214.56   | 0.04%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1550000 | PA      | $1610891.19   | 0.04%             | 2029-03-09      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1082531.86   | 0.03%             | 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        |   1200000 | PA      | $1296313.26   | 0.04%             | 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        |   1170000 | PA      | $1330037.14   | 0.04%             | 2034-11-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $829092.40    | 0.02%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280EE5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $840610.44    | 0.02%             | 2035-03-04      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    955000 | PA      | $973032.45    | 0.03%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $841022.60    | 0.02%             | 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        |   1150000 | PA      | $1196322.20   | 0.03%             | 2035-11-18      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $916128.54    | 0.03%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1450000 | PA      | $1497249.76   | 0.04%             | 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        |    900000 | PA      | $913048.01    | 0.02%             | 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        |   1320000 | PA      | $1352873.03   | 0.04%             | 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        |   1400000 | PA      | $1437589.23   | 0.04%             | 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        |   1400000 | PA      | $1440787.28   | 0.04%             | 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        |   1200000 | PA      | $1261137.49   | 0.03%             | 2036-05-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1025973.72   | 0.03%             | 2036-09-10      | Fixed         | 5.74%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1405123.19   | 0.04%             | 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        |   1400000 | PA      | $1397677.18   | 0.04%             | 2036-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                                                     | HSBC USA Inc                                                                    | CUSIP: 40428HA44<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    635000 | PA      | $644476.67    | 0.02%             | 2027-03-04      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                                                     | HSBC USA Inc                                                                    | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    600000 | PA      | $609331.68    | 0.02%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | HSBC Bank USA NA                                                                | CUSIP: 4042Q1AA5<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    250000 | PA      | $264396.54    | 0.01%             | 2034-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    712000 | PA      | $702525.23    | 0.02%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAC9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    310000 | PA      | $296721.43    | 0.01%             | 2030-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    729000 | PA      | $657679.06    | 0.02%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    704000 | PA      | $696955.29    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    477000 | PA      | $461432.71    | 0.01%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    522000 | PA      | $528661.48    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    650000 | PA      | $664852.10    | 0.02%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAR6<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206556.33    | 0.01%             | 2030-04-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAS4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315841.44    | 0.01%             | 2035-04-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                  | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    611000 | PA      | $579825.15    | 0.02%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: —       |
| HA SUSTAINABLE INF CAP                                                           | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    645000 | PA      | $658495.75    | 0.02%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP                                                          | Hanover Insurance Group Inc/The                                                 | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    213000 | PA      | $194546.68    | 0.01%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP                                                          | Hanover Insurance Group Inc/The                                                 | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354625.29    | 0.01%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248922.60    | 0.01%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    650000 | PA      | $655136.01    | 0.02%             | 2028-06-15      | 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        |    413000 | PA      | $396298.54    | 0.01%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                      | CUSIP: 418056AV9<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    363000 | PA      | $360176.03    | 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        |    503000 | PA      | $496137.84    | 0.01%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                      | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    275000 | PA      | $291946.08    | 0.01%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    312000 | PA      | $310358.51    | 0.01%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    579000 | PA      | $549303.80    | 0.02%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    400000 | PA      | $351618.18    | 0.01%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                               | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    399000 | PA      | $405768.14    | 0.01%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                               | CUSIP: 42250GAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    325000 | PA      | $323327.24    | 0.01%             | 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        |    438000 | PA      | $415602.91    | 0.01%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                               | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    400000 | PA      | $371411.55    | 0.01%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                               | CUSIP: 42250PAC7<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    213000 | PA      | $207607.75    | 0.01%             | 2027-02-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                               | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    250000 | PA      | $236883.76    | 0.01%             | 2028-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                               | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    330000 | PA      | $338245.07    | 0.01%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                                       | HEICO Corp                                                                      | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    276000 | PA      | $283673.13    | 0.01%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                                       | HEICO Corp                                                                      | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    380000 | PA      | $393122.92    | 0.01%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 42307TAG3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    130000 | PA      | $143854.02    | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                                            | Helmerich & Payne Inc                                                           | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $316154.90    | 0.01%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| HELMERICH & PAYNE INC                                                            | Helmerich & Payne Inc                                                           | CUSIP: 423452AL5<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100729.35    | 0.00%             | 2027-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                                            | Helmerich & Payne Inc                                                           | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202238.05    | 0.01%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| HELMERICH & PAYNE INC                                                            | Helmerich & Payne Inc                                                           | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    370000 | PA      | $366359.33    | 0.01%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| HERCULES CAPITAL INC                                                             | Hercules Capital Inc                                                            | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227139.42    | 0.01%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                                             | Hercules Capital Inc                                                            | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227566.78    | 0.01%             | 2030-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BD9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    225000 | PA      | $212411.26    | 0.01%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BE7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    258000 | PA      | $232992.12    | 0.01%             | 2030-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BH0<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35304.35     | 0.00%             | 2028-05-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BJ6<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    302000 | PA      | $301993.71    | 0.01%             | 2033-05-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BK3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223494.62    | 0.01%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BL1<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128013.75    | 0.00%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BM9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    325000 | PA      | $335817.60    | 0.01%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BN7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    325000 | PA      | $333430.63    | 0.01%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                        | Hess Corp                                                                       | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    657000 | PA      | $659610.10    | 0.02%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBP3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    440000 | PA      | $451183.01    | 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        |    725000 | PA      | $729030.03    | 0.02%             | 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        |   1083000 | PA      | $1090952.69   | 0.03%             | 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        |    751000 | PA      | $756863.29    | 0.02%             | 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        |   1390000 | PA      | $1367265.66   | 0.04%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450649.73    | 0.01%             | 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        |    650000 | PA      | $646862.70    | 0.02%             | 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        |    450000 | PA      | $450356.16    | 0.01%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                                                      | Hexcel Corp                                                                     | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209892.29    | 0.01%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                             | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    163000 | PA      | $161866.64    | 0.00%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                             | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    413000 | PA      | $385582.63    | 0.01%             | 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        |    256000 | PA      | $229893.48    | 0.01%             | 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        |    200000 | PA      | $227262.76    | 0.01%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                             | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    250000 | PA      | $250802.86    | 0.01%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                                                | Canada Government International Bond                                            | CUSIP: 43358BAA1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1800000 | PA      | $1852899.95   | 0.05%             | 2029-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| CANADA GOVERNMENT                                                                | Canada Government International Bond                                            | CUSIP: 43358BAB9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   2400000 | PA      | $2424031.58   | 0.07%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                            | Amrize Finance US LLC                                                           | CUSIP: 43475RAP1<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125831.10    | 0.00%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                            | Amrize Finance US LLC                                                           | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    425000 | PA      | $430864.49    | 0.01%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                            | Amrize Finance US LLC                                                           | CUSIP: 43475RAR7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    898000 | PA      | $919262.90    | 0.03%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                            | Amrize Finance US LLC                                                           | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    595000 | PA      | $615783.49    | 0.02%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    671000 | PA      | $661508.52    | 0.02%             | 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        |    600000 | PA      | $602043.62    | 0.02%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1188890.97   | 0.03%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    460000 | PA      | $453519.57    | 0.01%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1051000 | PA      | $994924.43    | 0.03%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CE0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    408000 | PA      | $385247.72    | 0.01%             | 2028-03-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    775000 | PA      | $673684.31    | 0.02%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    555000 | PA      | $524487.91    | 0.01%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    671000 | PA      | $592044.01    | 0.02%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CN0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    525000 | PA      | $519972.88    | 0.01%             | 2027-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    734000 | PA      | $691370.81    | 0.02%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    944000 | PA      | $954509.36    | 0.03%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257103.22    | 0.01%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    245000 | PA      | $248894.34    | 0.01%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    853000 | PA      | $874266.86    | 0.02%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    595000 | PA      | $614871.19    | 0.02%             | 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        |   1185000 | PA      | $1208236.21   | 0.03%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076DH2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190029.49    | 0.01%             | 2028-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076DJ8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    235000 | PA      | $233760.18    | 0.01%             | 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        |    650000 | PA      | $642182.33    | 0.02%             | 2035-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                              | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    516000 | PA      | $508605.87    | 0.01%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                              | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    537000 | PA      | $491300.13    | 0.01%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                              | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    575000 | PA      | $580388.74    | 0.02%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                              | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    575000 | PA      | $581256.47    | 0.02%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                              | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    675000 | PA      | $688729.80    | 0.02%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    581000 | PA      | $556150.42    | 0.02%             | 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        |    747000 | PA      | $682206.15    | 0.02%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    629000 | PA      | $611615.02    | 0.02%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    921000 | PA      | $805583.93    | 0.02%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    256000 | PA      | $261572.04    | 0.01%             | 2028-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    652000 | PA      | $670938.95    | 0.02%             | 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        |    536000 | PA      | $540316.25    | 0.01%             | 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        |    616000 | PA      | $610560.26    | 0.02%             | 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        |    200000 | PA      | $205840.53    | 0.01%             | 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        |    200000 | PA      | $206984.76    | 0.01%             | 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        |    874000 | PA      | $888197.37    | 0.02%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CX2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    775000 | PA      | $784626.20    | 0.02%             | 2027-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    625000 | PA      | $638490.56    | 0.02%             | 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        |    475000 | PA      | $484744.67    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CO                                                         | Horace Mann Educators Corp                                                      | CUSIP: 440327AL8<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53491.89     | 0.00%             | 2028-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CO                                                         | Horace Mann Educators Corp                                                      | CUSIP: 440327AM6<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274008.19    | 0.01%             | 2030-10-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                                | Hormel Foods Corp                                                               | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    650000 | PA      | $587277.11    | 0.02%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                                | Hormel Foods Corp                                                               | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    277000 | PA      | $263690.50    | 0.01%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                                | Hormel Foods Corp                                                               | CUSIP: 440452AK6<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237322.36    | 0.01%             | 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        |    405000 | PA      | $389746.84    | 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        |    450000 | PA      | $428730.05    | 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        |    329000 | PA      | $297909.83    | 0.01%             | 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        |    400000 | PA      | $412676.39    | 0.01%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    450000 | PA      | $455174.52    | 0.01%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    225000 | PA      | $234736.33    | 0.01%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    250000 | PA      | $250291.84    | 0.01%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | Howmet Aerospace Inc                                                            | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    576000 | PA      | $560110.96    | 0.02%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | Howmet Aerospace Inc                                                            | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    312000 | PA      | $320132.66    | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| HOWMET AEROSPACE INC                                                             | Howmet Aerospace Inc                                                            | CUSIP: 443201AD0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225988.22    | 0.01%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                                                      | Hubbell Inc                                                                     | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    254000 | PA      | $250592.25    | 0.01%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                                                      | Hubbell Inc                                                                     | CUSIP: 443510AJ1<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247726.84    | 0.01%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                                                      | Hubbell Inc                                                                     | CUSIP: 443510AK8<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    254000 | PA      | $231819.38    | 0.01%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| HUBBELL INC                                                                      | Hubbell Inc                                                                     | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173015.97    | 0.00%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349146.63    | 0.01%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    413000 | PA      | $395238.29    | 0.01%             | 2029-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    290000 | PA      | $292159.90    | 0.01%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    633000 | PA      | $616490.70    | 0.02%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    684000 | PA      | $590284.16    | 0.02%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    410000 | PA      | $401482.89    | 0.01%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118268.88    | 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        |    450000 | PA      | $465826.64    | 0.01%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    496000 | PA      | $512545.39    | 0.01%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103677.92    | 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        |    905000 | PA      | $927154.40    | 0.03%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    508000 | PA      | $509084.04    | 0.01%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JB HUNT TRANSPRT SVCS                                                            | JB Hunt Transport Services Inc                                                  | CUSIP: 445658CG0<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |    416000 | PA      | $425253.61    | 0.01%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    440000 | PA      | $410478.08    | 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        |    324000 | PA      | $282096.23    | 0.01%             | 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        |    200000 | PA      | $202227.24    | 0.01%             | 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        |    450000 | PA      | $452613.81    | 0.01%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    600000 | PA      | $628797.16    | 0.02%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1092320.08   | 0.03%             | 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        |    706000 | PA      | $726370.54    | 0.02%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    350000 | PA      | $365373.08    | 0.01%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    625000 | PA      | $625957.28    | 0.02%             | 2032-01-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223880.75    | 0.01%             | 2041-01-28      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                         | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346513.47    | 0.01%             | 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        |    374000 | PA      | $371124.10    | 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        |    329000 | PA      | $312693.46    | 0.01%             | 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        |    350000 | PA      | $361696.88    | 0.01%             | 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        |    250000 | PA      | $263835.24    | 0.01%             | 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        |    500000 | PA      | $502860.93    | 0.01%             | 2028-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                         | Huntington National Bank/The                                                    | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    400000 | PA      | $418424.00    | 0.01%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                         | Huntington National Bank/The                                                    | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504269.82    | 0.01%             | 2028-04-12      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    229000 | PA      | $229793.54    | 0.01%             | 2028-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    413000 | PA      | $431842.34    | 0.01%             | 2030-04-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    376000 | PA      | $381858.82    | 0.01%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    321000 | PA      | $330816.46    | 0.01%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AS1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257734.20    | 0.01%             | 2034-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    260000 | PA      | $267667.80    | 0.01%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178303.45    | 0.00%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    275000 | PA      | $287980.49    | 0.01%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AW2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250459.57    | 0.01%             | 2035-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                     | Hydro-Quebec                                                                    | CUSIP: 448814DF7<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    300000 | PA      | $359684.03    | 0.01%             | 2030-04-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                               | CUSIP: 449276AB0<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    400000 | PA      | $402693.57    | 0.01%             | 2027-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                               | CUSIP: 449276AC8<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    400000 | PA      | $406444.30    | 0.01%             | 2029-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                               | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    300000 | PA      | $305236.63    | 0.01%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                               | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    600000 | PA      | $602195.17    | 0.02%             | 2034-02-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                         | Icon Investments Six DAC                                                        | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    350000 | PA      | $356501.86    | 0.01%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                         | Icon Investments Six DAC                                                        | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $520805.43    | 0.01%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                         | Icon Investments Six DAC                                                        | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $420024.23    | 0.01%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                  | CUSIP: 45138LBK8<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205118.54    | 0.01%             | 2034-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                                        | IDEX Corp                                                                       | CUSIP: 45167RAG9<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    400000 | PA      | $378726.46    | 0.01%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                                        | IDEX Corp                                                                       | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    399000 | PA      | $364046.17    | 0.01%             | 2031-06-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                                        | IDEX Corp                                                                       | CUSIP: 45167RAJ3<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255251.59    | 0.01%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                     | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   3970098 | PA      | $4058659.49   | 0.11%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| ILLUMINA INC                                                                     | Illumina Inc                                                                    | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    395000 | PA      | $358851.10    | 0.01%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                     | Illumina Inc                                                                    | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205890.33    | 0.01%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                     | Illumina Inc                                                                    | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227294.84    | 0.01%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INDEPENDENT BANK CORP                                                            | Independent Bank Corp                                                           | CUSIP: 453836AJ7<br>LEI: 549300C5K3W8THR3GE10 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105692.12    | 0.00%             | 2035-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AS5<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249584.60    | 0.01%             | 2028-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CD6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    810000 | PA      | $803115.52    | 0.02%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CF1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    478000 | PA      | $479771.56    | 0.01%             | 2028-04-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CH7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    478000 | PA      | $485815.59    | 0.01%             | 2029-02-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CK0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $389426.52    | 0.01%             | 2029-09-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    810000 | PA      | $765745.72    | 0.02%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CS3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1310000 | PA      | $1284307.73   | 0.04%             | 2030-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CV6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $704707.74    | 0.02%             | 2031-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CY0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $708821.70    | 0.02%             | 2031-07-28      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    700000 | PA      | $661094.07    | 0.02%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DM5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $601567.81    | 0.02%             | 2027-09-20      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $801778.26    | 0.02%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $605582.17    | 0.02%             | 2028-01-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780DR4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    850000 | PA      | $852063.34    | 0.02%             | 2033-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DT0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $402446.83    | 0.01%             | 2029-03-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DU7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $394864.76    | 0.01%             | 2034-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780DX1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $788516.74    | 0.02%             | 2034-09-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DZ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $413627.60    | 0.01%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780EA0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    750000 | PA      | $784084.43    | 0.02%             | 2035-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780EC6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    500000 | PA      | $496174.90    | 0.01%             | 2031-04-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| ING GROEP NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1000590.84   | 0.03%             | 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        |    878000 | PA      | $888842.64    | 0.02%             | 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        |    678000 | PA      | $676195.46    | 0.02%             | 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        |    450000 | PA      | $413838.74    | 0.01%             | 2032-04-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    789000 | PA      | $789310.05    | 0.02%             | 2028-03-28      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $588285.91    | 0.02%             | 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        |    800000 | PA      | $862391.34    | 0.02%             | 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        |    800000 | PA      | $825153.06    | 0.02%             | 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        |   1000000 | PA      | $1038129.69   | 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        |    400000 | PA      | $406292.48    | 0.01%             | 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        |    600000 | PA      | $614366.44    | 0.02%             | 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        |    660000 | PA      | $683654.61    | 0.02%             | 2036-03-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                                               | Trane Technologies Financing Ltd                                                | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    560000 | PA      | $557877.61    | 0.02%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDC                                                         | Trane Technologies Holdco Inc                                                   | CUSIP: 45687AAP7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299897.98    | 0.01%             | 2028-08-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                              | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    374000 | PA      | $386577.46    | 0.01%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                              | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    390000 | PA      | $411824.50    | 0.01%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                              | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    586000 | PA      | $595206.40    | 0.02%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                              | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    461000 | PA      | $476631.17    | 0.01%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: —       |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                              | CUSIP: 45687VAE6<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    374000 | PA      | $389690.50    | 0.01%             | 2031-06-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                              | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    627000 | PA      | $649704.15    | 0.02%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                                                    | Ingredion Inc                                                                   | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235855.38    | 0.01%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140AN0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478759.90    | 0.01%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395835.21    | 0.01%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1319000 | PA      | $1234678.65   | 0.03%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    710000 | PA      | $708049.87    | 0.02%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    538000 | PA      | $527834.50    | 0.01%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    559000 | PA      | $526770.77    | 0.01%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    699000 | PA      | $614338.97    | 0.02%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1145209.84   | 0.03%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    550000 | PA      | $546078.37    | 0.01%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    810000 | PA      | $784677.94    | 0.02%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1071663.82   | 0.03%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    850000 | PA      | $871442.83    | 0.02%             | 2030-02-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1258000 | PA      | $1282374.72   | 0.04%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    705000 | PA      | $713850.52    | 0.02%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CN8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    465000 | PA      | $475464.61    | 0.01%             | 2031-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0CY2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    829000 | PA      | $815104.84    | 0.02%             | 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        |   2000000 | PA      | $1975199.60   | 0.05%             | 2028-09-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DG0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1784000 | PA      | $1704054.82   | 0.05%             | 2029-06-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DQ8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $953701.95    | 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        |   2073000 | PA      | $1820889.58   | 0.05%             | 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        |   2489000 | PA      | $2343799.46   | 0.06%             | 2028-07-20      | Fixed         | 1.13%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0EB0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1500000 | PA      | $1470904.22   | 0.04%             | 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        |   2000000 | PA      | $1987148.20   | 0.05%             | 2029-09-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0EH7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1300000 | PA      | $1310144.58   | 0.04%             | 2028-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0EJ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1400000 | PA      | $1346938.43   | 0.04%             | 2033-04-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0EL8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1300000 | PA      | $1331483.54   | 0.04%             | 2033-09-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0EM6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1007081.31   | 0.03%             | 2027-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0EN4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   2400000 | PA      | $2432609.35   | 0.07%             | 2029-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0EP9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1600000 | PA      | $1617911.60   | 0.04%             | 2034-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0ER5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1300000 | PA      | $1280664.19   | 0.04%             | 2031-09-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0ES3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   2625000 | PA      | $2699591.21   | 0.07%             | 2030-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0EV6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1200000 | PA      | $1199913.29   | 0.03%             | 2030-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0EW4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1860000 | PA      | $1873661.09   | 0.05%             | 2035-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0EX2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    790000 | PA      | $778151.08    | 0.02%             | 2036-01-23      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                                         | Inter-American Investment Corp                                                  | CUSIP: 45828Q2B2<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $504081.45    | 0.01%             | 2028-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                                         | Inter-American Investment Corp                                                  | CUSIP: 45828Q2C0<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $205167.87    | 0.01%             | 2028-09-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                                         | Inter-American Investment Corp                                                  | CUSIP: 45828Q2D8<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |    900000 | PA      | $913164.91    | 0.02%             | 2029-02-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                                         | Inter-American Investment Corp                                                  | CUSIP: 45828Q2F3<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |    700000 | PA      | $710283.52    | 0.02%             | 2030-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45865VAA8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125101.42    | 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        |    435000 | PA      | $433946.66    | 0.01%             | 2031-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    284000 | PA      | $280926.67    | 0.01%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    576000 | PA      | $573171.09    | 0.02%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    787000 | PA      | $721662.51    | 0.02%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    938000 | PA      | $799886.03    | 0.02%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    935000 | PA      | $937563.84    | 0.03%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    753000 | PA      | $760367.95    | 0.02%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    950000 | PA      | $955167.17    | 0.03%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    425000 | PA      | $443733.35    | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    678000 | PA      | $672734.01    | 0.02%             | 2028-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459056RA7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   3280000 | PA      | $3306997.52   | 0.09%             | 2035-08-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058GE7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1659000 | PA      | $1628146.90   | 0.04%             | 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        |   2389000 | PA      | $2227886.41   | 0.06%             | 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        |   3000000 | PA      | $2660353.74   | 0.07%             | 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        |   1900000 | PA      | $1658063.80   | 0.05%             | 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        |   3000000 | PA      | $2852962.44   | 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        |   2150000 | PA      | $1896715.51   | 0.05%             | 2031-02-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JW4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   3403000 | PA      | $3244433.51   | 0.09%             | 2028-04-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JZ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   3650000 | PA      | $3425635.89   | 0.09%             | 2028-09-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058KA0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   3200000 | PA      | $2822052.51   | 0.08%             | 2031-11-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058KJ1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2000000 | PA      | $1987783.12   | 0.05%             | 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        |   2000000 | PA      | $1994976.66   | 0.05%             | 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        |   3000000 | PA      | $3015594.30   | 0.08%             | 2030-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058KT9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2493671.65   | 0.07%             | 2028-07-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058KU6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2300000 | PA      | $2318154.13   | 0.06%             | 2030-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058KW2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2560148.23   | 0.07%             | 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        |   1600000 | PA      | $1664322.78   | 0.05%             | 2033-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058LA9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   3300000 | PA      | $3323067.89   | 0.09%             | 2031-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058LF8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1900000 | PA      | $1955862.66   | 0.05%             | 2031-04-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058LL5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2100000 | PA      | $2048571.90   | 0.06%             | 2034-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058LN1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   3700000 | PA      | $3721768.62   | 0.10%             | 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        |   3530000 | PA      | $3655284.89   | 0.10%             | 2032-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058LR2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   3870000 | PA      | $3925018.90   | 0.11%             | 2030-03-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058LT8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   3000000 | PA      | $3002358.93   | 0.08%             | 2028-05-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058LU5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   3400000 | PA      | $3403752.48   | 0.09%             | 2032-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058LY7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   3200000 | PA      | $3157392.48   | 0.09%             | 2030-10-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 45905CAA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $311112.70    | 0.01%             | 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        |   2000000 | PA      | $1840861.44   | 0.05%             | 2032-03-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 45906M4E8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    700000 | PA      | $702068.93    | 0.02%             | 2028-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200AR2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258657.69    | 0.01%             | 2027-08-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200BB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    214000 | PA      | $230905.62    | 0.01%             | 2032-11-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200JR3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    655000 | PA      | $652120.53    | 0.02%             | 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        |   1919000 | PA      | $1887517.08   | 0.05%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    381000 | PA      | $370957.42    | 0.01%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    759000 | PA      | $692156.96    | 0.02%             | 2030-05-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196836.62    | 0.01%             | 2027-02-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KN0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227122.26    | 0.01%             | 2032-02-09      | Fixed         | 2.72%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401927.11    | 0.01%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KU4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    450000 | PA      | $448542.28    | 0.01%             | 2032-07-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KX8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $607511.02    | 0.02%             | 2028-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KY6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506020.81    | 0.01%             | 2033-02-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    700000 | PA      | $710499.72    | 0.02%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $817698.63    | 0.02%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513304.41    | 0.01%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612836.67    | 0.02%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200LQ2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300222.30    | 0.01%             | 2029-02-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200LR0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299834.69    | 0.01%             | 2031-02-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200LS8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299465.78    | 0.01%             | 2033-02-03      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200LT6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $597921.82    | 0.02%             | 2036-02-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                         | International Flavors & Fragrances Inc                                          | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    263000 | PA      | $264200.38    | 0.01%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| INTL FINANCE CORP                                                                | International Finance Corp                                                      | CUSIP: 45950KCU2<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    359000 | PA      | $313167.52    | 0.01%             | 2030-08-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| INTL FINANCE CORP                                                                | International Finance Corp                                                      | CUSIP: 45950KDD9<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   1100000 | PA      | $1122722.27   | 0.03%             | 2028-07-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                      | CUSIP: 45950KDF4<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1006546.60   | 0.03%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| INTL FINANCE CORP                                                                | International Finance Corp                                                      | CUSIP: 45950KDH0<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   1400000 | PA      | $1425230.37   | 0.04%             | 2029-07-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                      | CUSIP: 45950KDK3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1017394.43   | 0.03%             | 2028-01-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                      | CUSIP: 45950VUS3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1002578.21   | 0.03%             | 2030-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | International Paper Co                                                          | CUSIP: 460146CM3<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299297.79    | 0.01%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325576.38    | 0.01%             | 2028-09-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AQ7<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    252000 | PA      | $247844.19    | 0.01%             | 2029-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276472.48    | 0.01%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157633.79    | 0.00%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    295000 | PA      | $294251.10    | 0.01%             | 2034-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    350000 | PA      | $364248.06    | 0.01%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                      | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    281000 | PA      | $271708.68    | 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        |    166000 | PA      | $149085.52    | 0.00%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                      | CUSIP: 46124HAF3<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    450000 | PA      | $463101.94    | 0.01%             | 2028-09-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                      | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $725818.44    | 0.02%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    330000 | PA      | $287440.97    | 0.01%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    491000 | PA      | $466710.46    | 0.01%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    262000 | PA      | $221622.65    | 0.01%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    296000 | PA      | $285660.94    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    300000 | PA      | $310843.45    | 0.01%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    288000 | PA      | $295543.49    | 0.01%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    397000 | PA      | $386867.12    | 0.01%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    250000 | PA      | $249345.32    | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                           | IPALCO Enterprises Inc                                                          | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    279000 | PA      | $273449.26    | 0.01%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                           | IPALCO Enterprises Inc                                                          | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254930.51    | 0.01%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA Inc                                                                       | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    350000 | PA      | $360707.74    | 0.01%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA Inc                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    671000 | PA      | $706105.34    | 0.02%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46513JB34<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    858000 | PA      | $797778.52    | 0.02%             | 2030-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | State of Israel                                                                 | CUSIP: 46513JXM8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    710000 | PA      | $659166.88    | 0.02%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46513YJH2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    982000 | PA      | $963993.92    | 0.03%             | 2028-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46514BRA7<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1150000 | PA      | $1122074.26   | 0.03%             | 2033-01-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1700000 | PA      | $1751076.36   | 0.05%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1300000 | PA      | $1334858.28   | 0.04%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1700000 | PA      | $1754304.44   | 0.05%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46514Y8B6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1500000 | PA      | $1552059.69   | 0.04%             | 2035-02-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                 | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    883000 | PA      | $848756.23    | 0.02%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                                | ITC Holdings Corp                                                               | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346606.69    | 0.01%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    266000 | PA      | $252662.89    | 0.01%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    322000 | PA      | $311154.09    | 0.01%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    588000 | PA      | $531553.61    | 0.01%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    750000 | PA      | $703637.24    | 0.02%             | 2032-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1257000 | PA      | $1310702.62   | 0.04%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    813000 | PA      | $818805.12    | 0.02%             | 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        |    829000 | PA      | $825263.66    | 0.02%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                       | CUSIP: 466313AH6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249545.18    | 0.01%             | 2028-01-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                       | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242037.77    | 0.01%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                       | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    369000 | PA      | $342617.35    | 0.01%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| JABIL INC                                                                        | Jabil Inc                                                                       | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    305000 | PA      | $305848.22    | 0.01%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1442242.28   | 0.04%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1529000 | PA      | $1514152.69   | 0.04%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1319000 | PA      | $1317873.15   | 0.04%             | 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        |   1749000 | PA      | $1755059.17   | 0.05%             | 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        |   1605000 | PA      | $1620269.78   | 0.04%             | 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        |   1529000 | PA      | $1507342.54   | 0.04%             | 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        |   2791000 | PA      | $2652438.49   | 0.07%             | 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        |   1959000 | PA      | $1973628.83   | 0.05%             | 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        |   1605000 | PA      | $1494632.69   | 0.04%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2091000 | PA      | $1969799.45   | 0.05%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976865.51    | 0.03%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    829000 | PA      | $736552.56    | 0.02%             | 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        |   2059000 | PA      | $1833259.60   | 0.05%             | 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        |   2342000 | PA      | $2137902.85   | 0.06%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1156961.13   | 0.03%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1872000 | PA      | $1686042.93   | 0.05%             | 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        |   2257000 | PA      | $2068921.46   | 0.06%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1798000 | PA      | $1805320.31   | 0.05%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1598000 | PA      | $1600245.93   | 0.04%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1264843.86   | 0.03%             | 2030-06-14      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2631899.84   | 0.07%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3188000 | PA      | $3238162.89   | 0.09%             | 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        |   2102000 | PA      | $2217431.25   | 0.06%             | 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        |   2815000 | PA      | $2910027.42   | 0.08%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1589919.78   | 0.04%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1497510.74   | 0.04%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1724000 | PA      | $1879969.18   | 0.05%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1589250.98   | 0.04%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1876000 | PA      | $1930470.50   | 0.05%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1579223.87   | 0.04%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $2031577.41   | 0.06%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1874020.40   | 0.05%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1770151.88   | 0.05%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2489026.43   | 0.07%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1044570.56   | 0.03%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1715401.71   | 0.05%             | 2028-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1723557.17   | 0.05%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1966504.26   | 0.05%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1012881.11   | 0.03%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1552270.18   | 0.04%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1773252.10   | 0.05%             | 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        |   2110000 | PA      | $2203049.86   | 0.06%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1329541.03   | 0.04%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2485000 | PA      | $2554554.65   | 0.07%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1238151.54   | 0.03%             | 2031-10-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1858148.74   | 0.05%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1042560.96   | 0.03%             | 2032-01-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1443705.00   | 0.04%             | 2037-01-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    925000 | PA      | $921792.87    | 0.03%             | 2037-02-05      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                       | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77545.76     | 0.00%             | 2029-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                       | CUSIP: 46656PAC8<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    255000 | PA      | $254902.56    | 0.01%             | 2029-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                       | CUSIP: 46656PAD6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    185000 | PA      | $182231.48    | 0.00%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                            | Jackson Financial Inc                                                           | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    379000 | PA      | $344785.62    | 0.01%             | 2031-11-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| JACKSON FINANCIAL INC                                                            | Jackson Financial Inc                                                           | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202657.51    | 0.01%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                            | Jackson Financial Inc                                                           | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196570.48    | 0.01%             | 2032-06-08      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                                                         | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    265000 | PA      | $278250.34    | 0.01%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| JACOBS ENGINEERING GROUP                                                         | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315385.44    | 0.01%             | 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        |    275000 | PA      | $276341.05    | 0.01%             | 2034-09-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048BE7<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    976000 | PA      | $964498.10    | 0.03%             | 2027-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048BM9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    900000 | PA      | $888542.34    | 0.02%             | 2027-07-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048BQ0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1200000 | PA      | $1179109.88   | 0.03%             | 2027-11-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048BT4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    610000 | PA      | $602347.06    | 0.02%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048BV9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    900000 | PA      | $892986.87    | 0.02%             | 2028-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CF3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    476000 | PA      | $445282.25    | 0.01%             | 2029-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CL0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1010000 | PA      | $885147.79    | 0.02%             | 2031-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CM8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1886000 | PA      | $1694781.36   | 0.05%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CQ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    900000 | PA      | $856085.96    | 0.02%             | 2029-02-16      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CU0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    500000 | PA      | $504962.84    | 0.01%             | 2027-10-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CY2<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    500000 | PA      | $513764.78    | 0.01%             | 2028-10-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CZ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    600000 | PA      | $609664.45    | 0.02%             | 2031-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048DA3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    600000 | PA      | $609730.24    | 0.02%             | 2034-04-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048DB1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1000000 | PA      | $1012098.41   | 0.03%             | 2027-07-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                          | CUSIP: 47109LAB0<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    800000 | PA      | $789407.42    | 0.02%             | 2027-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                          | CUSIP: 47109LAC8<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    500000 | PA      | $494969.05    | 0.01%             | 2028-06-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                          | CUSIP: 47109LAD6<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    300000 | PA      | $262861.42    | 0.01%             | 2030-07-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                          | CUSIP: 47109LAF1<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    500000 | PA      | $496509.36    | 0.01%             | 2027-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                          | CUSIP: 47109LAG9<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |   1000000 | PA      | $1003127.32   | 0.03%             | 2028-05-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                          | CUSIP: 47109LAH7<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    800000 | PA      | $820966.52    | 0.02%             | 2029-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                          | CUSIP: 47109LAJ3<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    700000 | PA      | $707047.45    | 0.02%             | 2030-05-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    500000 | PA      | $524906.46    | 0.01%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1022000 | PA      | $1125960.32   | 0.03%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JD.COM INC                                                                       | JD.com Inc                                                                      | CUSIP: 47215PAE6<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    478000 | PA      | $464469.13    | 0.01%             | 2030-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257688.20    | 0.01%             | 2027-06-08      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233JAG3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    409000 | PA      | $412010.41    | 0.01%             | 2027-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    679000 | PA      | $669928.30    | 0.02%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    374000 | PA      | $326627.68    | 0.01%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    629000 | PA      | $559845.49    | 0.02%             | 2031-10-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    535000 | PA      | $556064.08    | 0.02%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    925000 | PA      | $972981.54    | 0.03%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    475000 | PA      | $468596.72    | 0.01%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                          | Jersey Central Power & Light Co                                                 | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    470000 | PA      | $476269.07    | 0.01%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                          | Jersey Central Power & Light Co                                                 | CUSIP: 476556DG7<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249209.23    | 0.01%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                          | Jersey Central Power & Light Co                                                 | CUSIP: 476556DH5<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253153.25    | 0.01%             | 2036-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                          | Jersey Central Power & Light Co                                                 | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249902.03    | 0.01%             | 2029-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA                                                          | JetBlue 2019-1 Class AA Pass Through Trust                                      | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    251848 | PA      | $224909.30    | 0.01%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                                             | JetBlue 2020-1 Class A Pass Through Trust                                       | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    336408 | PA      | $320799.43    | 0.01%             | 2032-11-15      | Fixed         | 4.00%                 | 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        |    300000 | PA      | $312637.09    | 0.01%             | 2029-04-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS UNIVERSITY                                                         | Johns Hopkins University                                                        | CUSIP: 478115AH1<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127777.62    | 0.00%             | 2032-07-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160AL8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    450000 | PA      | $472233.82    | 0.01%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160BJ2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    578000 | PA      | $583643.74    | 0.02%             | 2033-12-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CE2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    636000 | PA      | $631582.45    | 0.02%             | 2027-03-03      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CK8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1099000 | PA      | $1084664.95   | 0.03%             | 2028-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    998000 | PA      | $957964.55    | 0.03%             | 2027-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1164000 | PA      | $1037663.11   | 0.03%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CU6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    600000 | PA      | $618867.84    | 0.02%             | 2029-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CV4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    800000 | PA      | $832026.46    | 0.02%             | 2031-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CW2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    400000 | PA      | $418459.13    | 0.01%             | 2034-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160DG6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    425000 | PA      | $429016.50    | 0.01%             | 2027-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160DH4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    495000 | PA      | $503835.71    | 0.01%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    625000 | PA      | $643147.96    | 0.02%             | 2030-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160DK7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    625000 | PA      | $647378.74    | 0.02%             | 2032-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    865000 | PA      | $897169.77    | 0.02%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| JOHNSON CONTROLS/TYCO FI                                                         | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    411000 | PA      | $367397.52    | 0.01%             | 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        |    351000 | PA      | $309566.35    | 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        |    475000 | PA      | $482885.62    | 0.01%             | 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        |     75000 | PA      | $80113.38     | 0.00%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                                             | Juniper Networks Inc                                                            | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    313000 | PA      | $306244.29    | 0.01%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                                             | Juniper Networks Inc                                                            | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222285.72    | 0.01%             | 2030-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    413000 | PA      | $414582.52    | 0.01%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    640000 | PA      | $649722.75    | 0.02%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AP5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225610.91    | 0.01%             | 2034-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                                                     | KKR & Co Inc                                                                    | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |    600000 | PA      | $593945.38    | 0.02%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    679000 | PA      | $673690.67    | 0.02%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                       | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    400000 | PA      | $458138.78    | 0.01%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                       | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    450000 | PA      | $446760.53    | 0.01%             | 2027-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                       | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    379000 | PA      | $381876.85    | 0.01%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                       | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    284000 | PA      | $260306.96    | 0.01%             | 2030-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                       | CUSIP: 487836BZ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207277.98    | 0.01%             | 2033-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| KEMPER CORP                                                                      | Kemper Corp                                                                     | CUSIP: 488401AC4<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223338.92    | 0.01%             | 2030-09-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| KEMPER CORP                                                                      | Kemper Corp                                                                     | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    326000 | PA      | $302238.31    | 0.01%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KENNAMETAL INC                                                                   | Kennametal Inc                                                                  | CUSIP: 489170AE0<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201711.12    | 0.01%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KENNAMETAL INC                                                                   | Kennametal Inc                                                                  | CUSIP: 489170AF7<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183861.68    | 0.01%             | 2031-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                            | Kentucky Utilities Co                                                           | CUSIP: 491674BN6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    275000 | PA      | $287815.31    | 0.01%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                      | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    615000 | PA      | $628426.53    | 0.02%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                      | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    660000 | PA      | $679004.30    | 0.02%             | 2030-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                      | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    720000 | PA      | $733268.34    | 0.02%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| KENVUE INC                                                                       | Kenvue Inc                                                                      | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    450000 | PA      | $459386.43    | 0.01%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    702000 | PA      | $707915.64    | 0.02%             | 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        |    413000 | PA      | $392641.33    | 0.01%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    213000 | PA      | $190538.30    | 0.01%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    632000 | PA      | $626126.37    | 0.02%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    615000 | PA      | $592290.40    | 0.02%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    543000 | PA      | $554458.14    | 0.02%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231051.90    | 0.01%             | 2031-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    325000 | PA      | $330405.71    | 0.01%             | 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        |    543000 | PA      | $548854.21    | 0.02%             | 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        |    250000 | PA      | $251055.57    | 0.01%             | 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        |    250000 | PA      | $251059.88    | 0.01%             | 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        |    450000 | PA      | $449579.52    | 0.01%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| KEYBANK NATIONAL ASSN                                                            | Keybank National Association                                                    | CUSIP: 49306CAB7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    550000 | PA      | $577088.10    | 0.02%             | 2028-02-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATIONAL ASSN                                                            | Keybank National Association                                                    | CUSIP: 49306SAA4<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251540.98    | 0.01%             | 2027-12-14      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                         | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    495000 | PA      | $495730.21    | 0.01%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                         | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    513000 | PA      | $485430.93    | 0.01%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                         | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    546000 | PA      | $534915.76    | 0.01%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| KEYCORP                                                                          | KeyCorp                                                                         | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    546000 | PA      | $544945.70    | 0.01%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                         | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    558000 | PA      | $604252.60    | 0.02%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                         | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    494000 | PA      | $505921.20    | 0.01%             | 2031-04-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| KEYCORP                                                                          | KeyCorp                                                                         | CUSIP: 49326EER0<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185145.98    | 0.01%             | 2037-01-28      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATIONAL ASSN                                                            | Keybank National Association                                                    | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515120.22    | 0.01%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATIONAL ASSN                                                            | Keybank National Association                                                    | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    450000 | PA      | $452717.87    | 0.01%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATIONAL ASSN                                                            | Keybank National Association                                                    | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    261000 | PA      | $256821.34    | 0.01%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATIONAL ASSN                                                            | Keybank National Association                                                    | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    550000 | PA      | $548698.79    | 0.02%             | 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        |    150000 | PA      | $156973.40    | 0.00%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                            | Keysight Technologies Inc                                                       | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    450000 | PA      | $452412.99    | 0.01%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                            | Keysight Technologies Inc                                                       | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    260000 | PA      | $249207.10    | 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        |    382000 | PA      | $384280.00    | 0.01%             | 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        |    484000 | PA      | $503422.91    | 0.01%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    260000 | PA      | $255454.93    | 0.01%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301553.10    | 0.01%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    329000 | PA      | $306850.09    | 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        |    234000 | PA      | $195463.54    | 0.01%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    300000 | PA      | $245520.63    | 0.01%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    250000 | PA      | $251810.54    | 0.01%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368BY8<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400516.06    | 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        |    350000 | PA      | $342193.38    | 0.01%             | 2029-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480475.77    | 0.01%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368CC5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143928.76    | 0.00%             | 2027-09-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368CD3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    375000 | PA      | $336083.96    | 0.01%             | 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        |    244000 | PA      | $246295.12    | 0.01%             | 2033-02-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAS8<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    250000 | PA      | $249882.49    | 0.01%             | 2027-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAW9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    350000 | PA      | $328288.02    | 0.01%             | 2030-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    166000 | PA      | $159499.03    | 0.00%             | 2028-03-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    239000 | PA      | $212236.48    | 0.01%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAZ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    500000 | PA      | $464009.84    | 0.01%             | 2032-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    372000 | PA      | $370329.85    | 0.01%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49447BAA1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    325000 | PA      | $357413.76    | 0.01%             | 2034-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    398000 | PA      | $395069.76    | 0.01%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    300000 | PA      | $344823.63    | 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        |    367000 | PA      | $386896.33    | 0.01%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    710000 | PA      | $728626.20    | 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        |    808000 | PA      | $835907.92    | 0.02%             | 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        |    602000 | PA      | $615091.82    | 0.02%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    837000 | PA      | $842192.18    | 0.02%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAR2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    523000 | PA      | $469125.22    | 0.01%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    562000 | PA      | $563296.45    | 0.02%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1012000 | PA      | $1041282.79   | 0.03%             | 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        |    375000 | PA      | $386446.55    | 0.01%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    753000 | PA      | $779197.55    | 0.02%             | 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        |    400000 | PA      | $423286.58    | 0.01%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| KINROSS GOLD CORP                                                                | Kinross Gold Corp                                                               | CUSIP: 496902AT4<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |    270000 | PA      | $293049.65    | 0.01%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KIRBY CORPORATION                                                                | Kirby Corp                                                                      | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250556.92    | 0.01%             | 2028-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                                             | Kite Realty Group LP                                                            | CUSIP: 49803XAE3<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |    272000 | PA      | $279568.89    | 0.01%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                                             | Kite Realty Group LP                                                            | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |    200000 | PA      | $202850.09    | 0.01%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                                             | Kite Realty Group LP                                                            | CUSIP: 49803XAG8<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |    185000 | PA      | $188975.40    | 0.01%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630DH8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $178440.21    | 0.00%             | 2031-01-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630DU9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $201023.25    | 0.01%             | 2032-09-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630DX3<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $798746.38    | 0.02%             | 2033-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630EA2<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    300000 | PA      | $312096.63    | 0.01%             | 2028-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630EB0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $539940.57    | 0.01%             | 2033-10-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630EC8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   2000000 | PA      | $2017070.08   | 0.06%             | 2027-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630ED6<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $816665.14    | 0.02%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630EE4<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $603150.13    | 0.02%             | 2027-10-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630EG9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $609541.07    | 0.02%             | 2028-02-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630EH7<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $825327.14    | 0.02%             | 2030-02-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630EK0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    575000 | PA      | $568397.64    | 0.02%             | 2030-09-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                        | CUSIP: 50064FAM6<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $594628.67    | 0.02%             | 2027-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                        | CUSIP: 50064FAQ7<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    700000 | PA      | $671646.52    | 0.02%             | 2029-06-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                        | CUSIP: 50064FAS3<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $351574.96    | 0.01%             | 2030-09-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                        | CUSIP: 50064FAX2<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    700000 | PA      | $715839.09    | 0.02%             | 2029-07-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                        | CUSIP: 50064FAY0<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    650000 | PA      | $643054.27    | 0.02%             | 2030-10-29      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769HS6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1150000 | PA      | $1133369.21   | 0.03%             | 2028-04-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1243000 | PA      | $1162501.07   | 0.03%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JG0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    789000 | PA      | $686967.51    | 0.02%             | 2030-09-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JT2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   2700000 | PA      | $2679939.65   | 0.07%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JW5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1650000 | PA      | $1655679.23   | 0.05%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JY1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   2600000 | PA      | $2603446.25   | 0.07%             | 2033-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KB9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1500000 | PA      | $1560429.69   | 0.04%             | 2030-10-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KC7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   3000000 | PA      | $3032790.42   | 0.08%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $2030330.12   | 0.06%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KE3<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   3000000 | PA      | $3024624.39   | 0.08%             | 2027-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KG8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $1997748.40   | 0.05%             | 2027-08-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KH6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1995000 | PA      | $2062410.89   | 0.06%             | 2030-03-18      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KJ2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $2012949.66   | 0.06%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KK9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   3000000 | PA      | $2995121.10   | 0.08%             | 2030-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KL7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $2011686.70   | 0.06%             | 2027-06-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KM5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $1995966.82   | 0.05%             | 2028-08-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396521.63    | 0.01%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAT3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    163000 | PA      | $165135.53    | 0.00%             | 2029-01-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    641000 | PA      | $626824.15    | 0.02%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    888000 | PA      | $885414.73    | 0.02%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBF2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    263000 | PA      | $260553.46    | 0.01%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    325000 | PA      | $333772.51    | 0.01%             | 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        |    325000 | PA      | $331962.44    | 0.01%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044BZ3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    252000 | PA      | $286683.01    | 0.01%             | 2031-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DJ7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    413000 | PA      | $411607.53    | 0.01%             | 2027-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DL2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    229000 | PA      | $232135.31    | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    393000 | PA      | $361584.79    | 0.01%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    483000 | PA      | $425439.22    | 0.01%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1370831.91   | 0.04%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                             | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192196.51    | 0.01%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                             | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    470000 | PA      | $428207.73    | 0.01%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                             | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    260000 | PA      | $272840.25    | 0.01%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| LKQ CORP                                                                         | LKQ Corp                                                                        | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    488000 | PA      | $500937.82    | 0.01%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                                                                         | LKQ Corp                                                                        | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $366215.64    | 0.01%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    550000 | PA      | $585024.53    | 0.02%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    490000 | PA      | $499081.19    | 0.01%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314653.87    | 0.01%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    452000 | PA      | $462164.24    | 0.01%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356648.44    | 0.01%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278993.01    | 0.01%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280431.66    | 0.01%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    475000 | PA      | $487709.43    | 0.01%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    233000 | PA      | $222496.50    | 0.01%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    513000 | PA      | $516667.69    | 0.01%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    542000 | PA      | $481289.82    | 0.01%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $1056228.39   | 0.03%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    651000 | PA      | $668869.27    | 0.02%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    650000 | PA      | $676091.51    | 0.02%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    451000 | PA      | $465294.95    | 0.01%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANC                                                         | LYB International Finance II BV                                                 | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |    380000 | PA      | $378052.35    | 0.01%             | 2027-03-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAG8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    384000 | PA      | $342681.19    | 0.01%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAL7<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    420000 | PA      | $422799.61    | 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        |    425000 | PA      | $419667.81    | 0.01%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305925.05    | 0.01%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60294.35     | 0.00%             | 2031-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88971.20     | 0.00%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAU6<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    413000 | PA      | $410918.78    | 0.01%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    400000 | PA      | $382189.19    | 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        |    256000 | PA      | $234939.02    | 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        |    375000 | PA      | $375233.11    | 0.01%             | 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        |    375000 | PA      | $374065.66    | 0.01%             | 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        |    575000 | PA      | $567257.46    | 0.02%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                                         | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp              | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              |  | US        |    300000 | PA      | $308335.46    | 0.01%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| LAM RESEARCH CORP                                                                | Lam Research Corp                                                               | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450161.75    | 0.01%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                                | Lam Research Corp                                                               | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    551000 | PA      | $501647.81    | 0.01%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110BT0<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   1400000 | PA      | $1372584.25   | 0.04%             | 2027-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110BY9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   1559000 | PA      | $1367809.82   | 0.04%             | 2030-09-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110CE2<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $632886.56    | 0.02%             | 2033-10-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110CF9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1027966.23   | 0.03%             | 2029-04-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110CG7<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    955000 | PA      | $968187.38    | 0.03%             | 2030-05-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                            | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487251.04    | 0.01%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                            | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    421000 | PA      | $428741.84    | 0.01%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                            | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    345000 | PA      | $359806.23    | 0.01%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                            | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    285000 | PA      | $297223.70    | 0.01%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                            | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    543000 | PA      | $555834.59    | 0.02%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                            | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156506.70    | 0.00%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENI USA INC                                                                      | Eni USA Inc                                                                     | CUSIP: 51808BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    301000 | PA      | $318254.55    | 0.01%             | 2027-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                 | Lazard Group LLC                                                                | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302160.43    | 0.01%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                 | Lazard Group LLC                                                                | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    379000 | PA      | $379961.60    | 0.01%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                 | Lazard Group LLC                                                                | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    219000 | PA      | $232331.24    | 0.01%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                 | Lazard Group LLC                                                                | CUSIP: 52107QAM7<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230082.23    | 0.01%             | 2035-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| LEAR CORP                                                                        | Lear Corp                                                                       | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348465.80    | 0.01%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                       | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    129000 | PA      | $128623.95    | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                       | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    254000 | PA      | $244420.34    | 0.01%             | 2030-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                       | CUSIP: 521865BC8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    209000 | PA      | $186797.83    | 0.01%             | 2032-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                                              | Leggett & Platt Inc                                                             | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246467.23    | 0.01%             | 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        |    279000 | PA      | $276069.57    | 0.01%             | 2029-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | Leidos Inc                                                                      | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499407.49    | 0.01%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    620000 | PA      | $558371.40    | 0.02%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | Leidos Inc                                                                      | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    350000 | PA      | $369359.97    | 0.01%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | Leidos Inc                                                                      | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    320000 | PA      | $332157.44    | 0.01%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | Leidos Inc                                                                      | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    350000 | PA      | $363166.17    | 0.01%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                                      | Lennar Corp                                                                     | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    309000 | PA      | $312047.35    | 0.01%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                                      | Lennar Corp                                                                     | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    218000 | PA      | $219574.76    | 0.01%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                                      | Lennar Corp                                                                     | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    450000 | PA      | $463685.49    | 0.01%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                         | Lennox International Inc                                                        | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    254000 | PA      | $262210.96    | 0.01%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                             | LXP Industrial Trust                                                            | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |    256000 | PA      | $234690.54    | 0.01%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                             | LXP Industrial Trust                                                            | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |    300000 | PA      | $262862.29    | 0.01%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457AZ1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    264000 | PA      | $269290.93    | 0.01%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BP2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    228000 | PA      | $226586.39    | 0.01%             | 2027-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    729000 | PA      | $719233.92    | 0.02%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    590000 | PA      | $601014.70    | 0.02%             | 2033-02-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CJ5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    840000 | PA      | $846583.42    | 0.02%             | 2027-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CK2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    704000 | PA      | $717086.91    | 0.02%             | 2029-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1006000 | PA      | $1016339.60   | 0.03%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CP1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402806.67    | 0.01%             | 2027-08-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    562000 | PA      | $567631.04    | 0.02%             | 2029-08-14      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $700667.08    | 0.02%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CU0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    675000 | PA      | $686057.72    | 0.02%             | 2028-02-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    773000 | PA      | $793083.38    | 0.02%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    675000 | PA      | $698190.95    | 0.02%             | 2032-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    879000 | PA      | $906074.97    | 0.02%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457DB1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    690000 | PA      | $694818.59    | 0.02%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457DC9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    725000 | PA      | $728457.42    | 0.02%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457DD7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    590000 | PA      | $597681.17    | 0.02%             | 2032-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    725000 | PA      | $733561.69    | 0.02%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273517.86    | 0.01%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    254000 | PA      | $242064.72    | 0.01%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    376000 | PA      | $356878.43    | 0.01%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184958.08    | 0.01%             | 2032-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    225000 | PA      | $234767.01    | 0.01%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187BZ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349971.81    | 0.01%             | 2035-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| LINEAGE OP LP                                                                    | Lineage OP LP                                                                   | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              |  | US        |    350000 | PA      | $352948.14    | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1289803.06   | 0.04%             | 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        |    678000 | PA      | $682743.35    | 0.02%             | 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        |    710000 | PA      | $719092.02    | 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        |    500000 | PA      | $582681.63    | 0.02%             | 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        |   1000000 | PA      | $1036158.36   | 0.03%             | 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        |    800000 | PA      | $831645.71    | 0.02%             | 2035-11-26      | Fixed         | 5.59%                 | No            |                  2 | On Loan: —       |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $812639.54    | 0.02%             | 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        |    800000 | PA      | $839170.41    | 0.02%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    678000 | PA      | $676046.80    | 0.02%             | 2028-03-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $915726.69    | 0.03%             | 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        |   1200000 | PA      | $1257582.44   | 0.03%             | 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        |   1000000 | PA      | $1046367.43   | 0.03%             | 2030-06-05      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $610773.68    | 0.02%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $797135.68    | 0.02%             | 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        |    800000 | PA      | $787876.81    | 0.02%             | 2036-11-04      | Fixed         | 4.94%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BC2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    382000 | PA      | $352062.42    | 0.01%             | 2035-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BP3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    316000 | PA      | $287178.89    | 0.01%             | 2030-06-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    632000 | PA      | $619623.39    | 0.02%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    420000 | PA      | $430040.66    | 0.01%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    800000 | PA      | $841613.33    | 0.02%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BZ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    294000 | PA      | $297734.59    | 0.01%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506103.35    | 0.01%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CC1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    242000 | PA      | $246044.61    | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303042.40    | 0.01%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CG2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    479000 | PA      | $492787.11    | 0.01%             | 2031-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302286.58    | 0.01%             | 2028-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    390000 | PA      | $393978.65    | 0.01%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    450000 | PA      | $458267.09    | 0.01%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP                                                                       | Loews Corp                                                                      | CUSIP: 540424AT5<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    349000 | PA      | $334580.66    | 0.01%             | 2030-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH                         | CUSIP: 54627RAS9<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    105000 | PA      | $107894.01    | 0.00%             | 2034-12-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                                            | Louisville Gas and Electric Co                                                  | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99186.21     | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661AK3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    260000 | PA      | $278369.42    | 0.01%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1056000 | PA      | $1046168.07   | 0.03%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    913000 | PA      | $901818.66    | 0.02%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    829000 | PA      | $838809.07    | 0.02%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    899000 | PA      | $849565.24    | 0.02%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    941000 | PA      | $837431.20    | 0.02%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $1038004.97   | 0.03%             | 2031-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    652000 | PA      | $615166.45    | 0.02%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    628000 | PA      | $624242.61    | 0.02%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    929000 | PA      | $891531.60    | 0.02%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    850000 | PA      | $868702.69    | 0.02%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EQ6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    552000 | PA      | $568127.73    | 0.02%             | 2033-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601334.31    | 0.02%             | 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        |    600000 | PA      | $600638.68    | 0.02%             | 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        |    700000 | PA      | $696861.88    | 0.02%             | 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        |    850000 | PA      | $846367.40    | 0.02%             | 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        |    750000 | PA      | $744151.64    | 0.02%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LUBRIZOL CORP                                                                    | Lubrizol Corp/The                                                               | CUSIP: 549271AF1<br>LEI: 549300TW3R1QXAWGC017 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112708.16    | 0.00%             | 2034-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                   | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    450000 | PA      | $453045.04    | 0.01%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                   | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    550000 | PA      | $551492.53    | 0.02%             | 2034-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                   | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    400000 | PA      | $433408.15    | 0.01%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                   | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    466000 | PA      | $495197.71    | 0.01%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                   | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147270.76    | 0.00%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                   | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1136276.48   | 0.03%             | 2036-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                   | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    486000 | PA      | $498323.22    | 0.01%             | 2031-07-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                   | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151507.05    | 0.00%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE US                                                                 | Sekisui House US Inc                                                            | CUSIP: 552676AT5<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192852.73    | 0.01%             | 2030-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE US                                                                 | Sekisui House US Inc                                                            | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    130000 | PA      | $116228.53    | 0.00%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                                         | Manufacturers & Traders Trust Co                                                | CUSIP: 55279HAQ3<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247592.81    | 0.01%             | 2027-08-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                                         | Manufacturers & Traders Trust Co                                                | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    650000 | PA      | $659098.02    | 0.02%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    829000 | PA      | $829651.85    | 0.02%             | 2027-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    829000 | PA      | $828632.50    | 0.02%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507679.15    | 0.01%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    409000 | PA      | $410213.00    | 0.01%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    935000 | PA      | $866913.40    | 0.02%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    656000 | PA      | $660793.72    | 0.02%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    605000 | PA      | $606610.36    | 0.02%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1072340.46   | 0.03%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    711000 | PA      | $718097.00    | 0.02%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    770000 | PA      | $778622.90    | 0.02%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    525000 | PA      | $526123.87    | 0.01%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    875000 | PA      | $882146.41    | 0.02%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI Inc                                                                        | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    735000 | PA      | $737472.83    | 0.02%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI Inc                                                                        | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98742.66     | 0.00%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MSD INVESTMENT CORP                                                              | MSD Investment Corp                                                             | CUSIP: 55354LAA7<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325561.57    | 0.01%             | 2030-05-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MSD INVESTMENT CORP                                                              | MSD Investment Corp                                                             | CUSIP: 55354LAC3<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248759.51    | 0.01%             | 2031-02-05      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| MAGNA INTERNATIONAL INC                                                          | Magna International Inc                                                         | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    505000 | PA      | $468420.70    | 0.01%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                                          | Magna International Inc                                                         | CUSIP: 559222AY0<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $291452.53    | 0.01%             | 2033-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| MAGNA INTERNATIONAL INC                                                          | Magna International Inc                                                         | CUSIP: 559222BA1<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $184533.61    | 0.01%             | 2029-03-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                                          | Magna International Inc                                                         | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $237091.00    | 0.01%             | 2035-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                         | Main Street Capital Corp                                                        | CUSIP: 56035LAH7<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    225000 | PA      | $234933.16    | 0.01%             | 2029-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| MAIN STREET CAPITAL CORP                                                         | Main Street Capital Corp                                                        | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178637.23    | 0.00%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                         | Main Street Capital Corp                                                        | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301752.03    | 0.01%             | 2028-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                           | Province of Manitoba Canada                                                     | CUSIP: 563469UY9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    159000 | PA      | $149721.67    | 0.00%             | 2028-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                           | Province of Manitoba Canada                                                     | CUSIP: 563469VC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    600000 | PA      | $596912.32    | 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        |    650000 | PA      | $669198.80    | 0.02%             | 2034-05-31      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                                         | Manufacturers & Traders Trust Co                                                | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504654.02    | 0.01%             | 2028-07-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | Manulife Financial Corp                                                         | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    413000 | PA      | $412104.66    | 0.01%             | 2032-02-24      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | Manulife Financial Corp                                                         | CUSIP: 56501RAK2<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    179000 | PA      | $175907.47    | 0.00%             | 2027-05-19      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | Manulife Financial Corp                                                         | CUSIP: 56501RAN6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    573000 | PA      | $548562.25    | 0.02%             | 2032-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | Manulife Financial Corp                                                         | CUSIP: 56501RAX4<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $224617.51    | 0.01%             | 2035-12-11      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    479000 | PA      | $476746.15    | 0.01%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    582000 | PA      | $599197.51    | 0.02%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    650000 | PA      | $671797.46    | 0.02%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| MAREX GROUP PLC                                                                  | Marex Group PLC                                                                 | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $468873.67    | 0.01%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                                  | Marex Group PLC                                                                 | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $305506.67    | 0.01%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    393000 | PA      | $380622.63    | 0.01%             | 2029-09-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    300000 | PA      | $324969.32    | 0.01%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1071000 | PA      | $1081438.39   | 0.03%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    560000 | PA      | $510966.55    | 0.01%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224439.39    | 0.01%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    374000 | PA      | $399243.58    | 0.01%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    400000 | PA      | $418264.26    | 0.01%             | 2033-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205731.33    | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    525000 | PA      | $531035.27    | 0.01%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    700000 | PA      | $712648.10    | 0.02%             | 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        |    600000 | PA      | $614317.97    | 0.02%             | 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        |   1215000 | PA      | $1226232.92   | 0.03%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903AY9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    431000 | PA      | $430726.96    | 0.01%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BB8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152454.82    | 0.00%             | 2028-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    829000 | PA      | $839797.49    | 0.02%             | 2030-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    676000 | PA      | $630802.39    | 0.02%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    702000 | PA      | $651154.81    | 0.02%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    444000 | PA      | $386964.28    | 0.01%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    434000 | PA      | $440926.91    | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    490000 | PA      | $500880.29    | 0.01%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BN2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    542000 | PA      | $562478.44    | 0.02%             | 2028-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    194000 | PA      | $198313.25    | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    630000 | PA      | $646554.32    | 0.02%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    418000 | PA      | $426583.94    | 0.01%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    728000 | PA      | $746228.90    | 0.02%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BT9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    345000 | PA      | $354755.53    | 0.01%             | 2032-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110360.22    | 0.00%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175297.91    | 0.00%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    375000 | PA      | $379902.68    | 0.01%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284AQ9<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    163000 | PA      | $162074.91    | 0.00%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284AT3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297778.61    | 0.01%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    179000 | PA      | $167027.67    | 0.00%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    561000 | PA      | $506039.21    | 0.01%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    507000 | PA      | $516667.07    | 0.01%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                          | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    429000 | PA      | $414553.08    | 0.01%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                          | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    393000 | PA      | $363959.04    | 0.01%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                          | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $264622.84    | 0.01%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                          | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $270937.85    | 0.01%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                          | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $276403.76    | 0.01%             | 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        |    225000 | PA      | $227806.96    | 0.01%             | 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        |    525000 | PA      | $539574.53    | 0.01%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | Masco Corp                                                                      | CUSIP: 574599BP0<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    109000 | PA      | $97640.74     | 0.00%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | Masco Corp                                                                      | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    413000 | PA      | $365644.43    | 0.01%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | Masco Corp                                                                      | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285327.34    | 0.01%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST SPL OBLG REVENUE                                               | CUSIP: 576004HE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    320000 | PA      | $319447.48    | 0.01%             | 2029-07-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                                                       | MasTec Inc                                                                      | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    296000 | PA      | $309712.36    | 0.01%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAJ3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    179000 | PA      | $178267.12    | 0.00%             | 2028-02-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    543000 | PA      | $526637.24    | 0.01%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    902000 | PA      | $880147.05    | 0.02%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    353000 | PA      | $351461.37    | 0.01%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    325000 | PA      | $291940.91    | 0.01%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    456000 | PA      | $405946.65    | 0.01%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAW4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    410000 | PA      | $419090.34    | 0.01%             | 2028-03-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    556000 | PA      | $569366.02    | 0.02%             | 2033-03-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    574000 | PA      | $584888.48    | 0.02%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QBA1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    215000 | PA      | $216690.88    | 0.01%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    600000 | PA      | $602837.41    | 0.02%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    874000 | PA      | $867707.51    | 0.02%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QBF0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    615000 | PA      | $625396.02    | 0.02%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QBG8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    325000 | PA      | $336483.80    | 0.01%             | 2032-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                       | Mattel Inc                                                                      | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353321.35    | 0.01%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347422.79    | 0.01%             | 2027-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AQ0<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    209000 | PA      | $194343.27    | 0.01%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    314000 | PA      | $277646.14    | 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        |    300000 | PA      | $303566.64    | 0.01%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AU1<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    425000 | PA      | $417546.79    | 0.01%             | 2034-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496150.35    | 0.01%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFB5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    548000 | PA      | $546100.02    | 0.01%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    677000 | PA      | $676480.12    | 0.02%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFJ8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    573000 | PA      | $546878.44    | 0.01%             | 2029-09-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFM1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    450000 | PA      | $416256.71    | 0.01%             | 2030-03-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    628000 | PA      | $625345.47    | 0.02%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    574000 | PA      | $562901.16    | 0.02%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406493.70    | 0.01%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    450000 | PA      | $459207.88    | 0.01%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFV1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    375000 | PA      | $385107.76    | 0.01%             | 2033-08-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFX7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205753.65    | 0.01%             | 2029-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFY5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414156.98    | 0.01%             | 2034-05-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFZ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    450000 | PA      | $457788.76    | 0.01%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    622000 | PA      | $627814.48    | 0.02%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MGB4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226435.36    | 0.01%             | 2031-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MGC2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226667.91    | 0.01%             | 2036-02-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                   | CUSIP: 581557BJ3<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    229000 | PA      | $228837.14    | 0.01%             | 2028-02-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                   | CUSIP: 581557BT1<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    310000 | PA      | $317361.71    | 0.01%             | 2028-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                   | CUSIP: 581557BU8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    302000 | PA      | $311121.20    | 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        |    325000 | PA      | $326662.30    | 0.01%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                   | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    375000 | PA      | $380861.76    | 0.01%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                   | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    375000 | PA      | $385228.80    | 0.01%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                   | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    475000 | PA      | $490178.20    | 0.01%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| MEDTRONIC INC                                                                    | Medtronic Inc                                                                   | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |   1238000 | PA      | $1211845.27   | 0.03%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                                         | Medtronic Global Holdings SCA                                                   | CUSIP: 58507LBB4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    650000 | PA      | $654983.16    | 0.02%             | 2028-03-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                                         | Medtronic Global Holdings SCA                                                   | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    705000 | PA      | $704185.61    | 0.02%             | 2033-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                                                 | MercadoLibre Inc                                                                | CUSIP: 58733RAF9<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |    350000 | PA      | $323728.54    | 0.01%             | 2031-01-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                                                 | MercadoLibre Inc                                                                | CUSIP: 58733RAG7<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |    450000 | PA      | $445005.21    | 0.01%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1218000 | PA      | $1200419.23   | 0.03%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    793000 | PA      | $710288.78    | 0.02%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    733000 | PA      | $715218.28    | 0.02%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    695000 | PA      | $660263.58    | 0.02%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1150669.15   | 0.03%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBH7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100713.00    | 0.00%             | 2028-05-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBJ3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403499.87    | 0.01%             | 2030-05-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    902000 | PA      | $906608.01    | 0.02%             | 2033-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBP9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    475000 | PA      | $476421.18    | 0.01%             | 2027-09-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBQ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    475000 | PA      | $475884.85    | 0.01%             | 2030-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBR5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    675000 | PA      | $681531.40    | 0.02%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBS3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1186953.33   | 0.03%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBW4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    285000 | PA      | $284858.03    | 0.01%             | 2029-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    675000 | PA      | $672272.33    | 0.02%             | 2031-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    610000 | PA      | $610757.35    | 0.02%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    960000 | PA      | $951509.95    | 0.03%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MERCURY GENERAL CORP                                                             | Mercury General Corp                                                            | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49989.86     | 0.00%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                                              | Meritage Homes Corp                                                             | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    314000 | PA      | $319796.48    | 0.01%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RAE8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    400000 | PA      | $446326.14    | 0.01%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    652000 | PA      | $724136.31    | 0.02%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    666000 | PA      | $708847.76    | 0.02%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    629000 | PA      | $640934.01    | 0.02%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    512000 | PA      | $537127.52    | 0.01%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    594000 | PA      | $615568.45    | 0.02%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    570000 | PA      | $597878.30    | 0.02%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    986000 | PA      | $924237.59    | 0.03%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2458000 | PA      | $2449747.02   | 0.07%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CQ5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    229000 | PA      | $228605.07    | 0.01%             | 2027-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CS1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    247000 | PA      | $220812.67    | 0.01%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: —       |
| MICROCHIP TECHNOLOGY INC                                                         | Microchip Technology Inc                                                        | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    600000 | PA      | $613971.03    | 0.02%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | Microchip Technology Inc                                                        | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    602000 | PA      | $611399.33    | 0.02%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | Microchip Technology Inc                                                        | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    650000 | PA      | $664731.72    | 0.02%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    363000 | PA      | $373904.43    | 0.01%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    710000 | PA      | $716365.87    | 0.02%             | 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        |    603000 | PA      | $543248.03    | 0.01%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    464000 | PA      | $493480.93    | 0.01%             | 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        |    600000 | PA      | $638431.37    | 0.02%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    603000 | PA      | $626175.29    | 0.02%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    643000 | PA      | $680020.62    | 0.02%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    294000 | PA      | $310292.93    | 0.01%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    800000 | PA      | $858713.85    | 0.02%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    413000 | PA      | $411443.61    | 0.01%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAP2<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    296000 | PA      | $297408.57    | 0.01%             | 2028-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    413000 | PA      | $411038.30    | 0.01%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAR8<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    163000 | PA      | $154110.27    | 0.00%             | 2030-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    378000 | PA      | $332286.15    | 0.01%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAV9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    125000 | PA      | $125873.06    | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    175000 | PA      | $182442.06    | 0.00%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAX5<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    275000 | PA      | $276245.19    | 0.01%             | 2035-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAY3<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    200000 | PA      | $199170.17    | 0.01%             | 2033-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AB1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    291000 | PA      | $327624.75    | 0.01%             | 2031-12-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AQ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    274000 | PA      | $272129.70    | 0.01%             | 2027-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    563000 | PA      | $557739.22    | 0.02%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    225000 | PA      | $234106.31    | 0.01%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                                             | Mississippi Power Co                                                            | CUSIP: 605417CB8<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300089.96    | 0.01%             | 2028-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AN4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    590000 | PA      | $589088.51    | 0.02%             | 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        |    529000 | PA      | $524816.22    | 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        |    729000 | PA      | $729737.85    | 0.02%             | 2028-03-02      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BC7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    640000 | PA      | $641869.49    | 0.02%             | 2028-09-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1159000 | PA      | $1150307.14   | 0.03%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1300000 | PA      | $1260568.54   | 0.03%             | 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        |   1010000 | PA      | $944856.93    | 0.03%             | 2030-02-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    910000 | PA      | $827488.27    | 0.02%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1310000 | PA      | $1169465.68   | 0.03%             | 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        |    600000 | PA      | $537384.93    | 0.01%             | 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        |    750000 | PA      | $738517.45    | 0.02%             | 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        |    600000 | PA      | $544753.36    | 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        |    600000 | PA      | $600597.35    | 0.02%             | 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        |    400000 | PA      | $392549.07    | 0.01%             | 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        |    800000 | PA      | $819488.62    | 0.02%             | 2033-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    900000 | PA      | $912462.54    | 0.02%             | 2028-07-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    955000 | PA      | $975137.50    | 0.03%             | 2028-09-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CR3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    450000 | PA      | $469481.16    | 0.01%             | 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        |    980000 | PA      | $1006310.26   | 0.03%             | 2029-02-22      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    440000 | PA      | $457404.40    | 0.01%             | 2031-02-22      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CX0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    755000 | PA      | $786018.28    | 0.02%             | 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        |    335000 | PA      | $343411.54    | 0.01%             | 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        |    600000 | PA      | $623303.05    | 0.02%             | 2034-04-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $618450.68    | 0.02%             | 2030-04-17      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1034402.04   | 0.03%             | 2035-04-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $411617.56    | 0.01%             | 2031-01-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DH4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $834094.21    | 0.02%             | 2036-01-16      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    280000 | PA      | $288003.91    | 0.01%             | 2031-04-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1043949.67   | 0.03%             | 2036-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $602248.34    | 0.02%             | 2031-09-12      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $505743.53    | 0.01%             | 2036-09-12      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DS0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $601059.11    | 0.02%             | 2032-01-14      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DT8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $598870.52    | 0.02%             | 2037-01-14      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAK5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $199613.26    | 0.01%             | 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        |    678000 | PA      | $670552.50    | 0.02%             | 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        |    800000 | PA      | $801984.22    | 0.02%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: —       |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAT6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $601622.52    | 0.02%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    678000 | PA      | $653283.46    | 0.02%             | 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        |    420000 | PA      | $399713.96    | 0.01%             | 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        |    300000 | PA      | $278429.75    | 0.01%             | 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        |    678000 | PA      | $617575.05    | 0.02%             | 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        |    450000 | PA      | $403693.13    | 0.01%             | 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        |    400000 | PA      | $355196.06    | 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        |    400000 | PA      | $355709.28    | 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        |    610000 | PA      | $546275.67    | 0.01%             | 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        |    200000 | PA      | $193853.30    | 0.01%             | 2030-05-22      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $613290.72    | 0.02%             | 2028-09-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCM9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $528652.58    | 0.01%             | 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        |    600000 | PA      | $620869.32    | 0.02%             | 2029-05-27      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCR8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $314987.34    | 0.01%             | 2031-05-27      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCT4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $632882.26    | 0.02%             | 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        |    800000 | PA      | $830918.85    | 0.02%             | 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        |    600000 | PA      | $633511.21    | 0.02%             | 2034-07-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDD8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    440000 | PA      | $455235.37    | 0.01%             | 2030-05-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDE6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $417217.36    | 0.01%             | 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        |    600000 | PA      | $620655.08    | 0.02%             | 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        |    550000 | PA      | $573719.29    | 0.02%             | 2035-07-10      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $820510.42    | 0.02%             | 2031-05-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDJ5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $412288.85    | 0.01%             | 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        |    610000 | PA      | $616676.02    | 0.02%             | 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        |    800000 | PA      | $819141.94    | 0.02%             | 2036-07-08      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                                            | Mohawk Industries Inc                                                           | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    425000 | PA      | $413406.85    | 0.01%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                                            | Mohawk Industries Inc                                                           | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260716.59    | 0.01%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207AM7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260587.79    | 0.01%             | 2028-05-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    459000 | PA      | $432617.13    | 0.01%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207AX3<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    240000 | PA      | $209790.48    | 0.01%             | 2031-02-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207AY1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    413000 | PA      | $355225.36    | 0.01%             | 2032-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    545000 | PA      | $537100.93    | 0.01%             | 2027-03-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207BB0<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $458892.45    | 0.01%             | 2032-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207BC8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280434.67    | 0.01%             | 2029-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207BE4<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    325000 | PA      | $323123.48    | 0.01%             | 2034-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207BF1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    442000 | PA      | $444175.08    | 0.01%             | 2028-05-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207BG9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151414.18    | 0.00%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207BH7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357483.37    | 0.01%             | 2035-05-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    196000 | PA      | $193531.72    | 0.01%             | 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        |    129000 | PA      | $130069.99    | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    592000 | PA      | $526456.37    | 0.01%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346033.47    | 0.01%             | 2032-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369BA2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228576.79    | 0.01%             | 2034-08-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                           | Morgan Stanley Bank NA                                                          | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1069800.48   | 0.03%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                           | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1426799.67   | 0.04%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                           | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    925000 | PA      | $937810.33    | 0.03%             | 2028-07-14      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2017000 | PA      | $2030502.69   | 0.06%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2159000 | PA      | $2026233.98   | 0.06%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2086000 | PA      | $2024947.79   | 0.06%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1742000 | PA      | $1528705.97   | 0.04%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1872000 | PA      | $1644640.04   | 0.04%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $458763.34    | 0.01%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1766000 | PA      | $1754474.55   | 0.05%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1834982.79   | 0.05%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2563000 | PA      | $2273098.99   | 0.06%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2017000 | PA      | $1772613.64   | 0.05%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1546000 | PA      | $1386978.33   | 0.04%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1562000 | PA      | $1423885.79   | 0.04%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1454000 | PA      | $1457223.93   | 0.04%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1178000 | PA      | $1196785.50   | 0.03%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1380345.96   | 0.04%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1619000 | PA      | $1679192.88   | 0.05%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1881000 | PA      | $2051823.24   | 0.06%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1524582.37   | 0.04%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1266212.20   | 0.03%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1747178.72   | 0.05%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $2039840.66   | 0.06%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1525527.24   | 0.04%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1656184.19   | 0.05%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1353923.10   | 0.04%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1078000 | PA      | $1198366.53   | 0.03%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1463215.34   | 0.04%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1738000 | PA      | $1796599.38   | 0.05%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    900000 | PA      | $942425.67    | 0.03%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    825000 | PA      | $840423.16    | 0.02%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1473838.23   | 0.04%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1781000 | PA      | $1882899.13   | 0.05%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1566742.95   | 0.04%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2091000 | PA      | $2142578.24   | 0.06%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1999186.60   | 0.05%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1237084.40   | 0.03%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1698984.23   | 0.05%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1874203.80   | 0.05%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1564301.27   | 0.04%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1886752.25   | 0.05%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1303555.94   | 0.04%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1526211.13   | 0.04%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1948656.96   | 0.05%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1263974.59   | 0.03%             | 2030-01-09      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1368922.70   | 0.04%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1520230.78   | 0.04%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1263000 | PA      | $1262579.22   | 0.03%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT                                                            | Morgan Stanley Direct Lending Fund                                              | CUSIP: 61774AAF0<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257799.13    | 0.01%             | 2029-05-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY DIRECT                                                            | Morgan Stanley Direct Lending Fund                                              | CUSIP: 61774AAG8<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254457.31    | 0.01%             | 2030-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY PVT BANK                                                          | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1249612.73   | 0.03%             | 2030-02-08      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                          | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1328355.43   | 0.04%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                          | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2147596.61   | 0.06%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                          | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1393924.60   | 0.04%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                          | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000729.42   | 0.05%             | 2031-11-19      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                   | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    272000 | PA      | $279499.11    | 0.01%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                   | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    419000 | PA      | $419243.16    | 0.01%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                   | CUSIP: 61945CAH6<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206361.19    | 0.01%             | 2028-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                   | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65216.14     | 0.00%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                   | CUSIP: 61945CAK9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70187.16     | 0.00%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    413000 | PA      | $417399.43    | 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        |    399000 | PA      | $403708.81    | 0.01%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    638000 | PA      | $579887.42    | 0.02%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    550000 | PA      | $504867.58    | 0.01%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    368000 | PA      | $386930.94    | 0.01%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410131.91    | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617730.95    | 0.02%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    425000 | PA      | $433143.29    | 0.01%             | 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        |    225000 | PA      | $232168.18    | 0.01%             | 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        |    525000 | PA      | $544670.78    | 0.01%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                        | Mylan Inc                                                                       | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    660000 | PA      | $661881.06    | 0.02%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS                                                                     | NMI Holdings Inc                                                                | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |    275000 | PA      | $285125.88    | 0.01%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NVR INC                                                                          | NVR Inc                                                                         | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $475057.90    | 0.01%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                                           | NXP BV / NXP Funding LLC                                                        | CUSIP: 62947QBC1<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    400000 | PA      | $413986.08    | 0.01%             | 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        |    462000 | PA      | $414063.11    | 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: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    641000 | PA      | $642349.57    | 0.02%             | 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        |    300000 | PA      | $296760.73    | 0.01%             | 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        |    489000 | PA      | $471453.35    | 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        |    661000 | PA      | $598286.92    | 0.02%             | 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        |    612000 | PA      | $619624.16    | 0.02%             | 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        |    400000 | PA      | $402011.56    | 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        |    180000 | PA      | $180782.00    | 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        |    375000 | PA      | $377900.60    | 0.01%             | 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: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    475000 | PA      | $480043.00    | 0.01%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    543000 | PA      | $480772.34    | 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        |    552000 | PA      | $568672.62    | 0.02%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    628000 | PA      | $656129.82    | 0.02%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                            | CUSIP: 632525CA7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    775000 | PA      | $784326.00    | 0.02%             | 2027-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                            | CUSIP: 632525CJ8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    470000 | PA      | $474793.66    | 0.01%             | 2028-06-13      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                            | CUSIP: 632525CK5<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $507815.79    | 0.01%             | 2030-06-13      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                            | CUSIP: 632525CQ2<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $249815.09    | 0.01%             | 2028-12-13      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                            | CUSIP: 632525CR0<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $249763.62    | 0.01%             | 2031-01-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                            | CUSIP: 63253QAB0<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    700000 | PA      | $714754.99    | 0.02%             | 2028-01-12      | Fixed         | 4.94%                 | No            |                  2 | On Loan: —       |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                            | CUSIP: 63253QAE4<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    400000 | PA      | $409554.29    | 0.01%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                            | CUSIP: 63253QAG9<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    750000 | PA      | $768002.35    | 0.02%             | 2029-01-10      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                            | CUSIP: 63253QAJ3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    630000 | PA      | $640836.62    | 0.02%             | 2027-06-11      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                            | CUSIP: 63253QAL8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $514409.95    | 0.01%             | 2030-01-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                            | CUSIP: 63254ABE7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1002232.51   | 0.03%             | 2027-06-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                          | National Bank of Canada                                                         | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $782070.56    | 0.02%             | 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        |    750000 | PA      | $758433.80    | 0.02%             | 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        |    250000 | PA      | $252210.46    | 0.01%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                          | National Bank of Canada                                                         | CUSIP: 63307A3K9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $250522.38    | 0.01%             | 2029-01-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                             | National Fuel Gas Co                                                            | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    252000 | PA      | $251196.01    | 0.01%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| NATIONAL FUEL GAS CO                                                             | National Fuel Gas Co                                                            | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    252000 | PA      | $255074.52    | 0.01%             | 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        |    413000 | PA      | $377604.79    | 0.01%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                             | National Fuel Gas Co                                                            | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    490000 | PA      | $506893.03    | 0.01%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                             | National Fuel Gas Co                                                            | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167629.24    | 0.00%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | National Grid PLC                                                               | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $516722.73    | 0.01%             | 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        |    450000 | PA      | $476856.62    | 0.01%             | 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        |    595000 | PA      | $613817.59    | 0.02%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR                                                         | National Health Investors Inc                                                   | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              |  | US        |    350000 | PA      | $318915.33    | 0.01%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR                                                         | National Health Investors Inc                                                   | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              |  | US        |    120000 | PA      | $120090.64    | 0.00%             | 2033-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                                          | NOV Inc                                                                         | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    329000 | PA      | $321728.86    | 0.01%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AK2<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    274000 | PA      | $271810.24    | 0.01%             | 2027-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AL0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    229000 | PA      | $230316.20    | 0.01%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    300000 | PA      | $278724.22    | 0.01%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    200000 | PA      | $208510.02    | 0.01%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    325000 | PA      | $335516.56    | 0.01%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    400000 | PA      | $402607.28    | 0.01%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    257000 | PA      | $305630.59    | 0.01%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432MS1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    600000 | PA      | $582820.27    | 0.02%             | 2032-11-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NN1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297403.32    | 0.01%             | 2027-04-25      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NP6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    709000 | PA      | $703100.64    | 0.02%             | 2028-02-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NS0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296746.32    | 0.01%             | 2029-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    386000 | PA      | $359730.44    | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172563.52    | 0.00%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NX9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    500000 | PA      | $434575.85    | 0.01%             | 2031-06-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    413000 | PA      | $374824.61    | 0.01%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195629.70    | 0.01%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    275000 | PA      | $294554.05    | 0.01%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432PB5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209851.34    | 0.01%             | 2053-09-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279944.23    | 0.01%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFG2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218829.89    | 0.01%             | 2028-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFJ6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    575000 | PA      | $589900.50    | 0.02%             | 2028-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFM9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252476.07    | 0.01%             | 2027-02-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFN7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255862.57    | 0.01%             | 2029-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFP2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206586.81    | 0.01%             | 2031-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFR8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177510.91    | 0.00%             | 2027-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFS6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309878.98    | 0.01%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150563.85    | 0.00%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    361000 | PA      | $366497.44    | 0.01%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFX5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123228.17    | 0.00%             | 2030-02-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301446.57    | 0.01%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HGB2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160327.06    | 0.00%             | 2027-12-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HGC0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174763.77    | 0.00%             | 2030-12-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $369857.09    | 0.01%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    825000 | PA      | $844489.76    | 0.02%             | 2028-09-30      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 639057AH1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $749779.98    | 0.02%             | 2034-03-02      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $832822.04    | 0.02%             | 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        |    600000 | PA      | $609895.54    | 0.02%             | 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        |   1000000 | PA      | $1055435.77   | 0.03%             | 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        |    600000 | PA      | $631289.53    | 0.02%             | 2034-06-01      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $816635.74    | 0.02%             | 2030-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $820305.27    | 0.02%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                       | NetApp Inc                                                                      | CUSIP: 64110DAJ3<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391248.03    | 0.01%             | 2027-06-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                       | NetApp Inc                                                                      | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $372638.96    | 0.01%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| NETAPP INC                                                                       | NetApp Inc                                                                      | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    425000 | PA      | $441156.22    | 0.01%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                       | NetApp Inc                                                                      | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    405000 | PA      | $421113.40    | 0.01%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | Netflix Inc                                                                     | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    914000 | PA      | $932694.19    | 0.03%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | Netflix Inc                                                                     | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1363720.31   | 0.04%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | Netflix Inc                                                                     | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    500000 | PA      | $534707.59    | 0.01%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | Netflix Inc                                                                     | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    858000 | PA      | $871166.04    | 0.02%             | 2034-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                 | CUSIP: 641423CC0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    472000 | PA      | $466476.05    | 0.01%             | 2029-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                 | CUSIP: 641423CD8<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    329000 | PA      | $304099.51    | 0.01%             | 2030-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| PROV OF NEW BRUNSWICK                                                            | Province of New Brunswick Canada                                                | CUSIP: 642869AM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |    179000 | PA      | $178306.30    | 0.00%             | 2028-02-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | NEW JERSEY ST ECON DEV AUTH LEASE REVENUE                                       | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   1201000 | PA      | $1251022.30   | 0.03%             | 2029-02-15      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN FINANCE COR                                                         | New Mountain Finance Corp                                                       | CUSIP: 647551AF7<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254748.99    | 0.01%             | 2029-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| NEW MOUNTAIN FINANCE COR                                                         | New Mountain Finance Corp                                                       | CUSIP: 647551AG5<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202415.28    | 0.01%             | 2027-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                            | CUSIP: 64985SFE8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    600000 | PA      | $618665.86    | 0.02%             | 2035-07-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| NEWMARKET CORP                                                                   | NewMarket Corp                                                                  | CUSIP: 651587AG2<br>LEI: 54930082CG88ERDREQ47 | Long             | DBT              | CORP              | US        |    294000 | PA      | $269210.02    | 0.01%             | 2031-03-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                    | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    364000 | PA      | $391361.20    | 0.01%             | 2035-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                    | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    550000 | PA      | $498369.14    | 0.01%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN                                                           | Newmont Corp / Newcrest Finance Pty Ltd                                         | CUSIP: 65163LAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    358000 | PA      | $344983.42    | 0.01%             | 2030-05-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN                                                           | Newmont Corp / Newcrest Finance Pty Ltd                                         | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    634000 | PA      | $660129.21    | 0.02%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $1123651.90   | 0.03%             | 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        |    350000 | PA      | $346632.24    | 0.01%             | 2077-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    700000 | PA      | $687768.05    | 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        |   1009000 | PA      | $961707.00    | 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        |   2308000 | PA      | $2123672.60   | 0.06%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1116000 | PA      | $1064865.13   | 0.03%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    849000 | PA      | $757242.39    | 0.02%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010183.57   | 0.03%             | 2027-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    670000 | PA      | $685127.29    | 0.02%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1233792.64   | 0.03%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    904000 | PA      | $920428.84    | 0.03%             | 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        |    500000 | PA      | $514393.03    | 0.01%             | 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        |    700000 | PA      | $715263.84    | 0.02%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    800000 | PA      | $819685.65    | 0.02%             | 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        |    800000 | PA      | $819777.38    | 0.02%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    625000 | PA      | $636224.26    | 0.02%             | 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        |    875000 | PA      | $902226.70    | 0.02%             | 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        |    550000 | PA      | $571191.09    | 0.02%             | 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        |    675000 | PA      | $696264.51    | 0.02%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AJ2<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    619000 | PA      | $612318.51    | 0.02%             | 2027-03-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    999000 | PA      | $952714.26    | 0.03%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    629000 | PA      | $603086.35    | 0.02%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    750000 | PA      | $730763.28    | 0.02%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    666000 | PA      | $585409.76    | 0.02%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    821000 | PA      | $841557.06    | 0.02%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    310000 | PA      | $320493.07    | 0.01%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    725000 | PA      | $746696.03    | 0.02%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412512.59    | 0.01%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    800000 | PA      | $815849.75    | 0.02%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    853000 | PA      | $848130.56    | 0.02%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                                                        | Nokia Oyj                                                                       | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    350000 | PA      | $350129.26    | 0.01%             | 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        |    835000 | PA      | $793821.91    | 0.02%             | 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        |    510000 | PA      | $471921.48    | 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        |    650000 | PA      | $586964.19    | 0.02%             | 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        |    700000 | PA      | $667456.45    | 0.02%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    450000 | PA      | $409024.69    | 0.01%             | 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        |    478000 | PA      | $457245.35    | 0.01%             | 2029-01-22      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBC2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $415967.59    | 0.01%             | 2029-07-06      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $406581.76    | 0.01%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBH1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206228.88    | 0.01%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBK4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $645491.20    | 0.02%             | 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        |    550000 | PA      | $573922.70    | 0.02%             | 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        |    300000 | PA      | $322077.97    | 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        |    400000 | PA      | $408017.66    | 0.01%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: —       |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    655000 | PA      | $689066.32    | 0.02%             | 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        |    400000 | PA      | $405866.54    | 0.01%             | 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        |    400000 | PA      | $410870.89    | 0.01%             | 2035-06-29      | Fixed         | 5.49%                 | No            |                  2 | On Loan: —       |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HCE7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $396725.08    | 0.01%             | 2036-06-10      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                                           | Nordic Investment Bank                                                          | CUSIP: 65562QBV6<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $298914.48    | 0.01%             | 2027-09-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                                           | Nordic Investment Bank                                                          | CUSIP: 65562QBW4<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    900000 | PA      | $913798.58    | 0.02%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                                           | Nordic Investment Bank                                                          | CUSIP: 65562QBY0<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1016573.18   | 0.03%             | 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        |   1000000 | PA      | $998714.48    | 0.03%             | 2030-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                                                     | Nordson Corp                                                                    | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87979.66     | 0.00%             | 2028-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                                                     | Nordson Corp                                                                    | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    275000 | PA      | $290591.00    | 0.01%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                                                     | Nordson Corp                                                                    | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    375000 | PA      | $377511.79    | 0.01%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844AJ7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    260000 | PA      | $272641.83    | 0.01%             | 2027-05-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BT4<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    249000 | PA      | $246633.35    | 0.01%             | 2027-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BZ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    446000 | PA      | $444595.23    | 0.01%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    107000 | PA      | $101467.34    | 0.00%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CK2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    372000 | PA      | $336673.05    | 0.01%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CM8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    174000 | PA      | $160587.36    | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    314000 | PA      | $312111.94    | 0.01%             | 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        |    440000 | PA      | $454635.69    | 0.01%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262981.94    | 0.01%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357393.07    | 0.01%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NORTH HAVEN PRIVATE INC                                                          | North Haven Private Income Fund LLC                                             | CUSIP: 65960NAB6<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199119.36    | 0.01%             | 2030-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NORTH HAVEN PRIVATE INC                                                          | North Haven Private Income Fund LLC                                             | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199333.28    | 0.01%             | 2028-09-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CT4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    372000 | PA      | $337571.21    | 0.01%             | 2031-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507875.15    | 0.01%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                             | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    600000 | PA      | $592044.46    | 0.02%             | 2032-05-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                             | CUSIP: 665859AT1<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    313000 | PA      | $312331.65    | 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        |    313000 | PA      | $305189.13    | 0.01%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                             | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    650000 | PA      | $595358.43    | 0.02%             | 2030-05-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                             | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    633000 | PA      | $634906.53    | 0.02%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                             | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    610000 | PA      | $662751.13    | 0.02%             | 2032-11-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                             | CUSIP: 665859AY0<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    365000 | PA      | $364936.16    | 0.01%             | 2030-11-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                             | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189179.16    | 0.01%             | 2040-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397763.58    | 0.01%             | 2027-02-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1239758.50   | 0.03%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    573000 | PA      | $577181.19    | 0.02%             | 2030-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    778000 | PA      | $784698.35    | 0.02%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807CK6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    325000 | PA      | $330281.85    | 0.01%             | 2029-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807CL4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    532000 | PA      | $538735.25    | 0.01%             | 2034-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    450000 | PA      | $457460.10    | 0.01%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    340000 | PA      | $351373.70    | 0.01%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| NORTHWEST PIPELINE LLC                                                           | Northwest Pipeline LLC                                                          | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |    368000 | PA      | $368052.87    | 0.01%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    565000 | PA      | $560763.06    | 0.02%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    231000 | PA      | $227106.00    | 0.01%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1159000 | PA      | $1071985.77   | 0.03%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAT5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    635000 | PA      | $632860.31    | 0.02%             | 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        |    475000 | PA      | $472943.44    | 0.01%             | 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        |    669000 | PA      | $652975.35    | 0.02%             | 2034-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAX6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    375000 | PA      | $376107.35    | 0.01%             | 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        |   1175000 | PA      | $1174881.16   | 0.03%             | 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        |    575000 | PA      | $572446.90    | 0.02%             | 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        |    575000 | PA      | $569331.35    | 0.02%             | 2035-11-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    322000 | PA      | $319536.72    | 0.01%             | 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        |    600000 | PA      | $584811.50    | 0.02%             | 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        |    300000 | PA      | $296735.06    | 0.01%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAR8<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176186.11    | 0.00%             | 2031-08-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414076.30    | 0.01%             | 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        |    450000 | PA      | $458006.20    | 0.01%             | 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        |    275000 | PA      | $281453.32    | 0.01%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    379000 | PA      | $379164.11    | 0.01%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    379000 | PA      | $356271.92    | 0.01%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    409000 | PA      | $380396.95    | 0.01%             | 2032-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    366000 | PA      | $368455.90    | 0.01%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AZ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    325000 | PA      | $330548.45    | 0.01%             | 2030-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    325000 | PA      | $331094.69    | 0.01%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    994000 | PA      | $950029.58    | 0.03%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    974000 | PA      | $927583.44    | 0.03%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    773000 | PA      | $696393.40    | 0.02%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    284000 | PA      | $262788.51    | 0.01%             | 2035-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $499966.54    | 0.01%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    279000 | PA      | $263966.68    | 0.01%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    460000 | PA      | $467987.44    | 0.01%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $304656.58    | 0.01%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $411966.26    | 0.01%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MBE7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $276479.12    | 0.01%             | 2027-03-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MBF4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $413928.61    | 0.01%             | 2032-03-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                                               | nVent Finance Sarl                                                              | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    354000 | PA      | $355884.04    | 0.01%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                                               | nVent Finance Sarl                                                              | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    220000 | PA      | $197420.00    | 0.01%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                                               | nVent Finance Sarl                                                              | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    274000 | PA      | $285751.77    | 0.01%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OGE ENERGY CORP                                                                  | OGE Energy Corp                                                                 | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207119.65    | 0.01%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NUVEEN CHURCHILL DIRECT                                                          | Nuveen Churchill Direct Lending Corp                                            | CUSIP: 67090SAA6<br>LEI: 254900X3ULEP6XX7HG39 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204776.47    | 0.01%             | 2030-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    452000 | PA      | $449505.53    | 0.01%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    279000 | PA      | $280844.73    | 0.01%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    329000 | PA      | $326517.06    | 0.01%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249428.29    | 0.01%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    362000 | PA      | $317854.78    | 0.01%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403426.71    | 0.01%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351919.57    | 0.01%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                                           | Oaktree Specialty Lending Corp                                                  | CUSIP: 67401PAC2<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146872.40    | 0.00%             | 2027-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| OAKTREE SPECIALTY LEND                                                           | Oaktree Specialty Lending Corp                                                  | CUSIP: 67401PAD0<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206681.83    | 0.01%             | 2029-02-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                                           | Oaktree Specialty Lending Corp                                                  | CUSIP: 67401PAE8<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244066.31    | 0.01%             | 2030-02-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: —       |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $563149.31    | 0.02%             | 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        |    252000 | PA      | $289501.84    | 0.01%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    600000 | PA      | $692433.01    | 0.02%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    754000 | PA      | $810673.04    | 0.02%             | 2030-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    532000 | PA      | $562456.04    | 0.02%             | 2031-01-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    740000 | PA      | $760621.11    | 0.02%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    880000 | PA      | $899528.28    | 0.02%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CJ6<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    900000 | PA      | $911121.82    | 0.02%             | 2028-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CL1<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |   1000000 | PA      | $1012016.32   | 0.03%             | 2029-01-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CM9<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    920000 | PA      | $933027.81    | 0.03%             | 2027-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CN7<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    700000 | PA      | $700023.77    | 0.02%             | 2029-09-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CP2<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    975000 | PA      | $1000052.16   | 0.03%             | 2030-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CQ0<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |   1000000 | PA      | $1008042.20   | 0.03%             | 2028-05-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CR8<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |   1000000 | PA      | $995610.99    | 0.03%             | 2030-09-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                   | CUSIP: 677415CS8<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    364000 | PA      | $340462.68    | 0.01%             | 2030-04-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                   | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    359000 | PA      | $314702.46    | 0.01%             | 2031-01-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                   | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    328000 | PA      | $331186.32    | 0.01%             | 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        |    250000 | PA      | $260390.62    | 0.01%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BT7<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    268000 | PA      | $266920.74    | 0.01%             | 2028-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BU4<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192869.82    | 0.01%             | 2030-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BV2<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     79000 | PA      | $76012.76     | 0.00%             | 2030-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BX8<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312942.84    | 0.01%             | 2033-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                                           | Old Republic International Corp                                                 | CUSIP: 680223AM6<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207456.54    | 0.01%             | 2034-03-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                               | CUSIP: 681919BB1<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    455000 | PA      | $421526.22    | 0.01%             | 2030-04-30      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                               | CUSIP: 681919BC9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347801.84    | 0.01%             | 2030-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                               | CUSIP: 681919BD7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    583000 | PA      | $529746.57    | 0.01%             | 2031-08-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                               | CUSIP: 681919BG0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    375000 | PA      | $382358.18    | 0.01%             | 2034-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                               | CUSIP: 681919BP0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    326000 | PA      | $328881.86    | 0.01%             | 2028-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                               | CUSIP: 681919BQ8<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    529000 | PA      | $534052.20    | 0.01%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                               | CUSIP: 681919BR6<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    185000 | PA      | $166410.82    | 0.00%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    425000 | PA      | $426137.56    | 0.01%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    413000 | PA      | $416513.58    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    356000 | PA      | $345199.50    | 0.01%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    582000 | PA      | $544679.03    | 0.01%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    400000 | PA      | $355045.62    | 0.01%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    175000 | PA      | $178084.43    | 0.00%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233DAP2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    263000 | PA      | $301179.14    | 0.01%             | 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        |    300000 | PA      | $338193.39    | 0.01%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBH6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    193000 | PA      | $191757.75    | 0.01%             | 2028-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    729000 | PA      | $688915.70    | 0.02%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    296000 | PA      | $289176.01    | 0.01%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    519000 | PA      | $518128.84    | 0.01%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCQ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    488000 | PA      | $491718.78    | 0.01%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    351000 | PA      | $371552.08    | 0.01%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356298.04    | 0.01%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    325000 | PA      | $327532.62    | 0.01%             | 2027-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    405000 | PA      | $415684.19    | 0.01%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                      | ONE Gas Inc                                                                     | CUSIP: 68235PAH1<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182614.19    | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                      | ONE Gas Inc                                                                     | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196780.31    | 0.01%             | 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        |    367000 | PA      | $377875.89    | 0.01%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AN3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $634595.74    | 0.02%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249856.24    | 0.01%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    413000 | PA      | $416563.67    | 0.01%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    459000 | PA      | $460538.38    | 0.01%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    489000 | PA      | $474699.81    | 0.01%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284705.30    | 0.01%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    495000 | PA      | $530858.54    | 0.01%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    620000 | PA      | $662817.18    | 0.02%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519163.02    | 0.01%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    425000 | PA      | $447424.28    | 0.01%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $741770.41    | 0.02%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BS1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    225000 | PA      | $214327.76    | 0.01%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752776.40    | 0.02%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    372000 | PA      | $373018.04    | 0.01%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    608000 | PA      | $610786.77    | 0.02%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1088248.93   | 0.03%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    270000 | PA      | $278423.78    | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CU5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $360620.62    | 0.01%             | 2034-09-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    575000 | PA      | $577790.81    | 0.02%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    675000 | PA      | $680369.74    | 0.02%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234AQ1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    829000 | PA      | $801430.97    | 0.02%             | 2027-05-21      | Fixed         | 1.05%                 | No            |                  2 | On Loan: —       |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    959000 | PA      | $844381.28    | 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        |   1000000 | PA      | $894259.58    | 0.02%             | 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        |    900000 | PA      | $940180.73    | 0.03%             | 2034-04-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234AW8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1300000 | PA      | $1295824.54   | 0.04%             | 2029-09-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234C97<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1610000 | PA      | $1651558.04   | 0.05%             | 2035-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234D21<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1300000 | PA      | $1289856.62   | 0.04%             | 2035-11-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234DB1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    800000 | PA      | $794232.40    | 0.02%             | 2027-05-19      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234DQ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1800000 | PA      | $1823605.51   | 0.05%             | 2029-01-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234ET1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   2000000 | PA      | $2061066.04   | 0.06%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234EV6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   2000000 | PA      | $1997924.56   | 0.05%             | 2030-09-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 68323AFG4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    329000 | PA      | $308986.55    | 0.01%             | 2029-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 68323AFH2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    659000 | PA      | $586845.38    | 0.02%             | 2031-02-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1082545.48   | 0.03%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBD6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    387000 | PA      | $360916.08    | 0.01%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $904549.23    | 0.02%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1588484.65   | 0.04%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1407000 | PA      | $1382821.11   | 0.04%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2056000 | PA      | $1899878.36   | 0.05%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1238000 | PA      | $1182072.84   | 0.03%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2023000 | PA      | $1816871.35   | 0.05%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    949000 | PA      | $989465.39    | 0.03%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1208000 | PA      | $1259803.28   | 0.03%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    430000 | PA      | $430645.72    | 0.01%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    430000 | PA      | $425311.57    | 0.01%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    930000 | PA      | $895567.19    | 0.02%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    975000 | PA      | $958151.84    | 0.03%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1066365.39   | 0.03%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1107609.28   | 0.03%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    960000 | PA      | $957989.93    | 0.03%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $975093.85    | 0.03%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1854453.28   | 0.05%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1461491.48   | 0.04%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2435183.58   | 0.07%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| State of Oregon                                                                  | OREGON ST                                                                       | CUSIP: 68607LXQ5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |    612604 | PA      | $622146.00    | 0.02%             | 2027-06-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686329AB9<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    325000 | PA      | $334356.08    | 0.01%             | 2035-02-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686330AJ0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $398194.89    | 0.01%             | 2027-07-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686330AN1<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    413000 | PA      | $371743.65    | 0.01%             | 2031-03-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686330AP6<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    363000 | PA      | $351964.28    | 0.01%             | 2032-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686330AQ4<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203153.89    | 0.01%             | 2027-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686330AR2<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $413052.06    | 0.01%             | 2032-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686330AS0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    525000 | PA      | $534631.71    | 0.01%             | 2029-09-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686330AV3<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    225000 | PA      | $225238.99    | 0.01%             | 2030-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                                           | Orlando Health Obligated Group                                                  | CUSIP: 686514AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $208884.28    | 0.01%             | 2035-10-01      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| OSHKOSH CORP                                                                     | Oshkosh Corp                                                                    | CUSIP: 688225AH4<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238609.65    | 0.01%             | 2030-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    340000 | PA      | $333650.68    | 0.01%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    977000 | PA      | $915411.56    | 0.03%             | 2030-02-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAP2<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    410000 | PA      | $422093.54    | 0.01%             | 2028-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAR8<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    437000 | PA      | $452566.95    | 0.01%             | 2031-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAS6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    335000 | PA      | $339212.85    | 0.01%             | 2035-09-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    450000 | PA      | $464153.61    | 0.01%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    370000 | PA      | $392892.81    | 0.01%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    270000 | PA      | $268122.90    | 0.01%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220534.23    | 0.01%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AM3<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    290000 | PA      | $281685.17    | 0.01%             | 2030-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    299000 | PA      | $304769.65    | 0.01%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    422000 | PA      | $443472.05    | 0.01%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| BLUE OWL TECHNOLOGY FINA                                                         | Blue Owl Technology Finance Corp                                                | CUSIP: 691205AG3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146584.71    | 0.00%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    252000 | PA      | $251587.17    | 0.01%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    600000 | PA      | $623914.52    | 0.02%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    352000 | PA      | $373228.64    | 0.01%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    470000 | PA      | $480946.24    | 0.01%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    398000 | PA      | $420441.26    | 0.01%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                                         | Blue Owl Technology Finance Corp II                                             | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410531.61    | 0.01%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| BLUE OWL CAPITAL CORP                                                            | Blue Owl Capital Corp                                                           | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220412.85    | 0.01%             | 2027-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | Blue Owl Capital Corp                                                           | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    526000 | PA      | $498522.91    | 0.01%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | Blue Owl Capital Corp                                                           | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    758000 | PA      | $766119.07    | 0.02%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | Blue Owl Capital Corp                                                           | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    280000 | PA      | $282636.45    | 0.01%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | Blue Owl Capital Corp                                                           | CUSIP: 69122JAC0<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127285.03    | 0.00%             | 2027-04-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    364000 | PA      | $371124.76    | 0.01%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BH9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401039.41    | 0.01%             | 2035-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    450000 | PA      | $445979.27    | 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        |   1073000 | PA      | $1057314.33   | 0.03%             | 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        |   1331000 | PA      | $1252647.53   | 0.03%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BA2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    629000 | PA      | $567333.00    | 0.02%             | 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        |    450000 | PA      | $445422.55    | 0.01%             | 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        |    648000 | PA      | $697077.23    | 0.02%             | 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        |    675000 | PA      | $691659.91    | 0.02%             | 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        |   1175000 | PA      | $1196493.03   | 0.03%             | 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        |   1658000 | PA      | $1716075.40   | 0.05%             | 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        |    300000 | PA      | $320333.80    | 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        |   1399000 | PA      | $1570654.38   | 0.04%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1012000 | PA      | $1060963.68   | 0.03%             | 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        |   1276000 | PA      | $1327726.13   | 0.04%             | 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        |    920000 | PA      | $946776.15    | 0.03%             | 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        |   1180000 | PA      | $1197217.70   | 0.03%             | 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        |    510000 | PA      | $526572.24    | 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        |   1100000 | PA      | $1141219.89   | 0.03%             | 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        |    575000 | PA      | $587015.02    | 0.02%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1152164.22   | 0.03%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    320000 | PA      | $319932.02    | 0.01%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                      | PNC Bank NA                                                                     | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    900000 | PA      | $900099.07    | 0.02%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                      | PNC Bank NA                                                                     | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473028.17    | 0.01%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                               | PPG Industries Inc                                                              | CUSIP: 693506BP1<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398994.73    | 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        |    129000 | PA      | $123523.59    | 0.00%             | 2029-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                               | PPG Industries Inc                                                              | CUSIP: 693506BS5<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279833.86    | 0.01%             | 2030-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                               | PPG Industries Inc                                                              | CUSIP: 693506BY2<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298953.82    | 0.01%             | 2031-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511217.51    | 0.01%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403373.53    | 0.01%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                                          | PPL Capital Funding Inc                                                         | CUSIP: 69352PAQ6<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297521.44    | 0.01%             | 2030-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                                          | PPL Capital Funding Inc                                                         | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    455000 | PA      | $464036.79    | 0.01%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                      | PNC Bank NA                                                                     | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494263.33    | 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        |    250000 | PA      | $247391.53    | 0.01%             | 2028-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                      | PNC Bank NA                                                                     | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    750000 | PA      | $755210.35    | 0.02%             | 2028-07-21      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                                                         | PVH Corp                                                                        | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355831.41    | 0.01%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RR65<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221311.02    | 0.01%             | 2027-02-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RS31<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203564.00    | 0.01%             | 2028-01-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RS80<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    525000 | PA      | $535765.25    | 0.01%             | 2029-01-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RS98<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    375000 | PA      | $385486.70    | 0.01%             | 2034-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RT22<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254136.07    | 0.01%             | 2027-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RT30<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    325000 | PA      | $328550.07    | 0.01%             | 2027-08-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200399.73    | 0.01%             | 2029-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RT63<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    325000 | PA      | $330192.91    | 0.01%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RT71<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203559.92    | 0.01%             | 2030-05-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RT89<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226803.61    | 0.01%             | 2027-06-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RT97<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125624.27    | 0.00%             | 2028-08-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RU20<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201029.05    | 0.01%             | 2028-11-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RU38<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175222.35    | 0.00%             | 2029-02-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198171.98    | 0.01%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    655000 | PA      | $645874.30    | 0.02%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201960.54    | 0.01%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    483000 | PA      | $469150.97    | 0.01%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1211000 | PA      | $1094661.66   | 0.03%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    550000 | PA      | $544200.81    | 0.01%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2006000 | PA      | $2001233.12   | 0.05%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    550000 | PA      | $511844.92    | 0.01%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    516000 | PA      | $502088.81    | 0.01%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218995.19    | 0.01%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    293000 | PA      | $286903.24    | 0.01%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406299.67    | 0.01%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    450000 | PA      | $473140.00    | 0.01%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    428000 | PA      | $453773.61    | 0.01%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    465000 | PA      | $487934.42    | 0.01%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    640000 | PA      | $689869.08    | 0.02%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    535000 | PA      | $593274.08    | 0.02%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413369.08    | 0.01%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    800000 | PA      | $830063.76    | 0.02%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    775000 | PA      | $794441.75    | 0.02%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407319.82    | 0.01%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    715000 | PA      | $748125.34    | 0.02%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251915.58    | 0.01%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114BT4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $228833.71    | 0.01%             | 2031-11-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: —       |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114BZ0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199617.46    | 0.01%             | 2035-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    354000 | PA      | $345239.02    | 0.01%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    254000 | PA      | $234238.88    | 0.01%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358257.81    | 0.01%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    800000 | PA      | $823725.91    | 0.02%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    784000 | PA      | $796016.52    | 0.02%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                       | CUSIP: 695156AT6<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346509.00    | 0.01%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                       | CUSIP: 695156AU3<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    388000 | PA      | $371391.66    | 0.01%             | 2029-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                       | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    220000 | PA      | $231953.42    | 0.01%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                       | CUSIP: 695156AY5<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    315000 | PA      | $319106.87    | 0.01%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                               | Panama Government International Bond                                            | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    600000 | PA      | $641953.82    | 0.02%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                               | Panama Government International Bond                                            | CUSIP: 698299AK0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    500000 | PA      | $568389.77    | 0.02%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    833000 | PA      | $820549.82    | 0.02%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    978000 | PA      | $917857.67    | 0.03%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1700000 | PA      | $1405527.02   | 0.04%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    600000 | PA      | $527301.39    | 0.01%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1500000 | PA      | $1569892.70   | 0.04%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    600000 | PA      | $662825.59    | 0.02%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    145000 | PA      | $160332.90    | 0.00%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AJ3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    482000 | PA      | $478907.06    | 0.01%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    859000 | PA      | $836837.85    | 0.02%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    614000 | PA      | $617464.65    | 0.02%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    332000 | PA      | $336547.65    | 0.01%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 70109HAM7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    422000 | PA      | $408886.14    | 0.01%             | 2034-11-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| PARTNERRE FINANCE B LLC                                                          | PartnerRe Finance B LLC                                                         | CUSIP: 70213BAB7<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    268000 | PA      | $262130.03    | 0.01%             | 2029-07-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                                                          | PartnerRe Finance B LLC                                                         | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    354000 | PA      | $335446.81    | 0.01%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                                         | Patterson-UTI Energy Inc                                                        | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247496.48    | 0.01%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                                         | Patterson-UTI Energy Inc                                                        | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303514.40    | 0.01%             | 2029-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                                         | Patterson-UTI Energy Inc                                                        | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    300000 | PA      | $323050.26    | 0.01%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                      | Paychex Inc                                                                     | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    908000 | PA      | $933276.86    | 0.03%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                      | Paychex Inc                                                                     | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    900000 | PA      | $930159.52    | 0.03%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                      | Paychex Inc                                                                     | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    735000 | PA      | $761864.01    | 0.02%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $1010518.71   | 0.03%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    652000 | PA      | $603834.57    | 0.02%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250474.93    | 0.01%             | 2027-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    770000 | PA      | $767691.28    | 0.02%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAP8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    673000 | PA      | $686526.75    | 0.02%             | 2034-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAS2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283023.70    | 0.01%             | 2028-03-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253077.42    | 0.01%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                                         | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55290.77     | 0.00%             | 2028-11-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                                         | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $70551.29     | 0.00%             | 2032-11-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                                                             | Pentair Finance Sarl                                                            | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    256000 | PA      | $257138.59    | 0.01%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| PENTAIR FINANCE SARL                                                             | Pentair Finance Sarl                                                            | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    322000 | PA      | $341373.47    | 0.01%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    963000 | PA      | $953441.40    | 0.03%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EG9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    150000 | PA      | $163158.76    | 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        |    729000 | PA      | $697137.13    | 0.02%             | 2029-07-29      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448ER5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    256000 | PA      | $252878.12    | 0.01%             | 2027-03-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $974829.85    | 0.03%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    646000 | PA      | $585542.33    | 0.02%             | 2030-05-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    464000 | PA      | $407240.70    | 0.01%             | 2031-02-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    816000 | PA      | $724866.20    | 0.02%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    445000 | PA      | $444077.56    | 0.01%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    837000 | PA      | $821137.00    | 0.02%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FR4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    456000 | PA      | $463100.99    | 0.01%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FS2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    550000 | PA      | $557506.73    | 0.02%             | 2033-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FX1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    425000 | PA      | $433344.45    | 0.01%             | 2029-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FY9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    425000 | PA      | $432768.45    | 0.01%             | 2034-07-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448GA0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304198.48    | 0.01%             | 2028-02-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448GB8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    700000 | PA      | $715015.85    | 0.02%             | 2030-02-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    854000 | PA      | $874910.61    | 0.02%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448GD4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100640.26    | 0.00%             | 2027-02-07      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448GH5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    435000 | PA      | $439262.61    | 0.01%             | 2030-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448GJ1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    375000 | PA      | $381971.04    | 0.01%             | 2032-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    775000 | PA      | $788081.13    | 0.02%             | 2035-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    575000 | PA      | $579228.91    | 0.02%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FIN                                                            | Pepsico Singapore Financing I Pte Ltd                                           | CUSIP: 713466AA8<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |    225000 | PA      | $226838.97    | 0.01%             | 2027-02-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FIN                                                            | Pepsico Singapore Financing I Pte Ltd                                           | CUSIP: 713466AB6<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |    225000 | PA      | $228785.58    | 0.01%             | 2029-02-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FIN                                                            | Pepsico Singapore Financing I Pte Ltd                                           | CUSIP: 713466AD2<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |    325000 | PA      | $326650.54    | 0.01%             | 2034-02-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                      | Revvity Inc                                                                     | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    529000 | PA      | $510806.63    | 0.01%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                      | Revvity Inc                                                                     | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181476.42    | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                      | Revvity Inc                                                                     | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    330000 | PA      | $311401.07    | 0.01%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                      | Revvity Inc                                                                     | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    368000 | PA      | $324806.50    | 0.01%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1300000 | PA      | $1628709.89   | 0.04%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638BU5<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    180000 | PA      | $180486.27    | 0.00%             | 2027-08-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    282000 | PA      | $265887.15    | 0.01%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   2159000 | PA      | $1992630.66   | 0.05%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    620000 | PA      | $514275.61    | 0.01%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: —       |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1450000 | PA      | $1258199.60   | 0.03%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    750000 | PA      | $763662.96    | 0.02%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   2818000 | PA      | $2846114.74   | 0.08%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1788000 | PA      | $1821449.96   | 0.05%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   3407000 | PA      | $3442031.29   | 0.09%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EP4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    359000 | PA      | $358358.01    | 0.01%             | 2028-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1218000 | PA      | $1205280.75   | 0.03%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    829000 | PA      | $782417.36    | 0.02%             | 2030-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    683000 | PA      | $618477.35    | 0.02%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    629000 | PA      | $554019.18    | 0.02%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400750.45    | 0.01%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601659.85    | 0.02%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081FF5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $800176.89    | 0.02%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081FJ7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    255000 | PA      | $255874.43    | 0.01%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHARMACIA LLC                                                                    | Pharmacia LLC                                                                   | CUSIP: 71713UAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $428280.48    | 0.01%             | 2028-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CB3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    579000 | PA      | $573072.59    | 0.02%             | 2027-08-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246237.87    | 0.01%             | 2028-03-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $781507.64    | 0.02%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    659000 | PA      | $604271.27    | 0.02%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    543000 | PA      | $483987.26    | 0.01%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1061727.12   | 0.03%             | 2027-11-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    667000 | PA      | $700928.00    | 0.02%             | 2029-11-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    901000 | PA      | $960610.71    | 0.03%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1086000 | PA      | $1105953.03   | 0.03%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1342122.57   | 0.04%             | 2030-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1403785.54   | 0.04%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    477000 | PA      | $491985.64    | 0.01%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    443000 | PA      | $465121.26    | 0.01%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    575000 | PA      | $607848.38    | 0.02%             | 2033-09-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302898.68    | 0.01%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    900000 | PA      | $921293.27    | 0.03%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    752000 | PA      | $777892.22    | 0.02%             | 2031-02-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1083152.72   | 0.03%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403796.56    | 0.01%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406774.47    | 0.01%             | 2029-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509041.24    | 0.01%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402130.22    | 0.01%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    390000 | PA      | $391811.71    | 0.01%             | 2028-04-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    475000 | PA      | $477701.11    | 0.01%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    460000 | PA      | $458820.00    | 0.01%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    465000 | PA      | $464387.88    | 0.01%             | 2028-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    425000 | PA      | $420287.43    | 0.01%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DZ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    525000 | PA      | $516335.25    | 0.01%             | 2032-10-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    575000 | PA      | $561009.50    | 0.02%             | 2035-10-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286AY3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1100000 | PA      | $1313100.94   | 0.04%             | 2030-02-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286BB2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1243000 | PA      | $1432314.92   | 0.04%             | 2031-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286BD8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    600000 | PA      | $660778.94    | 0.02%             | 2032-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1000000 | PA      | $1107965.83   | 0.03%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CC9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1578000 | PA      | $1547797.71   | 0.04%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CG0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    989000 | PA      | $978935.03    | 0.03%             | 2029-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CJ4<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    710000 | PA      | $660318.86    | 0.02%             | 2030-05-05      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CK1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    828000 | PA      | $720155.75    | 0.02%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CN5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    500000 | PA      | $434692.46    | 0.01%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CR6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    600000 | PA      | $565246.36    | 0.02%             | 2032-09-29      | Fixed         | 3.56%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CT2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $421724.78    | 0.01%             | 2033-04-13      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CV7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    600000 | PA      | $612320.68    | 0.02%             | 2027-10-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CW5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    900000 | PA      | $915242.90    | 0.03%             | 2033-07-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CY1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    300000 | PA      | $303909.14    | 0.01%             | 2028-07-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286DA2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    600000 | PA      | $617998.14    | 0.02%             | 2034-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286DC8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    800000 | PA      | $790636.43    | 0.02%             | 2035-03-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286DE4<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $404144.27    | 0.01%             | 2030-03-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    650000 | PA      | $677502.90    | 0.02%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                                          | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |    245000 | PA      | $219348.83    | 0.01%             | 2031-11-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                                          | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |    175000 | PA      | $182749.37    | 0.00%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| PHILLIPS EDISON GROCERY                                                          | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |    280000 | PA      | $274953.21    | 0.01%             | 2035-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                                          | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAD0<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |    125000 | PA      | $127938.84    | 0.00%             | 2032-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    650000 | PA      | $635654.65    | 0.02%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    522000 | PA      | $520931.18    | 0.01%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    661000 | PA      | $596539.07    | 0.02%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AH5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    352000 | PA      | $350231.20    | 0.01%             | 2028-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66 Co                                                                  | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    405000 | PA      | $389935.64    | 0.01%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    655000 | PA      | $672844.03    | 0.02%             | 2033-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AT9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    520000 | PA      | $528823.60    | 0.01%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AU6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1057251.46   | 0.03%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AY8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    464000 | PA      | $460989.29    | 0.01%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| DOC DR LLC                                                                       | DOC DR LLC                                                                      | CUSIP: 71951QAA0<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |    290000 | PA      | $290588.74    | 0.01%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | DOC DR LLC                                                                      | CUSIP: 71951QAB8<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |    254000 | PA      | $253540.79    | 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        |    413000 | PA      | $371156.84    | 0.01%             | 2031-11-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489720.27    | 0.01%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    413000 | PA      | $377095.09    | 0.01%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166083.85    | 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        |    250000 | PA      | $252920.22    | 0.01%             | 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        |    413000 | PA      | $380833.37    | 0.01%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                         | Piedmont Operating Partnership LP                                               | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    150000 | PA      | $129762.64    | 0.00%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                         | Piedmont Operating Partnership LP                                               | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    150000 | PA      | $159332.70    | 0.00%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                         | Piedmont Operating Partnership LP                                               | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    175000 | PA      | $175784.13    | 0.00%             | 2033-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                             | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    584000 | PA      | $540635.98    | 0.01%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                             | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    600000 | PA      | $584995.28    | 0.02%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                             | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    550000 | PA      | $587723.73    | 0.02%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                             | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    400000 | PA      | $442150.25    | 0.01%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                                            | Pinnacle West Capital Corp                                                      | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    305000 | PA      | $310625.83    | 0.01%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| PINNACLE WEST CAPITAL                                                            | Pinnacle West Capital Corp                                                      | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128705.63    | 0.00%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                                         | Pioneer Natural Resources Co                                                    | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    926000 | PA      | $840255.61    | 0.02%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                                         | Pioneer Natural Resources Co                                                    | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    550000 | PA      | $499315.49    | 0.01%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    553000 | PA      | $538765.06    | 0.01%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    458000 | PA      | $445917.66    | 0.01%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $515823.54    | 0.01%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                                                         | Plains All American Pipeline LP                                                 | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    350000 | PA      | $365096.05    | 0.01%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $532983.23    | 0.01%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $319447.69    | 0.01%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1650000 | PA      | $1664320.10   | 0.05%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 731011AX0<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1000000 | PA      | $1017394.62   | 0.03%             | 2029-03-18      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1900000 | PA      | $1925689.12   | 0.05%             | 2034-09-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                                                                      | Polaris Inc                                                                     | CUSIP: 731068AA0<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |    254000 | PA      | $270013.13    | 0.01%             | 2029-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                                                                      | Polaris Inc                                                                     | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304628.32    | 0.01%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                                                                | Ralph Lauren Corp                                                               | CUSIP: 731572AB9<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    350000 | PA      | $332126.01    | 0.01%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WAJ3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    125000 | PA      | $133877.62    | 0.00%             | 2029-12-01      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                       | CUSIP: 737679DH0<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    275000 | PA      | $282114.09    | 0.01%             | 2034-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                     | Linde Inc/CT                                                                    | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    383000 | PA      | $336501.59    | 0.01%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                        | CUSIP: 740816AR4<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201495.57    | 0.01%             | 2035-02-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: —       |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                        | CUSIP: 740816AS2<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412340.46    | 0.01%             | 2030-03-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: —       |
| BOOKING HOLDINGS INC                                                             | Booking Holdings Inc                                                            | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347048.89    | 0.01%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PRIMERICA INC                                                                    | Primerica Inc                                                                   | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |    424000 | PA      | $385483.73    | 0.01%             | 2031-11-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    289000 | PA      | $285058.74    | 0.01%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    429000 | PA      | $391143.77    | 0.01%             | 2030-06-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAT9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207314.04    | 0.01%             | 2033-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718DB2<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    275000 | PA      | $299336.29    | 0.01%             | 2034-08-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    413000 | PA      | $408698.70    | 0.01%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FG9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    330000 | PA      | $327117.61    | 0.01%             | 2027-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    985000 | PA      | $949451.07    | 0.03%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    797000 | PA      | $702193.48    | 0.02%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FQ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    529000 | PA      | $477725.85    | 0.01%             | 2031-04-23      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FV6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491609.53    | 0.01%             | 2027-02-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FW4<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    280000 | PA      | $255284.74    | 0.01%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FZ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252061.25    | 0.01%             | 2028-01-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718GA1<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    650000 | PA      | $647456.39    | 0.02%             | 2033-01-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718GF0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280279.86    | 0.01%             | 2029-01-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718GG8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    427000 | PA      | $432153.80    | 0.01%             | 2034-01-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718GK9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202488.54    | 0.01%             | 2029-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718GL7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302506.39    | 0.01%             | 2034-10-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718GM5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502603.58    | 0.01%             | 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        |    500000 | PA      | $503747.49    | 0.01%             | 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        |    300000 | PA      | $297545.90    | 0.01%             | 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        |    300000 | PA      | $293905.98    | 0.01%             | 2035-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| PROGRESS ENERGY INC                                                              | Progress Energy Inc                                                             | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    330000 | PA      | $377752.68    | 0.01%             | 2031-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PROGRESS ENERGY INC                                                              | Progress Energy Inc                                                             | CUSIP: 743263AG0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    300000 | PA      | $335920.88    | 0.01%             | 2031-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AJ2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    257000 | PA      | $276388.43    | 0.01%             | 2029-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AL7<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    186000 | PA      | $204751.27    | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AR4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    413000 | PA      | $408011.46    | 0.01%             | 2027-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AV5<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    481000 | PA      | $481941.46    | 0.01%             | 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        |    350000 | PA      | $338124.01    | 0.01%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AY9<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    346000 | PA      | $341069.20    | 0.01%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    246000 | PA      | $226739.91    | 0.01%             | 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        |    410000 | PA      | $419111.56    | 0.01%             | 2033-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBH3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    150000 | PA      | $149791.93    | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBL4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    261000 | PA      | $263507.37    | 0.01%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    715000 | PA      | $663909.10    | 0.02%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    350000 | PA      | $343030.71    | 0.01%             | 2027-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    528000 | PA      | $462294.83    | 0.01%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBS9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    282000 | PA      | $246726.31    | 0.01%             | 2031-03-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    365000 | PA      | $366865.23    | 0.01%             | 2033-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBV2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    316000 | PA      | $313698.35    | 0.01%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBX8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    200000 | PA      | $200353.55    | 0.01%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    308000 | PA      | $294458.61    | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    243000 | PA      | $218957.92    | 0.01%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    191000 | PA      | $169032.46    | 0.00%             | 2031-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    210000 | PA      | $186275.15    | 0.01%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    505000 | PA      | $507491.93    | 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        |    427000 | PA      | $436857.22    | 0.01%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    506000 | PA      | $517390.52    | 0.01%             | 2034-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    471000 | PA      | $478374.35    | 0.01%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    500000 | PA      | $504845.64    | 0.01%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCQ2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    450000 | PA      | $459593.90    | 0.01%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    525000 | PA      | $539321.66    | 0.01%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                     | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    743000 | PA      | $698352.10    | 0.02%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                     | CUSIP: 743820AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $308499.54    | 0.01%             | 2033-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                     | CUSIP: 743820AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $206529.01    | 0.01%             | 2032-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    450000 | PA      | $444551.26    | 0.01%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    829000 | PA      | $838000.35    | 0.02%             | 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        |    643000 | PA      | $599578.53    | 0.02%             | 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        |    713000 | PA      | $704394.10    | 0.02%             | 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        |    666000 | PA      | $687853.83    | 0.02%             | 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        |    700000 | PA      | $747703.53    | 0.02%             | 2053-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QAC9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $268948.51    | 0.01%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    377000 | PA      | $377439.07    | 0.01%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCG8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    453000 | PA      | $420543.66    | 0.01%             | 2030-03-10      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    625000 | PA      | $637548.79    | 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        |    823000 | PA      | $788031.50    | 0.02%             | 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        |    273000 | PA      | $260967.64    | 0.01%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    129000 | PA      | $128275.43    | 0.00%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CT6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    160000 | PA      | $142337.60    | 0.00%             | 2031-01-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    450000 | PA      | $396380.54    | 0.01%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CW9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147269.82    | 0.00%             | 2032-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    450000 | PA      | $462145.75    | 0.01%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    575000 | PA      | $580668.44    | 0.02%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                   | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    413000 | PA      | $366351.70    | 0.01%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                   | CUSIP: 744533BQ2<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409199.77    | 0.01%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                   | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    425000 | PA      | $428852.14    | 0.01%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                                                 | Public Service Co of New Hampshire                                              | CUSIP: 744538AE9<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    450000 | PA      | $403956.19    | 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        |    375000 | PA      | $390181.02    | 0.01%             | 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        |    175000 | PA      | $177056.36    | 0.00%             | 2028-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBS4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    314000 | PA      | $310897.56    | 0.01%             | 2027-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBU9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    276000 | PA      | $275001.94    | 0.01%             | 2028-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBX3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    270000 | PA      | $268233.18    | 0.01%             | 2028-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBY1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    313000 | PA      | $305121.94    | 0.01%             | 2029-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    229000 | PA      | $215062.18    | 0.01%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    279000 | PA      | $246178.22    | 0.01%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $371137.85    | 0.01%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183401.55    | 0.01%             | 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        |    417000 | PA      | $418510.49    | 0.01%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    370000 | PA      | $382799.72    | 0.01%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    275000 | PA      | $283179.39    | 0.01%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    450000 | PA      | $452831.58    | 0.01%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    260000 | PA      | $264856.76    | 0.01%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCW4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200823.26    | 0.01%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCX2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224374.16    | 0.01%             | 2031-01-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                             | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    352000 | PA      | $312206.62    | 0.01%             | 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        |    500000 | PA      | $448198.13    | 0.01%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                             | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412181.27    | 0.01%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                             | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260989.83    | 0.01%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                             | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    250000 | PA      | $268307.18    | 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        |    275000 | PA      | $282921.28    | 0.01%             | 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        |    275000 | PA      | $283128.13    | 0.01%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                             | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    205000 | PA      | $209696.94    | 0.01%             | 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        |    250000 | PA      | $256648.74    | 0.01%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74460DAC3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    166000 | PA      | $164346.29    | 0.00%             | 2027-09-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    366000 | PA      | $359237.39    | 0.01%             | 2029-05-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    442000 | PA      | $419063.15    | 0.01%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    408000 | PA      | $364856.53    | 0.01%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    374000 | PA      | $357485.42    | 0.01%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    475000 | PA      | $430136.77    | 0.01%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74460WAF4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    405000 | PA      | $418270.86    | 0.01%             | 2029-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    460000 | PA      | $474719.93    | 0.01%             | 2033-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74464AAC5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    300000 | PA      | $302324.44    | 0.01%             | 2030-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74464AAD3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    240000 | PA      | $242923.59    | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| PUGET ENERGY INC                                                                 | Puget Energy Inc                                                                | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    413000 | PA      | $405224.04    | 0.01%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                 | Puget Energy Inc                                                                | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    329000 | PA      | $315919.50    | 0.01%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                 | Puget Energy Inc                                                                | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    279000 | PA      | $267922.84    | 0.01%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                 | Puget Energy Inc                                                                | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    475000 | PA      | $485768.54    | 0.01%             | 2035-03-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CM6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180034.55    | 0.00%             | 2034-06-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                                                   | PulteGroup Inc                                                                  | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $234333.56    | 0.01%             | 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        |    100000 | PA      | $109547.86    | 0.00%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| PULTEGROUP INC                                                                   | PulteGroup Inc                                                                  | CUSIP: 745867AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $201314.15    | 0.01%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                        | Qorvo Inc                                                                       | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    554000 | PA      | $545627.47    | 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        |    676000 | PA      | $675954.57    | 0.02%             | 2035-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $1157056.56   | 0.03%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    774000 | PA      | $713307.90    | 0.02%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BN2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    526000 | PA      | $497659.71    | 0.01%             | 2028-05-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    700000 | PA      | $596390.52    | 0.02%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BQ5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    381000 | PA      | $379897.25    | 0.01%             | 2032-05-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $527478.60    | 0.01%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BU6<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304604.56    | 0.01%             | 2030-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305744.86    | 0.01%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303389.24    | 0.01%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    537000 | PA      | $503689.14    | 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        |    400000 | PA      | $353674.52    | 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        |    325000 | PA      | $328912.29    | 0.01%             | 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        |    425000 | PA      | $434800.02    | 0.01%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAM4<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226196.15    | 0.01%             | 2028-08-09      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225089.69    | 0.01%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324750.01    | 0.01%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748148M91<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   2200000 | PA      | $2247254.97   | 0.06%             | 2029-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    900000 | PA      | $1010654.60   | 0.03%             | 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        |    959000 | PA      | $862456.42    | 0.02%             | 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        |   2200000 | PA      | $2196234.83   | 0.06%             | 2028-04-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $1008669.37   | 0.03%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748148SF1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1300000 | PA      | $1278503.85   | 0.03%             | 2034-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748148SG9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1300000 | PA      | $1306190.02   | 0.04%             | 2035-08-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748148SH7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    750000 | PA      | $746526.98    | 0.02%             | 2031-01-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1659000 | PA      | $1640492.98   | 0.04%             | 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        |    600000 | PA      | $539641.45    | 0.01%             | 2031-04-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    363000 | PA      | $364347.72    | 0.01%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    550000 | PA      | $520966.12    | 0.01%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    329000 | PA      | $303244.38    | 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        |    300000 | PA      | $330457.34    | 0.01%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166886.05    | 0.00%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    475000 | PA      | $482542.00    | 0.01%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    633000 | PA      | $637993.94    | 0.02%             | 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        |    697000 | PA      | $695112.25    | 0.02%             | 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        |    450000 | PA      | $427946.46    | 0.01%             | 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        |    210000 | PA      | $212959.13    | 0.01%             | 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        |    522000 | PA      | $531679.13    | 0.01%             | 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        |    575000 | PA      | $590346.91    | 0.02%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                            | RPM International Inc                                                           | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    330000 | PA      | $328810.25    | 0.01%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                            | RPM International Inc                                                           | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    290000 | PA      | $293423.62    | 0.01%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                            | RPM International Inc                                                           | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    159000 | PA      | $145247.78    | 0.00%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                                 | Radian Group Inc                                                                | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    256000 | PA      | $256978.55    | 0.01%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                                 | Radian Group Inc                                                                | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    275000 | PA      | $288833.53    | 0.01%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                                                                | Ralph Lauren Corp                                                               | CUSIP: 751212AD3<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    270000 | PA      | $277965.22    | 0.01%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                     | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    336000 | PA      | $342001.22    | 0.01%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                     | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    405000 | PA      | $401229.33    | 0.01%             | 2035-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RAYONIER LP                                                                      | Rayonier LP                                                                     | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              |  | US        |    241000 | PA      | $218693.10    | 0.01%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    873000 | PA      | $805328.02    | 0.02%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    829000 | PA      | $825199.81    | 0.02%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    829000 | PA      | $729882.49    | 0.02%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    873000 | PA      | $778433.97    | 0.02%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    420000 | PA      | $434150.91    | 0.01%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    410000 | PA      | $429708.74    | 0.01%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    830000 | PA      | $893187.95    | 0.02%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1227000 | PA      | $1339271.98   | 0.04%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                                              | Citizens Bank NA/Providence RI                                                  | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    600000 | PA      | $604360.33    | 0.02%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                                              | Citizens Bank NA/Providence RI                                                  | CUSIP: 75524KSA3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250377.36    | 0.01%             | 2029-01-29      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    314000 | PA      | $312537.07    | 0.01%             | 2028-01-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109AW4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    207000 | PA      | $201522.11    | 0.01%             | 2029-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    554000 | PA      | $526314.43    | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    300000 | PA      | $249299.60    | 0.01%             | 2033-03-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    413000 | PA      | $413355.98    | 0.01%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    313000 | PA      | $309817.60    | 0.01%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    274000 | PA      | $263260.50    | 0.01%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    413000 | PA      | $398653.26    | 0.01%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    525000 | PA      | $471077.00    | 0.01%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    300000 | PA      | $317646.73    | 0.01%             | 2032-10-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BR4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    250000 | PA      | $256289.14    | 0.01%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    220000 | PA      | $224036.33    | 0.01%             | 2028-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    340000 | PA      | $343674.61    | 0.01%             | 2033-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    374000 | PA      | $360209.02    | 0.01%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    350000 | PA      | $349161.20    | 0.01%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    413000 | PA      | $401264.94    | 0.01%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CD4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    350000 | PA      | $331313.26    | 0.01%             | 2031-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CE2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    292000 | PA      | $263978.36    | 0.01%             | 2032-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CF9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    225000 | PA      | $229127.20    | 0.01%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    525000 | PA      | $536293.67    | 0.01%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    421000 | PA      | $427520.97    | 0.01%             | 2035-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CW2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    200000 | PA      | $199260.60    | 0.01%             | 2029-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    200000 | PA      | $197870.90    | 0.01%             | 2033-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                               | Regal Rexnord Corp                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    800000 | PA      | $829164.62    | 0.02%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                               | Regal Rexnord Corp                                                              | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    700000 | PA      | $742240.48    | 0.02%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                               | Regal Rexnord Corp                                                              | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    900000 | PA      | $961601.01    | 0.03%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    350000 | PA      | $348793.66    | 0.01%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    254000 | PA      | $254699.46    | 0.01%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    179000 | PA      | $171823.08    | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    413000 | PA      | $404164.15    | 0.01%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    250000 | PA      | $256511.22    | 0.01%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    210000 | PA      | $212309.67    | 0.01%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    180000 | PA      | $183733.80    | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                                         | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    670000 | PA      | $599612.85    | 0.02%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                           | Regions Financial Corp                                                          | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    363000 | PA      | $343696.28    | 0.01%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                           | Regions Financial Corp                                                          | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    325000 | PA      | $339096.76    | 0.01%             | 2030-06-06      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                           | Regions Financial Corp                                                          | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    600000 | PA      | $615752.35    | 0.02%             | 2035-09-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    593000 | PA      | $588246.68    | 0.02%             | 2029-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    550000 | PA      | $521248.82    | 0.01%             | 2030-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212714.70    | 0.01%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    450000 | PA      | $468017.46    | 0.01%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206285.88    | 0.01%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| RELIANCE INC                                                                     | Reliance Inc                                                                    | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    350000 | PA      | $318133.08    | 0.01%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                                         | RenaissanceRe Holdings Ltd                                                      | CUSIP: 75968NAD3<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    300000 | PA      | $294022.66    | 0.01%             | 2029-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                                         | RenaissanceRe Holdings Ltd                                                      | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    490000 | PA      | $511750.22    | 0.01%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                                         | RenaissanceRe Holdings Ltd                                                      | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    275000 | PA      | $286507.75    | 0.01%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397604.47    | 0.01%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    492000 | PA      | $493062.41    | 0.01%             | 2028-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    444000 | PA      | $413577.10    | 0.01%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    427000 | PA      | $372830.61    | 0.01%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AZ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    605000 | PA      | $522336.40    | 0.01%             | 2032-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    450000 | PA      | $392275.31    | 0.01%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    455000 | PA      | $466399.06    | 0.01%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408726.50    | 0.01%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    482000 | PA      | $495849.38    | 0.01%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258097.82    | 0.01%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    245000 | PA      | $252592.94    | 0.01%             | 2034-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    235000 | PA      | $240230.04    | 0.01%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    470000 | PA      | $483653.97    | 0.01%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                          | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    552667 | PA      | $555632.40    | 0.02%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                          | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   1400000 | PA      | $1481305.10   | 0.04%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST                                                          | Kite Realty Group Trust                                                         | CUSIP: 76131VAB9<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |    200000 | PA      | $201989.03    | 0.01%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                                         | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |    219000 | PA      | $196002.10    | 0.01%             | 2030-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                                         | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |    218000 | PA      | $191251.76    | 0.01%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                                         | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAC8<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |    120000 | PA      | $122077.41    | 0.00%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| REYNOLDS AMERICAN INC                                                            | Reynolds American Inc                                                           | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415892.65    | 0.01%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                                            | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    623000 | PA      | $669003.65    | 0.02%             | 2028-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAN6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    344000 | PA      | $352031.48    | 0.01%             | 2033-03-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAQ9<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $261774.99    | 0.01%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| RIO TINTO FIN USA PLC                                                            | RIO TINTO FIN USA PLC                                                           | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    525000 | PA      | $531216.34    | 0.01%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1292000 | PA      | $1324550.56   | 0.04%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | RIO TINTO FIN USA PLC                                                           | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    891000 | PA      | $916615.98    | 0.03%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | RIO TINTO FIN USA PLC                                                           | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1195000 | PA      | $1227542.49   | 0.03%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                         | CUSIP: 773903AH2<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    288000 | PA      | $283881.20    | 0.01%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                         | CUSIP: 773903AL3<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    159000 | PA      | $139507.78    | 0.00%             | 2031-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1049000 | PA      | $1039663.24   | 0.03%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1246000 | PA      | $1179921.85   | 0.03%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    992000 | PA      | $1012235.55   | 0.03%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $809172.27    | 0.02%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                                                      | Rollins Inc                                                                     | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    340000 | PA      | $344864.80    | 0.01%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    955000 | PA      | $963997.75    | 0.03%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776696AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301802.14    | 0.01%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    625000 | PA      | $620165.13    | 0.02%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    310000 | PA      | $311623.64    | 0.01%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200413.93    | 0.01%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    575000 | PA      | $573683.59    | 0.02%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    450000 | PA      | $451749.41    | 0.01%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    359000 | PA      | $343973.34    | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    413000 | PA      | $373576.37    | 0.01%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    686000 | PA      | $602284.78    | 0.02%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    579000 | PA      | $556333.38    | 0.02%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                                                  | Ross Stores Inc                                                                 | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    379000 | PA      | $334257.91    | 0.01%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    928000 | PA      | $943762.38    | 0.03%             | 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        |    878000 | PA      | $881836.84    | 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        |    650000 | PA      | $642326.96    | 0.02%             | 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        |    978000 | PA      | $1001665.94   | 0.03%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                          | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    450000 | PA      | $445757.66    | 0.01%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $810703.52    | 0.02%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    837000 | PA      | $835808.20    | 0.02%             | 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        |    700000 | PA      | $679392.96    | 0.02%             | 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        |    750000 | PA      | $754769.54    | 0.02%             | 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        |   1100000 | PA      | $1139811.74   | 0.03%             | 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        |    300000 | PA      | $306079.27    | 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        |    960000 | PA      | $983374.42    | 0.03%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016HZQ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    562000 | PA      | $574842.60    | 0.02%             | 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        |    880000 | PA      | $906934.64    | 0.02%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    433000 | PA      | $444853.12    | 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        |   1041000 | PA      | $1080092.27   | 0.03%             | 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        |    700000 | PA      | $716746.27    | 0.02%             | 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        |    850000 | PA      | $866466.56    | 0.02%             | 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        |    950000 | PA      | $978380.95    | 0.03%             | 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        |    775000 | PA      | $781681.69    | 0.02%             | 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        |    775000 | PA      | $793468.32    | 0.02%             | 2031-05-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    725000 | PA      | $732526.80    | 0.02%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    575000 | PA      | $582115.32    | 0.02%             | 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        |    625000 | PA      | $625289.43    | 0.02%             | 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        |    625000 | PA      | $622765.87    | 0.02%             | 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        |    350000 | PA      | $353389.27    | 0.01%             | 2028-10-18      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1358000 | PA      | $1378481.63   | 0.04%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                          | Royal Caribbean Cruises Ltd                                                     | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    125000 | PA      | $125186.36    | 0.00%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                                               | Koninklijke KPN NV                                                              | CUSIP: 780641AH9<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $407339.25    | 0.01%             | 2030-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    643000 | PA      | $620597.06    | 0.02%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1059000 | PA      | $962751.63    | 0.03%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    286000 | PA      | $252622.88    | 0.01%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $308955.83    | 0.01%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $306976.44    | 0.01%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $449050.16    | 0.01%             | 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        |    550000 | PA      | $552895.51    | 0.02%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    503000 | PA      | $497184.62    | 0.01%             | 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        |    210000 | PA      | $210657.25    | 0.01%             | 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        |    200000 | PA      | $206079.57    | 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        |    400000 | PA      | $410988.66    | 0.01%             | 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        |    100000 | PA      | $105712.04    | 0.00%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    370000 | PA      | $410686.94    | 0.01%             | 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        |    300000 | PA      | $310092.10    | 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        |    145000 | PA      | $146922.02    | 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        |    215000 | PA      | $223245.41    | 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        |    105000 | PA      | $107323.77    | 0.00%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    280000 | PA      | $286001.48    | 0.01%             | 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        |    160000 | PA      | $163811.18    | 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        |    250000 | PA      | $254494.44    | 0.01%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HLG2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129325.65    | 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        |    348000 | PA      | $345272.37    | 0.01%             | 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        |    239000 | PA      | $226030.37    | 0.01%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    355000 | PA      | $312251.07    | 0.01%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBF0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    429000 | PA      | $437242.35    | 0.01%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBG8<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    525000 | PA      | $527979.57    | 0.01%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    966000 | PA      | $952319.71    | 0.03%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    758000 | PA      | $729961.22    | 0.02%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    994000 | PA      | $914747.51    | 0.03%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBQ6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    321000 | PA      | $335658.13    | 0.01%             | 2033-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBR4<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257589.85    | 0.01%             | 2035-12-04      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBT0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    395000 | PA      | $394239.51    | 0.01%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SSM HEALTH CARE                                                                  | SSM Health Care Corp                                                            | CUSIP: 784710AC9<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253664.61    | 0.01%             | 2028-06-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    879000 | PA      | $884307.51    | 0.02%             | 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        |    829000 | PA      | $831067.49    | 0.02%             | 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        |   1235000 | PA      | $1241674.47   | 0.03%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                             | Sabra Health Care LP                                                            | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    129000 | PA      | $126279.87    | 0.00%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| SABRA HEALTH CARE LP                                                             | Sabra Health Care LP                                                            | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    513000 | PA      | $469625.54    | 0.01%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                                         | Safehold GL Holdings LLC                                                        | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |    195000 | PA      | $207391.92    | 0.01%             | 2034-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| SAFEHOLD GL HOLDINGS LLC                                                         | Safehold GL Holdings LLC                                                        | CUSIP: 785931AB2<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |    300000 | PA      | $308904.89    | 0.01%             | 2035-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| SAFEHOLD GL HOLDINGS LLC                                                         | Safehold GL Holdings LLC                                                        | CUSIP: 78646UAA7<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |    429000 | PA      | $393849.41    | 0.01%             | 2031-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $1009286.25   | 0.03%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    784000 | PA      | $744134.25    | 0.02%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1121000 | PA      | $996414.19    | 0.03%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    663000 | PA      | $591879.92    | 0.02%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CB8<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    350000 | PA      | $321567.51    | 0.01%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    345000 | PA      | $353573.05    | 0.01%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    550000 | PA      | $566912.01    | 0.02%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | Sands China Ltd                                                                 | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   1250000 | PA      | $1274704.10   | 0.03%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | Sands China Ltd                                                                 | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $393443.19    | 0.01%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | Sands China Ltd                                                                 | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $390719.58    | 0.01%             | 2027-03-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | Sands China Ltd                                                                 | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $381002.66    | 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        |    400000 | PA      | $370007.74    | 0.01%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                                        | Sanofi SA                                                                       | CUSIP: 801060AD6<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    713000 | PA      | $711345.06    | 0.02%             | 2028-06-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                                        | Sanofi SA                                                                       | CUSIP: 801060AE4<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $300525.93    | 0.01%             | 2027-11-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                                        | Sanofi SA                                                                       | CUSIP: 801060AG9<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $300191.52    | 0.01%             | 2028-11-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                                        | Sanofi SA                                                                       | CUSIP: 801060AJ3<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $298068.48    | 0.01%             | 2032-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $596930.03    | 0.02%             | 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        |    450000 | PA      | $413728.61    | 0.01%             | 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        |    650000 | PA      | $639897.36    | 0.02%             | 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        |    800000 | PA      | $835098.87    | 0.02%             | 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        |    600000 | PA      | $607353.08    | 0.02%             | 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        |    550000 | PA      | $573380.02    | 0.02%             | 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        |    800000 | PA      | $801017.04    | 0.02%             | 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        |    800000 | PA      | $793790.06    | 0.02%             | 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        |    650000 | PA      | $652473.64    | 0.02%             | 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        |    575000 | PA      | $566337.40    | 0.02%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: —       |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    496000 | PA      | $517326.24    | 0.01%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    388000 | PA      | $405637.21    | 0.01%             | 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        |    300000 | PA      | $336120.27    | 0.01%             | 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        |    611000 | PA      | $638172.31    | 0.02%             | 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        |    510000 | PA      | $544128.91    | 0.01%             | 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        |    638000 | PA      | $654045.84    | 0.02%             | 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        |    500000 | PA      | $511335.79    | 0.01%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414729.13    | 0.01%             | 2031-03-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                                         | Province of Saskatchewan Canada                                                 | CUSIP: 803854KW7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |    600000 | PA      | $616181.68    | 0.02%             | 2030-01-28      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 806605AG6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    389000 | PA      | $436735.39    | 0.01%             | 2033-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER INVESTMENT                                                          | Schlumberger Investment SA                                                      | CUSIP: 806854AJ4<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |    542000 | PA      | $510796.84    | 0.01%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    478000 | PA      | $474801.99    | 0.01%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    525000 | PA      | $519265.50    | 0.01%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    442000 | PA      | $444237.79    | 0.01%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    532000 | PA      | $519723.74    | 0.01%             | 2029-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BC8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    179000 | PA      | $182894.03    | 0.01%             | 2030-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    413000 | PA      | $362484.25    | 0.01%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    754000 | PA      | $726598.60    | 0.02%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    663000 | PA      | $600916.67    | 0.02%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    700000 | PA      | $615431.52    | 0.02%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347870.13    | 0.01%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BX2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    379000 | PA      | $361892.75    | 0.01%             | 2029-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    943000 | PA      | $930003.91    | 0.03%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    660000 | PA      | $605407.43    | 0.02%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    562000 | PA      | $583239.73    | 0.02%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    856000 | PA      | $912906.12    | 0.02%             | 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        |    795000 | PA      | $863385.70    | 0.02%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    904000 | PA      | $955287.03    | 0.03%             | 2029-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    625000 | PA      | $624326.95    | 0.02%             | 2031-11-14      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    675000 | PA      | $669036.48    | 0.02%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                                                         | Selective Insurance Group Inc                                                   | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209090.06    | 0.01%             | 2035-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494781.50    | 0.01%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    713000 | PA      | $704529.38    | 0.02%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    713000 | PA      | $704140.46    | 0.02%             | 2052-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    513000 | PA      | $505459.24    | 0.01%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    499000 | PA      | $519794.10    | 0.01%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| SERVICENOW INC                                                                   | ServiceNow Inc                                                                  | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |   1038000 | PA      | $914901.44    | 0.03%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582CD2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $236162.70    | 0.01%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582CG5<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $237296.08    | 0.01%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    997000 | PA      | $945437.34    | 0.03%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $718502.79    | 0.02%             | 2035-05-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    729000 | PA      | $688546.78    | 0.02%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $399460.75    | 0.01%             | 2030-11-06      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198453.62    | 0.01%             | 2036-01-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    979000 | PA      | $981979.78    | 0.03%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1038721.24   | 0.03%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    512000 | PA      | $492290.53    | 0.01%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    350000 | PA      | $322703.85    | 0.01%             | 2030-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    411000 | PA      | $360640.73    | 0.01%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405082.03    | 0.01%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153233.05    | 0.00%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302121.30    | 0.01%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302610.65    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304567.12    | 0.01%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SIMMONS FIRST NTL CORP                                                           | Simmons First National Corp                                                     | CUSIP: 828730AC5<br>LEI: 549300IVR5AJKUVOGN05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101206.63    | 0.00%             | 2035-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    320000 | PA      | $318078.83    | 0.01%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DE4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    200000 | PA      | $198506.51    | 0.01%             | 2027-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    807000 | PA      | $763632.54    | 0.02%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    617000 | PA      | $578015.24    | 0.02%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    750000 | PA      | $720322.64    | 0.02%             | 2028-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    412000 | PA      | $372492.29    | 0.01%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DP9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    279000 | PA      | $272920.13    | 0.01%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    579000 | PA      | $511809.13    | 0.01%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    479000 | PA      | $431782.80    | 0.01%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DU8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    300000 | PA      | $314834.88    | 0.01%             | 2033-03-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    343000 | PA      | $374686.88    | 0.01%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    685000 | PA      | $679304.73    | 0.02%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    225000 | PA      | $225977.33    | 0.01%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    475000 | PA      | $480256.32    | 0.01%             | 2035-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807EB9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    225000 | PA      | $224419.55    | 0.01%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SIRIUSPOINT LTD                                                                  | SiriusPoint Ltd                                                                 | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $211789.60    | 0.01%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                                         | Sixth Street Lending Partners                                                   | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    426000 | PA      | $442261.20    | 0.01%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                                         | Sixth Street Lending Partners                                                   | CUSIP: 829932AD4<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353684.09    | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| SIXTH STREET LENDING PAR                                                         | Sixth Street Lending Partners                                                   | CUSIP: 829932AF9<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511639.76    | 0.01%             | 2030-07-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                         | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    479000 | PA      | $483867.06    | 0.01%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                         | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    680000 | PA      | $690540.82    | 0.02%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                         | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    820000 | PA      | $826765.59    | 0.02%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY                                                           | Sixth Street Specialty Lending Inc                                              | CUSIP: 83012AAB5<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262076.93    | 0.01%             | 2028-08-14      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY                                                           | Sixth Street Specialty Lending Inc                                              | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205747.26    | 0.01%             | 2029-03-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY                                                           | Sixth Street Specialty Lending Inc                                              | CUSIP: 83012AAD1<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191739.53    | 0.01%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| SKYWORKS SOLUTIONS INC                                                           | Skyworks Solutions Inc                                                          | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    323000 | PA      | $293197.57    | 0.01%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                               | Smith & Nephew PLC                                                              | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    560000 | PA      | $503472.65    | 0.01%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                               | Smith & Nephew PLC                                                              | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $40448.84     | 0.00%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                               | Smith & Nephew PLC                                                              | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $401067.28    | 0.01%             | 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        |    398000 | PA      | $375454.80    | 0.01%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AR9<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247607.08    | 0.01%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AS7<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232205.55    | 0.01%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AU2<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    379000 | PA      | $328638.92    | 0.01%             | 2032-03-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    575000 | PA      | $601860.15    | 0.02%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    575000 | PA      | $622239.86    | 0.02%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| SMURFIT KAPPA TREASURY                                                           | Smurfit Kappa Treasury ULC                                                      | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $412453.36    | 0.01%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                                           | Smurfit Kappa Treasury ULC                                                      | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    800000 | PA      | $825656.30    | 0.02%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FIN                                                             | Smurfit Westrock Financing DAC                                                  | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $617667.65    | 0.02%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FIN                                                             | Smurfit Westrock Financing DAC                                                  | CUSIP: 83272YAC6<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $403564.18    | 0.01%             | 2036-01-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: —       |
| SOLVENTUM CORP                                                                   | Solventum Corp                                                                  | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    141000 | PA      | $143002.05    | 0.00%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                   | Solventum Corp                                                                  | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    614000 | PA      | $636124.95    | 0.02%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                   | Solventum Corp                                                                  | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    650000 | PA      | $678017.20    | 0.02%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                   | Solventum Corp                                                                  | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1084000 | PA      | $1126686.17   | 0.03%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                              | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    277000 | PA      | $262300.05    | 0.01%             | 2030-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                              | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     88000 | PA      | $86553.93     | 0.00%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                              | CUSIP: 835495AP7<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    379000 | PA      | $342793.73    | 0.01%             | 2032-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                              | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    525000 | PA      | $529373.83    | 0.01%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                              | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    455000 | PA      | $451711.41    | 0.01%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 837004BV1<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $222272.81    | 0.01%             | 2032-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 837004BX7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207355.28    | 0.01%             | 2033-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SOUTHSTATE BANK CORP                                                             | SOUTHSTATE BANK CORP                                                            | CUSIP: 840441AA7<br>LEI: 549300JZUANXM0YQ4W53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209735.51    | 0.01%             | 2035-06-13      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400EB5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210217.84    | 0.01%             | 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        |    332000 | PA      | $348648.05    | 0.01%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200233.40    | 0.01%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272414.47    | 0.01%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298802.88    | 0.01%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    384000 | PA      | $364783.38    | 0.01%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    432000 | PA      | $393191.37    | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    349000 | PA      | $314188.04    | 0.01%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    413000 | PA      | $370743.03    | 0.01%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302448.41    | 0.01%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308509.85    | 0.01%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    525000 | PA      | $556838.26    | 0.02%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    495000 | PA      | $506460.01    | 0.01%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    378000 | PA      | $391434.41    | 0.01%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    729000 | PA      | $729589.59    | 0.02%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176336.25    | 0.00%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281537.73    | 0.01%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    408000 | PA      | $422343.29    | 0.01%             | 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        |    500000 | PA      | $505609.75    | 0.01%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    550000 | PA      | $564742.00    | 0.02%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    529000 | PA      | $498699.78    | 0.01%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    630000 | PA      | $623564.39    | 0.02%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    370000 | PA      | $380707.05    | 0.01%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1190833.82   | 0.03%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1116171.87   | 0.03%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507676.13    | 0.01%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    758000 | PA      | $739903.30    | 0.02%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    304000 | PA      | $290462.65    | 0.01%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    350000 | PA      | $370603.50    | 0.01%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    570000 | PA      | $580326.98    | 0.02%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    570000 | PA      | $584593.54    | 0.02%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    621000 | PA      | $645170.28    | 0.02%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    702000 | PA      | $737407.88    | 0.02%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    550000 | PA      | $542432.67    | 0.01%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                                             | Southern Copper Corp                                                            | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $474048.87    | 0.01%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    273000 | PA      | $241482.62    | 0.01%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359864.75    | 0.01%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    300000 | PA      | $317238.90    | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275311.44    | 0.01%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    285000 | PA      | $285138.30    | 0.01%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    335000 | PA      | $336654.10    | 0.01%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                | Southern Power Co                                                               | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498732.99    | 0.01%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                | Southern Power Co                                                               | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393039.20    | 0.01%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                           | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    359000 | PA      | $334063.33    | 0.01%             | 2030-02-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                           | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1227000 | PA      | $1241878.98   | 0.03%             | 2027-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                           | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    475000 | PA      | $477589.77    | 0.01%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                           | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    475000 | PA      | $464622.03    | 0.01%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                              | CUSIP: 845011AA3<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99288.50     | 0.00%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                              | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    229000 | PA      | $209101.46    | 0.01%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                              | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    425000 | PA      | $410538.49    | 0.01%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                              | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308546.63    | 0.01%             | 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        |    265000 | PA      | $271802.58    | 0.01%             | 2028-03-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    379000 | PA      | $378998.36    | 0.01%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281314.00    | 0.01%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | Expand Energy Corp                                                              | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    396000 | PA      | $396223.01    | 0.01%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | Expand Energy Corp                                                              | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    800000 | PA      | $814034.61    | 0.02%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | Expand Energy Corp                                                              | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    670000 | PA      | $664148.27    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                  | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    325000 | PA      | $331414.52    | 0.01%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC                                                               | Spire Missouri Inc                                                              | CUSIP: 84859DAC1<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251948.62    | 0.01%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC                                                               | Spire Missouri Inc                                                              | CUSIP: 84859DAD9<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254898.58    | 0.01%             | 2034-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                              | Sprint Capital Corp                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1555327.22   | 0.04%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                              | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1332130.79   | 0.04%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BK/NY                                                         | Standard Chartered Bank/New York                                                | CUSIP: 85325X2B1<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $255035.27    | 0.01%             | 2027-12-03      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                                                             | Stanford Health Care                                                            | CUSIP: 85434VAB4<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240922.19    | 0.01%             | 2030-08-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                              | Leland Stanford Junior University/The                                           | CUSIP: 85440KAC8<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48415.69     | 0.00%             | 2027-06-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: —       |
| STANFORD UNIVERSITY                                                              | Leland Stanford Junior University/The                                           | CUSIP: 85440KAE4<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301157.96    | 0.01%             | 2035-03-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: —       |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AH4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    179000 | PA      | $179451.18    | 0.00%             | 2028-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    579000 | PA      | $532674.07    | 0.01%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    258000 | PA      | $234400.89    | 0.01%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AT8<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    244000 | PA      | $253018.72    | 0.01%             | 2028-03-06      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AP4<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346748.10    | 0.01%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    413000 | PA      | $413317.54    | 0.01%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    610000 | PA      | $599438.07    | 0.02%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293869.60    | 0.01%             | 2027-03-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    457000 | PA      | $422612.66    | 0.01%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    860000 | PA      | $796700.76    | 0.02%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BC2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    628000 | PA      | $580067.03    | 0.02%             | 2032-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BF5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303215.20    | 0.01%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BG3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    610000 | PA      | $615472.68    | 0.02%             | 2027-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BH1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411036.34    | 0.01%             | 2031-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BJ7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407273.14    | 0.01%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BL2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153126.47    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    350000 | PA      | $362798.17    | 0.01%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BN8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    434000 | PA      | $438552.79    | 0.01%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK & TR                                                           | State Street Bank & Trust Co                                                    | CUSIP: 857449AE2<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514236.36    | 0.01%             | 2029-11-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BD4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251351.47    | 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        |    330000 | PA      | $313198.92    | 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        |    489000 | PA      | $461373.50    | 0.01%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BN2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    335000 | PA      | $322670.77    | 0.01%             | 2031-03-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    450000 | PA      | $405300.07    | 0.01%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BS1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    279000 | PA      | $274214.84    | 0.01%             | 2028-02-07      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BT9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    441000 | PA      | $397966.73    | 0.01%             | 2033-02-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BU6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348124.12    | 0.01%             | 2033-05-13      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489245.29    | 0.01%             | 2033-08-04      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118756.32    | 0.00%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    600000 | PA      | $604994.11    | 0.02%             | 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        |    550000 | PA      | $564895.76    | 0.02%             | 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        |    500000 | PA      | $522541.31    | 0.01%             | 2029-11-21      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    450000 | PA      | $484429.55    | 0.01%             | 2034-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CL5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    801000 | PA      | $811006.59    | 0.02%             | 2027-03-18      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    700000 | PA      | $707894.18    | 0.02%             | 2029-02-20      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CP6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    841000 | PA      | $848754.32    | 0.02%             | 2027-10-22      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    525000 | PA      | $532447.80    | 0.01%             | 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        |    834000 | PA      | $845670.50    | 0.02%             | 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        |    400000 | PA      | $409300.05    | 0.01%             | 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        |    500000 | PA      | $508544.36    | 0.01%             | 2036-02-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    495000 | PA      | $499101.38    | 0.01%             | 2028-04-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513815.62    | 0.01%             | 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        |    675000 | PA      | $666398.88    | 0.02%             | 2036-10-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 857524AD4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    700000 | PA      | $719193.74    | 0.02%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    850000 | PA      | $905683.00    | 0.02%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1800000 | PA      | $1849539.19   | 0.05%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1800000 | PA      | $1848657.24   | 0.05%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    450000 | PA      | $434976.15    | 0.01%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    313000 | PA      | $296719.00    | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    413000 | PA      | $397670.00    | 0.01%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308087.64    | 0.01%             | 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        |    470000 | PA      | $476944.56    | 0.01%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324622.69    | 0.01%             | 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        |    484000 | PA      | $447009.04    | 0.01%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                                                         | Stewart Information Services Corp                                               | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |    280000 | PA      | $252802.37    | 0.01%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                                                            | Stifel Financial Corp                                                           | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    268000 | PA      | $262726.03    | 0.01%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                | Store Capital LLC                                                               | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    300000 | PA      | $301038.24    | 0.01%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                | Store Capital LLC                                                               | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    200000 | PA      | $199661.20    | 0.01%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                | Store Capital LLC                                                               | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    250000 | PA      | $227517.19    | 0.01%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                | Store Capital LLC                                                               | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    201000 | PA      | $177691.51    | 0.00%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                | Store Capital LLC                                                               | CUSIP: 862123AA4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    240000 | PA      | $244365.92    | 0.01%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348473.88    | 0.01%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    660000 | PA      | $600333.26    | 0.02%             | 2030-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667BC4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204893.59    | 0.01%             | 2028-12-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502932.27    | 0.01%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    496000 | PA      | $491295.54    | 0.01%             | 2034-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667BJ9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402863.83    | 0.01%             | 2027-02-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406056.90    | 0.01%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410410.58    | 0.01%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    654000 | PA      | $669663.22    | 0.02%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1177000 | PA      | $1168987.73   | 0.03%             | 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        |    413000 | PA      | $409532.55    | 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        |    309000 | PA      | $306744.38    | 0.01%             | 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        |    514000 | PA      | $514135.35    | 0.01%             | 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        |    432000 | PA      | $435369.33    | 0.01%             | 2028-10-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1640000 | PA      | $1578981.39   | 0.04%             | 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        |    478000 | PA      | $453189.84    | 0.01%             | 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        |    750000 | PA      | $707638.73    | 0.02%             | 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        |    470000 | PA      | $424841.10    | 0.01%             | 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        |   1310000 | PA      | $1193415.90   | 0.03%             | 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        |    235000 | PA      | $206808.45    | 0.01%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1582000 | PA      | $1497342.81   | 0.04%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $532201.06    | 0.01%             | 2031-09-17      | Fixed         | 2.22%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCN8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $381648.62    | 0.01%             | 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        |   1100000 | PA      | $1132641.16   | 0.03%             | 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        |   1050000 | PA      | $1113051.48   | 0.03%             | 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        |    700000 | PA      | $735210.77    | 0.02%             | 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        |    500000 | PA      | $520549.21    | 0.01%             | 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        |    500000 | PA      | $529603.94    | 0.01%             | 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        |    500000 | PA      | $530985.82    | 0.01%             | 2033-07-13      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDG2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $416205.93    | 0.01%             | 2028-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDJ6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $639645.79    | 0.02%             | 2033-09-14      | Fixed         | 5.81%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $413997.66    | 0.01%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $626142.53    | 0.02%             | 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        |    800000 | PA      | $836046.78    | 0.02%             | 2034-07-09      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $413753.31    | 0.01%             | 2030-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDT4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $208826.26    | 0.01%             | 2032-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDU1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $631333.50    | 0.02%             | 2035-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | SUMITOMO MITSUI FINL GRP                                                        | CUSIP: 86562MDY3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $504581.50    | 0.01%             | 2031-07-08      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDZ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $508032.18    | 0.01%             | 2033-07-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | SUMITOMO MITSUI FINL GRP                                                        | CUSIP: 86562MEA4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $509402.77    | 0.01%             | 2036-07-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MED8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $601428.08    | 0.02%             | 2032-01-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MEF3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    505000 | PA      | $503703.31    | 0.01%             | 2037-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MEJ5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    490000 | PA      | $490042.36    | 0.01%             | 2029-01-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                          | Sun Communities Operating LP                                                    | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    403000 | PA      | $366042.88    | 0.01%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                          | Sun Communities Operating LP                                                    | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    231000 | PA      | $219870.93    | 0.01%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| SUN COMMUNITIES OPER LP                                                          | Sun Communities Operating LP                                                    | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    429000 | PA      | $416601.90    | 0.01%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                               | CUSIP: 867229AC0<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $224594.81    | 0.01%             | 2032-02-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                               | CUSIP: 867229AD8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    384000 | PA      | $405437.68    | 0.01%             | 2034-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500045.93    | 0.01%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    517000 | PA      | $474558.08    | 0.01%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAP8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108706.44    | 0.00%             | 2032-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    315000 | PA      | $328249.54    | 0.01%             | 2035-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                             | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   1128000 | PA      | $1164717.08   | 0.03%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                             | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    900000 | PA      | $902272.38    | 0.02%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                             | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    809000 | PA      | $763843.93    | 0.02%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                             | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    600000 | PA      | $538772.57    | 0.01%             | 2032-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                             | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    250000 | PA      | $238015.65    | 0.01%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 87031CAE3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    500000 | PA      | $491678.20    | 0.01%             | 2027-03-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 87031CAL7<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    600000 | PA      | $605991.29    | 0.02%             | 2028-06-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 87031CAN3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    700000 | PA      | $728364.72    | 0.02%             | 2030-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                    | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    760000 | PA      | $765712.08    | 0.02%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                    | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    695000 | PA      | $703918.06    | 0.02%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                    | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1326520.99   | 0.04%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                    | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022436.97   | 0.03%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                    | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1505414.71   | 0.04%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PINNACLE FINANCL PARTNRS                                                         | Pinnacle Financial Partners Inc                                                 | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    334000 | PA      | $348029.15    | 0.01%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                   | TD SYNNEX Corp                                                                  | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    321000 | PA      | $306286.50    | 0.01%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                   | TD SYNNEX Corp                                                                  | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    273000 | PA      | $245922.04    | 0.01%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                   | TD SYNNEX Corp                                                                  | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    441000 | PA      | $465156.07    | 0.01%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                   | TD SYNNEX Corp                                                                  | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249889.50    | 0.01%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                   | TD SYNNEX Corp                                                                  | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    450000 | PA      | $445513.73    | 0.01%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PINNACLE BANK TN                                                                 | Pinnacle Bank/Nashville TN                                                      | CUSIP: 87164DVJ6<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510771.08    | 0.01%             | 2028-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                             | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    479000 | PA      | $476717.99    | 0.01%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                             | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    413000 | PA      | $419008.17    | 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        |    508000 | PA      | $453453.75    | 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        |    400000 | PA      | $414314.94    | 0.01%             | 2030-08-02      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                             | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    542000 | PA      | $552630.94    | 0.02%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                             | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    340000 | PA      | $343761.22    | 0.01%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: —       |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                             | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    305000 | PA      | $309679.63    | 0.01%             | 2036-07-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                   | Synchrony Bank                                                                  | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509413.91    | 0.01%             | 2027-08-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829AJ6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308976.87    | 0.01%             | 2035-09-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    549000 | PA      | $544464.19    | 0.01%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    348000 | PA      | $324341.00    | 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        |    781000 | PA      | $826492.84    | 0.02%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BQ9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    329000 | PA      | $295150.19    | 0.01%             | 2031-12-14      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BS5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209113.42    | 0.01%             | 2029-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BT3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215530.04    | 0.01%             | 2034-01-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    495000 | PA      | $510210.35    | 0.01%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    325000 | PA      | $335841.51    | 0.01%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES                                                          | System Energy Resources Inc                                                     | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $415252.46    | 0.01%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES                                                          | System Energy Resources Inc                                                     | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $388867.06    | 0.01%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CARLYLE SECURED LENDING                                                          | Carlyle Secured Lending Inc                                                     | CUSIP: 872280AA0<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153813.58    | 0.00%             | 2030-02-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARLYLE SECURED LENDING                                                          | Carlyle Secured Lending Inc                                                     | CUSIP: 872280AB8<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245758.53    | 0.01%             | 2031-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TC PIPELINES LP                                                                  | TC PipeLines LP                                                                 | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    285000 | PA      | $284390.40    | 0.01%             | 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        |    350000 | PA      | $348075.51    | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                                      | TJX Cos Inc/The                                                                 | CUSIP: 872540AV1<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    350000 | PA      | $329791.54    | 0.01%             | 2028-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                                      | TJX Cos Inc/The                                                                 | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    350000 | PA      | $307226.35    | 0.01%             | 2031-05-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    700000 | PA      | $700000.00    | 0.02%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2883000 | PA      | $2875664.06   | 0.08%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4442000 | PA      | $4363823.29   | 0.12%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    700000 | PA      | $670094.05    | 0.02%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    700000 | PA      | $650181.22    | 0.02%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1464058.70   | 0.04%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1766000 | PA      | $1686769.66   | 0.05%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    786000 | PA      | $696796.64    | 0.02%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1313485.51   | 0.04%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1541000 | PA      | $1408935.38   | 0.04%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    625000 | PA      | $561687.98    | 0.02%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237244.85    | 0.01%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    602000 | PA      | $618329.41    | 0.02%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1610389.99   | 0.04%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    720000 | PA      | $733575.43    | 0.02%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    722000 | PA      | $734576.92    | 0.02%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    455000 | PA      | $479856.47    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    410000 | PA      | $418811.56    | 0.01%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    770000 | PA      | $782998.09    | 0.02%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    525000 | PA      | $526239.59    | 0.01%             | 2029-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    925000 | PA      | $904664.50    | 0.02%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    710000 | PA      | $729151.16    | 0.02%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    700000 | PA      | $714026.44    | 0.02%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADW2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    520000 | PA      | $516549.92    | 0.01%             | 2033-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    625000 | PA      | $618199.89    | 0.02%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    785000 | PA      | $776462.29    | 0.02%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                                                           | TPG Operating Group II LP                                                       | CUSIP: 872652AA0<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    426000 | PA      | $442456.98    | 0.01%             | 2034-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                                                           | TPG Operating Group II LP                                                       | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197971.48    | 0.01%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                   | TR FIN LLC                                                                      | CUSIP: 87268LAE7<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207414.59    | 0.01%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                               | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $920667.85    | 0.03%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                               | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500372.93    | 0.01%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                               | CUSIP: 872898AG6<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250744.46    | 0.01%             | 2029-04-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                               | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399370.66    | 0.01%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    305000 | PA      | $304100.95    | 0.01%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    269000 | PA      | $260823.05    | 0.01%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356637.80    | 0.01%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155370.86    | 0.00%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259683.83    | 0.01%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1278000 | PA      | $1307285.20   | 0.04%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1454000 | PA      | $1329502.83   | 0.04%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $719169.02    | 0.02%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                                                    | Takeda US Financing Inc                                                         | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011854.76   | 0.03%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BH4<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    306000 | PA      | $278405.84    | 0.01%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BM3<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    390000 | PA      | $398949.38    | 0.01%             | 2029-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    450000 | PA      | $454988.20    | 0.01%             | 2035-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                             | Tanger Properties LP                                                            | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |     79000 | PA      | $78624.24     | 0.00%             | 2027-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                             | Tanger Properties LP                                                            | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |    200000 | PA      | $181763.17    | 0.00%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                     | Tapestry Inc                                                                    | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    400000 | PA      | $364915.88    | 0.01%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                     | Tapestry Inc                                                                    | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230631.42    | 0.01%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                     | Tapestry Inc                                                                    | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    453000 | PA      | $462221.60    | 0.01%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $425331.31    | 0.01%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    396000 | PA      | $403391.06    | 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        |    684000 | PA      | $690415.00    | 0.02%             | 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        |    684000 | PA      | $656249.76    | 0.02%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    829000 | PA      | $814894.89    | 0.02%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    811000 | PA      | $759565.86    | 0.02%             | 2030-02-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBK1<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    361000 | PA      | $338085.32    | 0.01%             | 2030-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    672000 | PA      | $678465.67    | 0.02%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBQ8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299363.42    | 0.01%             | 2033-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBS4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    475000 | PA      | $469134.34    | 0.01%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    650000 | PA      | $656259.11    | 0.02%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBU9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    405000 | PA      | $410448.95    | 0.01%             | 2028-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    374000 | PA      | $357875.71    | 0.01%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    256000 | PA      | $273444.20    | 0.01%             | 2033-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    298000 | PA      | $313958.99    | 0.01%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    452000 | PA      | $494198.57    | 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        |    700000 | PA      | $717048.19    | 0.02%             | 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        |   1125000 | PA      | $1152454.95   | 0.03%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    450000 | PA      | $459126.22    | 0.01%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326666.75    | 0.01%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    450000 | PA      | $456953.90    | 0.01%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                                         | Teledyne Technologies Inc                                                       | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    602000 | PA      | $580777.17    | 0.02%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                                         | Teledyne Technologies Inc                                                       | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    829000 | PA      | $768120.72    | 0.02%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                             | Telefonica Europe BV                                                            | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    775000 | PA      | $887575.24    | 0.02%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    715000 | PA      | $715404.40    | 0.02%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                       | TELUS Corp                                                                      | CUSIP: 87971MBD4<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $395003.32    | 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        |    400000 | PA      | $397338.59    | 0.01%             | 2027-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                       | TELUS Corp                                                                      | CUSIP: 87971MBW2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    522000 | PA      | $481762.88    | 0.01%             | 2032-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TENCENT MUSIC ENT GRP                                                            | Tencent Music Entertainment Group                                               | CUSIP: 88034PAB5<br>LEI: 213800XTZK2GOHQTYK41 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $226575.22    | 0.01%             | 2030-09-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                                                           | Tennessee Gas Pipeline Co LLC                                                   | CUSIP: 880451AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $322453.76    | 0.01%             | 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        |    256000 | PA      | $287269.83    | 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        |    306000 | PA      | $302761.51    | 0.01%             | 2027-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    562000 | PA      | $530892.05    | 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        |    524000 | PA      | $477358.57    | 0.01%             | 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        |    361000 | PA      | $320606.35    | 0.01%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192611.57    | 0.01%             | 2032-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    508000 | PA      | $515889.28    | 0.01%             | 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        |    520000 | PA      | $535647.02    | 0.01%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508CE2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    473000 | PA      | $476949.56    | 0.01%             | 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        |    273000 | PA      | $279013.13    | 0.01%             | 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        |    247000 | PA      | $252825.07    | 0.01%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304701.50    | 0.01%             | 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        |    500000 | PA      | $514435.68    | 0.01%             | 2035-05-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Texas Department of Transportation State Highway Fund                            | TEXAS TRANSPRTN COMMISSION ST HIGHWAY FUND REVENUE                              | CUSIP: 88283LHU3<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |    490000 | PA      | $500500.21    | 0.01%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                     | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    262000 | PA      | $260777.23    | 0.01%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                     | CUSIP: 883203BY6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295965.33    | 0.01%             | 2028-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                     | CUSIP: 883203CA7<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197886.41    | 0.01%             | 2029-09-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                     | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    329000 | PA      | $311787.53    | 0.01%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                     | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    177000 | PA      | $160513.94    | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                     | CUSIP: 883203CD1<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    210000 | PA      | $225622.45    | 0.01%             | 2033-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                     | CUSIP: 883203CE9<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    440000 | PA      | $454343.46    | 0.01%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                     | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74154.45     | 0.00%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    682000 | PA      | $697638.69    | 0.02%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    802000 | PA      | $813218.60    | 0.02%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BZ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    680000 | PA      | $647406.09    | 0.02%             | 2029-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    575000 | PA      | $543695.08    | 0.01%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    863000 | PA      | $768838.87    | 0.02%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    387000 | PA      | $393609.77    | 0.01%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    482000 | PA      | $496355.73    | 0.01%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    520000 | PA      | $537247.25    | 0.01%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    683000 | PA      | $705681.94    | 0.02%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DA7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    456000 | PA      | $469612.99    | 0.01%             | 2029-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DB5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259295.38    | 0.01%             | 2034-01-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DC3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259260.14    | 0.01%             | 2031-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300425.50    | 0.01%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DE9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497757.02    | 0.01%             | 2035-10-07      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    554000 | PA      | $544703.80    | 0.01%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBC4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    496000 | PA      | $492326.50    | 0.01%             | 2028-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    551000 | PA      | $540483.76    | 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        |    516000 | PA      | $487241.37    | 0.01%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    350000 | PA      | $334485.64    | 0.01%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229698.16    | 0.01%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    325000 | PA      | $331754.90    | 0.01%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                                                         | Time Warner Cable Enterprises LLC                                               | CUSIP: 88731EAJ9<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | DBT              | CORP              | US        |    450000 | PA      | $517551.99    | 0.01%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                                        | Timken Co/The                                                                   | CUSIP: 887389AK0<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    229000 | PA      | $230723.66    | 0.01%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                                        | Timken Co/The                                                                   | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    225000 | PA      | $215892.75    | 0.01%             | 2032-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                           | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $226549.78    | 0.01%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                           | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $226229.49    | 0.01%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| TOLL BROS FINANCE CORP                                                           | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $221566.24    | 0.01%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                           | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $311681.13    | 0.01%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| GLOBE LIFE INC                                                                   | Globe Life Inc                                                                  | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353583.76    | 0.01%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    595000 | PA      | $531010.64    | 0.01%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    413000 | PA      | $370302.98    | 0.01%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    637000 | PA      | $629788.36    | 0.02%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1015000 | PA      | $945962.14    | 0.03%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    816000 | PA      | $818233.69    | 0.02%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1432000 | PA      | $1430613.67   | 0.04%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    674000 | PA      | $682204.14    | 0.02%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1350000 | PA      | $1380578.61   | 0.04%             | 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        |    747000 | PA      | $773859.98    | 0.02%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $278464.90    | 0.01%             | 2027-04-05      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    605000 | PA      | $620991.11    | 0.02%             | 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        |    550000 | PA      | $563301.96    | 0.02%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    998000 | PA      | $1014819.27   | 0.03%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $521539.94    | 0.01%             | 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        |    650000 | PA      | $663242.72    | 0.02%             | 2030-06-03      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $658379.71    | 0.02%             | 2028-06-02      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $425865.85    | 0.01%             | 2028-10-13      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    725000 | PA      | $722872.14    | 0.02%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAK6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $150040.60    | 0.00%             | 2028-01-13      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAM2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $150415.50    | 0.00%             | 2031-01-13      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $661079.71    | 0.02%             | 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        |    702000 | PA      | $703597.88    | 0.02%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    877000 | PA      | $865931.18    | 0.02%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    876000 | PA      | $838221.88    | 0.02%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                        | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    750000 | PA      | $775774.73    | 0.02%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                        | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    525000 | PA      | $527278.41    | 0.01%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351412.44    | 0.01%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AD1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    278000 | PA      | $277159.30    | 0.01%             | 2028-07-20      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AG4<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    120000 | PA      | $115185.35    | 0.00%             | 2029-07-02      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AN9<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    413000 | PA      | $377591.72    | 0.01%             | 2031-03-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AQ2<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $720493.87    | 0.02%             | 2028-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AR0<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    175000 | PA      | $181177.12    | 0.00%             | 2033-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AS8<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $301746.78    | 0.01%             | 2027-06-30      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    650000 | PA      | $656624.48    | 0.02%             | 2030-06-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AV1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $357834.10    | 0.01%             | 2035-06-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| TRACTOR SUPPLY CO                                                                | Tractor Supply Co                                                               | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    349000 | PA      | $309944.21    | 0.01%             | 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        |    420000 | PA      | $432842.81    | 0.01%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TEM3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    278000 | PA      | $274464.26    | 0.01%             | 2028-01-11      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    179000 | PA      | $177879.10    | 0.00%             | 2029-01-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    413000 | PA      | $383334.63    | 0.01%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    529000 | PA      | $513989.43    | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236THG3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144353.13    | 0.00%             | 2027-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236THX6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    706000 | PA      | $624628.75    | 0.02%             | 2031-01-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    411000 | PA      | $395093.04    | 0.01%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJQ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    379000 | PA      | $333291.02    | 0.01%             | 2031-09-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJW6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    350000 | PA      | $313502.26    | 0.01%             | 2032-01-13      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    829000 | PA      | $822794.87    | 0.02%             | 2027-03-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    806000 | PA      | $816767.08    | 0.02%             | 2029-06-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506276.77    | 0.01%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKL8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    450000 | PA      | $462906.96    | 0.01%             | 2027-11-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKQ7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    652000 | PA      | $662396.55    | 0.02%             | 2028-01-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKR5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    478000 | PA      | $482403.52    | 0.01%             | 2033-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKU8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    380000 | PA      | $386110.34    | 0.01%             | 2030-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLB9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    416000 | PA      | $430189.41    | 0.01%             | 2028-09-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    614000 | PA      | $648947.32    | 0.02%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    607000 | PA      | $619051.17    | 0.02%             | 2029-01-05      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    479000 | PA      | $484530.89    | 0.01%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLY9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    623000 | PA      | $631781.00    | 0.02%             | 2027-03-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    575000 | PA      | $596393.37    | 0.02%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TMF9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    712000 | PA      | $734471.15    | 0.02%             | 2029-05-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    675000 | PA      | $686568.97    | 0.02%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    892000 | PA      | $900723.81    | 0.02%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405288.29    | 0.01%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNA9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    275000 | PA      | $283210.63    | 0.01%             | 2030-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    535000 | PA      | $557913.26    | 0.02%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504871.00    | 0.01%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    470000 | PA      | $481171.82    | 0.01%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNR2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402081.96    | 0.01%             | 2028-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNT8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402816.01    | 0.01%             | 2032-09-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TPF6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400245.60    | 0.01%             | 2028-01-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TPH2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399106.72    | 0.01%             | 2031-01-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TPJ8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396578.64    | 0.01%             | 2036-01-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                                               | Trane Technologies Financing Ltd                                                | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $415955.20    | 0.01%             | 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        |    255000 | PA      | $261086.48    | 0.01%             | 2034-06-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $207176.47    | 0.01%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    804000 | PA      | $785020.65    | 0.02%             | 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        |    901000 | PA      | $904198.57    | 0.02%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    929000 | PA      | $919236.93    | 0.03%             | 2030-04-15      | Fixed         | 4.10%                 | 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        |    220000 | PA      | $220101.93    | 0.01%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AP8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    450000 | PA      | $432612.23    | 0.01%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AS2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60190.82     | 0.00%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    320000 | PA      | $324022.49    | 0.01%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| TRAVELERS PPTY CASUALTY                                                          | Travelers Property Casualty Corp                                                | CUSIP: 89420GAE9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    250000 | PA      | $280091.88    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                                                      | Trimble Inc                                                                     | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    450000 | PA      | $457036.14    | 0.01%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                                                      | Trimble Inc                                                                     | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $534576.57    | 0.01%             | 2033-03-15      | Fixed         | 6.10%                 | 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        |    450000 | PA      | $409463.64    | 0.01%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                                                         | Triton Container International Ltd / TAL International Container Corp           | CUSIP: 89681LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    225000 | PA      | $223839.31    | 0.01%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                     | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1141258.20   | 0.03%             | 2028-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                     | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    800000 | PA      | $799320.30    | 0.02%             | 2029-10-23      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                     | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    395000 | PA      | $395429.33    | 0.01%             | 2029-01-27      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                     | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    761000 | PA      | $696682.85    | 0.02%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    535000 | PA      | $486406.70    | 0.01%             | 2030-06-05      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    435000 | PA      | $417649.06    | 0.01%             | 2027-08-03      | Fixed         | 1.13%                 | No            |                  2 | On Loan: —       |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    529000 | PA      | $503335.97    | 0.01%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    123000 | PA      | $123272.44    | 0.00%             | 2028-06-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    500000 | PA      | $538523.68    | 0.01%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $1070340.20   | 0.03%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: —       |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    999000 | PA      | $1013343.51   | 0.03%             | 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        |   1165000 | PA      | $1233433.23   | 0.03%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1114058.07   | 0.03%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    899000 | PA      | $930478.50    | 0.03%             | 2030-01-24      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1248000 | PA      | $1306466.20   | 0.04%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    625000 | PA      | $643700.48    | 0.02%             | 2032-08-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    700000 | PA      | $717369.65    | 0.02%             | 2031-05-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: —       |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    825000 | PA      | $812028.09    | 0.02%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    360000 | PA      | $360933.72    | 0.01%             | 2032-01-27      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    702000 | PA      | $703896.42    | 0.02%             | 2033-07-28      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                                          | Trustees of Princeton University/The                                            | CUSIP: 89837LAJ4<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76781.30     | 0.00%             | 2030-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DARTMOUTH COLLEGE                                                                | Trustees of Dartmouth College                                                   | CUSIP: 89837RAE2<br>LEI: JVPL1XBV6YI9538FWQ05 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115451.92    | 0.00%             | 2030-06-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AS9<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    116000 | PA      | $103003.01    | 0.00%             | 2030-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AU4<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232155.41    | 0.01%             | 2032-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280125.72    | 0.01%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                       | CUSIP: 902133AU1<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $247958.33    | 0.01%             | 2027-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                       | CUSIP: 902133AY3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    405000 | PA      | $363652.10    | 0.01%             | 2032-02-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                       | CUSIP: 902133BA4<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    225000 | PA      | $228966.35    | 0.01%             | 2030-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                       | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    350000 | PA      | $353155.55    | 0.01%             | 2031-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                       | CUSIP: 902133BD8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    375000 | PA      | $378052.06    | 0.01%             | 2035-05-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                       | CUSIP: 902133BF3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    210000 | PA      | $208878.35    | 0.01%             | 2036-02-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494AZ6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348189.28    | 0.01%             | 2034-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    861000 | PA      | $855914.64    | 0.02%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    700000 | PA      | $703071.45    | 0.02%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    475000 | PA      | $491622.94    | 0.01%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    529000 | PA      | $556744.30    | 0.02%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                                                               | UBS AG/Stamford CT                                                              | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    750000 | PA      | $756528.46    | 0.02%             | 2028-01-10      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAM2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    163000 | PA      | $161941.18    | 0.00%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAN0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    252000 | PA      | $249709.30    | 0.01%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAP5<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    129000 | PA      | $129762.71    | 0.00%             | 2029-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    413000 | PA      | $397218.70    | 0.01%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    213000 | PA      | $197536.77    | 0.01%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAS9<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    268000 | PA      | $231548.34    | 0.01%             | 2034-11-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    274000 | PA      | $235029.90    | 0.01%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAU4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    294000 | PA      | $241987.24    | 0.01%             | 2033-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAV2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    300000 | PA      | $248448.18    | 0.01%             | 2033-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    195000 | PA      | $196372.18    | 0.01%             | 2034-09-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                                                    | UBS AG/London                                                                   | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $1043081.49   | 0.03%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                             | UPMC                                                                            | CUSIP: 90320WAG8<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |    614000 | PA      | $625041.30    | 0.02%             | 2033-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                                                            | US Bank NA/Cincinnati OH                                                        | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    750000 | PA      | $757158.12    | 0.02%             | 2028-05-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | Uber Technologies Inc                                                           | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    696000 | PA      | $698184.95    | 0.02%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | Uber Technologies Inc                                                           | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    858000 | PA      | $852847.61    | 0.02%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | Uber Technologies Inc                                                           | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    650000 | PA      | $644604.85    | 0.02%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | Uber Technologies Inc                                                           | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    750000 | PA      | $741386.88    | 0.02%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UL SOLUTIONS INC                                                                 | UL Solutions Inc                                                                | CUSIP: 903731AC1<br>LEI: 549300F7CUV5ESKV9P71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158074.93    | 0.00%             | 2028-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    723000 | PA      | $789374.70    | 0.02%             | 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        |    790000 | PA      | $782824.52    | 0.02%             | 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        |    600000 | PA      | $596464.10    | 0.02%             | 2028-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    555000 | PA      | $521954.73    | 0.01%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BK2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    427000 | PA      | $380233.16    | 0.01%             | 2030-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    450000 | PA      | $396426.73    | 0.01%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BS5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410262.88    | 0.01%             | 2028-09-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BT3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    600000 | PA      | $620880.17    | 0.02%             | 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        |    585000 | PA      | $589484.66    | 0.02%             | 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        |    850000 | PA      | $853401.39    | 0.02%             | 2034-08-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CM2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    129000 | PA      | $127645.45    | 0.00%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CP5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246071.30    | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CR1<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    254000 | PA      | $242052.73    | 0.01%             | 2030-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CT7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    431000 | PA      | $379399.68    | 0.01%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    275000 | PA      | $282420.04    | 0.01%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    325000 | PA      | $333449.62    | 0.01%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818CF3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    288000 | PA      | $310397.41    | 0.01%             | 2029-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818EB0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    355000 | PA      | $319543.60    | 0.01%             | 2035-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818EP9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    367000 | PA      | $363766.67    | 0.01%             | 2027-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818EY0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    629000 | PA      | $630422.65    | 0.02%             | 2028-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    562000 | PA      | $558225.14    | 0.02%             | 2029-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $374716.42    | 0.01%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    367000 | PA      | $361060.56    | 0.01%             | 2027-02-05      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    533000 | PA      | $487615.25    | 0.01%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    800000 | PA      | $736068.02    | 0.02%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    662000 | PA      | $666848.85    | 0.02%             | 2033-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514214.04    | 0.01%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| UNITED AIR 2018-1 AA PTT                                                         | United Airlines 2018-1 Class AA Pass Through Trust                              | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175661 | PA      | $172248.47    | 0.00%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-1 AA PTT                                                         | United Airlines 2019-1 Class AA Pass Through Trust                              | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285507 | PA      | $280846.34    | 0.01%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| UNITED AIR 2020-1 A PTT                                                          | United Airlines 2020-1 Class A Pass Through Trust                               | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    484502 | PA      | $495351.10    | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| UNITED AIR 2016-1 AA PTT                                                         | United Airlines 2016-1 Class AA Pass Through Trust                              | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    227765 | PA      | $221940.96    | 0.01%             | 2028-07-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 AA PTT                                                         | United Airlines 2019-2 Class AA Pass Through Trust                              | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290351 | PA      | $269054.54    | 0.01%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91086QAG3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $709087.78    | 0.02%             | 2031-08-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: —       |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91086QAN8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $570377.19    | 0.02%             | 2033-04-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91086QAS7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    900000 | PA      | $967938.60    | 0.03%             | 2034-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAC4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1028000 | PA      | $1026633.73   | 0.03%             | 2027-03-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    778000 | PA      | $770289.81    | 0.02%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1853000 | PA      | $1858018.54   | 0.05%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1139000 | PA      | $1072195.08   | 0.03%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1639000 | PA      | $1594094.07   | 0.04%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2310000 | PA      | $2055857.29   | 0.06%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1900000 | PA      | $1635961.12   | 0.04%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1300000 | PA      | $1244163.91   | 0.03%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAU4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    900000 | PA      | $917864.96    | 0.03%             | 2028-02-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1800000 | PA      | $1870368.08   | 0.05%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAY6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $608173.56    | 0.02%             | 2029-05-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1200000 | PA      | $1252276.26   | 0.03%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2500000 | PA      | $2561745.30   | 0.07%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BBJ8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $986801.52    | 0.03%             | 2031-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2500000 | PA      | $2471828.63   | 0.07%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1700000 | PA      | $1664981.68   | 0.05%             | 2035-09-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BM7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    701000 | PA      | $693358.72    | 0.02%             | 2027-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BR6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    450000 | PA      | $443931.35    | 0.01%             | 2029-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BU9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    280000 | PA      | $266078.63    | 0.01%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508420.95    | 0.01%             | 2030-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BZ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    576000 | PA      | $592026.31    | 0.02%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CD6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518601.54    | 0.01%             | 2034-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CH7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307128.83    | 0.01%             | 2030-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    790000 | PA      | $818061.50    | 0.02%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HHR4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    783000 | PA      | $777456.10    | 0.02%             | 2027-04-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    965000 | PA      | $966661.56    | 0.03%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    634000 | PA      | $611152.51    | 0.02%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    969000 | PA      | $857677.85    | 0.02%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1007000 | PA      | $881395.90    | 0.02%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    693000 | PA      | $681510.70    | 0.02%             | 2028-01-27      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJD3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    413000 | PA      | $372064.45    | 0.01%             | 2033-01-27      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    760000 | PA      | $766119.17    | 0.02%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    875000 | PA      | $881486.73    | 0.02%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1162000 | PA      | $1240735.46   | 0.03%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    847000 | PA      | $857141.21    | 0.02%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1204271.10   | 0.03%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1084701.88   | 0.03%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    933000 | PA      | $988344.15    | 0.03%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1018000 | PA      | $1053307.79   | 0.03%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1224000 | PA      | $1283355.71   | 0.04%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    810000 | PA      | $833758.23    | 0.02%             | 2030-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    605000 | PA      | $620970.39    | 0.02%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    840000 | PA      | $869003.43    | 0.02%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: —       |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    750000 | PA      | $771042.34    | 0.02%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJW1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    525000 | PA      | $525990.59    | 0.01%             | 2032-01-26      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJY7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    525000 | PA      | $524393.03    | 0.01%             | 2037-01-26      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017BJ7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209623.92    | 0.01%             | 2035-05-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    899000 | PA      | $890648.18    | 0.02%             | 2027-05-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1821000 | PA      | $1829313.81   | 0.05%             | 2028-11-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES PLC                                                             | United Utilities PLC                                                            | CUSIP: 91311QAC9<br>LEI: 213800KYT12UFB2VE455 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $212862.34    | 0.01%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $978883.92    | 0.03%             | 2035-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCW0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    413000 | PA      | $411928.78    | 0.01%             | 2027-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCY6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    327000 | PA      | $325031.61    | 0.01%             | 2027-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    554000 | PA      | $546228.78    | 0.01%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    629000 | PA      | $627376.68    | 0.02%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499244.06    | 0.01%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    716000 | PA      | $687994.38    | 0.02%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    736000 | PA      | $671825.55    | 0.02%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1048000 | PA      | $945037.24    | 0.03%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349257.04    | 0.01%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749001.30    | 0.02%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    950000 | PA      | $934247.48    | 0.03%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    525000 | PA      | $538232.93    | 0.01%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $833247.80    | 0.02%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1008000 | PA      | $1047407.02   | 0.03%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $1070820.73   | 0.03%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $1010466.90   | 0.03%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEY4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221857.63    | 0.01%             | 2027-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEZ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    295000 | PA      | $300755.15    | 0.01%             | 2029-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    575000 | PA      | $589010.91    | 0.02%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    775000 | PA      | $782131.26    | 0.02%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    775000 | PA      | $792545.47    | 0.02%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    864000 | PA      | $883990.62    | 0.02%             | 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        |   1300000 | PA      | $1325535.03   | 0.04%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    780000 | PA      | $787915.71    | 0.02%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    450000 | PA      | $455609.85    | 0.01%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    610000 | PA      | $627698.92    | 0.02%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366KV1<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    200000 | PA      | $197194.15    | 0.01%             | 2032-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                            | Universal Health Services Inc                                                   | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    550000 | PA      | $501491.68    | 0.01%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                            | Universal Health Services Inc                                                   | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    295000 | PA      | $260692.87    | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                            | Universal Health Services Inc                                                   | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326846.43    | 0.01%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                            | Universal Health Services Inc                                                   | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    340000 | PA      | $332832.69    | 0.01%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                  | CUSIP: 91412HFG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    460000 | PA      | $452156.19    | 0.01%             | 2029-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                  | CUSIP: 91412HGG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    820000 | PA      | $744934.33    | 0.02%             | 2030-05-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                      | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    179000 | PA      | $177292.81    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                      | CUSIP: 91529YAU0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148723.70    | 0.00%             | 2035-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                          | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   1323000 | PA      | $1336769.63   | 0.04%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                               | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   1229000 | PA      | $1186820.23   | 0.03%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                               | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    950000 | PA      | $1017370.44   | 0.03%             | 2033-06-12      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    545000 | PA      | $626008.50    | 0.02%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    498000 | PA      | $500840.69    | 0.01%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YAW0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    290000 | PA      | $288398.30    | 0.01%             | 2029-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    277000 | PA      | $269103.34    | 0.01%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    179000 | PA      | $163642.31    | 0.00%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    470000 | PA      | $483947.96    | 0.01%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY PARTNERS                                                           | Valero Energy Partners LP                                                       | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |    341000 | PA      | $343813.02    | 0.01%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    268000 | PA      | $267457.28    | 0.01%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    575000 | PA      | $574654.35    | 0.02%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    500000 | PA      | $502779.99    | 0.01%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    575000 | PA      | $547171.98    | 0.01%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    279000 | PA      | $282638.71    | 0.01%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAW7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    321000 | PA      | $288704.69    | 0.01%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    175000 | PA      | $182467.82    | 0.00%             | 2034-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    375000 | PA      | $374133.96    | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GBB2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    300000 | PA      | $308716.68    | 0.01%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GBC0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    240000 | PA      | $237394.58    | 0.01%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                                     | Veralto Corp                                                                    | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    325000 | PA      | $335263.27    | 0.01%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                                     | Veralto Corp                                                                    | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    425000 | PA      | $441921.59    | 0.01%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                     | VeriSign Inc                                                                    | CUSIP: 92343EAL6<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    279000 | PA      | $279127.91    | 0.01%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                     | VeriSign Inc                                                                    | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    394000 | PA      | $358168.08    | 0.01%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                     | VeriSign Inc                                                                    | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    364000 | PA      | $373341.09    | 0.01%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1058959.14   | 0.03%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1114000 | PA      | $1117262.67   | 0.03%             | 2027-03-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1204000 | PA      | $1182398.27   | 0.03%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1983000 | PA      | $1998960.41   | 0.05%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    759000 | PA      | $756692.35    | 0.02%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2049000 | PA      | $2037661.74   | 0.06%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    829000 | PA      | $794327.15    | 0.02%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    450000 | PA      | $397390.40    | 0.01%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1273000 | PA      | $1122609.75   | 0.03%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    319000 | PA      | $282882.86    | 0.01%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1832000 | PA      | $1763659.73   | 0.05%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2023000 | PA      | $1847695.13   | 0.05%             | 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        |   2962000 | PA      | $2609269.70   | 0.07%             | 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        |    629000 | PA      | $643619.01    | 0.02%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1471050.93   | 0.04%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1483859.77   | 0.04%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    540000 | PA      | $539840.39    | 0.01%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1877550.34   | 0.05%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92344GAM8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    367000 | PA      | $420582.05    | 0.01%             | 2030-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    413000 | PA      | $412846.29    | 0.01%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAH9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    285000 | PA      | $301222.91    | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    496000 | PA      | $506002.05    | 0.01%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    525000 | PA      | $533088.64    | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    350000 | PA      | $376179.93    | 0.01%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 925524AV2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283156.27    | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    673000 | PA      | $643515.26    | 0.02%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    600000 | PA      | $541605.26    | 0.01%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                     | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    415000 | PA      | $404293.76    | 0.01%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                     | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    843000 | PA      | $772188.51    | 0.02%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    868000 | PA      | $876863.48    | 0.02%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    776000 | PA      | $785260.33    | 0.02%             | 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        |    930000 | PA      | $935661.77    | 0.03%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    400000 | PA      | $412596.34    | 0.01%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    475000 | PA      | $480360.10    | 0.01%             | 2031-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    370000 | PA      | $373836.85    | 0.01%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    535000 | PA      | $544705.26    | 0.01%             | 2035-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                                         | Viper Energy Partners LLC                                                       | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    320000 | PA      | $323943.40    | 0.01%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| VIPER ENERGY PARTNERS LL                                                         | Viper Energy Partners LLC                                                       | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    695000 | PA      | $706985.05    | 0.02%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    420000 | PA      | $418390.94    | 0.01%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    413000 | PA      | $411879.30    | 0.01%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    429000 | PA      | $412561.92    | 0.01%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    413000 | PA      | $368043.79    | 0.01%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    530000 | PA      | $471295.83    | 0.01%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399327.41    | 0.01%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    525000 | PA      | $534931.04    | 0.01%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GM0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    900000 | PA      | $931461.45    | 0.03%             | 2033-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GP3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506082.83    | 0.01%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    595000 | PA      | $602294.62    | 0.02%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    625000 | PA      | $634262.39    | 0.02%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    750000 | PA      | $744998.47    | 0.02%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $964662.19    | 0.03%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    609000 | PA      | $600894.83    | 0.02%             | 2027-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1149000 | PA      | $1126684.85   | 0.03%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    897000 | PA      | $831655.21    | 0.02%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: —       |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    710000 | PA      | $618493.20    | 0.02%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAP7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239749.66    | 0.01%             | 2027-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                       | VMware LLC                                                                      | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $1065450.76   | 0.03%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                       | VMware LLC                                                                      | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    657000 | PA      | $668283.53    | 0.02%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                       | VMware LLC                                                                      | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473811.02    | 0.01%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                       | VMware LLC                                                                      | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    716000 | PA      | $637289.01    | 0.02%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857TAH0<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $249954.72    | 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        |    227000 | PA      | $247646.99    | 0.01%             | 2032-11-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBK5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    289000 | PA      | $293541.96    | 0.01%             | 2028-05-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                     | Vontier Corp                                                                    | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192368.37    | 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        |    350000 | PA      | $321135.28    | 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        |    200000 | PA      | $191015.78    | 0.01%             | 2048-01-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                               | Voya Financial Inc                                                              | CUSIP: 929089AH3<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    285000 | PA      | $284138.17    | 0.01%             | 2034-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                             | CUSIP: 929160AT6<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    129000 | PA      | $129012.42    | 0.00%             | 2027-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                             | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387509.92    | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                             | CUSIP: 929160BB4<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    325000 | PA      | $333379.84    | 0.01%             | 2029-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                             | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    425000 | PA      | $438837.68    | 0.01%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                    | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    393000 | PA      | $388557.73    | 0.01%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| WP CAREY INC                                                                     | WP Carey Inc                                                                    | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    304000 | PA      | $274505.75    | 0.01%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                    | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    258000 | PA      | $217844.41    | 0.01%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                    | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    250000 | PA      | $220880.72    | 0.01%             | 2032-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                    | CUSIP: 92936UAM1<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    200000 | PA      | $205626.17    | 0.01%             | 2034-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                    | CUSIP: 92936UAN9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    275000 | PA      | $276742.48    | 0.01%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                            | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    350000 | PA      | $335570.57    | 0.01%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                            | CUSIP: 92939UAE6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    203000 | PA      | $180674.51    | 0.00%             | 2030-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                            | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    350000 | PA      | $333293.99    | 0.01%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                            | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509001.28    | 0.01%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                            | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253966.93    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                        | WRKCo Inc                                                                       | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    429000 | PA      | $437661.87    | 0.01%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                        | WRKCo Inc                                                                       | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    264000 | PA      | $263075.69    | 0.01%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                        | WRKCo Inc                                                                       | CUSIP: 92940PAF1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    288000 | PA      | $280387.73    | 0.01%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                        | WRKCo Inc                                                                       | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    350000 | PA      | $311804.95    | 0.01%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WACHOVIA CORP                                                                    | Wachovia Corp                                                                   | CUSIP: 929903AM4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256536.72    | 0.01%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142BF9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    278000 | PA      | $315655.25    | 0.01%             | 2030-02-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    400000 | PA      | $422346.68    | 0.01%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142CH4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    256000 | PA      | $262749.99    | 0.01%             | 2027-04-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EE9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    974000 | PA      | $976239.30    | 0.03%             | 2028-06-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EN9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492309.55    | 0.01%             | 2029-07-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EQ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285860.81    | 0.01%             | 2029-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142ES8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    835000 | PA      | $791181.88    | 0.02%             | 2028-09-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1284274.67   | 0.04%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EX7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    640000 | PA      | $643419.60    | 0.02%             | 2027-09-09      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    762000 | PA      | $765217.49    | 0.02%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142FB4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    520000 | PA      | $522567.91    | 0.01%             | 2028-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142FC2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    342000 | PA      | $344244.68    | 0.01%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142FD0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994306.73    | 0.03%             | 2033-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142FL2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    310000 | PA      | $312122.08    | 0.01%             | 2027-04-28      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    910000 | PA      | $924405.40    | 0.03%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1243462.93   | 0.03%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS                                                             | BlackRock Cash Funds: Treasury, SL Agency Shares                                | CUSIP: 066922477<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  28057055 | NS      | $28071083.08  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 941053AH3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $201644.04    | 0.01%             | 2028-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 941053AJ9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    254000 | PA      | $250373.92    | 0.01%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    376000 | PA      | $355543.19    | 0.01%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    479000 | PA      | $423449.61    | 0.01%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    274000 | PA      | $255042.75    | 0.01%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $400562.46    | 0.01%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    575000 | PA      | $584959.63    | 0.02%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $257858.11    | 0.01%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    617000 | PA      | $610890.08    | 0.02%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBN8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    374000 | PA      | $353945.36    | 0.01%             | 2028-03-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    707000 | PA      | $617721.11    | 0.02%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBQ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    159000 | PA      | $149178.00    | 0.00%             | 2029-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    524000 | PA      | $519012.57    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBT5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407174.96    | 0.01%             | 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        |    270000 | PA      | $272825.22    | 0.01%             | 2033-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    575000 | PA      | $590139.52    | 0.02%             | 2029-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBW8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    766000 | PA      | $783131.98    | 0.02%             | 2034-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279368.98    | 0.01%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    495000 | PA      | $511717.94    | 0.01%             | 2031-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399471.38    | 0.01%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    625000 | PA      | $633825.94    | 0.02%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LCC1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    425000 | PA      | $433367.98    | 0.01%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LCD9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    525000 | PA      | $537277.38    | 0.01%             | 2032-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    950000 | PA      | $961452.76    | 0.03%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP                                                           | Webster Financial Corp                                                          | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198190.13    | 0.01%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                                                                       | Weibo Corp                                                                      | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $285362.40    | 0.01%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VAH0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    400000 | PA      | $425450.10    | 0.01%             | 2034-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1667000 | PA      | $1674712.29   | 0.05%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2143000 | PA      | $2131203.75   | 0.06%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1374000 | PA      | $1379981.04   | 0.04%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2209000 | PA      | $2103672.54   | 0.06%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1943000 | PA      | $1814891.27   | 0.05%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1559000 | PA      | $1565815.79   | 0.04%             | 2031-04-04      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $2002164.90   | 0.05%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2463000 | PA      | $2295508.64   | 0.06%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2167000 | PA      | $2155277.22   | 0.06%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $2068164.16   | 0.06%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2873000 | PA      | $2906902.06   | 0.08%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2413742.95   | 0.07%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2394000 | PA      | $2477072.69   | 0.07%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2556000 | PA      | $2664337.75   | 0.07%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1571000 | PA      | $1658710.91   | 0.05%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1966000 | PA      | $2162987.70   | 0.06%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1771167.37   | 0.05%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $2037572.09   | 0.06%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1917847.22   | 0.05%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1673219.56   | 0.05%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2091000 | PA      | $2159751.85   | 0.06%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2037547.90   | 0.06%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1870103.00   | 0.05%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2445774.67   | 0.07%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1672897.49   | 0.05%             | 2029-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1657243.78   | 0.05%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1170753.23   | 0.03%             | 2030-01-23      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1934297.86   | 0.05%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    450000 | PA      | $453054.15    | 0.01%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    229000 | PA      | $229592.39    | 0.01%             | 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        |    307000 | PA      | $294341.00    | 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        |    380000 | PA      | $375587.38    | 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        |    495000 | PA      | $460408.77    | 0.01%             | 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        |    570000 | PA      | $527427.61    | 0.01%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    412000 | PA      | $390098.06    | 0.01%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    413000 | PA      | $375934.39    | 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        |    231000 | PA      | $223129.86    | 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        |    650000 | PA      | $656170.85    | 0.02%             | 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        |    750000 | PA      | $761511.37    | 0.02%             | 2035-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAP5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198248.56    | 0.01%             | 2027-04-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                             | Western Digital Corp                                                            | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    226000 | PA      | $215642.76    | 0.01%             | 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        |    145000 | PA      | $133628.59    | 0.00%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201092.00    | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202519.52    | 0.01%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    756000 | PA      | $741268.42    | 0.02%             | 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        |    450000 | PA      | $475483.64    | 0.01%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    260000 | PA      | $274196.49    | 0.01%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    570000 | PA      | $573986.74    | 0.02%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    375000 | PA      | $374940.52    | 0.01%             | 2031-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    385000 | PA      | $383235.51    | 0.01%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                             | Western Union Co/The                                                            | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    195000 | PA      | $179519.92    | 0.00%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| WESTINGHOUSE AIR BRAKE                                                           | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    871000 | PA      | $882795.32    | 0.02%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                           | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    412000 | PA      | $431046.47    | 0.01%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                           | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306270.74    | 0.01%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                           | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311179.26    | 0.01%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    225000 | PA      | $215454.19    | 0.01%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174311.52    | 0.00%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $497881.91    | 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        |    935000 | PA      | $928370.84    | 0.03%             | 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        |    740000 | PA      | $729215.13    | 0.02%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EL3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    571000 | PA      | $541455.24    | 0.01%             | 2030-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    957000 | PA      | $868590.84    | 0.02%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    536000 | PA      | $483723.79    | 0.01%             | 2031-06-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    779000 | PA      | $740777.84    | 0.02%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    820000 | PA      | $742120.84    | 0.02%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214FC2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $603093.05    | 0.02%             | 2027-08-26      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    550000 | PA      | $567377.28    | 0.02%             | 2033-08-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    854000 | PA      | $878774.24    | 0.02%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214FN8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    820000 | PA      | $856133.08    | 0.02%             | 2028-11-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    428000 | PA      | $477321.11    | 0.01%             | 2033-11-17      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214FT5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $517254.00    | 0.01%             | 2029-04-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    950000 | PA      | $981465.18    | 0.03%             | 2035-11-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214GC1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    550000 | PA      | $554177.86    | 0.02%             | 2030-07-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                        | WRKCo Inc                                                                       | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    323000 | PA      | $323072.36    | 0.01%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTROCK MWV LLC                                                                 | WestRock MWV LLC                                                                | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    289000 | PA      | $328302.71    | 0.01%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                  | Weyerhaeuser Co                                                                 | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    403000 | PA      | $458485.54    | 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        |    541000 | PA      | $535911.09    | 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        |    500000 | PA      | $492626.71    | 0.01%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                  | Weyerhaeuser Co                                                                 | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    250000 | PA      | $228330.84    | 0.01%             | 2033-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                                              | BlackRock Cash Funds: Institutional, SL Agency Shares                           | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        | 231454259 | NS      | $231569985.89 | 6.33%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $362719.87    | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    629000 | PA      | $603991.75    | 0.02%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $1100685.85   | 0.03%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600245.03    | 0.02%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    600000 | PA      | $627591.73    | 0.02%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    600000 | PA      | $618342.94    | 0.02%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127556.85    | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    734000 | PA      | $762201.91    | 0.02%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    480000 | PA      | $485094.78    | 0.01%             | 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        |    450000 | PA      | $456691.30    | 0.01%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CV0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    700000 | PA      | $696799.12    | 0.02%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    818000 | PA      | $815988.18    | 0.02%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Williamsburg Economic Development Authority                                      | WILLIAMSBURG VA ECON DEV AUTH REVENUE                                           | CUSIP: 969672AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $96063.28     | 0.00%             | 2035-11-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    505000 | PA      | $509112.59    | 0.01%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    450000 | PA      | $429727.82    | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    631000 | PA      | $635987.59    | 0.02%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    460000 | PA      | $472806.24    | 0.01%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    375000 | PA      | $374586.75    | 0.01%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AQ4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224254.14    | 0.01%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WINTRUST FINANCIAL CORP                                                          | Wintrust Financial Corp                                                         | CUSIP: 97650WAG3<br>LEI: Q774KI4AW80FHFW33O61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149626.66    | 0.00%             | 2029-06-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656BW7<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213344.91    | 0.01%             | 2033-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    159000 | PA      | $151435.67    | 0.00%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    305000 | PA      | $311017.63    | 0.01%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CQ9<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128648.52    | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CS5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183663.37    | 0.01%             | 2034-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    270000 | PA      | $269173.49    | 0.01%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CV8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99923.09     | 0.00%             | 2029-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BL0<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    252000 | PA      | $248360.79    | 0.01%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BM8<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    229000 | PA      | $221385.52    | 0.01%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BP1<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    194000 | PA      | $169883.69    | 0.00%             | 2031-09-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    400000 | PA      | $385287.13    | 0.01%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BR7<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192683.87    | 0.01%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    335000 | PA      | $345757.96    | 0.01%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                         | Wisconsin Public Service Corp                                                   | CUSIP: 976843BQ4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121927.58    | 0.00%             | 2029-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                         | Wisconsin Public Service Corp                                                   | CUSIP: 976843BR2<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199777.67    | 0.01%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | WISCONSIN ST GEN FUND ANNUAL APPROP REVENUE                                     | CUSIP: 977100GH3<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    230000 | PA      | $228468.74    | 0.01%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                             | Woodside Finance Ltd                                                            | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    871000 | PA      | $861331.73    | 0.02%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                             | Woodside Finance Ltd                                                            | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    750000 | PA      | $771633.65    | 0.02%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                             | Woodside Finance Ltd                                                            | CUSIP: 980236AU7<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    270000 | PA      | $282157.71    | 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        |    750000 | PA      | $780208.21    | 0.02%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                             | Woodside Finance Ltd                                                            | CUSIP: 980236AX1<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $304596.15    | 0.01%             | 2028-05-19      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                      | Workday Inc                                                                     | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    639000 | PA      | $635754.17    | 0.02%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                      | Workday Inc                                                                     | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    543000 | PA      | $535646.13    | 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        |    821000 | PA      | $784031.68    | 0.02%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                                        | Wyeth LLC                                                                       | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    500000 | PA      | $559592.87    | 0.02%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    413000 | PA      | $402790.43    | 0.01%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98388MAC1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    179000 | PA      | $159089.81    | 0.00%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    497000 | PA      | $494636.42    | 0.01%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    479000 | PA      | $479223.09    | 0.01%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    380000 | PA      | $358324.90    | 0.01%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336767.46    | 0.01%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515857.55    | 0.01%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    355000 | PA      | $365350.72    | 0.01%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177521.49    | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    475000 | PA      | $490554.68    | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| XILINX INC                                                                       | Xilinx Inc                                                                      | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |    428000 | PA      | $398132.85    | 0.01%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                                        | Xylem Inc/NY                                                                    | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    350000 | PA      | $317043.25    | 0.01%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| XYLEM INC                                                                        | Xylem Inc/NY                                                                    | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240993.93    | 0.01%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                                                  | Yale University                                                                 | CUSIP: 98459LAB9<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |     98000 | PA      | $88499.53     | 0.00%             | 2030-04-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                                                  | Yale University                                                                 | CUSIP: 98459LAD5<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56347.76     | 0.00%             | 2032-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| YAMANA GOLD INC                                                                  | Yamana Gold Inc                                                                 | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $316663.61    | 0.01%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    561000 | PA      | $506463.88    | 0.01%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258461.93    | 0.01%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    625000 | PA      | $634750.28    | 0.02%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226871.66    | 0.01%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231659.85    | 0.01%             | 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        |    225000 | PA      | $231999.26    | 0.01%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| ZIONS BANCORP NA                                                                 | Zions Bancorp NA                                                                | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    261000 | PA      | $246433.77    | 0.01%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                                                 | Zions Bancorp NA                                                                | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $265024.18    | 0.01%             | 2035-11-19      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                                                 | Zions Bancorp NA                                                                | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250959.72    | 0.01%             | 2028-08-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345575.55    | 0.01%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    379000 | PA      | $379051.98    | 0.01%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    329000 | PA      | $301160.34    | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $318077.01    | 0.01%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326811.88    | 0.01%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    825000 | PA      | $830148.22    | 0.02%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   3000000 | PA      | $3020086.02   | 0.08%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 000000000<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1000000 | PA      | $1001815.54   | 0.03%             | 2028-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** BlackRock Funds

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer