# EDGAR Filing Document

**Accession Number:** 0000844779
**File Stem:** 0001410368-26-031791
**Filing Date:** 2026-3
**Character Count:** 1818392
**Document Hash:** a999f90d2b85288eb42a94223bb2fe48
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-031791.hdr.sgml**: 20260326

**ACCESSION NUMBER**: 0001410368-26-031791

**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:** 26795969

**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. Long Credit Bond Index Fund (Series ID: S000075203)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000234047 | iShares U.S. Long 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. Long 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. Long 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 — 0.0%** | **Advertising Agencies — 0.0%** | **Advertising Agencies — 0.0%** |
| Omnicom Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/01/41<sup>(a)</sup> | $439 | &nbsp;&nbsp; $331818 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/01/48 | 500 | &nbsp;&nbsp; 457105 |
|  |  | &nbsp;&nbsp; 788923 |
| **Aerospace & Defense — 2.6%** | **Aerospace & Defense — 2.6%** | **Aerospace & Defense — 2.6%** |
| Boeing Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 02/15/38 | 200 | &nbsp;&nbsp; 222600 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/01/38 | 650 | &nbsp;&nbsp; 547692 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/39 | 350 | &nbsp;&nbsp; 286817 |
| &nbsp;&nbsp;&nbsp; 6.88%, 03/15/39 | 450 | &nbsp;&nbsp; 506809 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/15/40 | 500 | &nbsp;&nbsp; 515484 |
| &nbsp;&nbsp;&nbsp; 5.71%, 05/01/40 | 2459 | &nbsp;&nbsp; 2513953 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/15/46 | 463 | &nbsp;&nbsp; 327998 |
| &nbsp;&nbsp;&nbsp; 3.65%, 03/01/47 | 250 | &nbsp;&nbsp; 182601 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/01/48 | 620 | &nbsp;&nbsp; 443945 |
| &nbsp;&nbsp;&nbsp; 3.85%, 11/01/48 | 324 | &nbsp;&nbsp; 240346 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/01/49 | 770 | &nbsp;&nbsp; 575512 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/01/50 | 1097 | &nbsp;&nbsp; 802142 |
| &nbsp;&nbsp;&nbsp; 5.81%, 05/01/50 | 5513 | &nbsp;&nbsp; 5439426 |
| &nbsp;&nbsp;&nbsp; 6.86%, 05/01/54 | 2150 | &nbsp;&nbsp; 2422968 |
| &nbsp;&nbsp;&nbsp; 3.83%, 03/01/59 | 300 | &nbsp;&nbsp; 208637 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/01/59 | 1225 | &nbsp;&nbsp; 867741 |
| &nbsp;&nbsp;&nbsp; 5.93%, 05/01/60 | 2948 | &nbsp;&nbsp; 2901868 |
| &nbsp;&nbsp;&nbsp; 7.01%, 05/01/64 | 1510 | &nbsp;&nbsp; 1723730 |
| Embraer Netherlands Finance BV, 5.40%, 01/09/38 | 400 | &nbsp;&nbsp; 395054 |
| General Dynamics Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/40 | 804 | &nbsp;&nbsp; 732931 |
| &nbsp;&nbsp;&nbsp; 2.85%, 06/01/41 | 497 | &nbsp;&nbsp; 374483 |
| &nbsp;&nbsp;&nbsp; 3.60%, 11/15/42 | 500 | &nbsp;&nbsp; 404921 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/50 | 588 | &nbsp;&nbsp; 495076 |
| General Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/14/38 | 900 | &nbsp;&nbsp; 971777 |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/10/39 | 650 | &nbsp;&nbsp; 762649 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/11/44 | 600 | &nbsp;&nbsp; 540435 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/01/50<sup>(a)</sup> | 450 | &nbsp;&nbsp; 385206 |
| Howmet Aerospace, Inc., 5.95%, 02/01/37<sup>(a)</sup> | 500 | &nbsp;&nbsp; 539896 |
| L3Harris Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.15%, 12/15/40<sup>(a)</sup> | 270 | &nbsp;&nbsp; 293388 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/27/45 | 458 | &nbsp;&nbsp; 439401 |
| &nbsp;&nbsp;&nbsp; 5.60%, 07/31/53<sup>(a)</sup> | 515 | &nbsp;&nbsp; 512468 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/15/54<sup>(a)</sup> | 680 | &nbsp;&nbsp; 666831 |
| Lockheed Martin Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/36 | 351 | &nbsp;&nbsp; 344589 |
| &nbsp;&nbsp;&nbsp; 5.72%, 06/01/40<sup>(a)</sup> | 300 | &nbsp;&nbsp; 324111 |
| &nbsp;&nbsp;&nbsp; 4.07%, 12/15/42 | 1261 | &nbsp;&nbsp; 1080759 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/01/45 | 1268 | &nbsp;&nbsp; 1019843 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/15/46 | 1370 | &nbsp;&nbsp; 1240355 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/15/50 | 675 | &nbsp;&nbsp; 430570 |
| &nbsp;&nbsp;&nbsp; 4.09%, 09/15/52 | 1563 | &nbsp;&nbsp; 1242601 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/15/53 | 560 | &nbsp;&nbsp; 448708 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/15/54 | 1125 | &nbsp;&nbsp; 1139892 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/55<sup>(a)</sup> | 1260 | &nbsp;&nbsp; 1189142 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/62 | 610 | &nbsp;&nbsp; 482749 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/63 | 875 | &nbsp;&nbsp; 906753 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/64 | 580 | &nbsp;&nbsp; 536915 |
| &nbsp;&nbsp;&nbsp; Series B, 6.15%, 09/01/36 | 475 | &nbsp;&nbsp; 527342 |
| Northrop Grumman Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/01/40<sup>(a)</sup> | 500 | &nbsp;&nbsp; 499010 |
| &nbsp;&nbsp;&nbsp; 5.05%, 11/15/40<sup>(a)</sup> | 300 | &nbsp;&nbsp; 297293 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/01/43 | 1324 | &nbsp;&nbsp; 1225917 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** |
| Northrop Grumman Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/15/45 | 625 | &nbsp;&nbsp; $499686 |
| &nbsp;&nbsp;&nbsp; 4.03%, 10/15/47 | 2475 | &nbsp;&nbsp; 1999008 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/01/50 | 979 | &nbsp;&nbsp; 932390 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/53 | 1270 | &nbsp;&nbsp; 1152892 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/54<sup>(a)</sup> | 1300 | &nbsp;&nbsp; 1224034 |
| RTX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.05%, 06/01/36<sup>(a)</sup> | 300 | &nbsp;&nbsp; 326872 |
| &nbsp;&nbsp;&nbsp; 6.13%, 07/15/38 | 550 | &nbsp;&nbsp; 602059 |
| &nbsp;&nbsp;&nbsp; 4.45%, 11/16/38 | 1013 | &nbsp;&nbsp; 951424 |
| &nbsp;&nbsp;&nbsp; 5.70%, 04/15/40<sup>(a)</sup> | 400 | &nbsp;&nbsp; 418849 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/15/40 | 563 | &nbsp;&nbsp; 542820 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/15/41 | 426 | &nbsp;&nbsp; 394794 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/42 | 4274 | &nbsp;&nbsp; 3867335 |
| &nbsp;&nbsp;&nbsp; 4.80%, 12/15/43 | 350 | &nbsp;&nbsp; 323115 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/15/45 | 813 | &nbsp;&nbsp; 680813 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/01/46 | 1120 | &nbsp;&nbsp; 871701 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/47 | 629 | &nbsp;&nbsp; 533492 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/04/47 | 738 | &nbsp;&nbsp; 598201 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/16/48 | 1936 | &nbsp;&nbsp; 1693126 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/01/50 | 1153 | &nbsp;&nbsp; 777713 |
| &nbsp;&nbsp;&nbsp; 2.82%, 09/01/51 | 763 | &nbsp;&nbsp; 478613 |
| &nbsp;&nbsp;&nbsp; 3.03%, 03/15/52 | 1300 | &nbsp;&nbsp; 848130 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/27/53 | 1190 | &nbsp;&nbsp; 1143693 |
| &nbsp;&nbsp;&nbsp; 6.40%, 03/15/54 | 1555 | &nbsp;&nbsp; 1713692 |
|  |  | &nbsp;&nbsp; 63755786 |
| **Automobile Components — 0.2%** | **Automobile Components — 0.2%** | **Automobile Components — 0.2%** |
| Aptiv Swiss Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 10/01/46 | 163 | &nbsp;&nbsp; 132884 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/49<sup>(a)</sup> | 350 | &nbsp;&nbsp; 323973 |
| &nbsp;&nbsp;&nbsp; 3.10%, 12/01/51 | 1628 | &nbsp;&nbsp; 1049789 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/01/52 | 1063 | &nbsp;&nbsp; 817975 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/13/54<sup>(a)</sup> | 500 | &nbsp;&nbsp; 483303 |
| BorgWarner, Inc., 4.38%, 03/15/45 | 600 | &nbsp;&nbsp; 501153 |
| Lear Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/49<sup>(a)</sup> | 663 | &nbsp;&nbsp; 604712 |
| &nbsp;&nbsp;&nbsp; 3.55%, 01/15/52 | 576 | &nbsp;&nbsp; 392763 |
|  |  | &nbsp;&nbsp; 4306552 |
| **Automobiles — 0.5%** | **Automobiles — 0.5%** | **Automobiles — 0.5%** |
| Cummins, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/01/43 | 475 | &nbsp;&nbsp; 452430 |
| &nbsp;&nbsp;&nbsp; 2.60%, 09/01/50 | 513 | &nbsp;&nbsp; 311231 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/20/54<sup>(a)</sup> | 960 | &nbsp;&nbsp; 942785 |
| Ford Motor Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/43 | 1950 | &nbsp;&nbsp; 1562971 |
| &nbsp;&nbsp;&nbsp; 7.40%, 11/01/46<sup>(a)</sup> | 375 | &nbsp;&nbsp; 405157 |
| &nbsp;&nbsp;&nbsp; 5.29%, 12/08/46<sup>(a)</sup> | 1200 | &nbsp;&nbsp; 1016029 |
| General Motors Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.60%, 04/01/36 | 1163 | &nbsp;&nbsp; 1267274 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/01/38 | 1013 | &nbsp;&nbsp; 976458 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/02/43 | 1263 | &nbsp;&nbsp; 1288082 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/45<sup>(a)</sup> | 1654 | &nbsp;&nbsp; 1491124 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/01/46 | 617 | &nbsp;&nbsp; 661746 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/01/48<sup>(a)</sup> | 807 | &nbsp;&nbsp; 731973 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/49<sup>(a)</sup> | 663 | &nbsp;&nbsp; 645997 |
|  |  | &nbsp;&nbsp; 11753257 |
| **Banks — 7.6%** | **Banks — 7.6%** | **Banks — 7.6%** |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.11%, 01/29/37 | 1800 | &nbsp;&nbsp; 1928680 |
| &nbsp;&nbsp;&nbsp; 7.75%, 05/14/38 | 1150 | &nbsp;&nbsp; 1401159 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/07/42 | 1261 | &nbsp;&nbsp; 1339091 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

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

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Bank of America Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/21/44 | $1736 | &nbsp;&nbsp; $1666254 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/44 | 429 | &nbsp;&nbsp; 405828 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.56%), 2.97%, 07/21/52<sup>(a)(b)</sup> | 2005 | &nbsp;&nbsp; 1308550 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.58%), 3.31%, 04/22/42<sup>(b)</sup> | 3939 | &nbsp;&nbsp; 3081278 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.88%), 2.83%, 10/24/51<sup>(b)</sup> | 1225 | &nbsp;&nbsp; 775237 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.93%), 2.68%, 06/19/41<sup>(b)</sup> | 5489 | &nbsp;&nbsp; 4019563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.45%), 3.95%, <br> 01/23/49<sup>(b)</sup><br>| 1296 | &nbsp;&nbsp; 1030680 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.58%), 4.08%, <br> 04/23/40<sup>(b)</sup><br>| 1729 | &nbsp;&nbsp; 1529904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.78%), 4.33%, <br> 03/15/50<sup>(b)</sup><br>| 2559 | &nbsp;&nbsp; 2150013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 2.08%), 4.24%, <br> 04/24/38<sup>(b)</sup><br>| 2293 | &nbsp;&nbsp; 2128288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 2.25%), 4.44%, <br> 01/20/48<sup>(b)</sup><br>| 2328 | &nbsp;&nbsp; 2012157 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 3.41%), 4.08%, <br> 03/20/51<sup>(b)</sup><br>| 4885 | &nbsp;&nbsp; 3904132 |
| &nbsp;&nbsp;&nbsp; Series L, 4.75%, 04/21/45<sup>(a)</sup> | 326 | &nbsp;&nbsp; 294937 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series N, (1-day SOFR + 1.65%), 3.48%, <br> 03/13/52<sup>(b)</sup><br>| 716 | &nbsp;&nbsp; 512829 |
| Bank of America N.A., Series BKNT, 6.00%, 10/15/36 | 1200 | &nbsp;&nbsp; 1290362 |
| Barclays PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/17/45<sup>(a)</sup> | 1475 | &nbsp;&nbsp; 1426378 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/10/47<sup>(a)</sup> | 1278 | &nbsp;&nbsp; 1179292 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.83%), 5.86%, 08/11/46<sup>(b)</sup> | 1120 | &nbsp;&nbsp; 1147554 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.42%), 6.04%, 03/12/55<sup>(a)(b)</sup> | 900 | &nbsp;&nbsp; 950959 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.30%), 3.33%, 11/24/42<sup>(b)</sup> | 728 | &nbsp;&nbsp; 558042 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.70%), 3.81%, 03/10/42<sup>(b)</sup> | 950 | &nbsp;&nbsp; 766483 |
| Citigroup, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 08/25/36 | 500 | &nbsp;&nbsp; 529255 |
| &nbsp;&nbsp;&nbsp; 8.13%, 07/15/39 | 875 | &nbsp;&nbsp; 1111819 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/30/42 | 1123 | &nbsp;&nbsp; 1177294 |
| &nbsp;&nbsp;&nbsp; 6.68%, 09/13/43 | 738 | &nbsp;&nbsp; 818560 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/06/44 | 763 | &nbsp;&nbsp; 737833 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/30/45 | 1670 | &nbsp;&nbsp; 1501503 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/18/46 | 2118 | &nbsp;&nbsp; 1857719 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/23/48 | 2468 | &nbsp;&nbsp; 2171210 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.38%), 2.90%, 11/03/42<sup>(b)</sup> | 1108 | &nbsp;&nbsp; 815867 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.75%), 5.61%, 03/04/56<sup>(b)</sup> | 2200 | &nbsp;&nbsp; 2183462 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 4.55%), 5.32%, 03/26/41<sup>(b)</sup> | 1440 | &nbsp;&nbsp; 1432594 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.43%), 3.88%, <br> 01/24/39<sup>(b)</sup><br>| 800 | &nbsp;&nbsp; 704146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 2.10%), 4.28%, <br> 04/24/48<sup>(b)</sup><br>| 1054 | &nbsp;&nbsp; 886023 |
| Cooperatieve Rabobank UA |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/01/43 | 1300 | &nbsp;&nbsp; 1306179 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/04/45 | 1197 | &nbsp;&nbsp; 1129856 |
| &nbsp;&nbsp;&nbsp; Series BKNT, 5.25%, 05/24/41 | 1349 | &nbsp;&nbsp; 1345478 |
| Fifth Third Bancorp, 8.25%, 03/01/38 | 475 | &nbsp;&nbsp; 584029 |
| Goldman Sachs Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.45%, 05/01/36 | 650 | &nbsp;&nbsp; 708476 |
| &nbsp;&nbsp;&nbsp; 6.75%, 10/01/37 | 5174 | &nbsp;&nbsp; 5740179 |
| &nbsp;&nbsp;&nbsp; 6.25%, 02/01/41 | 2354 | &nbsp;&nbsp; 2559803 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/08/44 | 1461 | &nbsp;&nbsp; 1344042 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/22/45 | 1843 | &nbsp;&nbsp; 1725481 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/21/45 | 2125 | &nbsp;&nbsp; 1916246 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.32%), 5.54%, 01/21/47<sup>(b)</sup> | 4175 | &nbsp;&nbsp; 4110855 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.47%), 2.91%, 07/21/42<sup>(b)</sup> | 2134 | &nbsp;&nbsp; 1558360 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.51%), 3.21%, 04/22/42<sup>(b)</sup> | 2279 | &nbsp;&nbsp; 1743238 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.58%), 5.56%, 11/19/45<sup>(b)</sup> | 2500 | &nbsp;&nbsp; 2482104 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Goldman Sachs Group, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.63%), 3.44%, 02/24/43<sup>(b)</sup> | $2154 | &nbsp;&nbsp; $1675362 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.70%), 5.73%, 01/28/56<sup>(b)</sup> | 2220 | &nbsp;&nbsp; 2234656 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.63%), 4.02%, <br> 10/31/38<sup>(b)</sup><br>| 2559 | &nbsp;&nbsp; 2284915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.69%), 4.41%, <br> 04/23/39<sup>(b)</sup><br>| 1404 | &nbsp;&nbsp; 1294299 |
| HSBC Bank USA NA, Series BKNT, 7.00%, 01/15/39 | 511 | &nbsp;&nbsp; 592789 |
| HSBC Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/02/36 | 1928 | &nbsp;&nbsp; 2097797 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/15/37 | 2265 | &nbsp;&nbsp; 2468919 |
| &nbsp;&nbsp;&nbsp; 6.80%, 06/01/38 | 850 | &nbsp;&nbsp; 953903 |
| &nbsp;&nbsp;&nbsp; 6.10%, 01/14/42<sup>(a)</sup> | 1029 | &nbsp;&nbsp; 1106530 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/14/44<sup>(a)</sup> | 2118 | &nbsp;&nbsp; 2060167 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.65%), 6.33%, 03/09/44<sup>(b)</sup> | 2215 | &nbsp;&nbsp; 2417321 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.40%, 05/15/38 | 2561 | &nbsp;&nbsp; 2871302 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/15/40 | 859 | &nbsp;&nbsp; 890797 |
| &nbsp;&nbsp;&nbsp; 5.60%, 07/15/41 | 604 | &nbsp;&nbsp; 624469 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/06/42 | 429 | &nbsp;&nbsp; 433763 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/16/43 | 1413 | &nbsp;&nbsp; 1440076 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/01/44 | 1026 | &nbsp;&nbsp; 968277 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/45 | 1636 | &nbsp;&nbsp; 1529204 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.55%), 5.53%, 11/29/45<sup>(b)</sup> | 1390 | &nbsp;&nbsp; 1399676 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.58%), 3.33%, 04/22/52<sup>(b)</sup> | 3541 | &nbsp;&nbsp; 2497940 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.44%), 3.11%, 04/22/51<sup>(b)</sup> | 2909 | &nbsp;&nbsp; 1972350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.46%), 3.16%, <br> 04/22/42<sup>(b)</sup><br>| 2608 | &nbsp;&nbsp; 2010747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.48%), 3.90%, <br> 01/23/49<sup>(b)</sup><br>| 2050 | &nbsp;&nbsp; 1627235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.51%), 2.53%, <br> 11/19/41<sup>(b)</sup><br>| 1993 | &nbsp;&nbsp; 1430489 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.62%), 3.88%, <br> 07/24/38<sup>(b)</sup><br>| 2800 | &nbsp;&nbsp; 2501453 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.64%), 3.96%, <br> 11/15/48<sup>(b)</sup><br>| 3473 | &nbsp;&nbsp; 2793292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.72%), 4.03%, <br> 07/24/48<sup>(b)</sup><br>| 1763 | &nbsp;&nbsp; 1437969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.84%), 4.26%, <br> 02/22/48<sup>(b)</sup><br>| 1904 | &nbsp;&nbsp; 1614865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 2.46%), 3.11%, <br> 04/22/41<sup>(b)</sup><br>| 1461 | &nbsp;&nbsp; 1138085 |
| Lloyds Banking Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/01/45 | 821 | &nbsp;&nbsp; 780415 |
| &nbsp;&nbsp;&nbsp; 4.34%, 01/09/48 | 1351 | &nbsp;&nbsp; 1124059 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.50%), 3.37%, 12/14/46<sup>(a)(b)</sup> | 1000 | &nbsp;&nbsp; 745596 |
| Mitsubishi UFJ Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.29%, 07/26/38<sup>(a)</sup> | 588 | &nbsp;&nbsp; 552466 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/07/39<sup>(a)</sup> | 550 | &nbsp;&nbsp; 507027 |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/18/39 | 1432 | &nbsp;&nbsp; 1241350 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp; 3.97%, 07/22/38<sup>(b)</sup> | 2479 | &nbsp;&nbsp; 2226022 |
| &nbsp;&nbsp;&nbsp; 6.38%, 07/24/42 | 299 | &nbsp;&nbsp; 330830 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/27/45 | 2354 | &nbsp;&nbsp; 2032096 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/22/47 | 2750 | &nbsp;&nbsp; 2368687 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.43%), 2.80%, 01/25/52<sup>(b)</sup> | 2964 | &nbsp;&nbsp; 1878315 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.49%), 3.22%, 04/22/42<sup>(b)</sup> | 2550 | &nbsp;&nbsp; 1978721 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.71%), 5.52%, 11/19/55<sup>(b)</sup> | 2425 | &nbsp;&nbsp; 2390179 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 4.84%), 5.60%, 03/24/51<sup>(b)</sup> | 1404 | &nbsp;&nbsp; 1397138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.69%), 4.46%, <br> 04/22/39<sup>(b)</sup><br>| 2089 | &nbsp;&nbsp; 1958026 |
| Regions Bank, Series BKNT, 6.45%, 06/26/37 | 450 | &nbsp;&nbsp; 483715 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

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

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Regions Financial Corp., 7.38%, 12/10/37 | 100 | &nbsp;&nbsp; $114103 |
| Sumitomo Mitsui Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 01/12/41 | 500 | &nbsp;&nbsp; 349668 |
| &nbsp;&nbsp;&nbsp; 2.93%, 09/17/41 | 1055 | &nbsp;&nbsp; 773032 |
| &nbsp;&nbsp;&nbsp; 3.05%, 01/14/42 | 850 | &nbsp;&nbsp; 648140 |
| &nbsp;&nbsp;&nbsp; 6.18%, 07/13/43<sup>(a)</sup> | 825 | &nbsp;&nbsp; 892755 |
| &nbsp;&nbsp;&nbsp; 5.84%, 07/09/44 | 800 | &nbsp;&nbsp; 819698 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.36%), 5.57%, 01/15/47<sup>(b)</sup> | 790 | &nbsp;&nbsp; 788946 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.78%), 5.80%, 07/08/46<sup>(b)</sup> | 850 | &nbsp;&nbsp; 859469 |
| UBS AG, 4.50%, 06/26/48 | 925 | &nbsp;&nbsp; 807085 |
| UBS Group AG, 4.88%, 05/15/45 | 1757 | &nbsp;&nbsp; 1621397 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/02/43 | 1095 | &nbsp;&nbsp; 1061652 |
| &nbsp;&nbsp;&nbsp; 5.61%, 01/15/44 | 2617 | &nbsp;&nbsp; 2589767 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/04/44 | 1300 | &nbsp;&nbsp; 1137409 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/01/45 | 2328 | &nbsp;&nbsp; 1883472 |
| &nbsp;&nbsp;&nbsp; 4.90%, 11/17/45 | 1418 | &nbsp;&nbsp; 1277146 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/14/46 | 2106 | &nbsp;&nbsp; 1760785 |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/07/46 | 2300 | &nbsp;&nbsp; 2017922 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.23%), 5.43%, 01/23/47<sup>(b)</sup> | 2900 | &nbsp;&nbsp; 2842498 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.13%), 4.61%, 04/25/53<sup>(b)</sup> | 3606 | &nbsp;&nbsp; 3088434 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.53%), 3.07%, 04/30/41<sup>(b)</sup> | 4009 | &nbsp;&nbsp; 3092746 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 4.50%), 5.01%, <br> 04/04/51<sup>(b)</sup><br>| 4858 | &nbsp;&nbsp; 4437474 |
| Wells Fargo Bank NA |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/26/36 | 325 | &nbsp;&nbsp; 344965 |
| &nbsp;&nbsp;&nbsp; Series BKNT, 5.85%, 02/01/37 | 1350 | &nbsp;&nbsp; 1421163 |
| &nbsp;&nbsp;&nbsp; Series BKNT, 6.60%, 01/15/38 | 900 | &nbsp;&nbsp; 1003254 |
| Westpac Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.42%, 07/24/39 | 1079 | &nbsp;&nbsp; 994647 |
| &nbsp;&nbsp;&nbsp; 2.96%, 11/16/40 | 1025 | &nbsp;&nbsp; 779667 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/18/41<sup>(a)</sup> | 901 | &nbsp;&nbsp; 680264 |
|  |  | &nbsp;&nbsp; 189440108 |
| **Beverages — 2.3%** | **Beverages — 2.3%** | **Beverages — 2.3%** |
| &nbsp;&nbsp;&nbsp; Anheuser-Busch Cos. LLC/Anheuser-Busch InBev <br> Worldwide, Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/36 | 5403 | &nbsp;&nbsp; 5324647 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/01/46 | 7763 | &nbsp;&nbsp; 7160449 |
| Anheuser-Busch InBev Finance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/36 | 600 | &nbsp;&nbsp; 590965 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/01/44 | 413 | &nbsp;&nbsp; 373144 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/01/46 | 1538 | &nbsp;&nbsp; 1419396 |
| Anheuser-Busch InBev Worldwide, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/15/38 | 679 | &nbsp;&nbsp; 642075 |
| &nbsp;&nbsp;&nbsp; 8.20%, 01/15/39 | 753 | &nbsp;&nbsp; 964474 |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/23/39 | 1829 | &nbsp;&nbsp; 1884260 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/42 | 1688 | &nbsp;&nbsp; 1614003 |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/15/48 | 650 | &nbsp;&nbsp; 574040 |
| &nbsp;&nbsp;&nbsp; 4.44%, 10/06/48 | 3048 | &nbsp;&nbsp; 2620022 |
| &nbsp;&nbsp;&nbsp; 5.55%, 01/23/49 | 4089 | &nbsp;&nbsp; 4071482 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/50 | 600 | &nbsp;&nbsp; 542207 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/58 | 1775 | &nbsp;&nbsp; 1547426 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/23/59 | 1229 | &nbsp;&nbsp; 1251790 |
| Brown-Forman Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/38 | 413 | &nbsp;&nbsp; 371516 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/15/45 | 550 | &nbsp;&nbsp; 478150 |
| Coca-Cola Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/01/40 | 979 | &nbsp;&nbsp; 726699 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/05/41 | 638 | &nbsp;&nbsp; 488635 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/25/50 | 375 | &nbsp;&nbsp; 313884 |
| &nbsp;&nbsp;&nbsp; 2.60%, 06/01/50 | 1104 | &nbsp;&nbsp; 684697 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/05/51<sup>(a)</sup> | 1570 | &nbsp;&nbsp; 1049160 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Beverages (continued)** | **Beverages (continued)** | **Beverages (continued)** |
| Coca-Cola Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/15/51 | 2013 | &nbsp;&nbsp; $1209823 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/13/54 | 950 | &nbsp;&nbsp; 927010 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/14/55<sup>(a)</sup> | 1525 | &nbsp;&nbsp; 1463579 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/01/60 | 1500 | &nbsp;&nbsp; 874853 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/13/64 | 1330 | &nbsp;&nbsp; 1288785 |
| Coca-Cola Femsa SAB de CV, 5.25%, 11/26/43 | 400 | &nbsp;&nbsp; 390920 |
| Constellation Brands, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/09/47 | 525 | &nbsp;&nbsp; 440233 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/15/48 | 363 | &nbsp;&nbsp; 286653 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/48<sup>(a)</sup> | 400 | &nbsp;&nbsp; 371016 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/01/50 | 513 | &nbsp;&nbsp; 377608 |
| Diageo Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 09/30/36 | 400 | &nbsp;&nbsp; 431051 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/29/43 | 731 | &nbsp;&nbsp; 599255 |
| Diageo Investment Corp., 4.25%, 05/11/42<sup>(a)</sup> | 663 | &nbsp;&nbsp; 570492 |
| Keurig Dr. Pepper, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/45 | 600 | &nbsp;&nbsp; 503331 |
| &nbsp;&nbsp;&nbsp; 4.42%, 12/15/46 | 263 | &nbsp;&nbsp; 214385 |
| &nbsp;&nbsp;&nbsp; 5.09%, 05/25/48 | 225 | &nbsp;&nbsp; 201076 |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/01/50 | 713 | &nbsp;&nbsp; 518377 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/15/51 | 663 | &nbsp;&nbsp; 445189 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/52 | 1113 | &nbsp;&nbsp; 901235 |
| Molson Coors Beverage Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/01/42 | 900 | &nbsp;&nbsp; 833508 |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/15/46 | 1718 | &nbsp;&nbsp; 1387126 |
| PepsiCo, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/40 | 450 | &nbsp;&nbsp; 469152 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/19/40 | 450 | &nbsp;&nbsp; 379933 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/01/40 | 250 | &nbsp;&nbsp; 244678 |
| &nbsp;&nbsp;&nbsp; 2.63%, 10/21/41 | 663 | &nbsp;&nbsp; 482055 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/05/42 | 400 | &nbsp;&nbsp; 342961 |
| &nbsp;&nbsp;&nbsp; 3.60%, 08/13/42 | 600 | &nbsp;&nbsp; 486438 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/22/44 | 250 | &nbsp;&nbsp; 216230 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/14/46 | 850 | &nbsp;&nbsp; 752265 |
| &nbsp;&nbsp;&nbsp; 3.45%, 10/06/46 | 666 | &nbsp;&nbsp; 504034 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/02/47 | 450 | &nbsp;&nbsp; 367559 |
| &nbsp;&nbsp;&nbsp; 3.38%, 07/29/49 | 375 | &nbsp;&nbsp; 271154 |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/15/49<sup>(a)</sup> | 1063 | &nbsp;&nbsp; 699455 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/19/50 | 1229 | &nbsp;&nbsp; 929743 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/21/51 | 943 | &nbsp;&nbsp; 591609 |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/18/52 | 325 | &nbsp;&nbsp; 266198 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/15/53 | 500 | &nbsp;&nbsp; 440568 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/17/54 | 800 | &nbsp;&nbsp; 775924 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/19/60 | 525 | &nbsp;&nbsp; 400584 |
|  |  | &nbsp;&nbsp; 57549166 |
| **Biotechnology — 1.7%** | **Biotechnology — 1.7%** | **Biotechnology — 1.7%** |
| Amgen, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/01/37 | 400 | &nbsp;&nbsp; 442650 |
| &nbsp;&nbsp;&nbsp; 6.40%, 02/01/39<sup>(a)</sup> | 300 | &nbsp;&nbsp; 330321 |
| &nbsp;&nbsp;&nbsp; 3.15%, 02/21/40 | 1854 | &nbsp;&nbsp; 1460176 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/40 | 350 | &nbsp;&nbsp; 363452 |
| &nbsp;&nbsp;&nbsp; 2.80%, 08/15/41 | 1411 | &nbsp;&nbsp; 1029702 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/01/41 | 650 | &nbsp;&nbsp; 610675 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/15/41 | 663 | &nbsp;&nbsp; 639388 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/15/42 | 350 | &nbsp;&nbsp; 352607 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/02/43 | 2375 | &nbsp;&nbsp; 2387962 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/01/45 | 2470 | &nbsp;&nbsp; 2120438 |
| &nbsp;&nbsp;&nbsp; 4.56%, 06/15/48 | 1038 | &nbsp;&nbsp; 888168 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/21/50 | 2029 | &nbsp;&nbsp; 1441069 |
| &nbsp;&nbsp;&nbsp; 4.66%, 06/15/51 | 2828 | &nbsp;&nbsp; 2422714 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/52 | 985 | &nbsp;&nbsp; 637431 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

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

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Biotechnology (continued)** | **Biotechnology (continued)** | **Biotechnology (continued)** |
| Amgen, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 02/22/52 | 1210 | &nbsp;&nbsp; $959654 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/01/53 | 700 | &nbsp;&nbsp; 615597 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/02/53 | 4025 | &nbsp;&nbsp; 3957517 |
| &nbsp;&nbsp;&nbsp; 2.77%, 09/01/53<sup>(a)</sup> | 1879 | &nbsp;&nbsp; 1119762 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/22/62 | 1525 | &nbsp;&nbsp; 1195549 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/02/63 | 1620 | &nbsp;&nbsp; 1583185 |
| Baxalta, Inc., 5.25%, 06/23/45 | 302 | &nbsp;&nbsp; 288696 |
| Biogen, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/45 | 850 | &nbsp;&nbsp; 784512 |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/01/50 | 1662 | &nbsp;&nbsp; 1076787 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/15/51 | 461 | &nbsp;&nbsp; 302479 |
| &nbsp;&nbsp;&nbsp; 6.45%, 05/15/55 | 450 | &nbsp;&nbsp; 473759 |
| Gilead Sciences, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/36 | 750 | &nbsp;&nbsp; 697287 |
| &nbsp;&nbsp;&nbsp; 2.60%, 10/01/40 | 730 | &nbsp;&nbsp; 537150 |
| &nbsp;&nbsp;&nbsp; 5.65%, 12/01/41 | 819 | &nbsp;&nbsp; 849292 |
| &nbsp;&nbsp;&nbsp; 4.80%, 04/01/44 | 1786 | &nbsp;&nbsp; 1646235 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/45 | 1753 | &nbsp;&nbsp; 1550549 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/01/46 | 2018 | &nbsp;&nbsp; 1828246 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/01/47 | 2003 | &nbsp;&nbsp; 1659541 |
| &nbsp;&nbsp;&nbsp; 2.80%, 10/01/50 | 1594 | &nbsp;&nbsp; 1008887 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/15/53 | 1050 | &nbsp;&nbsp; 1042046 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/15/54 | 750 | &nbsp;&nbsp; 738754 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/15/64 | 700 | &nbsp;&nbsp; 691757 |
| Regeneron Pharmaceuticals, Inc., 2.80%, 09/15/50 | 791 | &nbsp;&nbsp; 483898 |
| Royalty Pharma PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 09/02/40 | 1054 | &nbsp;&nbsp; 818304 |
| &nbsp;&nbsp;&nbsp; 3.55%, 09/02/50 | 975 | &nbsp;&nbsp; 677369 |
| &nbsp;&nbsp;&nbsp; 3.35%, 09/02/51 | 488 | &nbsp;&nbsp; 324752 |
| &nbsp;&nbsp;&nbsp; 5.90%, 09/02/54 | 400 | &nbsp;&nbsp; 397523 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/25/55 | 450 | &nbsp;&nbsp; 447881 |
|  |  | &nbsp;&nbsp; 42883721 |
| **Broadline Retail — 0.0%** | **Broadline Retail — 0.0%** | **Broadline Retail — 0.0%** |
| TJX Cos., Inc., 4.50%, 04/15/50<sup>(a)</sup> | 513 | &nbsp;&nbsp; 443285 |
| **Building Materials — 0.6%** | **Building Materials — 0.6%** | **Building Materials — 0.6%** |
| Amrize Finance U.S. LLC, 4.75%, 09/22/46 | 200 | &nbsp;&nbsp; 176832 |
| Carlisle Cos., Inc., 5.55%, 09/15/40<sup>(a)</sup> | 350 | &nbsp;&nbsp; 354647 |
| Carrier Global Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/05/40 | 1629 | &nbsp;&nbsp; 1310720 |
| &nbsp;&nbsp;&nbsp; 3.58%, 04/05/50<sup>(a)</sup> | 1142 | &nbsp;&nbsp; 841262 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/15/54<sup>(a)</sup> | 586 | &nbsp;&nbsp; 633961 |
| CRH America Finance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/09/36 | 1375 | &nbsp;&nbsp; 1372791 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/09/55 | 570 | &nbsp;&nbsp; 582752 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/09/56 | 460 | &nbsp;&nbsp; 452105 |
| Eagle Materials, Inc., 5.00%, 03/15/36 | 400 | &nbsp;&nbsp; 391866 |
| Fortune Brands Innovations, Inc., 4.50%, 03/25/52 | 338 | &nbsp;&nbsp; 271491 |
| Johnson Controls International PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/02/44 | 370 | &nbsp;&nbsp; 329398 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/47 | 578 | &nbsp;&nbsp; 498065 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/02/64<sup>(c)</sup> | 290 | &nbsp;&nbsp; 249843 |
| Martin Marietta Materials, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/15/47 | 613 | &nbsp;&nbsp; 505819 |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/15/51 | 625 | &nbsp;&nbsp; 420663 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/54 | 895 | &nbsp;&nbsp; 865954 |
| Masco Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/47<sup>(a)</sup> | 250 | &nbsp;&nbsp; 211897 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/15/51 | 322 | &nbsp;&nbsp; 211723 |
| Owens Corning |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 12/01/36 | 500 | &nbsp;&nbsp; 568484 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/15/47 | 650 | &nbsp;&nbsp; 532448 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Building Materials (continued)** | **Building Materials (continued)** | **Building Materials (continued)** |
| Owens Corning (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/30/48 | 329 | &nbsp;&nbsp; $272212 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/15/54<sup>(a)</sup> | 585 | &nbsp;&nbsp; 596989 |
| Trane Technologies Financing Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/01/44 | 300 | &nbsp;&nbsp; 270585 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/21/49 | 288 | &nbsp;&nbsp; 248658 |
| Trane Technologies Holdco, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/15/43<sup>(a)</sup> | 400 | &nbsp;&nbsp; 415378 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/21/48 | 163 | &nbsp;&nbsp; 137347 |
| Vulcan Materials Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/47 | 638 | &nbsp;&nbsp; 545400 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/01/48 | 500 | &nbsp;&nbsp; 439066 |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/01/54 | 575 | &nbsp;&nbsp; 571955 |
|  |  | &nbsp;&nbsp; 14280311 |
| **Building Products — 1.3%** | **Building Products — 1.3%** | **Building Products — 1.3%** |
| Home Depot, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 12/16/36 | 2300 | &nbsp;&nbsp; 2483279 |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/15/40 | 1411 | &nbsp;&nbsp; 1151289 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/15/40 | 463 | &nbsp;&nbsp; 476379 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/41 | 938 | &nbsp;&nbsp; 1005314 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/43 | 945 | &nbsp;&nbsp; 820663 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/44 | 650 | &nbsp;&nbsp; 607670 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/45 | 1036 | &nbsp;&nbsp; 901952 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/46 | 1629 | &nbsp;&nbsp; 1378041 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/15/47 | 1094 | &nbsp;&nbsp; 870443 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/06/48 | 929 | &nbsp;&nbsp; 802399 |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/15/49 | 1396 | &nbsp;&nbsp; 952083 |
| &nbsp;&nbsp;&nbsp; 3.35%, 04/15/50 | 1398 | &nbsp;&nbsp; 989912 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/51 | 1695 | &nbsp;&nbsp; 974956 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/15/51 | 1038 | &nbsp;&nbsp; 643634 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/15/52 | 1808 | &nbsp;&nbsp; 1325233 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/52<sup>(a)</sup> | 1055 | &nbsp;&nbsp; 964633 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/25/54<sup>(a)</sup> | 1105 | &nbsp;&nbsp; 1060725 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/15/56 | 1700 | &nbsp;&nbsp; 1186473 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/25/64 | 440 | &nbsp;&nbsp; 420952 |
| Lowe's Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/40 | 329 | &nbsp;&nbsp; 318478 |
| &nbsp;&nbsp;&nbsp; 2.80%, 09/15/41 | 1213 | &nbsp;&nbsp; 874401 |
| &nbsp;&nbsp;&nbsp; 4.65%, 04/15/42 | 200 | &nbsp;&nbsp; 182075 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/15/45 | 429 | &nbsp;&nbsp; 359815 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/15/46 | 1650 | &nbsp;&nbsp; 1256133 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/03/47 | 1579 | &nbsp;&nbsp; 1254786 |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/05/49 | 550 | &nbsp;&nbsp; 463841 |
| &nbsp;&nbsp;&nbsp; 5.13%, 04/15/50 | 500 | &nbsp;&nbsp; 453296 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/15/50 | 1919 | &nbsp;&nbsp; 1229183 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/51 | 829 | &nbsp;&nbsp; 580605 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/52 | 1658 | &nbsp;&nbsp; 1312957 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/15/53<sup>(a)</sup> | 1095 | &nbsp;&nbsp; 1066063 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/01/53<sup>(a)</sup> | 455 | &nbsp;&nbsp; 452148 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/01/62 | 1225 | &nbsp;&nbsp; 961351 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/15/62 | 875 | &nbsp;&nbsp; 858963 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/01/63 | 450 | &nbsp;&nbsp; 442493 |
|  |  | &nbsp;&nbsp; 31082618 |
| **Chemicals — 1.3%** | **Chemicals — 1.3%** | **Chemicals — 1.3%** |
| Air Products and Chemicals, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 05/15/40 | 633 | &nbsp;&nbsp; 476141 |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/15/50<sup>(a)</sup> | 859 | &nbsp;&nbsp; 550342 |
| Albemarle Corp.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 12/01/44 | 300 | &nbsp;&nbsp; 275446 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/52 | 300 | &nbsp;&nbsp; 270383 |
| CF Industries, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/43 | 763 | &nbsp;&nbsp; 687742 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

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

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Chemicals (continued)** | **Chemicals (continued)** | **Chemicals (continued)** |
| CF Industries, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/15/44 | $613 | &nbsp;&nbsp; $579022 |
| Dow Chemical Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/36<sup>(a)</sup> | 575 | &nbsp;&nbsp; 573325 |
| &nbsp;&nbsp;&nbsp; 9.40%, 05/15/39 | 629 | &nbsp;&nbsp; 810218 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/41 | 826 | &nbsp;&nbsp; 745202 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/42 | 863 | &nbsp;&nbsp; 688503 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/01/44 | 250 | &nbsp;&nbsp; 202143 |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/30/48 | 829 | &nbsp;&nbsp; 733105 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/49 | 629 | &nbsp;&nbsp; 499817 |
| &nbsp;&nbsp;&nbsp; 3.60%, 11/15/50 | 1463 | &nbsp;&nbsp; 953644 |
| &nbsp;&nbsp;&nbsp; 6.90%, 05/15/53<sup>(a)</sup> | 750 | &nbsp;&nbsp; 774982 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/15/54<sup>(a)</sup> | 950 | &nbsp;&nbsp; 828613 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/55<sup>(a)</sup> | 550 | &nbsp;&nbsp; 502945 |
| DuPont de Nemours, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.32%, 11/15/38<sup>(a)</sup> | 838 | &nbsp;&nbsp; 837215 |
| &nbsp;&nbsp;&nbsp; 5.42%, 11/15/48 | 425 | &nbsp;&nbsp; 401614 |
| Eastman Chemical Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/01/42<sup>(a)</sup> | 588 | &nbsp;&nbsp; 523058 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/15/44 | 629 | &nbsp;&nbsp; 535255 |
| Ecolab, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/47 | 700 | &nbsp;&nbsp; 569737 |
| &nbsp;&nbsp;&nbsp; 2.13%, 08/15/50 | 810 | &nbsp;&nbsp; 451923 |
| &nbsp;&nbsp;&nbsp; 2.70%, 12/15/51 | 916 | &nbsp;&nbsp; 567224 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/18/55 | 800 | &nbsp;&nbsp; 483701 |
| FMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/49 | 607 | &nbsp;&nbsp; 379974 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/18/53 | 270 | &nbsp;&nbsp; 204218 |
| International Flavors & Fragrances, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/01/47<sup>(a)</sup> | 688 | &nbsp;&nbsp; 557225 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/26/48 | 363 | &nbsp;&nbsp; 322484 |
| Linde, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 11/07/42 | 725 | &nbsp;&nbsp; 582567 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/10/50 | 333 | &nbsp;&nbsp; 176548 |
| LYB International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/43 | 600 | &nbsp;&nbsp; 517657 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/44 | 1013 | &nbsp;&nbsp; 836571 |
| LYB International Finance III LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 10/01/40 | 941 | &nbsp;&nbsp; 679627 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/15/49 | 1166 | &nbsp;&nbsp; 829543 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/01/50 | 1063 | &nbsp;&nbsp; 754808 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/01/51<sup>(a)</sup> | 853 | &nbsp;&nbsp; 544336 |
| &nbsp;&nbsp;&nbsp; 3.80%, 10/01/60 | 555 | &nbsp;&nbsp; 340906 |
| LyondellBasell Industries NV, 4.63%, 02/26/55 | 895 | &nbsp;&nbsp; 671681 |
| Mosaic Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/41<sup>(a)</sup> | 225 | &nbsp;&nbsp; 203856 |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/15/43 | 420 | &nbsp;&nbsp; 404494 |
| Nutrien Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 12/01/36 | 660 | &nbsp;&nbsp; 692575 |
| &nbsp;&nbsp;&nbsp; 5.63%, 12/01/40 | 350 | &nbsp;&nbsp; 351514 |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/15/41 | 275 | &nbsp;&nbsp; 288492 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/01/43 | 213 | &nbsp;&nbsp; 193388 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/45 | 420 | &nbsp;&nbsp; 394133 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/49 | 520 | &nbsp;&nbsp; 467658 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/13/50 | 813 | &nbsp;&nbsp; 620989 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/27/53<sup>(a)</sup> | 810 | &nbsp;&nbsp; 810591 |
| RPM International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/45 | 163 | &nbsp;&nbsp; 154745 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/48 | 325 | &nbsp;&nbsp; 266900 |
| Sherwin-Williams Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/01/45 | 500 | &nbsp;&nbsp; 429225 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/47 | 1104 | &nbsp;&nbsp; 943343 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Chemicals (continued)** | **Chemicals (continued)** | **Chemicals (continued)** |
| Sherwin-Williams Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/15/49 | 577 | &nbsp;&nbsp; $432883 |
| &nbsp;&nbsp;&nbsp; 3.30%, 05/15/50 | 400 | &nbsp;&nbsp; 273044 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/15/52 | 725 | &nbsp;&nbsp; 448965 |
| Westlake Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 08/15/41 | 495 | &nbsp;&nbsp; 336838 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/46 | 820 | &nbsp;&nbsp; 709198 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/47 | 465 | &nbsp;&nbsp; 363040 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/15/51 | 520 | &nbsp;&nbsp; 317007 |
| &nbsp;&nbsp;&nbsp; 6.38%, 11/15/55 | 550 | &nbsp;&nbsp; 543302 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/61<sup>(a)</sup> | 470 | &nbsp;&nbsp; 279750 |
|  |  | &nbsp;&nbsp; 31845375 |
| **Commercial Services & Supplies — 1.3%** | **Commercial Services & Supplies — 1.3%** | **Commercial Services & Supplies — 1.3%** |
| American University, Series 2019, 3.67%, 04/01/49 | 111 | &nbsp;&nbsp; 84167 |
| Brown University, Series A, 2.92%, 09/01/50 | 610 | &nbsp;&nbsp; 401522 |
| &nbsp;&nbsp;&nbsp; California Endowment, Series 2021, 2.50%, <br> 04/01/51<sup>(a)</sup><br>| 300 | &nbsp;&nbsp; 175689 |
| California Institute of Technology |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 11/01/2111 | 350 | &nbsp;&nbsp; 280590 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/01/2119 | 1229 | &nbsp;&nbsp; 777658 |
| &nbsp;&nbsp;&nbsp; Case Western Reserve University, Series 2022-C, <br> 5.41%, 06/01/2122<br>| 279 | &nbsp;&nbsp; 252868 |
| Claremont Mckenna College, 3.78%, 01/01/2122 | 100 | &nbsp;&nbsp; 64838 |
| Duke University |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.68%, 10/01/44 | 125 | &nbsp;&nbsp; 92161 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.83%, 10/01/55 | 1280 | &nbsp;&nbsp; 807355 |
| Emory University, Series 2020, 2.97%, 09/01/50 | 288 | &nbsp;&nbsp; 190098 |
| Ford Foundation, Series 2020, 2.82%, 06/01/70 | 720 | &nbsp;&nbsp; 409860 |
| GATX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/44<sup>(a)</sup> | 350 | &nbsp;&nbsp; 330601 |
| &nbsp;&nbsp;&nbsp; 3.10%, 06/01/51 | 325 | &nbsp;&nbsp; 206794 |
| &nbsp;&nbsp;&nbsp; 6.05%, 06/05/54 | 1020 | &nbsp;&nbsp; 1032575 |
| George Washington University |  |  |
| &nbsp;&nbsp;&nbsp; 4.87%, 09/15/45<sup>(a)</sup> | 251 | &nbsp;&nbsp; 230664 |
| &nbsp;&nbsp;&nbsp; Series 2014, 4.30%, 09/15/44 | 163 | &nbsp;&nbsp; 138957 |
| &nbsp;&nbsp;&nbsp; Series 2018, 4.13%, 09/15/48 | 606 | &nbsp;&nbsp; 493532 |
| Georgetown University |  |  |
| &nbsp;&nbsp;&nbsp; Series 20A, 2.94%, 04/01/50<sup>(a)</sup> | 102 | &nbsp;&nbsp; 65750 |
| &nbsp;&nbsp;&nbsp; Series B, 4.32%, 04/01/49 | 225 | &nbsp;&nbsp; 186334 |
| Global Payments, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/15/49 | 668 | &nbsp;&nbsp; 497578 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/52<sup>(a)</sup> | 810 | &nbsp;&nbsp; 775923 |
| Howard University, Series 22A, 5.21%, 10/01/52 | 64 | &nbsp;&nbsp; 54367 |
| Johns Hopkins University |  |  |
| &nbsp;&nbsp;&nbsp; Series 2013, 4.08%, 07/01/53 | 225 | &nbsp;&nbsp; 181659 |
| &nbsp;&nbsp;&nbsp; Series A, 2.81%, 01/01/60 | 150 | &nbsp;&nbsp; 88420 |
| Leland Stanford Junior University |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 05/01/48 | 695 | &nbsp;&nbsp; 546358 |
| &nbsp;&nbsp;&nbsp; 2.41%, 06/01/50 | 600 | &nbsp;&nbsp; 359154 |
| Massachusetts Institute of Technology |  |  |
| &nbsp;&nbsp;&nbsp; 3.96%, 07/01/38<sup>(a)</sup> | 1967 | &nbsp;&nbsp; 1817621 |
| &nbsp;&nbsp;&nbsp; 3.07%, 04/01/52 | 130 | &nbsp;&nbsp; 87667 |
| &nbsp;&nbsp;&nbsp; 5.62%, 06/01/55 | 600 | &nbsp;&nbsp; 618143 |
| &nbsp;&nbsp;&nbsp; 5.60%, 07/01/2111 | 488 | &nbsp;&nbsp; 482224 |
| &nbsp;&nbsp;&nbsp; 4.68%, 07/01/2114 | 275 | &nbsp;&nbsp; 227814 |
| &nbsp;&nbsp;&nbsp; 3.89%, 07/01/2116 | 300 | &nbsp;&nbsp; 206845 |
| &nbsp;&nbsp;&nbsp; Series F, 2.99%, 07/01/50 | 116 | &nbsp;&nbsp; 78365 |
| &nbsp;&nbsp;&nbsp; Series G, 2.29%, 07/01/51 | 101 | &nbsp;&nbsp; 57890 |
| Moody's Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/19/41 | 697 | &nbsp;&nbsp; 503552 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/44 | 525 | &nbsp;&nbsp; 510539 |
| &nbsp;&nbsp;&nbsp; 4.88%, 12/17/48 | 250 | &nbsp;&nbsp; 224889 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Long 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)** |
| Moody's Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/20/50 | $339 | &nbsp;&nbsp; $229299 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/25/52 | 466 | &nbsp;&nbsp; 347794 |
| &nbsp;&nbsp;&nbsp; 3.10%, 11/29/61 | 534 | &nbsp;&nbsp; 327941 |
| &nbsp;&nbsp;&nbsp; Northeastern University, Series 2020, 2.89%, <br> 10/01/50<sup>(a)</sup><br>| 275 | &nbsp;&nbsp; 183936 |
| Northwestern University |  |  |
| &nbsp;&nbsp;&nbsp; 4.64%, 12/01/44 | 200 | &nbsp;&nbsp; 188692 |
| &nbsp;&nbsp;&nbsp; Series 2017, 3.66%, 12/01/57 | 1000 | &nbsp;&nbsp; 729958 |
| PayPal Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/50 | 1125 | &nbsp;&nbsp; 760795 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/01/52<sup>(a)</sup> | 805 | &nbsp;&nbsp; 726727 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/54 | 300 | &nbsp;&nbsp; 288737 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/62 | 505 | &nbsp;&nbsp; 461658 |
| President and Fellows of Harvard College |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/15/40 | 200 | &nbsp;&nbsp; 197898 |
| &nbsp;&nbsp;&nbsp; 3.15%, 07/15/46 | 1513 | &nbsp;&nbsp; 1105448 |
| &nbsp;&nbsp;&nbsp; 2.52%, 10/15/50 | 333 | &nbsp;&nbsp; 202333 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/15/52 | 300 | &nbsp;&nbsp; 229330 |
| &nbsp;&nbsp;&nbsp; 3.30%, 07/15/56 | 579 | &nbsp;&nbsp; 397124 |
| Quanta Services, Inc., 3.05%, 10/01/41 | 551 | &nbsp;&nbsp; 409408 |
| &nbsp;&nbsp;&nbsp; Rockefeller Foundation, Series 2020, 2.49%, <br> 10/01/50<br>| 704 | &nbsp;&nbsp; 425347 |
| S&P Global, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 12/01/49 | 445 | &nbsp;&nbsp; 311207 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/52 | 974 | &nbsp;&nbsp; 733928 |
| &nbsp;&nbsp;&nbsp; 2.30%, 08/15/60<sup>(a)</sup> | 713 | &nbsp;&nbsp; 361048 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/01/62 | 475 | &nbsp;&nbsp; 352447 |
| Thomas Jefferson University, 3.85%, 11/01/57<sup>(a)</sup> | 43 | &nbsp;&nbsp; 30607 |
| TR Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/15/40 | 500 | &nbsp;&nbsp; 516672 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/23/43 | 204 | &nbsp;&nbsp; 204724 |
| Trustees of Boston College, 3.13%, 07/01/52<sup>(a)</sup> | 413 | &nbsp;&nbsp; 285373 |
| Trustees of Princeton University |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/01/39 | 263 | &nbsp;&nbsp; 281239 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/52 | 1000 | &nbsp;&nbsp; 829338 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.52%, 07/01/50 | 346 | &nbsp;&nbsp; 215252 |
| Trustees of the University of Pennsylvania |  |  |
| &nbsp;&nbsp;&nbsp; 3.61%, 02/15/2119<sup>(a)</sup> | 228 | &nbsp;&nbsp; 144173 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.40%, 10/01/50 | 674 | &nbsp;&nbsp; 396679 |
| University of Chicago |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/53<sup>(a)</sup> | 100 | &nbsp;&nbsp; 79200 |
| &nbsp;&nbsp;&nbsp; Series 20B, 2.76%, 04/01/45 | 400 | &nbsp;&nbsp; 315558 |
| &nbsp;&nbsp;&nbsp; Series C, 2.55%, 04/01/50<sup>(a)</sup> | 164 | &nbsp;&nbsp; 106989 |
| University of Miami, Series 2022, 4.06%, 04/01/52<sup>(a)</sup> | 500 | &nbsp;&nbsp; 399763 |
| University of Notre Dame du Lac |  |  |
| &nbsp;&nbsp;&nbsp; Series 2015, 3.44%, 02/15/45 | 400 | &nbsp;&nbsp; 310035 |
| &nbsp;&nbsp;&nbsp; Series 2017, 3.39%, 02/15/48 | 278 | &nbsp;&nbsp; 209065 |
| University of Southern California |  |  |
| &nbsp;&nbsp;&nbsp; 3.03%, 10/01/39 | 780 | &nbsp;&nbsp; 646448 |
| &nbsp;&nbsp;&nbsp; 2.81%, 10/01/50 | 63 | &nbsp;&nbsp; 40084 |
| &nbsp;&nbsp;&nbsp; 4.98%, 10/01/53<sup>(a)</sup> | 365 | &nbsp;&nbsp; 337973 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/01/2111 | 175 | &nbsp;&nbsp; 161743 |
| &nbsp;&nbsp;&nbsp; Series 2017, 3.84%, 10/01/47 | 1000 | &nbsp;&nbsp; 800062 |
| &nbsp;&nbsp;&nbsp; Series 21A, 2.95%, 10/01/51<sup>(a)</sup> | 983 | &nbsp;&nbsp; 640009 |
| &nbsp;&nbsp;&nbsp; Series A, 3.23%, 10/01/2120 | 61 | &nbsp;&nbsp; 34998 |
| Verisk Analytics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/45 | 225 | &nbsp;&nbsp; 218228 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/15/50 | 497 | &nbsp;&nbsp; 357751 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** |
| Washington University |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/2122 | 129 | &nbsp;&nbsp; $97339 |
| &nbsp;&nbsp;&nbsp; Series 2022, 3.52%, 04/15/54<sup>(a)</sup> | 1450 | &nbsp;&nbsp; 1054462 |
| William Marsh Rice University<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.57%, 05/15/45 | 375 | &nbsp;&nbsp; 298063 |
| &nbsp;&nbsp;&nbsp; 3.77%, 05/15/55 | 265 | &nbsp;&nbsp; 201623 |
| Yale University, Series 2020, 2.40%, 04/15/50 | 113 | &nbsp;&nbsp; 67513 |
|  |  | &nbsp;&nbsp; 31793039 |
| **Communications Equipment — 0.0%** | **Communications Equipment — 0.0%** | **Communications Equipment — 0.0%** |
| Motorola Solutions, Inc., 5.50%, 09/01/44 | 425 | &nbsp;&nbsp; 413041 |
| **Consumer Finance — 0.4%** | **Consumer Finance — 0.4%** | **Consumer Finance — 0.4%** |
| American Express Co., 4.05%, 12/03/42 | 1125 | &nbsp;&nbsp; 964884 |
| Mastercard, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/21/46 | 750 | &nbsp;&nbsp; 598943 |
| &nbsp;&nbsp;&nbsp; 3.95%, 02/26/48 | 525 | &nbsp;&nbsp; 421966 |
| &nbsp;&nbsp;&nbsp; 3.65%, 06/01/49 | 838 | &nbsp;&nbsp; 634348 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/26/50 | 1394 | &nbsp;&nbsp; 1086076 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/15/51<sup>(a)</sup> | 604 | &nbsp;&nbsp; 395421 |
| Visa, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/40 | 729 | &nbsp;&nbsp; 558791 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/14/45 | 3100 | &nbsp;&nbsp; 2691766 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/15/47 | 951 | &nbsp;&nbsp; 737188 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/15/50<sup>(a)</sup> | 1886 | &nbsp;&nbsp; 1020652 |
| Western Union Co., 6.20%, 11/17/36<sup>(a)</sup> | 358 | &nbsp;&nbsp; 373534 |
|  |  | &nbsp;&nbsp; 9483569 |
| **Consumer Staples Distribution & Retail — 0.6%** | **Consumer Staples Distribution & Retail — 0.6%** | **Consumer Staples Distribution & Retail — 0.6%** |
| Dollar General Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/03/50 | 454 | &nbsp;&nbsp; 356704 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/01/52<sup>(a)</sup> | 600 | &nbsp;&nbsp; 576448 |
| Dollar Tree, Inc., 3.38%, 12/01/51 | 329 | &nbsp;&nbsp; 221471 |
| Target Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/36 | 300 | &nbsp;&nbsp; 306981 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/15/37 | 400 | &nbsp;&nbsp; 451146 |
| &nbsp;&nbsp;&nbsp; 7.00%, 01/15/38 | 455 | &nbsp;&nbsp; 531923 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/42 | 1100 | &nbsp;&nbsp; 928730 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/15/46 | 402 | &nbsp;&nbsp; 306820 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/15/47 | 638 | &nbsp;&nbsp; 503182 |
| &nbsp;&nbsp;&nbsp; 2.95%, 01/15/52<sup>(a)</sup> | 1025 | &nbsp;&nbsp; 658208 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/15/53<sup>(a)</sup> | 1025 | &nbsp;&nbsp; 914025 |
| Walmart, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/15/37 | 1000 | &nbsp;&nbsp; 1155036 |
| &nbsp;&nbsp;&nbsp; 6.20%, 04/15/38<sup>(a)</sup> | 626 | &nbsp;&nbsp; 703107 |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/28/38 | 400 | &nbsp;&nbsp; 371106 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/01/40 | 559 | &nbsp;&nbsp; 595406 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/25/40 | 350 | &nbsp;&nbsp; 355108 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/15/41 | 575 | &nbsp;&nbsp; 608061 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/22/41 | 1004 | &nbsp;&nbsp; 725630 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/11/43 | 175 | &nbsp;&nbsp; 152192 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/22/44<sup>(a)</sup> | 300 | &nbsp;&nbsp; 269379 |
| &nbsp;&nbsp;&nbsp; 3.63%, 12/15/47 | 250 | &nbsp;&nbsp; 194341 |
| &nbsp;&nbsp;&nbsp; 4.05%, 06/29/48 | 2093 | &nbsp;&nbsp; 1741544 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/24/49 | 675 | &nbsp;&nbsp; 459585 |
| &nbsp;&nbsp;&nbsp; 2.65%, 09/22/51 | 1392 | &nbsp;&nbsp; 873402 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/09/52 | 800 | &nbsp;&nbsp; 702571 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/53<sup>(a)</sup> | 1500 | &nbsp;&nbsp; 1322768 |
|  |  | &nbsp;&nbsp; 15984874 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

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

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Containers & Packaging — 0.1%** | **Containers & Packaging — 0.1%** | **Containers & Packaging — 0.1%** |
| Packaging Corp. of America |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 12/15/49 | $463 | &nbsp;&nbsp; $368163 |
| &nbsp;&nbsp;&nbsp; 3.05%, 10/01/51 | 445 | &nbsp;&nbsp; 290840 |
| Smurfit Kappa Treasury ULC, 5.78%, 04/03/54<sup>(a)</sup> | 950 | &nbsp;&nbsp; 957133 |
| Sonoco Products Co., 5.75%, 11/01/40 | 575 | &nbsp;&nbsp; 579685 |
|  |  | &nbsp;&nbsp; 2195821 |
| **Distributors — 0.1%** | **Distributors — 0.1%** | **Distributors — 0.1%** |
| WW Grainger, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/15/45 | 886 | &nbsp;&nbsp; 800648 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/46 | 350 | &nbsp;&nbsp; 277352 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/15/47 | 375 | &nbsp;&nbsp; 315501 |
|  |  | &nbsp;&nbsp; 1393501 |
| **Diversified REITs — 0.6%** | **Diversified REITs — 0.6%** | **Diversified REITs — 0.6%** |
| American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/15/49 | 700 | &nbsp;&nbsp; 520755 |
| &nbsp;&nbsp;&nbsp; 3.10%, 06/15/50 | 1203 | &nbsp;&nbsp; 789887 |
| &nbsp;&nbsp;&nbsp; 2.95%, 01/15/51<sup>(a)</sup> | 1295 | &nbsp;&nbsp; 823841 |
| Crown Castle, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 04/01/41 | 1609 | &nbsp;&nbsp; 1172138 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/47 | 225 | &nbsp;&nbsp; 193871 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/49 | 425 | &nbsp;&nbsp; 383307 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/49 | 175 | &nbsp;&nbsp; 131258 |
| &nbsp;&nbsp;&nbsp; 4.15%, 07/01/50 | 450 | &nbsp;&nbsp; 350118 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/51 | 1050 | &nbsp;&nbsp; 693426 |
| Equinix, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/15/50 | 614 | &nbsp;&nbsp; 391204 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/15/51 | 275 | &nbsp;&nbsp; 171742 |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/15/52 | 460 | &nbsp;&nbsp; 313235 |
| Federal Realty OP LP, 4.50%, 12/01/44 | 500 | &nbsp;&nbsp; 434614 |
| GLP Capital LP/GLP Financing II, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/01/37 | 525 | &nbsp;&nbsp; 520983 |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/15/54<sup>(a)</sup> | 400 | &nbsp;&nbsp; 396553 |
| Kimco Realty OP LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/36<sup>(a)</sup> | 350 | &nbsp;&nbsp; 357446 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/45 | 500 | &nbsp;&nbsp; 421897 |
| &nbsp;&nbsp;&nbsp; 4.13%, 12/01/46 | 250 | &nbsp;&nbsp; 206130 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/01/47 | 408 | &nbsp;&nbsp; 347594 |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/01/49 | 413 | &nbsp;&nbsp; 306481 |
| Prologis LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/15/48 | 196 | &nbsp;&nbsp; 164728 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/01/50 | 300 | &nbsp;&nbsp; 199227 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/15/50 | 700 | &nbsp;&nbsp; 460245 |
| &nbsp;&nbsp;&nbsp; 2.13%, 10/15/50 | 500 | &nbsp;&nbsp; 269983 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/53 | 985 | &nbsp;&nbsp; 936974 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/54 | 875 | &nbsp;&nbsp; 830863 |
| Regency Centers LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/01/47 | 388 | &nbsp;&nbsp; 332032 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/49 | 225 | &nbsp;&nbsp; 195460 |
| VICI Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/15/52 | 629 | &nbsp;&nbsp; 588310 |
| &nbsp;&nbsp;&nbsp; 6.13%, 04/01/54<sup>(a)</sup> | 720 | &nbsp;&nbsp; 720462 |
| Weyerhaeuser Co., 4.00%, 03/09/52<sup>(a)</sup> | 600 | &nbsp;&nbsp; 460750 |
|  |  | &nbsp;&nbsp; 14085514 |
| **Diversified Telecommunication Services — 4.1%** | **Diversified Telecommunication Services — 4.1%** | **Diversified Telecommunication Services — 4.1%** |
| AT&T, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/37 | 1150 | &nbsp;&nbsp; 1155643 |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/15/37 | 925 | &nbsp;&nbsp; 899236 |
| &nbsp;&nbsp;&nbsp; 6.30%, 01/15/38 | 300 | &nbsp;&nbsp; 323518 |
| &nbsp;&nbsp;&nbsp; 6.55%, 02/15/39 | 300 | &nbsp;&nbsp; 329670 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/39 | 1500 | &nbsp;&nbsp; 1418934 |
| &nbsp;&nbsp;&nbsp; 5.35%, 09/01/40<sup>(a)</sup> | 550 | &nbsp;&nbsp; 539157 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Diversified Telecommunication Services (continued)** | **Diversified Telecommunication Services (continued)** | **Diversified Telecommunication Services (continued)** |
| AT&T, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/41 | $100 | &nbsp;&nbsp; $106773 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/41 | 2600 | &nbsp;&nbsp; 2042666 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/41 | 500 | &nbsp;&nbsp; 492784 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/15/42 | 750 | &nbsp;&nbsp; 634186 |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/01/43 | 1050 | &nbsp;&nbsp; 765635 |
| &nbsp;&nbsp;&nbsp; 4.65%, 06/01/44 | 405 | &nbsp;&nbsp; 351997 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/44 | 200 | &nbsp;&nbsp; 175509 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/15/45 | 250 | &nbsp;&nbsp; 205793 |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/01/45 | 1025 | &nbsp;&nbsp; 986575 |
| &nbsp;&nbsp;&nbsp; 04/30/46<sup>(d)</sup> | 1375 | &nbsp;&nbsp; 1365923 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/46 | 2000 | &nbsp;&nbsp; 1725852 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/15/46 | 780 | &nbsp;&nbsp; 709914 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/15/47<sup>(a)</sup> | 900 | &nbsp;&nbsp; 901148 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/47 | 300 | &nbsp;&nbsp; 282900 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/09/48 | 850 | &nbsp;&nbsp; 698593 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/09/49 | 1050 | &nbsp;&nbsp; 864815 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/50<sup>(a)</sup> | 500 | &nbsp;&nbsp; 446801 |
| &nbsp;&nbsp;&nbsp; 3.65%, 06/01/51 | 3050 | &nbsp;&nbsp; 2136926 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/01/52 | 1450 | &nbsp;&nbsp; 939480 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/15/53 | 7664 | &nbsp;&nbsp; 5113666 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/01/54 | 1700 | &nbsp;&nbsp; 1622775 |
| &nbsp;&nbsp;&nbsp; 3.55%, 09/15/55 | 7333 | &nbsp;&nbsp; 4861349 |
| &nbsp;&nbsp;&nbsp; 04/30/56<sup>(d)</sup> | 1375 | &nbsp;&nbsp; 1363652 |
| &nbsp;&nbsp;&nbsp; 6.05%, 08/15/56 | 1215 | &nbsp;&nbsp; 1215887 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/01/57<sup>(a)</sup> | 325 | &nbsp;&nbsp; 311942 |
| &nbsp;&nbsp;&nbsp; 3.80%, 12/01/57 | 5899 | &nbsp;&nbsp; 4054298 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/15/59 | 5936 | &nbsp;&nbsp; 3912350 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/01/60 | 1250 | &nbsp;&nbsp; 855710 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/61 | 850 | &nbsp;&nbsp; 538585 |
| Bell Telephone Co. of Canada or Bell Canada |  |  |
| &nbsp;&nbsp;&nbsp; 4.46%, 04/01/48 | 1160 | &nbsp;&nbsp; 961050 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/29/49 | 248 | &nbsp;&nbsp; 197269 |
| &nbsp;&nbsp;&nbsp; 3.65%, 03/17/51<sup>(a)</sup> | 350 | &nbsp;&nbsp; 250881 |
| &nbsp;&nbsp;&nbsp; 3.65%, 08/15/52 | 441 | &nbsp;&nbsp; 310054 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/15/54<sup>(a)</sup> | 950 | &nbsp;&nbsp; 912644 |
| Cisco Systems, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 02/15/39 | 1784 | &nbsp;&nbsp; 1918369 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/40<sup>(a)</sup> | 1727 | &nbsp;&nbsp; 1786507 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/26/54 | 1780 | &nbsp;&nbsp; 1702495 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/24/55 | 755 | &nbsp;&nbsp; 745040 |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/26/64 | 1010 | &nbsp;&nbsp; 955609 |
| Corning, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/15/37 | 400 | &nbsp;&nbsp; 388199 |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/15/40 | 275 | &nbsp;&nbsp; 288121 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/42 | 525 | &nbsp;&nbsp; 483941 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/48 | 395 | &nbsp;&nbsp; 385514 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/15/49 | 363 | &nbsp;&nbsp; 280914 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/57 | 795 | &nbsp;&nbsp; 649315 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/15/68 | 196 | &nbsp;&nbsp; 191295 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/15/79 | 1163 | &nbsp;&nbsp; 1070076 |
| Juniper Networks, Inc., 5.95%, 03/15/41<sup>(a)</sup> | 313 | &nbsp;&nbsp; 314222 |
| Nokia OYJ, 6.63%, 05/15/39 | 550 | &nbsp;&nbsp; 589455 |
| Telefonica Emisiones SA |  |  |
| &nbsp;&nbsp;&nbsp; 7.05%, 06/20/36 | 1915 | &nbsp;&nbsp; 2138360 |
| &nbsp;&nbsp;&nbsp; 4.67%, 03/06/38 | 355 | &nbsp;&nbsp; 323158 |
| &nbsp;&nbsp;&nbsp; 5.21%, 03/08/47 | 2267 | &nbsp;&nbsp; 2017671 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/06/48 | 882 | &nbsp;&nbsp; 746955 |
| &nbsp;&nbsp;&nbsp; 5.52%, 03/01/49<sup>(a)</sup> | 1200 | &nbsp;&nbsp; 1102119 |
| TELUS Corp., 4.60%, 11/16/48 | 400 | &nbsp;&nbsp; 340832 |
| Verizon Communications, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/16/37 | 1250 | &nbsp;&nbsp; 1251542 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/02/37 | 1000 | &nbsp;&nbsp; 1008374 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Long 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; 4.81%, 03/15/39 | 1342 | &nbsp;&nbsp; $1270024 |
| &nbsp;&nbsp;&nbsp; 2.65%, 11/20/40 | 3138 | &nbsp;&nbsp; 2233434 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/22/41 | 3486 | &nbsp;&nbsp; 2712910 |
| &nbsp;&nbsp;&nbsp; 2.85%, 09/03/41 | 1288 | &nbsp;&nbsp; 924669 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/01/41 | 400 | &nbsp;&nbsp; 362979 |
| &nbsp;&nbsp;&nbsp; 3.85%, 11/01/42 | 463 | &nbsp;&nbsp; 370649 |
| &nbsp;&nbsp;&nbsp; 6.55%, 09/15/43 | 500 | &nbsp;&nbsp; 548335 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/30/45 | 1825 | &nbsp;&nbsp; 1811176 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/15/46 | 950 | &nbsp;&nbsp; 758443 |
| &nbsp;&nbsp;&nbsp; 4.86%, 08/21/46 | 2084 | &nbsp;&nbsp; 1843280 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/16/47 | 500 | &nbsp;&nbsp; 480683 |
| &nbsp;&nbsp;&nbsp; 4.52%, 09/15/48 | 1250 | &nbsp;&nbsp; 1044589 |
| &nbsp;&nbsp;&nbsp; 5.01%, 04/15/49<sup>(a)</sup> | 400 | &nbsp;&nbsp; 357982 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/22/50 | 1279 | &nbsp;&nbsp; 971253 |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/20/50<sup>(a)</sup> | 2523 | &nbsp;&nbsp; 1557940 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/22/51<sup>(a)</sup> | 3849 | &nbsp;&nbsp; 2727778 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/01/52 | 1722 | &nbsp;&nbsp; 1274859 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/23/54 | 360 | &nbsp;&nbsp; 344512 |
| &nbsp;&nbsp;&nbsp; 5.01%, 08/21/54 | 1100 | &nbsp;&nbsp; 962399 |
| &nbsp;&nbsp;&nbsp; 4.67%, 03/15/55 | 900 | &nbsp;&nbsp; 743231 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/30/55 | 3205 | &nbsp;&nbsp; 3163371 |
| &nbsp;&nbsp;&nbsp; 2.99%, 10/30/56 | 4114 | &nbsp;&nbsp; 2434500 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/20/60<sup>(a)</sup> | 2525 | &nbsp;&nbsp; 1467092 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/22/61 | 3287 | &nbsp;&nbsp; 2211548 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/30/65 | 1350 | &nbsp;&nbsp; 1334895 |
|  |  | &nbsp;&nbsp; 101573154 |
| **Electric Utilities — 11.1%** | **Electric Utilities — 11.1%** | **Electric Utilities — 11.1%** |
| AEP Texas, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 10/01/47 | 450 | &nbsp;&nbsp; 332711 |
| &nbsp;&nbsp;&nbsp; 3.45%, 05/15/51 | 379 | &nbsp;&nbsp; 256876 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/52 | 680 | &nbsp;&nbsp; 622401 |
| &nbsp;&nbsp;&nbsp; 5.85%, 10/15/55 | 665 | &nbsp;&nbsp; 653326 |
| &nbsp;&nbsp;&nbsp; Series G, 4.15%, 05/01/49 | 300 | &nbsp;&nbsp; 230785 |
| &nbsp;&nbsp;&nbsp; Series H, 3.45%, 01/15/50 | 463 | &nbsp;&nbsp; 317613 |
| AEP Transmission Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/46 | 200 | &nbsp;&nbsp; 160377 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/01/47 | 600 | &nbsp;&nbsp; 458344 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/48 | 200 | &nbsp;&nbsp; 164547 |
| &nbsp;&nbsp;&nbsp; 3.80%, 06/15/49 | 829 | &nbsp;&nbsp; 628020 |
| &nbsp;&nbsp;&nbsp; 3.15%, 09/15/49 | 164 | &nbsp;&nbsp; 110537 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/53 | 700 | &nbsp;&nbsp; 676282 |
| &nbsp;&nbsp;&nbsp; Series M, 3.65%, 04/01/50 | 413 | &nbsp;&nbsp; 305097 |
| &nbsp;&nbsp;&nbsp; Series N, 2.75%, 08/15/51 | 379 | &nbsp;&nbsp; 233057 |
| &nbsp;&nbsp;&nbsp; Series O, 4.50%, 06/15/52 | 950 | &nbsp;&nbsp; 800647 |
| Alabama Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 05/15/38 | 179 | &nbsp;&nbsp; 194386 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/01/39<sup>(a)</sup> | 450 | &nbsp;&nbsp; 481922 |
| &nbsp;&nbsp;&nbsp; 3.85%, 12/01/42 | 600 | &nbsp;&nbsp; 491708 |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/15/44<sup>(a)</sup> | 375 | &nbsp;&nbsp; 315272 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/01/45 | 268 | &nbsp;&nbsp; 210598 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/02/46<sup>(a)</sup> | 213 | &nbsp;&nbsp; 178956 |
| &nbsp;&nbsp;&nbsp; 3.45%, 10/01/49 | 570 | &nbsp;&nbsp; 408251 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/15/51 | 921 | &nbsp;&nbsp; 610924 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/15/52 | 875 | &nbsp;&nbsp; 564230 |
| &nbsp;&nbsp;&nbsp; Series A, 4.30%, 07/15/48 | 100 | &nbsp;&nbsp; 82838 |
| &nbsp;&nbsp;&nbsp; Series B, 3.70%, 12/01/47<sup>(a)</sup> | 277 | &nbsp;&nbsp; 211582 |
| Ameren Illinois Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/46 | 463 | &nbsp;&nbsp; 383098 |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/01/47 | 675 | &nbsp;&nbsp; 516102 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/49 | 475 | &nbsp;&nbsp; 407724 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Ameren Illinois Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/15/50 | $147 | &nbsp;&nbsp; $101102 |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/15/51 | 175 | &nbsp;&nbsp; 110737 |
| &nbsp;&nbsp;&nbsp; 5.90%, 12/01/52 | 400 | &nbsp;&nbsp; 412527 |
| &nbsp;&nbsp;&nbsp; 5.55%, 07/01/54 | 700 | &nbsp;&nbsp; 689210 |
| &nbsp;&nbsp;&nbsp; 5.63%, 03/01/55 | 1050 | &nbsp;&nbsp; 1047900 |
| American Electric Power Co., Inc., 3.25%, 03/01/50 | 529 | &nbsp;&nbsp; 356573 |
| Appalachian Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 04/01/38 | 600 | &nbsp;&nbsp; 679489 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/15/44 | 263 | &nbsp;&nbsp; 221198 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/01/45 | 400 | &nbsp;&nbsp; 334890 |
| &nbsp;&nbsp;&nbsp; Series Y, 4.50%, 03/01/49 | 350 | &nbsp;&nbsp; 288640 |
| &nbsp;&nbsp;&nbsp; Series Z, 3.70%, 05/01/50 | 425 | &nbsp;&nbsp; 311133 |
| Arizona Public Service Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/01/41 | 263 | &nbsp;&nbsp; 254189 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/42 | 279 | &nbsp;&nbsp; 245328 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/15/45 | 525 | &nbsp;&nbsp; 437709 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/46 | 325 | &nbsp;&nbsp; 248909 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/15/48 | 263 | &nbsp;&nbsp; 212476 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/01/49 | 300 | &nbsp;&nbsp; 240750 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/49 | 136 | &nbsp;&nbsp; 95696 |
| &nbsp;&nbsp;&nbsp; 3.35%, 05/15/50 | 650 | &nbsp;&nbsp; 448295 |
| &nbsp;&nbsp;&nbsp; 2.65%, 09/15/50 | 450 | &nbsp;&nbsp; 269549 |
| &nbsp;&nbsp;&nbsp; 5.90%, 08/15/55 | 705 | &nbsp;&nbsp; 716873 |
| Avista Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/01/48 | 421 | &nbsp;&nbsp; 347096 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/52 | 201 | &nbsp;&nbsp; 151903 |
| Baltimore Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.35%, 10/01/36 | 388 | &nbsp;&nbsp; 428518 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/15/46 | 279 | &nbsp;&nbsp; 207228 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/47 | 400 | &nbsp;&nbsp; 304514 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/48<sup>(a)</sup> | 250 | &nbsp;&nbsp; 204911 |
| &nbsp;&nbsp;&nbsp; 3.20%, 09/15/49 | 595 | &nbsp;&nbsp; 404432 |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/15/50 | 421 | &nbsp;&nbsp; 268648 |
| &nbsp;&nbsp;&nbsp; 4.55%, 06/01/52 | 630 | &nbsp;&nbsp; 529953 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/53 | 710 | &nbsp;&nbsp; 681996 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/54 | 400 | &nbsp;&nbsp; 396580 |
| Basin Electric Power Cooperative, 5.85%, 10/15/55<sup>(e)</sup> | 700 | &nbsp;&nbsp; 690585 |
| Berkshire Hathaway Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 04/01/36 | 1388 | &nbsp;&nbsp; 1504403 |
| &nbsp;&nbsp;&nbsp; 5.95%, 05/15/37 | 654 | &nbsp;&nbsp; 704079 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/15/43 | 913 | &nbsp;&nbsp; 873906 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/45 | 179 | &nbsp;&nbsp; 155543 |
| &nbsp;&nbsp;&nbsp; 3.80%, 07/15/48 | 763 | &nbsp;&nbsp; 583718 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/15/49 | 1113 | &nbsp;&nbsp; 927577 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/15/50 | 1079 | &nbsp;&nbsp; 871140 |
| &nbsp;&nbsp;&nbsp; 2.85%, 05/15/51 | 1629 | &nbsp;&nbsp; 1010646 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/01/53 | 1129 | &nbsp;&nbsp; 950599 |
| Black Hills Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/15/46 | 175 | &nbsp;&nbsp; 139753 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/49 | 113 | &nbsp;&nbsp; 84569 |
| CenterPoint Energy Houston Electric LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 08/01/42 | 526 | &nbsp;&nbsp; 417327 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/44 | 481 | &nbsp;&nbsp; 421427 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/48 | 413 | &nbsp;&nbsp; 326441 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/53 | 260 | &nbsp;&nbsp; 247754 |
| &nbsp;&nbsp;&nbsp; Series AC, 4.25%, 02/01/49 | 600 | &nbsp;&nbsp; 495293 |
| &nbsp;&nbsp;&nbsp; Series AD, 2.90%, 07/01/50 | 150 | &nbsp;&nbsp; 96308 |
| &nbsp;&nbsp;&nbsp; Series AF, 3.35%, 04/01/51 | 663 | &nbsp;&nbsp; 465695 |
| &nbsp;&nbsp;&nbsp; Series AH, 3.60%, 03/01/52 | 450 | &nbsp;&nbsp; 328850 |
| &nbsp;&nbsp;&nbsp; Series AJ, 4.85%, 10/01/52 | 150 | &nbsp;&nbsp; 133701 |
| Cleco Corporate Holdings LLC, 4.97%, 05/01/46<sup>(a)</sup> | 300 | &nbsp;&nbsp; 257434 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Long 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)** |
| Cleveland Electric Illuminating Co., 5.95%, 12/15/36 | $180 | &nbsp;&nbsp; $188019 |
| CMS Energy Corp., 4.88%, 03/01/44 | 250 | &nbsp;&nbsp; 223510 |
| Commonwealth Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/15/36 | 900 | &nbsp;&nbsp; 963962 |
| &nbsp;&nbsp;&nbsp; 6.45%, 01/15/38 | 100 | &nbsp;&nbsp; 111317 |
| &nbsp;&nbsp;&nbsp; 3.80%, 10/01/42 | 320 | &nbsp;&nbsp; 258186 |
| &nbsp;&nbsp;&nbsp; 4.60%, 08/15/43 | 175 | &nbsp;&nbsp; 155896 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/45 | 213 | &nbsp;&nbsp; 166014 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/15/45 | 800 | &nbsp;&nbsp; 681432 |
| &nbsp;&nbsp;&nbsp; 3.65%, 06/15/46 | 620 | &nbsp;&nbsp; 474096 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/48 | 429 | &nbsp;&nbsp; 341290 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/49 | 529 | &nbsp;&nbsp; 418926 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/50 | 263 | &nbsp;&nbsp; 172384 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/53 | 365 | &nbsp;&nbsp; 344729 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/54 | 495 | &nbsp;&nbsp; 490508 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/01/55 | 530 | &nbsp;&nbsp; 547723 |
| &nbsp;&nbsp;&nbsp; Series 123, 3.75%, 08/15/47 | 400 | &nbsp;&nbsp; 307429 |
| &nbsp;&nbsp;&nbsp; Series 127, 3.20%, 11/15/49 | 605 | &nbsp;&nbsp; 409262 |
| &nbsp;&nbsp;&nbsp; Series 130, 3.13%, 03/15/51 | 879 | &nbsp;&nbsp; 583136 |
| &nbsp;&nbsp;&nbsp; Series 131, 2.75%, 09/01/51 | 513 | &nbsp;&nbsp; 314394 |
| &nbsp;&nbsp;&nbsp; Series 133, 3.85%, 03/15/52 | 659 | &nbsp;&nbsp; 494896 |
| Connecticut Light and Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/15/44 | 600 | &nbsp;&nbsp; 513756 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/48 | 685 | &nbsp;&nbsp; 544824 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/53 | 375 | &nbsp;&nbsp; 355737 |
| &nbsp;&nbsp;&nbsp; Series A, 4.15%, 06/01/45 | 300 | &nbsp;&nbsp; 248669 |
| Consolidated Edison Co. of New York, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/15/40 | 400 | &nbsp;&nbsp; 415121 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/43 | 572 | &nbsp;&nbsp; 469575 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/15/44 | 688 | &nbsp;&nbsp; 598080 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/45 | 663 | &nbsp;&nbsp; 571310 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/15/46 | 429 | &nbsp;&nbsp; 336216 |
| &nbsp;&nbsp;&nbsp; 3.20%, 12/01/51 | 550 | &nbsp;&nbsp; 364615 |
| &nbsp;&nbsp;&nbsp; 6.15%, 11/15/52 | 800 | &nbsp;&nbsp; 839785 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/53 | 725 | &nbsp;&nbsp; 738167 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/15/54 | 775 | &nbsp;&nbsp; 771828 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/01/54 | 725 | &nbsp;&nbsp; 612298 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/55 | 630 | &nbsp;&nbsp; 629600 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/58 | 629 | &nbsp;&nbsp; 512515 |
| &nbsp;&nbsp;&nbsp; 3.70%, 11/15/59 | 680 | &nbsp;&nbsp; 474508 |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/15/61 | 720 | &nbsp;&nbsp; 491902 |
| &nbsp;&nbsp;&nbsp; Series 2006-A, 5.85%, 03/15/36 | 625 | &nbsp;&nbsp; 663242 |
| &nbsp;&nbsp;&nbsp; Series 2006-B, 6.20%, 06/15/36 | 75 | &nbsp;&nbsp; 81604 |
| &nbsp;&nbsp;&nbsp; Series 2007-A, 6.30%, 08/15/37 | 493 | &nbsp;&nbsp; 545976 |
| &nbsp;&nbsp;&nbsp; Series 2008-B, 6.75%, 04/01/38 | 800 | &nbsp;&nbsp; 916094 |
| &nbsp;&nbsp;&nbsp; Series 2009-C, 5.50%, 12/01/39 | 867 | &nbsp;&nbsp; 886229 |
| &nbsp;&nbsp;&nbsp; Series 2012-A, 4.20%, 03/15/42 | 329 | &nbsp;&nbsp; 280751 |
| &nbsp;&nbsp;&nbsp; Series 2017, 3.88%, 06/15/47 | 600 | &nbsp;&nbsp; 465885 |
| &nbsp;&nbsp;&nbsp; Series 20B, 3.95%, 04/01/50 | 1154 | &nbsp;&nbsp; 896339 |
| &nbsp;&nbsp;&nbsp; Series A, 4.13%, 05/15/49 | 313 | &nbsp;&nbsp; 248916 |
| &nbsp;&nbsp;&nbsp; Series C, 4.30%, 12/01/56 | 213 | &nbsp;&nbsp; 167300 |
| &nbsp;&nbsp;&nbsp; Series C, 4.00%, 11/15/57 | 370 | &nbsp;&nbsp; 274743 |
| &nbsp;&nbsp;&nbsp; Series C, 3.00%, 12/01/60 | 660 | &nbsp;&nbsp; 386860 |
| &nbsp;&nbsp;&nbsp; Series E, 4.65%, 12/01/48 | 463 | &nbsp;&nbsp; 400331 |
| Constellation Energy Generation LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/01/39 | 647 | &nbsp;&nbsp; 698413 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/01/41 | 413 | &nbsp;&nbsp; 420322 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/15/42 | 619 | &nbsp;&nbsp; 619818 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/01/53 | 690 | &nbsp;&nbsp; 746558 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/54 | 1400 | &nbsp;&nbsp; 1379503 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/15/66 | 495 | &nbsp;&nbsp; 484063 |
| Consumers Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/15/43 | 300 | &nbsp;&nbsp; 247129 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Consumers Energy Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/15/46 | $600 | &nbsp;&nbsp; $434648 |
| &nbsp;&nbsp;&nbsp; 3.95%, 07/15/47 | 300 | &nbsp;&nbsp; 239886 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/15/48 | 650 | &nbsp;&nbsp; 524616 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/49 | 429 | &nbsp;&nbsp; 360530 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/50 | 250 | &nbsp;&nbsp; 188497 |
| &nbsp;&nbsp;&nbsp; 3.10%, 08/15/50 | 590 | &nbsp;&nbsp; 396405 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/51 | 529 | &nbsp;&nbsp; 382519 |
| &nbsp;&nbsp;&nbsp; 2.65%, 08/15/52 | 134 | &nbsp;&nbsp; 81511 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/01/52 | 710 | &nbsp;&nbsp; 571914 |
| Dayton Power & Light Co., 3.95%, 06/15/49 | 300 | &nbsp;&nbsp; 225227 |
| Delmarva Power & Light Co., 4.15%, 05/15/45 | 500 | &nbsp;&nbsp; 423145 |
| Dominion Energy South Carolina, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.05%, 01/15/38 | 100 | &nbsp;&nbsp; 107833 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/01/41 | 579 | &nbsp;&nbsp; 581958 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/15/43 | 563 | &nbsp;&nbsp; 506205 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/15/53 | 440 | &nbsp;&nbsp; 472255 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/01/65 | 613 | &nbsp;&nbsp; 545270 |
| Dominion Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/15/38 | 163 | &nbsp;&nbsp; 184291 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/01/44 | 329 | &nbsp;&nbsp; 287331 |
| &nbsp;&nbsp;&nbsp; Series A, 4.60%, 03/15/49 | 513 | &nbsp;&nbsp; 429300 |
| &nbsp;&nbsp;&nbsp; Series B, 3.30%, 04/15/41 | 325 | &nbsp;&nbsp; 246852 |
| &nbsp;&nbsp;&nbsp; Series B, 4.85%, 08/15/52 | 800 | &nbsp;&nbsp; 687676 |
| &nbsp;&nbsp;&nbsp; Series C, 4.90%, 08/01/41<sup>(a)</sup> | 509 | &nbsp;&nbsp; 469368 |
| &nbsp;&nbsp;&nbsp; Series C, 4.05%, 09/15/42 | 200 | &nbsp;&nbsp; 162656 |
| DTE Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/01/44 | 400 | &nbsp;&nbsp; 343459 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/45 | 434 | &nbsp;&nbsp; 339799 |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/01/46 | 138 | &nbsp;&nbsp; 106390 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/47 | 455 | &nbsp;&nbsp; 350400 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/49 | 750 | &nbsp;&nbsp; 591975 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/01/50 | 529 | &nbsp;&nbsp; 349620 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/01/53<sup>(a)</sup> | 475 | &nbsp;&nbsp; 461661 |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/15/55 | 605 | &nbsp;&nbsp; 622387 |
| &nbsp;&nbsp;&nbsp; Series A, 4.00%, 04/01/43 | 397 | &nbsp;&nbsp; 330555 |
| &nbsp;&nbsp;&nbsp; Series A, 4.05%, 05/15/48 | 463 | &nbsp;&nbsp; 374510 |
| &nbsp;&nbsp;&nbsp; Series B, 3.25%, 04/01/51 | 479 | &nbsp;&nbsp; 329280 |
| &nbsp;&nbsp;&nbsp; Series B, 3.65%, 03/01/52 | 367 | &nbsp;&nbsp; 270448 |
| Duke Energy Carolinas LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/01/37 | 413 | &nbsp;&nbsp; 443860 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/38 | 900 | &nbsp;&nbsp; 968458 |
| &nbsp;&nbsp;&nbsp; 6.05%, 04/15/38 | 511 | &nbsp;&nbsp; 553379 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/15/40 | 713 | &nbsp;&nbsp; 718091 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/15/41 | 279 | &nbsp;&nbsp; 245989 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/30/42 | 513 | &nbsp;&nbsp; 431870 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/01/45 | 500 | &nbsp;&nbsp; 393621 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/15/46 | 800 | &nbsp;&nbsp; 632071 |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/01/47 | 438 | &nbsp;&nbsp; 333276 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/48 | 329 | &nbsp;&nbsp; 259700 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/15/49 | 669 | &nbsp;&nbsp; 458226 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/15/51 | 425 | &nbsp;&nbsp; 300303 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/15/52 | 592 | &nbsp;&nbsp; 425665 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/53 | 850 | &nbsp;&nbsp; 815185 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/15/54 | 1232 | &nbsp;&nbsp; 1191919 |
| Duke Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 06/15/41 | 579 | &nbsp;&nbsp; 444883 |
| &nbsp;&nbsp;&nbsp; 4.80%, 12/15/45 | 663 | &nbsp;&nbsp; 586079 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/01/46 | 1393 | &nbsp;&nbsp; 1055668 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/15/47 | 413 | &nbsp;&nbsp; 317734 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/15/49 | 613 | &nbsp;&nbsp; 484097 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/15/51 | 679 | &nbsp;&nbsp; 470142 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/52 | 1050 | &nbsp;&nbsp; 923866 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Long 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)** |
| Duke Energy Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 6.10%, 09/15/53 | $425 | &nbsp;&nbsp; $438025 |
| &nbsp;&nbsp;&nbsp; 5.80%, 06/15/54 | 825 | &nbsp;&nbsp; 814237 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/55 | 1150 | &nbsp;&nbsp; 1117887 |
| Duke Energy Florida LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.35%, 09/15/37 | 500 | &nbsp;&nbsp; 553784 |
| &nbsp;&nbsp;&nbsp; 6.40%, 06/15/38 | 1100 | &nbsp;&nbsp; 1222545 |
| &nbsp;&nbsp;&nbsp; 5.65%, 04/01/40 | 300 | &nbsp;&nbsp; 309067 |
| &nbsp;&nbsp;&nbsp; 3.85%, 11/15/42 | 700 | &nbsp;&nbsp; 574107 |
| &nbsp;&nbsp;&nbsp; 3.40%, 10/01/46 | 863 | &nbsp;&nbsp; 629501 |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/15/48 | 450 | &nbsp;&nbsp; 365062 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/15/51 | 425 | &nbsp;&nbsp; 274280 |
| &nbsp;&nbsp;&nbsp; 5.95%, 11/15/52 | 525 | &nbsp;&nbsp; 543118 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/15/53 | 150 | &nbsp;&nbsp; 160641 |
| Duke Energy Indiana LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.35%, 08/15/38 | 275 | &nbsp;&nbsp; 303075 |
| &nbsp;&nbsp;&nbsp; 6.45%, 04/01/39 | 200 | &nbsp;&nbsp; 221952 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/46 | 463 | &nbsp;&nbsp; 360910 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/01/50 | 500 | &nbsp;&nbsp; 313471 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/01/53 | 500 | &nbsp;&nbsp; 477040 |
| &nbsp;&nbsp;&nbsp; 5.90%, 05/15/55 | 260 | &nbsp;&nbsp; 266153 |
| &nbsp;&nbsp;&nbsp; Series WWW, 4.90%, 07/15/43 | 163 | &nbsp;&nbsp; 152228 |
| &nbsp;&nbsp;&nbsp; Series YYY, 3.25%, 10/01/49 | 600 | &nbsp;&nbsp; 413527 |
| Duke Energy Ohio, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/15/46 | 163 | &nbsp;&nbsp; 124454 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/01/49<sup>(a)</sup> | 300 | &nbsp;&nbsp; 245882 |
| &nbsp;&nbsp;&nbsp; 5.65%, 04/01/53 | 225 | &nbsp;&nbsp; 222233 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/54 | 475 | &nbsp;&nbsp; 463666 |
| Duke Energy Progress LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.30%, 04/01/38 | 300 | &nbsp;&nbsp; 331319 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/15/42 | 722 | &nbsp;&nbsp; 613030 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/15/43 | 863 | &nbsp;&nbsp; 725497 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/30/44 | 326 | &nbsp;&nbsp; 280094 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/01/44 | 313 | &nbsp;&nbsp; 260342 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/15/45 | 363 | &nbsp;&nbsp; 302086 |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/15/46 | 288 | &nbsp;&nbsp; 220677 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/47 | 829 | &nbsp;&nbsp; 619675 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/15/50 | 413 | &nbsp;&nbsp; 241456 |
| &nbsp;&nbsp;&nbsp; 2.90%, 08/15/51 | 576 | &nbsp;&nbsp; 362536 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/52 | 300 | &nbsp;&nbsp; 232278 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/53 | 500 | &nbsp;&nbsp; 478757 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/55 | 775 | &nbsp;&nbsp; 764158 |
| Emera U.S. Finance LP, 4.75%, 06/15/46 | 988 | &nbsp;&nbsp; 844340 |
| Entergy Arkansas LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/49 | 425 | &nbsp;&nbsp; 343167 |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/15/51 | 975 | &nbsp;&nbsp; 579361 |
| &nbsp;&nbsp;&nbsp; 3.35%, 06/15/52 | 338 | &nbsp;&nbsp; 229851 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/01/54 | 200 | &nbsp;&nbsp; 200088 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/56 | 475 | &nbsp;&nbsp; 475279 |
| Entergy Corp., 3.75%, 06/15/50 | 714 | &nbsp;&nbsp; 520007 |
| Entergy Louisiana LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 06/15/41 | 525 | &nbsp;&nbsp; 400736 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/45 | 550 | &nbsp;&nbsp; 507182 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/01/48 | 913 | &nbsp;&nbsp; 737042 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/50 | 479 | &nbsp;&nbsp; 381354 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/15/51 | 743 | &nbsp;&nbsp; 465246 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/15/52 | 500 | &nbsp;&nbsp; 433706 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/54 | 775 | &nbsp;&nbsp; 770356 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/55 | 525 | &nbsp;&nbsp; 527234 |
| Entergy Mississippi LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/01/49 | 413 | &nbsp;&nbsp; 315518 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/51 | 325 | &nbsp;&nbsp; 227401 |
| &nbsp;&nbsp;&nbsp; 5.85%, 06/01/54 | 275 | &nbsp;&nbsp; 278349 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Entergy Mississippi LLC (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/15/55 | $375 | &nbsp;&nbsp; $376893 |
| Entergy Texas, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/30/39 | 425 | &nbsp;&nbsp; 393336 |
| &nbsp;&nbsp;&nbsp; 3.55%, 09/30/49 | 405 | &nbsp;&nbsp; 290135 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/52 | 300 | &nbsp;&nbsp; 267360 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/01/53 | 75 | &nbsp;&nbsp; 74741 |
| &nbsp;&nbsp;&nbsp; 5.55%, 09/15/54 | 125 | &nbsp;&nbsp; 120825 |
| Evergy Kansas Central, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/01/42 | 575 | &nbsp;&nbsp; 488150 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/01/43 | 400 | &nbsp;&nbsp; 335817 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/01/45 | 311 | &nbsp;&nbsp; 258242 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/01/49 | 113 | &nbsp;&nbsp; 77430 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/15/50 | 513 | &nbsp;&nbsp; 360933 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/53 | 320 | &nbsp;&nbsp; 318777 |
| Evergy Metro, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 10/01/41 | 340 | &nbsp;&nbsp; 336927 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/15/47 | 225 | &nbsp;&nbsp; 183421 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/48 | 250 | &nbsp;&nbsp; 203310 |
| &nbsp;&nbsp;&nbsp; Series 2019, 4.13%, 04/01/49 | 350 | &nbsp;&nbsp; 279827 |
| Eversource Energy, 3.45%, 01/15/50 | 929 | &nbsp;&nbsp; 660239 |
| Exelon Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/15/45 | 763 | &nbsp;&nbsp; 704659 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/15/46 | 300 | &nbsp;&nbsp; 252259 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/15/50 | 738 | &nbsp;&nbsp; 629769 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/15/52 | 459 | &nbsp;&nbsp; 353360 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/53 | 975 | &nbsp;&nbsp; 943349 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/15/55 | 450 | &nbsp;&nbsp; 450857 |
| FirstEnergy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Series C, 4.85%, 07/15/47 | 750 | &nbsp;&nbsp; 663052 |
| &nbsp;&nbsp;&nbsp; Series C, 3.40%, 03/01/50 | 950 | &nbsp;&nbsp; 660275 |
| Florida Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/01/37 | 500 | &nbsp;&nbsp; 533189 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/01/38<sup>(a)</sup> | 650 | &nbsp;&nbsp; 703268 |
| &nbsp;&nbsp;&nbsp; 5.96%, 04/01/39 | 450 | &nbsp;&nbsp; 484822 |
| &nbsp;&nbsp;&nbsp; 5.69%, 03/01/40 | 313 | &nbsp;&nbsp; 328219 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/01/41 | 413 | &nbsp;&nbsp; 411688 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/01/42 | 663 | &nbsp;&nbsp; 575269 |
| &nbsp;&nbsp;&nbsp; 4.05%, 06/01/42 | 700 | &nbsp;&nbsp; 596063 |
| &nbsp;&nbsp;&nbsp; 3.80%, 12/15/42 | 400 | &nbsp;&nbsp; 327220 |
| &nbsp;&nbsp;&nbsp; 4.05%, 10/01/44 | 420 | &nbsp;&nbsp; 349150 |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/01/47 | 829 | &nbsp;&nbsp; 635990 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/48 | 963 | &nbsp;&nbsp; 766683 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/01/48 | 413 | &nbsp;&nbsp; 335762 |
| &nbsp;&nbsp;&nbsp; 3.99%, 03/01/49 | 663 | &nbsp;&nbsp; 526198 |
| &nbsp;&nbsp;&nbsp; 3.15%, 10/01/49 | 883 | &nbsp;&nbsp; 605067 |
| &nbsp;&nbsp;&nbsp; 2.88%, 12/04/51 | 1450 | &nbsp;&nbsp; 925795 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/53 | 795 | &nbsp;&nbsp; 761473 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/15/54 | 845 | &nbsp;&nbsp; 846875 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/55 | 965 | &nbsp;&nbsp; 978870 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/65 | 575 | &nbsp;&nbsp; 585303 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/15/66 | 950 | &nbsp;&nbsp; 936728 |
| Georgia Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/42 | 1229 | &nbsp;&nbsp; 1079208 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/43 | 40 | &nbsp;&nbsp; 34717 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/52 | 730 | &nbsp;&nbsp; 678947 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/01/55<sup>(a)</sup> | 675 | &nbsp;&nbsp; 657475 |
| &nbsp;&nbsp;&nbsp; Series 2010-C, 4.75%, 09/01/40 | 150 | &nbsp;&nbsp; 142365 |
| &nbsp;&nbsp;&nbsp; Series A, 3.25%, 03/15/51 | 775 | &nbsp;&nbsp; 530681 |
| &nbsp;&nbsp;&nbsp; Series B, 3.70%, 01/30/50 | 829 | &nbsp;&nbsp; 619608 |
| Iberdrola International BV, 6.75%, 07/15/36<sup>(a)</sup> | 400 | &nbsp;&nbsp; 453905 |
| Idaho Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/53 | 320 | &nbsp;&nbsp; 312304 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Long 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)** |
| Idaho Power Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/54 | $296 | &nbsp;&nbsp; $301042 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/55 | 430 | &nbsp;&nbsp; 432481 |
| &nbsp;&nbsp;&nbsp; Series K, 4.20%, 03/01/48 | 325 | &nbsp;&nbsp; 266123 |
| Indiana Michigan Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.05%, 03/15/37 | 513 | &nbsp;&nbsp; 556513 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/15/48 | 413 | &nbsp;&nbsp; 335346 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/01/51 | 400 | &nbsp;&nbsp; 268065 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/01/53<sup>(a)</sup> | 455 | &nbsp;&nbsp; 452629 |
| &nbsp;&nbsp;&nbsp; Series K, 4.55%, 03/15/46 | 346 | &nbsp;&nbsp; 301717 |
| &nbsp;&nbsp;&nbsp; Series L, 3.75%, 07/01/47 | 229 | &nbsp;&nbsp; 174408 |
| Interstate Power and Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/15/39 | 260 | &nbsp;&nbsp; 278294 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/15/46 | 313 | &nbsp;&nbsp; 234362 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/30/49<sup>(a)</sup> | 177 | &nbsp;&nbsp; 127128 |
| &nbsp;&nbsp;&nbsp; 3.10%, 11/30/51 | 355 | &nbsp;&nbsp; 228547 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/30/54 | 400 | &nbsp;&nbsp; 379404 |
| &nbsp;&nbsp;&nbsp; 5.60%, 10/01/55 | 430 | &nbsp;&nbsp; 417183 |
| ITC Holdings Corp., 5.30%, 07/01/43 | 100 | &nbsp;&nbsp; 95588 |
| &nbsp;&nbsp;&nbsp; John Sevier Combined Cycle Generation LLC, 4.63%, <br> 01/15/42<br>| 473 | &nbsp;&nbsp; 461988 |
| &nbsp;&nbsp;&nbsp; Johnsonville Aeroderivative Combustion Turbine <br> Generation LLC, 5.08%, 10/01/54<br>| 494 | &nbsp;&nbsp; 473178 |
| Kentucky Utilities Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/01/40 | 450 | &nbsp;&nbsp; 440489 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/01/45 | 829 | &nbsp;&nbsp; 702343 |
| &nbsp;&nbsp;&nbsp; 3.30%, 06/01/50 | 375 | &nbsp;&nbsp; 259571 |
| &nbsp;&nbsp;&nbsp; 5.85%, 08/15/55 | 860 | &nbsp;&nbsp; 873133 |
| Louisville Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/49 | 454 | &nbsp;&nbsp; 373130 |
| &nbsp;&nbsp;&nbsp; 5.85%, 08/15/55 | 715 | &nbsp;&nbsp; 724739 |
| MidAmerican Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 10/15/36<sup>(a)</sup> | 500 | &nbsp;&nbsp; 534491 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/15/43 | 613 | &nbsp;&nbsp; 561130 |
| &nbsp;&nbsp;&nbsp; 4.40%, 10/15/44 | 829 | &nbsp;&nbsp; 713473 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/01/46 | 325 | &nbsp;&nbsp; 271445 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/01/47 | 400 | &nbsp;&nbsp; 317360 |
| &nbsp;&nbsp;&nbsp; 3.65%, 08/01/48 | 1013 | &nbsp;&nbsp; 760051 |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/15/49 | 943 | &nbsp;&nbsp; 773901 |
| &nbsp;&nbsp;&nbsp; 3.15%, 04/15/50 | 813 | &nbsp;&nbsp; 548627 |
| &nbsp;&nbsp;&nbsp; 2.70%, 08/01/52 | 425 | &nbsp;&nbsp; 260906 |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/15/54 | 1100 | &nbsp;&nbsp; 1127593 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/55 | 470 | &nbsp;&nbsp; 445702 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/15/56 | 250 | &nbsp;&nbsp; 243971 |
| Mississippi Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; Series 12-A, 4.25%, 03/15/42 | 388 | &nbsp;&nbsp; 333604 |
| &nbsp;&nbsp;&nbsp; Series B, 3.10%, 07/30/51 | 413 | &nbsp;&nbsp; 272764 |
| National Rural Utilities Cooperative Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 11/01/48 | 270 | &nbsp;&nbsp; 227287 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/49 | 688 | &nbsp;&nbsp; 575100 |
| Nevada Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/54<sup>(a)</sup> | 450 | &nbsp;&nbsp; 460447 |
| &nbsp;&nbsp;&nbsp; Series EE, 3.13%, 08/01/50<sup>(a)</sup> | 429 | &nbsp;&nbsp; 280812 |
| &nbsp;&nbsp;&nbsp; Series GG, 5.90%, 05/01/53 | 350 | &nbsp;&nbsp; 352567 |
| &nbsp;&nbsp;&nbsp; Series N, 6.65%, 04/01/36 | 100 | &nbsp;&nbsp; 111863 |
| NextEra Energy Capital Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/52 | 754 | &nbsp;&nbsp; 476837 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/28/53<sup>(a)</sup> | 1000 | &nbsp;&nbsp; 929621 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/54<sup>(a)</sup> | 700 | &nbsp;&nbsp; 674575 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/15/55 | 550 | &nbsp;&nbsp; 553283 |
| Northern States Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/01/36 | 200 | &nbsp;&nbsp; 219880 |
| &nbsp;&nbsp;&nbsp; 6.20%, 07/01/37<sup>(a)</sup> | 400 | &nbsp;&nbsp; 437825 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Northern States Power Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/01/39 | $350 | &nbsp;&nbsp; $353784 |
| &nbsp;&nbsp;&nbsp; 3.40%, 08/15/42 | 505 | &nbsp;&nbsp; 395741 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/47 | 953 | &nbsp;&nbsp; 717193 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/01/50 | 391 | &nbsp;&nbsp; 256035 |
| &nbsp;&nbsp;&nbsp; 2.60%, 06/01/51 | 936 | &nbsp;&nbsp; 570302 |
| &nbsp;&nbsp;&nbsp; 3.20%, 04/01/52 | 295 | &nbsp;&nbsp; 201171 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/52 | 626 | &nbsp;&nbsp; 530309 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/15/53 | 650 | &nbsp;&nbsp; 601254 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/54 | 720 | &nbsp;&nbsp; 696410 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/15/54 | 400 | &nbsp;&nbsp; 400510 |
| &nbsp;&nbsp;&nbsp; 5.65%, 05/15/55 | 380 | &nbsp;&nbsp; 379720 |
| NorthWestern Corp., 4.18%, 11/15/44 | 275 | &nbsp;&nbsp; 227758 |
| NSTAR Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/40<sup>(a)</sup> | 100 | &nbsp;&nbsp; 101046 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/01/44 | 250 | &nbsp;&nbsp; 215739 |
| &nbsp;&nbsp;&nbsp; 3.10%, 06/01/51 | 250 | &nbsp;&nbsp; 167315 |
| &nbsp;&nbsp;&nbsp; 4.55%, 06/01/52 | 431 | &nbsp;&nbsp; 364641 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/52 | 425 | &nbsp;&nbsp; 381358 |
| Oglethorpe Power Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 11/01/39 | 450 | &nbsp;&nbsp; 470555 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/01/40 | 300 | &nbsp;&nbsp; 295733 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/47 | 479 | &nbsp;&nbsp; 400987 |
| &nbsp;&nbsp;&nbsp; 5.05%, 10/01/48 | 329 | &nbsp;&nbsp; 293904 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/01/50 | 163 | &nbsp;&nbsp; 117509 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/01/50 | 400 | &nbsp;&nbsp; 362392 |
| &nbsp;&nbsp;&nbsp; 6.20%, 12/01/53 | 425 | &nbsp;&nbsp; 437816 |
| &nbsp;&nbsp;&nbsp; 5.80%, 06/01/54<sup>(a)</sup> | 450 | &nbsp;&nbsp; 440681 |
| &nbsp;&nbsp;&nbsp; 5.90%, 02/01/55 | 325 | &nbsp;&nbsp; 322101 |
| Ohio Edison Co., 6.88%, 07/15/36<sup>(a)</sup> | 350 | &nbsp;&nbsp; 399645 |
| Ohio Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/01/48 | 404 | &nbsp;&nbsp; 324361 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/49 | 400 | &nbsp;&nbsp; 308422 |
| &nbsp;&nbsp;&nbsp; Series R, 2.90%, 10/01/51 | 609 | &nbsp;&nbsp; 377030 |
| Oklahoma Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/01/47 | 400 | &nbsp;&nbsp; 328852 |
| &nbsp;&nbsp;&nbsp; 3.85%, 08/15/47 | 150 | &nbsp;&nbsp; 117936 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/01/53 | 495 | &nbsp;&nbsp; 486945 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/55 | 330 | &nbsp;&nbsp; 333137 |
| Oncor Electric Delivery Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/30/40 | 463 | &nbsp;&nbsp; 457370 |
| &nbsp;&nbsp;&nbsp; 4.55%, 12/01/41 | 450 | &nbsp;&nbsp; 404681 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/01/42 | 345 | &nbsp;&nbsp; 335371 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/45 | 563 | &nbsp;&nbsp; 441645 |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/30/47 | 404 | &nbsp;&nbsp; 309698 |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/15/48 | 413 | &nbsp;&nbsp; 330849 |
| &nbsp;&nbsp;&nbsp; 3.80%, 06/01/49 | 529 | &nbsp;&nbsp; 397986 |
| &nbsp;&nbsp;&nbsp; 3.10%, 09/15/49 | 1009 | &nbsp;&nbsp; 669262 |
| &nbsp;&nbsp;&nbsp; 3.70%, 05/15/50 | 470 | &nbsp;&nbsp; 345567 |
| &nbsp;&nbsp;&nbsp; 2.70%, 11/15/51 | 626 | &nbsp;&nbsp; 371826 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/01/52 | 200 | &nbsp;&nbsp; 168265 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/52 | 800 | &nbsp;&nbsp; 711282 |
| &nbsp;&nbsp;&nbsp; 5.35%, 10/01/52 | 300 | &nbsp;&nbsp; 282765 |
| &nbsp;&nbsp;&nbsp; 5.55%, 06/15/54 | 700 | &nbsp;&nbsp; 680451 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/55<sup>(e)</sup> | 650 | &nbsp;&nbsp; 652677 |
| Pacific Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/40 | 2084 | &nbsp;&nbsp; 1814395 |
| &nbsp;&nbsp;&nbsp; 3.30%, 08/01/40 | 941 | &nbsp;&nbsp; 714906 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/01/41 | 712 | &nbsp;&nbsp; 589927 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/15/42 | 425 | &nbsp;&nbsp; 353741 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/42 | 350 | &nbsp;&nbsp; 265862 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/15/43 | 275 | &nbsp;&nbsp; 230364 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/44 | 613 | &nbsp;&nbsp; 520951 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Long 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)** |
| Pacific Gas and Electric Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/45 | $376 | &nbsp;&nbsp; $298742 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/46 | 325 | &nbsp;&nbsp; 253543 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/46 | 510 | &nbsp;&nbsp; 383522 |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/47 | 905 | &nbsp;&nbsp; 672380 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/01/50 | 3171 | &nbsp;&nbsp; 2687401 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/50 | 2495 | &nbsp;&nbsp; 1685716 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/52 | 543 | &nbsp;&nbsp; 473743 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/15/53 | 930 | &nbsp;&nbsp; 990350 |
| &nbsp;&nbsp;&nbsp; 6.70%, 04/01/53 | 665 | &nbsp;&nbsp; 704407 |
| &nbsp;&nbsp;&nbsp; 5.90%, 10/01/54 | 850 | &nbsp;&nbsp; 816794 |
| &nbsp;&nbsp;&nbsp; 6.15%, 03/01/55 | 475 | &nbsp;&nbsp; 471621 |
| &nbsp;&nbsp;&nbsp; 6.10%, 10/15/55 | 1100 | &nbsp;&nbsp; 1084602 |
| PacifiCorp |  |  |
| &nbsp;&nbsp;&nbsp; 6.35%, 07/15/38<sup>(a)</sup> | 243 | &nbsp;&nbsp; 255560 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/39 | 525 | &nbsp;&nbsp; 534037 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/01/42<sup>(a)</sup> | 363 | &nbsp;&nbsp; 291965 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/15/49 | 429 | &nbsp;&nbsp; 321548 |
| &nbsp;&nbsp;&nbsp; 4.15%, 02/15/50 | 763 | &nbsp;&nbsp; 571435 |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/15/52<sup>(a)</sup> | 976 | &nbsp;&nbsp; 575886 |
| &nbsp;&nbsp;&nbsp; 5.35%, 12/01/53 | 1150 | &nbsp;&nbsp; 1013503 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/54 | 1135 | &nbsp;&nbsp; 1023797 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/15/55 | 1400 | &nbsp;&nbsp; 1318826 |
| PacifiCorp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.10%, 08/01/36<sup>(a)</sup> | 200 | &nbsp;&nbsp; 209216 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/37 | 700 | &nbsp;&nbsp; 711115 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/15/37<sup>(a)</sup> | 300 | &nbsp;&nbsp; 315276 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/15/51 | 825 | &nbsp;&nbsp; 529804 |
| PECO Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 10/01/36 | 240 | &nbsp;&nbsp; 259228 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/01/44<sup>(a)</sup> | 275 | &nbsp;&nbsp; 229791 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/15/47 | 300 | &nbsp;&nbsp; 228127 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/01/48 | 829 | &nbsp;&nbsp; 652075 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/15/49 | 226 | &nbsp;&nbsp; 148850 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/15/50 | 225 | &nbsp;&nbsp; 140986 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/15/51 | 332 | &nbsp;&nbsp; 217239 |
| &nbsp;&nbsp;&nbsp; 2.85%, 09/15/51 | 443 | &nbsp;&nbsp; 278326 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/52 | 300 | &nbsp;&nbsp; 256347 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/15/52 | 400 | &nbsp;&nbsp; 329367 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/15/54 | 655 | &nbsp;&nbsp; 617542 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/15/55 | 990 | &nbsp;&nbsp; 988742 |
| Potomac Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/15/37 | 450 | &nbsp;&nbsp; 501530 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/43 | 613 | &nbsp;&nbsp; 518372 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/54 | 300 | &nbsp;&nbsp; 288942 |
| PPL Electric Utilities Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/15/39 | 250 | &nbsp;&nbsp; 273632 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/43 | 363 | &nbsp;&nbsp; 330951 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/44 | 300 | &nbsp;&nbsp; 250947 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/01/45 | 300 | &nbsp;&nbsp; 251092 |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/01/47 | 100 | &nbsp;&nbsp; 80420 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/15/48 | 500 | &nbsp;&nbsp; 409086 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/49 | 110 | &nbsp;&nbsp; 72980 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/53 | 700 | &nbsp;&nbsp; 667289 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/55 | 700 | &nbsp;&nbsp; 692447 |
| Progress Energy, Inc., 6.00%, 12/01/39 | 800 | &nbsp;&nbsp; 845518 |
| Public Service Co. of Colorado |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/01/38<sup>(a)</sup> | 200 | &nbsp;&nbsp; 221877 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/42 | 563 | &nbsp;&nbsp; 441791 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/44 | 300 | &nbsp;&nbsp; 253997 |
| &nbsp;&nbsp;&nbsp; 3.80%, 06/15/47 | 329 | &nbsp;&nbsp; 251729 |
| &nbsp;&nbsp;&nbsp; 4.10%, 06/15/48 | 300 | &nbsp;&nbsp; 238553 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Public Service Co. of Colorado (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 09/15/49 | $329 | &nbsp;&nbsp; $257442 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/01/53 | 950 | &nbsp;&nbsp; 882756 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/54 | 650 | &nbsp;&nbsp; 649985 |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/15/55 | 1000 | &nbsp;&nbsp; 1009994 |
| &nbsp;&nbsp;&nbsp; Series 17, 6.25%, 09/01/37 | 300 | &nbsp;&nbsp; 324588 |
| &nbsp;&nbsp;&nbsp; Series 34, 3.20%, 03/01/50 | 600 | &nbsp;&nbsp; 407145 |
| &nbsp;&nbsp;&nbsp; Series 36, 2.70%, 01/15/51 | 460 | &nbsp;&nbsp; 278237 |
| &nbsp;&nbsp;&nbsp; Series 39, 4.50%, 06/01/52 | 500 | &nbsp;&nbsp; 415252 |
| Public Service Co. of New Hampshire |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 07/01/49 | 129 | &nbsp;&nbsp; 95430 |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/15/53 | 275 | &nbsp;&nbsp; 254666 |
| &nbsp;&nbsp;&nbsp; Public Service Co. of Oklahoma, Series K, 3.15%, <br> 08/15/51<br>| 430 | &nbsp;&nbsp; 280927 |
| Public Service Electric and Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 05/01/37 | 388 | &nbsp;&nbsp; 415185 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/40 | 100 | &nbsp;&nbsp; 101811 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/01/42 | 460 | &nbsp;&nbsp; 387190 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/01/42 | 400 | &nbsp;&nbsp; 318708 |
| &nbsp;&nbsp;&nbsp; 3.80%, 01/01/43 | 435 | &nbsp;&nbsp; 355084 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/01/46 | 636 | &nbsp;&nbsp; 500841 |
| &nbsp;&nbsp;&nbsp; 3.60%, 12/01/47 | 300 | &nbsp;&nbsp; 225241 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/01/48 | 375 | &nbsp;&nbsp; 301542 |
| &nbsp;&nbsp;&nbsp; 3.85%, 05/01/49 | 413 | &nbsp;&nbsp; 319550 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/01/49 | 400 | &nbsp;&nbsp; 275874 |
| &nbsp;&nbsp;&nbsp; 3.15%, 01/01/50 | 429 | &nbsp;&nbsp; 291384 |
| &nbsp;&nbsp;&nbsp; 2.70%, 05/01/50 | 350 | &nbsp;&nbsp; 218367 |
| &nbsp;&nbsp;&nbsp; 2.05%, 08/01/50 | 400 | &nbsp;&nbsp; 215388 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/51 | 429 | &nbsp;&nbsp; 281281 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/15/53 | 415 | &nbsp;&nbsp; 387445 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/01/53 | 300 | &nbsp;&nbsp; 292824 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/54 | 400 | &nbsp;&nbsp; 390664 |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/01/54 | 550 | &nbsp;&nbsp; 525872 |
| &nbsp;&nbsp;&nbsp; Series Q, 5.50%, 03/01/55 | 265 | &nbsp;&nbsp; 260671 |
| &nbsp;&nbsp;&nbsp; Series R, 5.63%, 01/01/56<sup>(a)</sup> | 330 | &nbsp;&nbsp; 330264 |
| Puget Sound Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.27%, 03/15/37 | 400 | &nbsp;&nbsp; 436471 |
| &nbsp;&nbsp;&nbsp; 5.76%, 10/01/39 | 300 | &nbsp;&nbsp; 312683 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/40 | 213 | &nbsp;&nbsp; 220209 |
| &nbsp;&nbsp;&nbsp; 5.64%, 04/15/41<sup>(a)</sup> | 250 | &nbsp;&nbsp; 249561 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/20/45 | 400 | &nbsp;&nbsp; 332269 |
| &nbsp;&nbsp;&nbsp; 4.22%, 06/15/48 | 413 | &nbsp;&nbsp; 336065 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/15/49 | 470 | &nbsp;&nbsp; 319601 |
| &nbsp;&nbsp;&nbsp; 2.89%, 09/15/51 | 300 | &nbsp;&nbsp; 190253 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/53<sup>(a)</sup> | 320 | &nbsp;&nbsp; 308362 |
| &nbsp;&nbsp;&nbsp; 5.69%, 06/15/54 | 450 | &nbsp;&nbsp; 445019 |
| &nbsp;&nbsp;&nbsp; 5.60%, 09/15/55 | 900 | &nbsp;&nbsp; 876058 |
| San Diego Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/39 | 400 | &nbsp;&nbsp; 423551 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/40 | 500 | &nbsp;&nbsp; 456209 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/15/48 | 229 | &nbsp;&nbsp; 184079 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/52 | 375 | &nbsp;&nbsp; 273442 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/01/53 | 895 | &nbsp;&nbsp; 844236 |
| &nbsp;&nbsp;&nbsp; 5.55%, 04/15/54 | 400 | &nbsp;&nbsp; 388282 |
| &nbsp;&nbsp;&nbsp; Series RRR, 3.75%, 06/01/47 | 450 | &nbsp;&nbsp; 342436 |
| &nbsp;&nbsp;&nbsp; Series TTT, 4.10%, 06/15/49 | 350 | &nbsp;&nbsp; 276372 |
| &nbsp;&nbsp;&nbsp; Series UUU, 3.32%, 04/15/50 | 100 | &nbsp;&nbsp; 68567 |
| &nbsp;&nbsp;&nbsp; Series WWW, 2.95%, 08/15/51 | 800 | &nbsp;&nbsp; 512344 |
| Sempra |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/01/38 | 1429 | &nbsp;&nbsp; 1227796 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/15/39 | 659 | &nbsp;&nbsp; 682870 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/48 | 979 | &nbsp;&nbsp; 747656 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Long 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)** |
| Sierra Pacific Power Co., 5.90%, 03/15/54 | $250 | &nbsp;&nbsp; $250858 |
| Southern California Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/01/36 | 400 | &nbsp;&nbsp; 405031 |
| &nbsp;&nbsp;&nbsp; 6.05%, 03/15/39 | 400 | &nbsp;&nbsp; 411857 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/40 | 425 | &nbsp;&nbsp; 414501 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/40 | 354 | &nbsp;&nbsp; 308998 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/15/42 | 340 | &nbsp;&nbsp; 272076 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/01/43 | 263 | &nbsp;&nbsp; 224239 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/47 | 1779 | &nbsp;&nbsp; 1343099 |
| &nbsp;&nbsp;&nbsp; 3.65%, 02/01/50 | 1579 | &nbsp;&nbsp; 1102144 |
| &nbsp;&nbsp;&nbsp; 3.45%, 02/01/52 | 805 | &nbsp;&nbsp; 535218 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/01/53 | 465 | &nbsp;&nbsp; 436920 |
| &nbsp;&nbsp;&nbsp; 5.88%, 12/01/53<sup>(a)</sup> | 670 | &nbsp;&nbsp; 643861 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/15/54 | 450 | &nbsp;&nbsp; 425065 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/01/55 | 365 | &nbsp;&nbsp; 352739 |
| &nbsp;&nbsp;&nbsp; 6.20%, 09/15/55 | 675 | &nbsp;&nbsp; 679780 |
| &nbsp;&nbsp;&nbsp; Series 2006-E, 5.55%, 01/15/37 | 125 | &nbsp;&nbsp; 124723 |
| &nbsp;&nbsp;&nbsp; Series 2008-A, 5.95%, 02/01/38 | 513 | &nbsp;&nbsp; 525223 |
| &nbsp;&nbsp;&nbsp; Series 2013-A, 3.90%, 03/15/43 | 482 | &nbsp;&nbsp; 370667 |
| &nbsp;&nbsp;&nbsp; Series 20A, 2.95%, 02/01/51 | 900 | &nbsp;&nbsp; 550954 |
| &nbsp;&nbsp;&nbsp; Series B, 4.88%, 03/01/49 | 563 | &nbsp;&nbsp; 475370 |
| &nbsp;&nbsp;&nbsp; Series C, 3.60%, 02/01/45 | 438 | &nbsp;&nbsp; 315174 |
| &nbsp;&nbsp;&nbsp; Series C, 4.13%, 03/01/48 | 1479 | &nbsp;&nbsp; 1132629 |
| &nbsp;&nbsp;&nbsp; Series E, 5.45%, 06/01/52 | 268 | &nbsp;&nbsp; 242537 |
| &nbsp;&nbsp;&nbsp; Series H, 3.65%, 06/01/51 | 629 | &nbsp;&nbsp; 432008 |
| Southern Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/01/36 | 775 | &nbsp;&nbsp; 724678 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/01/46 | 1920 | &nbsp;&nbsp; 1623486 |
| Southern Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/15/41 | 725 | &nbsp;&nbsp; 699863 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/43 | 113 | &nbsp;&nbsp; 107784 |
| &nbsp;&nbsp;&nbsp; Series F, 4.95%, 12/15/46 | 354 | &nbsp;&nbsp; 314708 |
| Southwestern Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/15/40 | 250 | &nbsp;&nbsp; 263674 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/01/51 | 979 | &nbsp;&nbsp; 644263 |
| &nbsp;&nbsp;&nbsp; Series J, 3.90%, 04/01/45 | 440 | &nbsp;&nbsp; 340401 |
| &nbsp;&nbsp;&nbsp; Series L, 3.85%, 02/01/48 | 613 | &nbsp;&nbsp; 459778 |
| Southwestern Public Service Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/41 | 200 | &nbsp;&nbsp; 177077 |
| &nbsp;&nbsp;&nbsp; 3.40%, 08/15/46 | 150 | &nbsp;&nbsp; 106451 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/15/47 | 413 | &nbsp;&nbsp; 310342 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/15/49 | 429 | &nbsp;&nbsp; 319343 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/54 | 500 | &nbsp;&nbsp; 510838 |
| &nbsp;&nbsp;&nbsp; Series 6, 4.40%, 11/15/48 | 250 | &nbsp;&nbsp; 204591 |
| &nbsp;&nbsp;&nbsp; Series 8, 3.15%, 05/01/50 | 704 | &nbsp;&nbsp; 463326 |
| Tampa Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 06/15/42 | 113 | &nbsp;&nbsp; 95833 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/15/44 | 300 | &nbsp;&nbsp; 256530 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/48 | 279 | &nbsp;&nbsp; 229711 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/15/49 | 461 | &nbsp;&nbsp; 384531 |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/15/50<sup>(a)</sup> | 425 | &nbsp;&nbsp; 307985 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/15/51<sup>(a)</sup> | 225 | &nbsp;&nbsp; 158965 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/52<sup>(a)</sup> | 250 | &nbsp;&nbsp; 226048 |
| Toledo Edison Co., 6.15%, 05/15/37 | 176 | &nbsp;&nbsp; 190487 |
| Tucson Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 12/01/48 | 163 | &nbsp;&nbsp; 144528 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/15/50 | 500 | &nbsp;&nbsp; 385849 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/01/51 | 130 | &nbsp;&nbsp; 87241 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/53 | 425 | &nbsp;&nbsp; 408757 |
| &nbsp;&nbsp;&nbsp; 5.90%, 04/15/55 | 175 | &nbsp;&nbsp; 177974 |
| Union Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/01/37 | 300 | &nbsp;&nbsp; 306389 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Union Electric Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 8.45%, 03/15/39 | 300 | &nbsp;&nbsp; $388428 |
| &nbsp;&nbsp;&nbsp; 3.90%, 09/15/42 | 440 | &nbsp;&nbsp; 364677 |
| &nbsp;&nbsp;&nbsp; 3.65%, 04/15/45 | 535 | &nbsp;&nbsp; 414777 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/48 | 104 | &nbsp;&nbsp; 82733 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/01/49 | 413 | &nbsp;&nbsp; 283944 |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/15/51 | 525 | &nbsp;&nbsp; 316547 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/01/52 | 529 | &nbsp;&nbsp; 403558 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/53 | 200 | &nbsp;&nbsp; 193296 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/54 | 350 | &nbsp;&nbsp; 328101 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/15/55 | 250 | &nbsp;&nbsp; 230790 |
| Virginia Electric and Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.35%, 11/30/37 | 550 | &nbsp;&nbsp; 601692 |
| &nbsp;&nbsp;&nbsp; 8.88%, 11/15/38 | 750 | &nbsp;&nbsp; 998062 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/43 | 638 | &nbsp;&nbsp; 525367 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/15/44 | 788 | &nbsp;&nbsp; 681891 |
| &nbsp;&nbsp;&nbsp; 4.60%, 12/01/48 | 424 | &nbsp;&nbsp; 360989 |
| &nbsp;&nbsp;&nbsp; 3.30%, 12/01/49 | 859 | &nbsp;&nbsp; 589831 |
| &nbsp;&nbsp;&nbsp; 2.45%, 12/15/50 | 1166 | &nbsp;&nbsp; 670116 |
| &nbsp;&nbsp;&nbsp; 2.95%, 11/15/51<sup>(a)</sup> | 563 | &nbsp;&nbsp; 353345 |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/01/53 | 635 | &nbsp;&nbsp; 605085 |
| &nbsp;&nbsp;&nbsp; 5.70%, 08/15/53 | 650 | &nbsp;&nbsp; 641513 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/54 | 575 | &nbsp;&nbsp; 541940 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/54 | 580 | &nbsp;&nbsp; 561425 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/55 | 775 | &nbsp;&nbsp; 761525 |
| &nbsp;&nbsp;&nbsp; Series A, 6.00%, 05/15/37 | 663 | &nbsp;&nbsp; 710635 |
| &nbsp;&nbsp;&nbsp; Series B, 4.20%, 05/15/45 | 300 | &nbsp;&nbsp; 247423 |
| &nbsp;&nbsp;&nbsp; Series B, 3.80%, 09/15/47 | 663 | &nbsp;&nbsp; 508242 |
| &nbsp;&nbsp;&nbsp; Series C, 4.00%, 11/15/46 | 575 | &nbsp;&nbsp; 455996 |
| &nbsp;&nbsp;&nbsp; Series C, 4.63%, 05/15/52 | 779 | &nbsp;&nbsp; 655164 |
| &nbsp;&nbsp;&nbsp; Series D, 4.65%, 08/15/43 | 313 | &nbsp;&nbsp; 279621 |
| &nbsp;&nbsp;&nbsp; Series D, 5.60%, 09/15/55 | 1070 | &nbsp;&nbsp; 1040991 |
| Wisconsin Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/01/36<sup>(a)</sup> | 250 | &nbsp;&nbsp; 266180 |
| &nbsp;&nbsp;&nbsp; 4.30%, 10/15/48 | 245 | &nbsp;&nbsp; 201445 |
| &nbsp;&nbsp;&nbsp; 5.05%, 10/01/54<sup>(a)</sup> | 160 | &nbsp;&nbsp; 146935 |
| Wisconsin Power & Light Co., 5.70%, 12/15/55 | 550 | &nbsp;&nbsp; 542452 |
| Wisconsin Power and Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 08/15/37 | 200 | &nbsp;&nbsp; 220016 |
| &nbsp;&nbsp;&nbsp; 3.65%, 04/01/50 | 300 | &nbsp;&nbsp; 217998 |
| Wisconsin Public Service Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.67%, 12/01/42 | 100 | &nbsp;&nbsp; 79749 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/01/44 | 350 | &nbsp;&nbsp; 314684 |
| &nbsp;&nbsp;&nbsp; 3.30%, 09/01/49 | 516 | &nbsp;&nbsp; 359824 |
| &nbsp;&nbsp;&nbsp; 2.85%, 12/01/51 | 453 | &nbsp;&nbsp; 286743 |
| Xcel Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/01/36<sup>(a)</sup> | 250 | &nbsp;&nbsp; 272829 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/49 | 530 | &nbsp;&nbsp; 379316 |
|  |  | &nbsp;&nbsp; 274948000 |
| **Electronic Equipment, Instruments & Components — 0.4%** | **Electronic Equipment, Instruments & Components — 0.4%** | **Electronic Equipment, Instruments & Components — 0.4%** |
| ABB Finance USA, Inc., 4.38%, 05/08/42 | 425 | &nbsp;&nbsp; 376694 |
| Amphenol Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/36 | 875 | &nbsp;&nbsp; 855025 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/15/54 | 425 | &nbsp;&nbsp; 413261 |
| &nbsp;&nbsp;&nbsp; 5.30%, 11/15/55 | 1065 | &nbsp;&nbsp; 1018636 |
| Emerson Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/39<sup>(a)</sup> | 100 | &nbsp;&nbsp; 102428 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/15/50 | 729 | &nbsp;&nbsp; 462405 |
| &nbsp;&nbsp;&nbsp; 2.80%, 12/21/51 | 1132 | &nbsp;&nbsp; 718218 |
| Fortive Corp., 4.30%, 06/15/46 | 575 | &nbsp;&nbsp; 477697 |
| Honeywell International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/36 | 450 | &nbsp;&nbsp; 477954 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Long 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)** |
| Honeywell International, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/37 | 325 | &nbsp;&nbsp; $344336 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/01/41 | 375 | &nbsp;&nbsp; 383382 |
| &nbsp;&nbsp;&nbsp; 3.81%, 11/21/47 | 363 | &nbsp;&nbsp; 284041 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/01/50 | 859 | &nbsp;&nbsp; 566573 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/54 | 1700 | &nbsp;&nbsp; 1611159 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/01/64 | 675 | &nbsp;&nbsp; 644305 |
| Tyco Electronics Group SA, 7.13%, 10/01/37 | 425 | &nbsp;&nbsp; 498703 |
|  |  | &nbsp;&nbsp; 9234817 |
| **Energy Equipment & Services — 0.3%** | **Energy Equipment & Services — 0.3%** | **Energy Equipment & Services — 0.3%** |
| Baker Hughes Holdings LLC, 5.13%, 09/15/40 | 1001 | &nbsp;&nbsp; 977515 |
| &nbsp;&nbsp;&nbsp; Baker Hughes Holdings LLC/Baker Hughes Co-<br> Obligor, Inc., 4.08%, 12/15/47<sup>(a)</sup><br>| 1268 | &nbsp;&nbsp; 1011275 |
| Halliburton Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.70%, 09/15/38 | 500 | &nbsp;&nbsp; 557819 |
| &nbsp;&nbsp;&nbsp; 7.45%, 09/15/39 | 905 | &nbsp;&nbsp; 1067728 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/41 | 550 | &nbsp;&nbsp; 479159 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/01/43 | 786 | &nbsp;&nbsp; 697209 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/15/45 | 1709 | &nbsp;&nbsp; 1538926 |
| NOV, Inc., 3.95%, 12/01/42 | 992 | &nbsp;&nbsp; 781720 |
|  |  | &nbsp;&nbsp; 7111351 |
| **Environmental, Maintenance & Security Service — 0.2%** | **Environmental, Maintenance & Security Service — 0.2%** | **Environmental, Maintenance & Security Service — 0.2%** |
| Nature Conservancy, Series A, 3.96%, 03/01/52<sup>(a)</sup> | 391 | &nbsp;&nbsp; 306453 |
| Republic Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/01/40 | 300 | &nbsp;&nbsp; 331328 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/15/41 | 325 | &nbsp;&nbsp; 341600 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/01/50 | 450 | &nbsp;&nbsp; 304151 |
| Waste Connections, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.05%, 04/01/50 | 604 | &nbsp;&nbsp; 405702 |
| &nbsp;&nbsp;&nbsp; 2.95%, 01/15/52<sup>(a)</sup> | 875 | &nbsp;&nbsp; 565473 |
| Waste Management, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/01/41 | 520 | &nbsp;&nbsp; 396119 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/01/45 | 530 | &nbsp;&nbsp; 447336 |
| &nbsp;&nbsp;&nbsp; 4.15%, 07/15/49 | 588 | &nbsp;&nbsp; 488579 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/15/50 | 575 | &nbsp;&nbsp; 345195 |
| &nbsp;&nbsp;&nbsp; 5.35%, 10/15/54<sup>(a)</sup> | 1005 | &nbsp;&nbsp; 976909 |
|  |  | &nbsp;&nbsp; 4908845 |
| **Financial Services — 0.8%** | **Financial Services — 0.8%** | **Financial Services — 0.8%** |
| &nbsp;&nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global Aviation <br> Trust, 3.85%, 10/29/41<br>| 1525 | &nbsp;&nbsp; 1246273 |
| Apollo Global Management, Inc., 5.80%, 05/21/54<sup>(a)</sup> | 850 | &nbsp;&nbsp; 836629 |
| Ares Management Corp., 5.60%, 10/11/54 | 850 | &nbsp;&nbsp; 798179 |
| Blackstone Reg Finance Co. LLC, 4.95%, 02/15/36 | 280 | &nbsp;&nbsp; 276714 |
| Blue Owl Finance LLC, 4.13%, 10/07/51<sup>(a)</sup> | 300 | &nbsp;&nbsp; 214128 |
| &nbsp;&nbsp;&nbsp; Brookfield Asset Management Ltd., 6.08%, <br> 09/15/55<sup>(a)</sup><br>| 675 | &nbsp;&nbsp; 694604 |
| &nbsp;&nbsp;&nbsp; Brookfield Finance LLC/Brookfield Finance, Inc., <br> 3.45%, 04/15/50<br>| 725 | &nbsp;&nbsp; 499400 |
| Brookfield Finance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/20/47 | 873 | &nbsp;&nbsp; 757969 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/30/51 | 681 | &nbsp;&nbsp; 473164 |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/15/52 | 329 | &nbsp;&nbsp; 232420 |
| &nbsp;&nbsp;&nbsp; 5.97%, 03/04/54 | 915 | &nbsp;&nbsp; 927210 |
| &nbsp;&nbsp;&nbsp; 5.81%, 03/03/55 | 350 | &nbsp;&nbsp; 346387 |
| CI Financial Corp., 4.10%, 06/15/51 | 400 | &nbsp;&nbsp; 276578 |
| CME Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 09/15/43 | 979 | &nbsp;&nbsp; 981026 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/15/48 | 400 | &nbsp;&nbsp; 334383 |
| Franklin Resources, Inc., 2.95%, 08/12/51 | 325 | &nbsp;&nbsp; 204210 |
| Intercontinental Exchange, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 09/15/40 | 1129 | &nbsp;&nbsp; 832838 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| Intercontinental Exchange, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/21/48 | 1113 | &nbsp;&nbsp; $927000 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/15/50 | 1159 | &nbsp;&nbsp; 763207 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/52<sup>(a)</sup> | 1271 | &nbsp;&nbsp; 1157317 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/15/60 | 1435 | &nbsp;&nbsp; 856484 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/15/62 | 1125 | &nbsp;&nbsp; 1032267 |
| Invesco Finance PLC, 5.38%, 11/30/43 | 513 | &nbsp;&nbsp; 490116 |
| Legg Mason, Inc., 5.63%, 01/15/44 | 616 | &nbsp;&nbsp; 613205 |
| Nasdaq, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/21/40 | 250 | &nbsp;&nbsp; 176908 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/28/50 | 30 | &nbsp;&nbsp; 20717 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/07/52 | 1102 | &nbsp;&nbsp; 842143 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/53<sup>(a)</sup> | 550 | &nbsp;&nbsp; 568706 |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/28/63 | 750 | &nbsp;&nbsp; 780435 |
| Raymond James Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/15/46 | 713 | &nbsp;&nbsp; 652873 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/51 | 750 | &nbsp;&nbsp; 555218 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/11/55 | 740 | &nbsp;&nbsp; 723784 |
| Voya Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 07/15/43 | 338 | &nbsp;&nbsp; 336571 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/46 | 205 | &nbsp;&nbsp; 182862 |
|  |  | &nbsp;&nbsp; 20611925 |
| **Food Products — 1.6%** | **Food Products — 1.6%** | **Food Products — 1.6%** |
| Archer-Daniels-Midland Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.54%, 03/26/42 | 275 | &nbsp;&nbsp; 248710 |
| &nbsp;&nbsp;&nbsp; 4.02%, 04/16/43 | 459 | &nbsp;&nbsp; 384933 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/15/47 | 404 | &nbsp;&nbsp; 313158 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/49 | 454 | &nbsp;&nbsp; 390408 |
| &nbsp;&nbsp;&nbsp; 2.70%, 09/15/51 | 775 | &nbsp;&nbsp; 474266 |
| Conagra Brands, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 11/01/38 | 1129 | &nbsp;&nbsp; 1066650 |
| &nbsp;&nbsp;&nbsp; 5.40%, 11/01/48<sup>(a)</sup> | 1173 | &nbsp;&nbsp; 1033720 |
| Flowers Foods, Inc., 6.20%, 03/15/55 | 250 | &nbsp;&nbsp; 229153 |
| General Mills, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/15/40 | 450 | &nbsp;&nbsp; 451538 |
| &nbsp;&nbsp;&nbsp; 4.15%, 02/15/43 | 350 | &nbsp;&nbsp; 293339 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/17/48 | 325 | &nbsp;&nbsp; 284263 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/51 | 621 | &nbsp;&nbsp; 400187 |
| Hershey Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/46 | 275 | &nbsp;&nbsp; 203241 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/15/49 | 313 | &nbsp;&nbsp; 214912 |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/01/50 | 300 | &nbsp;&nbsp; 184649 |
| Hormel Foods Corp., 3.05%, 06/03/51 | 613 | &nbsp;&nbsp; 403110 |
| Ingredion, Inc., 3.90%, 06/01/50 | 313 | &nbsp;&nbsp; 237275 |
| J.M. Smucker Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/15/43 | 800 | &nbsp;&nbsp; 860174 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/45<sup>(a)</sup> | 513 | &nbsp;&nbsp; 432880 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/15/53<sup>(a)</sup> | 855 | &nbsp;&nbsp; 924390 |
| &nbsp;&nbsp;&nbsp; JBS NV/JBS USA Foods Group Holdings Inc/JBS <br> USA Food Co. Holdings<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 02/25/55 | 510 | &nbsp;&nbsp; 524712 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/01/56 | 1050 | &nbsp;&nbsp; 1058498 |
| &nbsp;&nbsp;&nbsp; 6.38%, 04/15/66 | 1050 | &nbsp;&nbsp; 1058391 |
| &nbsp;&nbsp;&nbsp; JBS USA Holding Lux SARL/JBS USA Food Co./JBS <br> Lux Co. SARL<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/02/52 | 1150 | &nbsp;&nbsp; 897264 |
| &nbsp;&nbsp;&nbsp; 6.50%, 12/01/52 | 1325 | &nbsp;&nbsp; 1378745 |
| &nbsp;&nbsp;&nbsp; 7.25%, 11/15/53 | 875 | &nbsp;&nbsp; 990181 |
| Kellanova |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/46 | 603 | &nbsp;&nbsp; 531676 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/16/54 | 300 | &nbsp;&nbsp; 300236 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Long 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)** |
| Koninklijke Ahold Delhaize NV, 5.70%, 10/01/40 | 400 | &nbsp;&nbsp; $413828 |
| Kraft Heinz Foods Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/26/39 | 813 | &nbsp;&nbsp; 905399 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/01/39 | 288 | &nbsp;&nbsp; 260271 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/09/40 | 521 | &nbsp;&nbsp; 558752 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/04/42 | 1237 | &nbsp;&nbsp; 1129205 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/15/45 | 1428 | &nbsp;&nbsp; 1297120 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/01/46 | 2452 | &nbsp;&nbsp; 2012062 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/01/49 | 1737 | &nbsp;&nbsp; 1487448 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/50 | 863 | &nbsp;&nbsp; 802146 |
| Kroger Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.90%, 04/15/38 | 350 | &nbsp;&nbsp; 400992 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/15/40<sup>(a)</sup> | 500 | &nbsp;&nbsp; 498318 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/42 | 350 | &nbsp;&nbsp; 325548 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/01/43 | 209 | &nbsp;&nbsp; 197065 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/46 | 513 | &nbsp;&nbsp; 398760 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/01/47 | 729 | &nbsp;&nbsp; 614520 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/15/48<sup>(a)</sup> | 213 | &nbsp;&nbsp; 184283 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/15/49 | 713 | &nbsp;&nbsp; 680066 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/15/50 | 725 | &nbsp;&nbsp; 554627 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/15/54 | 1540 | &nbsp;&nbsp; 1468299 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/15/64 | 1445 | &nbsp;&nbsp; 1376207 |
| McCormick & Co., Inc., 4.20%, 08/15/47 | 360 | &nbsp;&nbsp; 291538 |
| Mondelez International, Inc., 2.63%, 09/04/50 | 1055 | &nbsp;&nbsp; 630028 |
| Sysco Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.60%, 04/01/40 | 650 | &nbsp;&nbsp; 720259 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/01/45 | 372 | &nbsp;&nbsp; 336780 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/46 | 328 | &nbsp;&nbsp; 282301 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/15/48 | 213 | &nbsp;&nbsp; 180888 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/15/50<sup>(a)</sup> | 600 | &nbsp;&nbsp; 419070 |
| &nbsp;&nbsp;&nbsp; 6.60%, 04/01/50<sup>(a)</sup> | 979 | &nbsp;&nbsp; 1081592 |
| &nbsp;&nbsp;&nbsp; 3.15%, 12/14/51 | 1000 | &nbsp;&nbsp; 667114 |
| The Campbell's Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/48 | 720 | &nbsp;&nbsp; 617100 |
| &nbsp;&nbsp;&nbsp; 3.13%, 04/24/50 | 540 | &nbsp;&nbsp; 348898 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/13/54<sup>(a)</sup> | 275 | &nbsp;&nbsp; 246975 |
| Tyson Foods, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/15/44 | 413 | &nbsp;&nbsp; 391194 |
| &nbsp;&nbsp;&nbsp; 4.55%, 06/02/47 | 713 | &nbsp;&nbsp; 614310 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/28/48<sup>(a)</sup> | 1468 | &nbsp;&nbsp; 1357187 |
|  |  | &nbsp;&nbsp; 39520809 |
| **Ground Transportation — 2.5%** | **Ground Transportation — 2.5%** | **Ground Transportation — 2.5%** |
| Burlington Northern Santa Fe LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.20%, 08/15/36 | 250 | &nbsp;&nbsp; 277644 |
| &nbsp;&nbsp;&nbsp; 6.15%, 05/01/37 | 650 | &nbsp;&nbsp; 718364 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/01/40 | 750 | &nbsp;&nbsp; 791050 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/01/41 | 750 | &nbsp;&nbsp; 737927 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/41 | 500 | &nbsp;&nbsp; 507475 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/41 | 350 | &nbsp;&nbsp; 338338 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/42 | 347 | &nbsp;&nbsp; 309990 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/01/42 | 613 | &nbsp;&nbsp; 543872 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/15/43 | 330 | &nbsp;&nbsp; 292901 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/01/43 | 963 | &nbsp;&nbsp; 932655 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/01/44 | 1013 | &nbsp;&nbsp; 952440 |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/01/44 | 813 | &nbsp;&nbsp; 722145 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/01/45 | 1063 | &nbsp;&nbsp; 891869 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/01/45 | 738 | &nbsp;&nbsp; 668583 |
| &nbsp;&nbsp;&nbsp; 3.90%, 08/01/46 | 809 | &nbsp;&nbsp; 647384 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/47 | 763 | &nbsp;&nbsp; 628487 |
| &nbsp;&nbsp;&nbsp; 4.05%, 06/15/48 | 529 | &nbsp;&nbsp; 427955 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/15/48 | 913 | &nbsp;&nbsp; 746329 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Ground Transportation (continued)** | **Ground Transportation (continued)** | **Ground Transportation (continued)** |
| Burlington Northern Santa Fe LLC (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 02/15/50 | $931 | &nbsp;&nbsp; $681292 |
| &nbsp;&nbsp;&nbsp; 3.05%, 02/15/51 | 679 | &nbsp;&nbsp; 448251 |
| &nbsp;&nbsp;&nbsp; 3.30%, 09/15/51 | 1129 | &nbsp;&nbsp; 780522 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/15/52 | 175 | &nbsp;&nbsp; 109984 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/15/53 | 1150 | &nbsp;&nbsp; 967449 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/54 | 810 | &nbsp;&nbsp; 762215 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/55 | 1360 | &nbsp;&nbsp; 1337828 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/56 | 700 | &nbsp;&nbsp; 691343 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/56<sup>(a)</sup> | 1125 | &nbsp;&nbsp; 1152898 |
| Canadian National Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.20%, 06/01/36 | 550 | &nbsp;&nbsp; 606645 |
| &nbsp;&nbsp;&nbsp; 6.38%, 11/15/37 | 200 | &nbsp;&nbsp; 222994 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/02/46 | 560 | &nbsp;&nbsp; 405468 |
| &nbsp;&nbsp;&nbsp; 3.65%, 02/03/48 | 393 | &nbsp;&nbsp; 300257 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/20/49 | 800 | &nbsp;&nbsp; 686405 |
| &nbsp;&nbsp;&nbsp; 2.45%, 05/01/50 | 724 | &nbsp;&nbsp; 432598 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/05/52<sup>(a)</sup> | 793 | &nbsp;&nbsp; 673505 |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/01/53 | 185 | &nbsp;&nbsp; 197623 |
| Canadian Pacific Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 05/15/37 | 450 | &nbsp;&nbsp; 486136 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/02/41 | 992 | &nbsp;&nbsp; 743273 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/15/43 | 325 | &nbsp;&nbsp; 281936 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/01/45 | 619 | &nbsp;&nbsp; 570153 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/45 | 425 | &nbsp;&nbsp; 396712 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/01/48 | 513 | &nbsp;&nbsp; 455261 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/50 | 738 | &nbsp;&nbsp; 533149 |
| &nbsp;&nbsp;&nbsp; 3.10%, 12/02/51 | 1592 | &nbsp;&nbsp; 1055640 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/15/69 | 177 | &nbsp;&nbsp; 131868 |
| &nbsp;&nbsp;&nbsp; 6.13%, 09/15/2115<sup>(a)</sup> | 913 | &nbsp;&nbsp; 922185 |
| CSX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/01/36 | 125 | &nbsp;&nbsp; 135173 |
| &nbsp;&nbsp;&nbsp; 6.15%, 05/01/37 | 650 | &nbsp;&nbsp; 711568 |
| &nbsp;&nbsp;&nbsp; 6.22%, 04/30/40 | 750 | &nbsp;&nbsp; 822719 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/41 | 550 | &nbsp;&nbsp; 562248 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/30/42 | 1011 | &nbsp;&nbsp; 935452 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/15/44 | 650 | &nbsp;&nbsp; 546822 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/01/46 | 750 | &nbsp;&nbsp; 588989 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/01/48 | 995 | &nbsp;&nbsp; 831648 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/48 | 525 | &nbsp;&nbsp; 467153 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/49 | 429 | &nbsp;&nbsp; 366722 |
| &nbsp;&nbsp;&nbsp; 3.35%, 09/15/49 | 590 | &nbsp;&nbsp; 417654 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/15/50 | 554 | &nbsp;&nbsp; 421009 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/01/50 | 871 | &nbsp;&nbsp; 679292 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/15/51 | 675 | &nbsp;&nbsp; 402580 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/52<sup>(a)</sup> | 925 | &nbsp;&nbsp; 786107 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/01/54 | 413 | &nbsp;&nbsp; 348932 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/55<sup>(a)</sup> | 610 | &nbsp;&nbsp; 547867 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/01/66 | 513 | &nbsp;&nbsp; 393871 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/01/68 | 513 | &nbsp;&nbsp; 420881 |
| Norfolk Southern Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.84%, 10/01/41 | 600 | &nbsp;&nbsp; 564340 |
| &nbsp;&nbsp;&nbsp; 3.95%, 10/01/42 | 626 | &nbsp;&nbsp; 521904 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/15/45 | 563 | &nbsp;&nbsp; 486899 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/15/46 | 525 | &nbsp;&nbsp; 464883 |
| &nbsp;&nbsp;&nbsp; 3.94%, 11/01/47 | 745 | &nbsp;&nbsp; 587321 |
| &nbsp;&nbsp;&nbsp; 4.15%, 02/28/48 | 713 | &nbsp;&nbsp; 580412 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/15/49 | 50 | &nbsp;&nbsp; 39911 |
| &nbsp;&nbsp;&nbsp; 3.40%, 11/01/49 | 476 | &nbsp;&nbsp; 337403 |
| &nbsp;&nbsp;&nbsp; 3.05%, 05/15/50 | 875 | &nbsp;&nbsp; 576958 |
| &nbsp;&nbsp;&nbsp; 2.90%, 08/25/51 | 626 | &nbsp;&nbsp; 394181 |
| &nbsp;&nbsp;&nbsp; 4.05%, 08/15/52 | 829 | &nbsp;&nbsp; 644188 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Long 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)** |
| Norfolk Southern Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/53 | 422 | &nbsp;&nbsp; $307314 |
| &nbsp;&nbsp;&nbsp; 4.55%, 06/01/53 | 875 | &nbsp;&nbsp; 738190 |
| &nbsp;&nbsp;&nbsp; 5.35%, 08/01/54<sup>(a)</sup> | 1100 | &nbsp;&nbsp; 1049172 |
| &nbsp;&nbsp;&nbsp; 3.16%, 05/15/55 | 954 | &nbsp;&nbsp; 612793 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/64 | 425 | &nbsp;&nbsp; 433334 |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/01/2118 | 275 | &nbsp;&nbsp; 237431 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/15/2121 | 279 | &nbsp;&nbsp; 192814 |
| Union Pacific Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.89%, 04/06/36 | 775 | &nbsp;&nbsp; 654658 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/37 | 561 | &nbsp;&nbsp; 497421 |
| &nbsp;&nbsp;&nbsp; 3.55%, 08/15/39 | 500 | &nbsp;&nbsp; 425575 |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/20/41 | 1050 | &nbsp;&nbsp; 822177 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/14/42 | 493 | &nbsp;&nbsp; 386683 |
| &nbsp;&nbsp;&nbsp; 4.05%, 11/15/45<sup>(a)</sup> | 388 | &nbsp;&nbsp; 319028 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/01/46 | 516 | &nbsp;&nbsp; 419907 |
| &nbsp;&nbsp;&nbsp; 3.35%, 08/15/46 | 275 | &nbsp;&nbsp; 200007 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/47 | 500 | &nbsp;&nbsp; 401486 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/10/48 | 413 | &nbsp;&nbsp; 353730 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/01/49 | 750 | &nbsp;&nbsp; 622455 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/05/50 | 1911 | &nbsp;&nbsp; 1320311 |
| &nbsp;&nbsp;&nbsp; 3.80%, 10/01/51 | 1213 | &nbsp;&nbsp; 912936 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/10/52 | 786 | &nbsp;&nbsp; 501011 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/09/52<sup>(a)</sup> | 575 | &nbsp;&nbsp; 523759 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/14/53 | 1516 | &nbsp;&nbsp; 1073346 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/53 | 625 | &nbsp;&nbsp; 566504 |
| &nbsp;&nbsp;&nbsp; 5.60%, 12/01/54<sup>(a)</sup> | 825 | &nbsp;&nbsp; 821475 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/01/55 | 400 | &nbsp;&nbsp; 300303 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/15/59 | 645 | &nbsp;&nbsp; 479662 |
| &nbsp;&nbsp;&nbsp; 3.84%, 03/20/60 | 1376 | &nbsp;&nbsp; 992748 |
| &nbsp;&nbsp;&nbsp; 3.55%, 05/20/61 | 577 | &nbsp;&nbsp; 386615 |
| &nbsp;&nbsp;&nbsp; 2.97%, 09/16/62 | 2100 | &nbsp;&nbsp; 1226438 |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/20/63 | 200 | &nbsp;&nbsp; 182162 |
| &nbsp;&nbsp;&nbsp; 4.10%, 09/15/67 | 300 | &nbsp;&nbsp; 221524 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/05/70 | 475 | &nbsp;&nbsp; 322463 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/06/71 | 559 | &nbsp;&nbsp; 381443 |
| &nbsp;&nbsp;&nbsp; 3.85%, 02/14/72 | 451 | &nbsp;&nbsp; 311636 |
|  |  | &nbsp;&nbsp; 61952596 |
| **Health Care Equipment & Supplies — 0.9%** | **Health Care Equipment & Supplies — 0.9%** | **Health Care Equipment & Supplies — 0.9%** |
| Abbott Laboratories |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/30/36 | 1392 | &nbsp;&nbsp; 1384026 |
| &nbsp;&nbsp;&nbsp; 6.15%, 11/30/37 | 650 | &nbsp;&nbsp; 718396 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/01/39 | 250 | &nbsp;&nbsp; 273129 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/27/40 | 863 | &nbsp;&nbsp; 885577 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/43<sup>(a)</sup> | 463 | &nbsp;&nbsp; 433198 |
| &nbsp;&nbsp;&nbsp; 4.90%, 11/30/46 | 3075 | &nbsp;&nbsp; 2865351 |
| Baxter International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/15/46 | 638 | &nbsp;&nbsp; 449721 |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/01/51<sup>(a)</sup> | 946 | &nbsp;&nbsp; 594453 |
| Boston Scientific Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/01/39 | 365 | &nbsp;&nbsp; 348899 |
| &nbsp;&nbsp;&nbsp; 7.38%, 01/15/40 | 200 | &nbsp;&nbsp; 245338 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/01/49<sup>(a)</sup> | 864 | &nbsp;&nbsp; 776503 |
| Danaher Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/15/45 | 650 | &nbsp;&nbsp; 566661 |
| &nbsp;&nbsp;&nbsp; 2.60%, 10/01/50 | 1188 | &nbsp;&nbsp; 724825 |
| &nbsp;&nbsp;&nbsp; 2.80%, 12/10/51 | 910 | &nbsp;&nbsp; 576488 |
| DH Europe Finance II SARL |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/15/39 | 754 | &nbsp;&nbsp; 615405 |
| &nbsp;&nbsp;&nbsp; 3.40%, 11/15/49 | 658 | &nbsp;&nbsp; 473485 |
| &nbsp;&nbsp;&nbsp; GE HealthCare Technologies, Inc., 6.38%, <br> 11/22/52<sup>(a)</sup><br>| 915 | &nbsp;&nbsp; 992371 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Health Care Equipment & Supplies (continued)** | **Health Care Equipment & Supplies (continued)** | **Health Care Equipment & Supplies (continued)** |
| Koninklijke Philips NV |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 03/11/38 | 749 | &nbsp;&nbsp; $847308 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/42 | 413 | &nbsp;&nbsp; 383680 |
| Medtronic, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/43 | 200 | &nbsp;&nbsp; 169690 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/45 | 1825 | &nbsp;&nbsp; 1670059 |
| Revvity, Inc., 3.63%, 03/15/51 | 400 | &nbsp;&nbsp; 285532 |
| Solventum Corp., 5.90%, 04/30/54<sup>(a)</sup> | 1125 | &nbsp;&nbsp; 1127908 |
| STERIS Irish FinCo UnLtd Co., 3.75%, 03/15/51 | 550 | &nbsp;&nbsp; 410981 |
| Stryker Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/01/43 | 400 | &nbsp;&nbsp; 337428 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/44 | 300 | &nbsp;&nbsp; 258899 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/46 | 986 | &nbsp;&nbsp; 878840 |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/15/50 | 588 | &nbsp;&nbsp; 384676 |
| Thermo Fisher Scientific, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.89%, 10/07/37 | 650 | &nbsp;&nbsp; 644685 |
| &nbsp;&nbsp;&nbsp; 2.80%, 10/15/41 | 1477 | &nbsp;&nbsp; 1091083 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/10/43 | 435 | &nbsp;&nbsp; 435877 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/44 | 150 | &nbsp;&nbsp; 147496 |
| &nbsp;&nbsp;&nbsp; 4.10%, 08/15/47<sup>(a)</sup> | 613 | &nbsp;&nbsp; 508092 |
| Zimmer Biomet Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/30/39 | 200 | &nbsp;&nbsp; 206220 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/15/45 | 313 | &nbsp;&nbsp; 273470 |
|  |  | &nbsp;&nbsp; 22985750 |
| **Health Care Providers & Services — 5.0%** | **Health Care Providers & Services — 5.0%** | **Health Care Providers & Services — 5.0%** |
| &nbsp;&nbsp;&nbsp; AdventHealth Obligated Group, Series E, 2.80%, <br> 11/15/51<br>| 66 | &nbsp;&nbsp; 41088 |
| Adventist Health System, 3.63%, 03/01/49 | 227 | &nbsp;&nbsp; 154953 |
| Advocate Health & Hospitals Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.27%, 08/15/48 | 27 | &nbsp;&nbsp; 22555 |
| &nbsp;&nbsp;&nbsp; 3.39%, 10/15/49 | 1585 | &nbsp;&nbsp; 1135146 |
| &nbsp;&nbsp;&nbsp; Series 2020, 3.01%, 06/15/50<sup>(a)</sup> | 198 | &nbsp;&nbsp; 130387 |
| Aetna, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/15/36 | 700 | &nbsp;&nbsp; 767814 |
| &nbsp;&nbsp;&nbsp; 6.75%, 12/15/37 | 500 | &nbsp;&nbsp; 549340 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/42 | 528 | &nbsp;&nbsp; 453026 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/44 | 449 | &nbsp;&nbsp; 389072 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/47 | 425 | &nbsp;&nbsp; 317291 |
| AHS Hospital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.02%, 07/01/45 | 100 | &nbsp;&nbsp; 93592 |
| &nbsp;&nbsp;&nbsp; Series 2021, 2.78%, 07/01/51 | 961 | &nbsp;&nbsp; 597083 |
| Allina Health System |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019, 3.89%, 04/15/49 | 142 | &nbsp;&nbsp; 109434 |
| &nbsp;&nbsp;&nbsp; Series 2021, 2.90%, 11/15/51<sup>(a)</sup> | 350 | &nbsp;&nbsp; 221674 |
| Ascension Health |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 11/15/46 | 1143 | &nbsp;&nbsp; 924012 |
| &nbsp;&nbsp;&nbsp; Series B, 3.11%, 11/15/39 | 1150 | &nbsp;&nbsp; 911979 |
| Banner Health |  |  |
| &nbsp;&nbsp;&nbsp; 2.91%, 01/01/42 | 1140 | &nbsp;&nbsp; 843956 |
| &nbsp;&nbsp;&nbsp; 2.91%, 01/01/51<sup>(a)</sup> | 231 | &nbsp;&nbsp; 147807 |
| &nbsp;&nbsp;&nbsp; Series 2020, 3.18%, 01/01/50<sup>(a)</sup> | 118 | &nbsp;&nbsp; 80508 |
| &nbsp;&nbsp;&nbsp; BayCare Health System, Inc., Series 2020, 3.83%, <br> 11/15/50<br>| 538 | &nbsp;&nbsp; 411112 |
| &nbsp;&nbsp;&nbsp; Baylor Scott & White Holdings, Series 2021, 2.84%, <br> 11/15/50<br>| 2096 | &nbsp;&nbsp; 1331510 |
| &nbsp;&nbsp;&nbsp; Catholic Health Services of Long Island Obligated <br> Group, Series 2020, 3.37%, 07/01/50<br>| 145 | &nbsp;&nbsp; 98947 |
| &nbsp;&nbsp;&nbsp; Children's Hospital Corp., Series 2017, 4.12%, <br> 01/01/47<br>| 130 | &nbsp;&nbsp; 108700 |
| Children's Hospital Medical Center, 4.27%, 05/15/44 | 1000 | &nbsp;&nbsp; 871875 |
| &nbsp;&nbsp;&nbsp; Children's Hospital of Philadelphia, Series 2020, <br> 2.70%, 07/01/50<br>| 93 | &nbsp;&nbsp; 57621 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Long 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 |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/15/38 | $2104 | &nbsp;&nbsp; $2005065 |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/15/40 | 929 | &nbsp;&nbsp; 728279 |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/15/41 | 325 | &nbsp;&nbsp; 341011 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/15/46 | 1261 | &nbsp;&nbsp; 1111528 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/47 | 695 | &nbsp;&nbsp; 534015 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/15/48 | 2893 | &nbsp;&nbsp; 2563883 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/15/50 | 1404 | &nbsp;&nbsp; 978487 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/15/51 | 1561 | &nbsp;&nbsp; 1078162 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/15/54<sup>(a)</sup> | 1225 | &nbsp;&nbsp; 1180454 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/56<sup>(a)</sup> | 820 | &nbsp;&nbsp; 835459 |
| City of Hope, Series 2013, 5.62%, 11/15/43<sup>(a)</sup> | 610 | &nbsp;&nbsp; 603948 |
| Cleveland Clinic Foundation, 4.86%, 01/01/2114<sup>(a)</sup> | 250 | &nbsp;&nbsp; 211130 |
| CommonSpirit Health |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/01/42 | 100 | &nbsp;&nbsp; 87173 |
| &nbsp;&nbsp;&nbsp; 5.58%, 09/01/45 | 90 | &nbsp;&nbsp; 87949 |
| &nbsp;&nbsp;&nbsp; 3.82%, 10/01/49 | 1087 | &nbsp;&nbsp; 809888 |
| &nbsp;&nbsp;&nbsp; 4.19%, 10/01/49 | 1361 | &nbsp;&nbsp; 1076922 |
| &nbsp;&nbsp;&nbsp; 3.91%, 10/01/50 | 200 | &nbsp;&nbsp; 149170 |
| &nbsp;&nbsp;&nbsp; 6.46%, 11/01/52 | 343 | &nbsp;&nbsp; 368292 |
| &nbsp;&nbsp;&nbsp; 5.55%, 12/01/54 | 805 | &nbsp;&nbsp; 770113 |
| &nbsp;&nbsp;&nbsp; 5.66%, 09/01/55 | 95 | &nbsp;&nbsp; 92174 |
| &nbsp;&nbsp;&nbsp; Community Health Network, Inc., Series 2020-A, <br> 3.10%, 05/01/50<sup>(a)</sup><br>| 225 | &nbsp;&nbsp; 143697 |
| &nbsp;&nbsp;&nbsp; Corewell Health Obligated Group, Series 19A, 3.49%, <br> 07/15/49<sup>(a)</sup><br>| 1000 | &nbsp;&nbsp; 721926 |
| &nbsp;&nbsp;&nbsp; Cottage Health Obligated Group, Series 2020, 3.30%, <br> 11/01/49<sup>(a)</sup><br>| 1000 | &nbsp;&nbsp; 699818 |
| &nbsp;&nbsp;&nbsp; Dartmouth-Hitchcock Health, Series B, 4.18%, <br> 08/01/48<br>| 664 | &nbsp;&nbsp; 519969 |
| Dignity Health, 5.27%, 11/01/64<sup>(a)</sup> | 151 | &nbsp;&nbsp; 135636 |
| &nbsp;&nbsp;&nbsp; Duke University Health System, Inc., Series 2017, <br> 3.92%, 06/01/47<br>| 862 | &nbsp;&nbsp; 690568 |
| Elevance Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/15/37 | 350 | &nbsp;&nbsp; 380152 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/42 | 975 | &nbsp;&nbsp; 873166 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/15/43 | 259 | &nbsp;&nbsp; 230791 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/15/44 | 745 | &nbsp;&nbsp; 697975 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/15/44 | 888 | &nbsp;&nbsp; 780385 |
| &nbsp;&nbsp;&nbsp; 4.38%, 12/01/47 | 1179 | &nbsp;&nbsp; 975050 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/01/48 | 820 | &nbsp;&nbsp; 695365 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/15/49 | 450 | &nbsp;&nbsp; 330521 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/15/50 | 999 | &nbsp;&nbsp; 651204 |
| &nbsp;&nbsp;&nbsp; 3.60%, 03/15/51 | 1470 | &nbsp;&nbsp; 1043289 |
| &nbsp;&nbsp;&nbsp; 4.55%, 05/15/52 | 679 | &nbsp;&nbsp; 560160 |
| &nbsp;&nbsp;&nbsp; 6.10%, 10/15/52 | 810 | &nbsp;&nbsp; 832295 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/53 | 900 | &nbsp;&nbsp; 809327 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/15/54 | 1440 | &nbsp;&nbsp; 1389401 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/15/55 | 1375 | &nbsp;&nbsp; 1340037 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/55<sup>(a)</sup> | 825 | &nbsp;&nbsp; 804000 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/01/64 | 800 | &nbsp;&nbsp; 780878 |
| &nbsp;&nbsp;&nbsp; Franciscan Missionaries of Our Lady Health System, <br> Inc., Series B, 3.91%, 07/01/49<sup>(a)</sup><br>| 350 | &nbsp;&nbsp; 267390 |
| &nbsp;&nbsp;&nbsp; Fred Hutchinson Cancer Center, Series 2022, 4.97%, <br> 01/01/52<br>| 426 | &nbsp;&nbsp; 382087 |
| Hackensack Meridian Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.21%, 07/01/48 | 100 | &nbsp;&nbsp; 82765 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/57 | 700 | &nbsp;&nbsp; 597501 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.68%, 09/01/41 | 526 | &nbsp;&nbsp; 380099 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.88%, 09/01/50 | 457 | &nbsp;&nbsp; 288786 |
| Hartford HealthCare Corp., 3.45%, 07/01/54<sup>(a)</sup> | 113 | &nbsp;&nbsp; 80875 |
| HCA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/15/39 | 979 | &nbsp;&nbsp; 943530 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** |
| HCA, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/42<sup>(a)</sup> | $500 | &nbsp;&nbsp; $426433 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/47 | 1479 | &nbsp;&nbsp; 1394584 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/49 | 2056 | &nbsp;&nbsp; 1858283 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/15/51 | 1645 | &nbsp;&nbsp; 1115617 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/52<sup>(a)</sup> | 1856 | &nbsp;&nbsp; 1513815 |
| &nbsp;&nbsp;&nbsp; 5.90%, 06/01/53 | 985 | &nbsp;&nbsp; 962556 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/01/54<sup>(a)</sup> | 1540 | &nbsp;&nbsp; 1526489 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/15/54 | 705 | &nbsp;&nbsp; 694340 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/01/55 | 755 | &nbsp;&nbsp; 768101 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/15/55 | 1375 | &nbsp;&nbsp; 1309600 |
| &nbsp;&nbsp;&nbsp; 6.10%, 04/01/64 | 1000 | &nbsp;&nbsp; 991926 |
| &nbsp;&nbsp;&nbsp; Hoag Memorial Hospital Presbyterian, 3.80%, <br> 07/15/52<sup>(a)</sup><br>| 627 | &nbsp;&nbsp; 476760 |
| Humana, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/01/42 | 354 | &nbsp;&nbsp; 298724 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/01/44 | 838 | &nbsp;&nbsp; 721277 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/47 | 480 | &nbsp;&nbsp; 396867 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/15/49 | 400 | &nbsp;&nbsp; 287136 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/53 | 800 | &nbsp;&nbsp; 711459 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/15/54<sup>(a)</sup> | 800 | &nbsp;&nbsp; 736060 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/01/55 | 400 | &nbsp;&nbsp; 380670 |
| &nbsp;&nbsp;&nbsp; Indiana University Health, Inc. Obligated Group, <br> Series 2021, 2.85%, 11/01/51<sup>(a)</sup><br>| 913 | &nbsp;&nbsp; 574109 |
| Inova Health System Foundation, 4.07%, 05/15/52<sup>(a)</sup> | 25 | &nbsp;&nbsp; 19709 |
| &nbsp;&nbsp;&nbsp; Integris Baptist Medical Center, Inc., Series A, 3.88%, <br> 08/15/50<br>| 222 | &nbsp;&nbsp; 163047 |
| &nbsp;&nbsp;&nbsp; Johns Hopkins Health System Corp., 3.84%, <br> 05/15/46<br>| 1113 | &nbsp;&nbsp; 886154 |
| Kaiser Foundation Hospitals |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/01/47 | 1119 | &nbsp;&nbsp; 929349 |
| &nbsp;&nbsp;&nbsp; Series 2019, 3.27%, 11/01/49 | 643 | &nbsp;&nbsp; 451333 |
| &nbsp;&nbsp;&nbsp; Series 2021, 2.81%, 06/01/41 | 1530 | &nbsp;&nbsp; 1136478 |
| &nbsp;&nbsp;&nbsp; Series 2021, 3.00%, 06/01/51 | 2855 | &nbsp;&nbsp; 1863877 |
| &nbsp;&nbsp;&nbsp; Laboratory Corp. of America Holdings, 4.70%, <br> 02/01/45<br>| 821 | &nbsp;&nbsp; 730743 |
| Mass General Brigham, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017, 3.77%, 07/01/48 | 600 | &nbsp;&nbsp; 463690 |
| &nbsp;&nbsp;&nbsp; Series 2020, 3.19%, 07/01/49<sup>(a)</sup> | 913 | &nbsp;&nbsp; 631366 |
| &nbsp;&nbsp;&nbsp; Series 2020, 3.34%, 07/01/60 | 429 | &nbsp;&nbsp; 280462 |
| Mayo Clinic |  |  |
| &nbsp;&nbsp;&nbsp; Series 2016, 4.13%, 11/15/52 | 225 | &nbsp;&nbsp; 181418 |
| &nbsp;&nbsp;&nbsp; Series 2021, 3.20%, 11/15/61 | 1001 | &nbsp;&nbsp; 639237 |
| &nbsp;&nbsp;&nbsp; McLaren Health Care Corp., Series A, 4.39%, <br> 05/15/48<br>| 350 | &nbsp;&nbsp; 294221 |
| MedStar Health, Inc., Series 20A, 3.63%, 08/15/49 | 325 | &nbsp;&nbsp; 238880 |
| Memorial Health Services, 3.45%, 11/01/49 | 423 | &nbsp;&nbsp; 303474 |
| Memorial Sloan-Kettering Cancer Center |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/01/42 | 130 | &nbsp;&nbsp; 125292 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/01/52 | 330 | &nbsp;&nbsp; 264956 |
| &nbsp;&nbsp;&nbsp; Series 2015, 4.20%, 07/01/55 | 100 | &nbsp;&nbsp; 81083 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.96%, 01/01/50 | 1505 | &nbsp;&nbsp; 991560 |
| Methodist Hospital, Series 20A, 2.71%, 12/01/50 | 942 | &nbsp;&nbsp; 578800 |
| Montefiore Obligated Group, 4.29%, 09/01/50 | 300 | &nbsp;&nbsp; 211898 |
| &nbsp;&nbsp;&nbsp; Mount Nittany Medical Center Obligated Group, <br> Series 2022, 3.80%, 11/15/52<br>| 103 | &nbsp;&nbsp; 76653 |
| MyMichigan Health, Series 2020, 3.41%, 06/01/50 | 350 | &nbsp;&nbsp; 243377 |
| Nationwide Children's Hospital, Inc., 4.56%, 11/01/52 | 25 | &nbsp;&nbsp; 21765 |
| New York and Presbyterian Hospital |  |  |
| &nbsp;&nbsp;&nbsp; 2.26%, 08/01/40 | 513 | &nbsp;&nbsp; 356954 |
| &nbsp;&nbsp;&nbsp; 4.02%, 08/01/45 | 597 | &nbsp;&nbsp; 493642 |
| &nbsp;&nbsp;&nbsp; 2.61%, 08/01/60<sup>(a)</sup> | 413 | &nbsp;&nbsp; 229050 |
| &nbsp;&nbsp;&nbsp; Series 2019, 3.95%, 08/01/2119 | 270 | &nbsp;&nbsp; 185884 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Long 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)** |
| Northwell Healthcare, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.98%, 11/01/46<sup>(a)</sup> | $130 | &nbsp;&nbsp; $102703 |
| &nbsp;&nbsp;&nbsp; 4.26%, 11/01/47 | 100 | &nbsp;&nbsp; 82109 |
| &nbsp;&nbsp;&nbsp; 3.81%, 11/01/49 | 1544 | &nbsp;&nbsp; 1155399 |
| &nbsp;&nbsp;&nbsp; Northwestern Memorial Healthcare Obligated Group, <br> Series 2021, 2.63%, 07/15/51<br>| 100 | &nbsp;&nbsp; 61348 |
| Novant Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.64%, 11/01/36<sup>(a)</sup> | 66 | &nbsp;&nbsp; 52843 |
| &nbsp;&nbsp;&nbsp; 3.17%, 11/01/51<sup>(a)</sup> | 1058 | &nbsp;&nbsp; 702731 |
| &nbsp;&nbsp;&nbsp; 3.32%, 11/01/61 | 441 | &nbsp;&nbsp; 281383 |
| &nbsp;&nbsp;&nbsp; NY Society for Relief of Ruptured & Crippled <br> Maintaining Hosp Special Surgery, Series 2020, <br> 2.67%, 10/01/50<sup>(a)</sup><br>| 375 | &nbsp;&nbsp; 228679 |
| NYU Langone Hospitals |  |  |
| &nbsp;&nbsp;&nbsp; 4.78%, 07/01/44 | 200 | &nbsp;&nbsp; 183134 |
| &nbsp;&nbsp;&nbsp; 4.37%, 07/01/47 | 645 | &nbsp;&nbsp; 559260 |
| &nbsp;&nbsp;&nbsp; Series 13-A, 5.75%, 07/01/43 | 600 | &nbsp;&nbsp; 614855 |
| &nbsp;&nbsp;&nbsp; Series 2020, 3.38%, 07/01/55 | 500 | &nbsp;&nbsp; 342267 |
| OhioHealth Corp., 2.83%, 11/15/41 | 272 | &nbsp;&nbsp; 201147 |
| Orlando Health Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp; 4.09%, 10/01/48 | 100 | &nbsp;&nbsp; 81345 |
| &nbsp;&nbsp;&nbsp; 3.33%, 10/01/50 | 125 | &nbsp;&nbsp; 89897 |
| PeaceHealth Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018, 4.79%, 11/15/48<sup>(a)</sup> | 250 | &nbsp;&nbsp; 217227 |
| &nbsp;&nbsp;&nbsp; Series 2020, 3.22%, 11/15/50 | 366 | &nbsp;&nbsp; 239925 |
| Piedmont Healthcare, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.86%, 01/01/52<sup>(a)</sup> | 375 | &nbsp;&nbsp; 238479 |
| &nbsp;&nbsp;&nbsp; Series 2042, 2.72%, 01/01/42 | 106 | &nbsp;&nbsp; 75420 |
| Presbyterian Healthcare Services, 4.88%, 08/01/52 | 108 | &nbsp;&nbsp; 96614 |
| &nbsp;&nbsp;&nbsp; Providence St. Joseph Health Obligated Group, <br> Series 21A, 2.70%, 10/01/51<br>| 1599 | &nbsp;&nbsp; 949409 |
| Queen's Health Systems, 4.81%, 07/01/52 | 60 | &nbsp;&nbsp; 53882 |
| Quest Diagnostics, Inc., 4.70%, 03/30/45<sup>(a)</sup> | 263 | &nbsp;&nbsp; 236906 |
| &nbsp;&nbsp;&nbsp; Rady Children's Hospital-San Diego, Series 21A, <br> 3.15%, 08/15/51<sup>(a)</sup><br>| 257 | &nbsp;&nbsp; 172099 |
| &nbsp;&nbsp;&nbsp; Seattle Children's Hospital, Series 2021, 2.72%, <br> 10/01/50<sup>(a)</sup><br>| 213 | &nbsp;&nbsp; 130649 |
| Sentara Health, Series 2021, 2.93%, 11/01/51 | 63 | &nbsp;&nbsp; 40291 |
| Stanford Health Care |  |  |
| &nbsp;&nbsp;&nbsp; 3.03%, 08/15/51 | 579 | &nbsp;&nbsp; 379339 |
| &nbsp;&nbsp;&nbsp; Series 2018, 3.80%, 11/15/48 | 500 | &nbsp;&nbsp; 388524 |
| Summa Health, 3.51%, 11/15/51 | 130 | &nbsp;&nbsp; 98641 |
| Sutter Health |  |  |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/53<sup>(a)</sup> | 915 | &nbsp;&nbsp; 912785 |
| &nbsp;&nbsp;&nbsp; Series 2018, 4.09%, 08/15/48 | 27 | &nbsp;&nbsp; 21904 |
| &nbsp;&nbsp;&nbsp; Series 20A, 3.16%, 08/15/40 | 115 | &nbsp;&nbsp; 90218 |
| &nbsp;&nbsp;&nbsp; Series 20A, 3.36%, 08/15/50 | 800 | &nbsp;&nbsp; 559680 |
| Texas Health Resources |  |  |
| &nbsp;&nbsp;&nbsp; 2.33%, 11/15/50 | 382 | &nbsp;&nbsp; 216776 |
| &nbsp;&nbsp;&nbsp; 4.33%, 11/15/55 | 125 | &nbsp;&nbsp; 103117 |
| Trinity Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 12/01/45 | 1000 | &nbsp;&nbsp; 834265 |
| &nbsp;&nbsp;&nbsp; Series 2019, 3.43%, 12/01/48<sup>(a)</sup> | 64 | &nbsp;&nbsp; 48287 |
| &nbsp;&nbsp;&nbsp; Series 2021, 2.63%, 12/01/40<sup>(a)</sup> | 29 | &nbsp;&nbsp; 21206 |
| &nbsp;&nbsp;&nbsp; UMass Memorial Health Care Obligated Group, <br> 5.36%, 07/01/52<sup>(a)</sup><br>| 212 | &nbsp;&nbsp; 198998 |
| UnitedHealth Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/36 | 1000 | &nbsp;&nbsp; 1057803 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/15/37 | 500 | &nbsp;&nbsp; 557125 |
| &nbsp;&nbsp;&nbsp; 6.63%, 11/15/37 | 800 | &nbsp;&nbsp; 895973 |
| &nbsp;&nbsp;&nbsp; 6.88%, 02/15/38 | 726 | &nbsp;&nbsp; 831489 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/15/39 | 1784 | &nbsp;&nbsp; 1472521 |

---

---

| | | |
|:---|:---|:---|
| *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; 2.75%, 05/15/40 | 1175 | &nbsp;&nbsp; $869084 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/15/41 | 226 | &nbsp;&nbsp; 235841 |
| &nbsp;&nbsp;&nbsp; 3.05%, 05/15/41 | 1239 | &nbsp;&nbsp; 931328 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/41 | 496 | &nbsp;&nbsp; 449555 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/42<sup>(a)</sup> | 650 | &nbsp;&nbsp; 568389 |
| &nbsp;&nbsp;&nbsp; 3.95%, 10/15/42 | 597 | &nbsp;&nbsp; 491830 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/43 | 1163 | &nbsp;&nbsp; 992160 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/15/44 | 900 | &nbsp;&nbsp; 884854 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/45 | 1943 | &nbsp;&nbsp; 1732978 |
| &nbsp;&nbsp;&nbsp; 4.20%, 01/15/47 | 620 | &nbsp;&nbsp; 505052 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/15/47 | 829 | &nbsp;&nbsp; 678468 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/15/47 | 1113 | &nbsp;&nbsp; 841613 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/15/48 | 1410 | &nbsp;&nbsp; 1146523 |
| &nbsp;&nbsp;&nbsp; 4.45%, 12/15/48 | 779 | &nbsp;&nbsp; 647490 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/15/49 | 1443 | &nbsp;&nbsp; 1063361 |
| &nbsp;&nbsp;&nbsp; 2.90%, 05/15/50 | 1319 | &nbsp;&nbsp; 836926 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/51 | 2358 | &nbsp;&nbsp; 1585480 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/52 | 2000 | &nbsp;&nbsp; 1717786 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/15/53 | 1400 | &nbsp;&nbsp; 1406589 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/15/53 | 2400 | &nbsp;&nbsp; 2154902 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/15/54<sup>(a)</sup> | 1800 | &nbsp;&nbsp; 1687020 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/15/54 | 2400 | &nbsp;&nbsp; 2336193 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/15/55<sup>(a)</sup> | 85 | &nbsp;&nbsp; 86783 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/59 | 1354 | &nbsp;&nbsp; 965953 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/15/60 | 1200 | &nbsp;&nbsp; 722168 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/62 | 950 | &nbsp;&nbsp; 814663 |
| &nbsp;&nbsp;&nbsp; 6.05%, 02/15/63 | 625 | &nbsp;&nbsp; 634240 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/63 | 1805 | &nbsp;&nbsp; 1605756 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/64 | 1200 | &nbsp;&nbsp; 1120321 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/64 | 1950 | &nbsp;&nbsp; 1889429 |
| UPMC, 5.38%, 05/15/43 | 500 | &nbsp;&nbsp; 484581 |
| WakeMed, Series A, 3.29%, 10/01/52<sup>(a)</sup> | 159 | &nbsp;&nbsp; 109880 |
| &nbsp;&nbsp;&nbsp; West Virginia United Health System Obligated Group, <br> Series 2020, 3.13%, 06/01/50<sup>(a)</sup><br>| 100 | &nbsp;&nbsp; 63853 |
| Willis-Knighton Medical Center |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018, 4.81%, 09/01/48 | 278 | &nbsp;&nbsp; 244085 |
| &nbsp;&nbsp;&nbsp; Series 2021, 3.07%, 03/01/51 | 200 | &nbsp;&nbsp; 125467 |
| &nbsp;&nbsp;&nbsp; Yale-New Haven Health Services Corp., Series 2020, <br> 2.50%, 07/01/50<sup>(a)</sup><br>| 257 | &nbsp;&nbsp; 151403 |
|  |  | &nbsp;&nbsp; 124372041 |
| **Health Care REITs — 0.2%** | **Health Care REITs — 0.2%** | **Health Care REITs — 0.2%** |
| Alexandria Real Estate Equities, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/36 | 365 | &nbsp;&nbsp; 362610 |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/15/49 | 263 | &nbsp;&nbsp; 225257 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/50 | 379 | &nbsp;&nbsp; 285690 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/18/51 | 830 | &nbsp;&nbsp; 524707 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/15/52 | 1130 | &nbsp;&nbsp; 789555 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/15/53 | 545 | &nbsp;&nbsp; 485198 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/15/54<sup>(a)</sup> | 750 | &nbsp;&nbsp; 716494 |
| Healthpeak OP LLC, 6.75%, 02/01/41 | 175 | &nbsp;&nbsp; 192593 |
| Ventas Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/30/43<sup>(a)</sup> | 275 | &nbsp;&nbsp; 276587 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/01/45 | 350 | &nbsp;&nbsp; 294557 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/15/49 | 100 | &nbsp;&nbsp; 87616 |
| Welltower OP LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/15/41 | 450 | &nbsp;&nbsp; 504906 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/01/48 | 550 | &nbsp;&nbsp; 511405 |
|  |  | &nbsp;&nbsp; 5257175 |
| **Hotels, Restaurants & Leisure — 0.6%** | **Hotels, Restaurants & Leisure — 0.6%** | **Hotels, Restaurants & Leisure — 0.6%** |
| Darden Restaurants, Inc., 4.55%, 02/15/48 | 363 | &nbsp;&nbsp; 298544 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Long 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., 5.50%, 04/15/37 | 1400 | &nbsp;&nbsp; $1427728 |
| McDonald's Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/13/36<sup>(a)</sup> | 500 | &nbsp;&nbsp; 503706 |
| &nbsp;&nbsp;&nbsp; 6.30%, 10/15/37 | 875 | &nbsp;&nbsp; 970546 |
| &nbsp;&nbsp;&nbsp; 6.30%, 03/01/38 | 579 | &nbsp;&nbsp; 638812 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/01/39 | 300 | &nbsp;&nbsp; 315435 |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/15/40 | 139 | &nbsp;&nbsp; 132942 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/15/42 | 826 | &nbsp;&nbsp; 674914 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/01/43 | 275 | &nbsp;&nbsp; 216951 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/26/45 | 579 | &nbsp;&nbsp; 510271 |
| &nbsp;&nbsp;&nbsp; 4.88%, 12/09/45 | 1479 | &nbsp;&nbsp; 1347875 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/01/47 | 1163 | &nbsp;&nbsp; 994350 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/01/48 | 475 | &nbsp;&nbsp; 402873 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/01/49 | 1999 | &nbsp;&nbsp; 1472936 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/50 | 622 | &nbsp;&nbsp; 501108 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/09/52<sup>(a)</sup> | 700 | &nbsp;&nbsp; 650635 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/14/53<sup>(a)</sup> | 940 | &nbsp;&nbsp; 911803 |
| Starbucks Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/45 | 200 | &nbsp;&nbsp; 166940 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/01/47 | 679 | &nbsp;&nbsp; 513716 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/48 | 755 | &nbsp;&nbsp; 637946 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/15/49 | 1075 | &nbsp;&nbsp; 899325 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/12/50 | 554 | &nbsp;&nbsp; 379936 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/50<sup>(a)</sup> | 1135 | &nbsp;&nbsp; 802539 |
|  |  | &nbsp;&nbsp; 15371831 |
| **Household Durables — 0.0%** | **Household Durables — 0.0%** | **Household Durables — 0.0%** |
| Leggett & Platt, Inc., 3.50%, 11/15/51<sup>(a)</sup> | 450 | &nbsp;&nbsp; 292852 |
| Sekisui House U.S., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/43 | 529 | &nbsp;&nbsp; 498459 |
| &nbsp;&nbsp;&nbsp; 3.97%, 08/06/61 | 200 | &nbsp;&nbsp; 133141 |
|  |  | &nbsp;&nbsp; 924452 |
| **Household Products — 0.1%** | **Household Products — 0.1%** | **Household Products — 0.1%** |
| Church & Dwight Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/01/47 | 370 | &nbsp;&nbsp; 294923 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/52 | 525 | &nbsp;&nbsp; 481885 |
| Kimberly-Clark Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 08/01/37 | 800 | &nbsp;&nbsp; 918809 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/01/41 | 413 | &nbsp;&nbsp; 418792 |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/30/46 | 511 | &nbsp;&nbsp; 365463 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/04/47 | 470 | &nbsp;&nbsp; 370986 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/07/50<sup>(a)</sup> | 660 | &nbsp;&nbsp; 438013 |
|  |  | &nbsp;&nbsp; 3288871 |
| **Industrial Conglomerates — 0.4%** | **Industrial Conglomerates — 0.4%** | **Industrial Conglomerates — 0.4%** |
| 3M Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/37 | 550 | &nbsp;&nbsp; 577922 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/15/44<sup>(a)</sup> | 300 | &nbsp;&nbsp; 241527 |
| &nbsp;&nbsp;&nbsp; 3.13%, 09/19/46 | 563 | &nbsp;&nbsp; 389509 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/15/47 | 600 | &nbsp;&nbsp; 447532 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/14/48 | 1079 | &nbsp;&nbsp; 851956 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/26/49 | 955 | &nbsp;&nbsp; 657352 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/15/50 | 518 | &nbsp;&nbsp; 384119 |
| Eaton Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 11/02/42 | 988 | &nbsp;&nbsp; 857125 |
| &nbsp;&nbsp;&nbsp; 3.92%, 09/15/47 | 250 | &nbsp;&nbsp; 201053 |
| &nbsp;&nbsp;&nbsp; 4.70%, 08/23/52<sup>(a)</sup> | 625 | &nbsp;&nbsp; 559755 |
| Illinois Tool Works, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/15/41 | 569 | &nbsp;&nbsp; 545240 |
| &nbsp;&nbsp;&nbsp; 3.90%, 09/01/42 | 1275 | &nbsp;&nbsp; 1078160 |
| Parker-Hannifin Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/15/38 | 495 | &nbsp;&nbsp; 545380 |
| &nbsp;&nbsp;&nbsp; 4.45%, 11/21/44 | 525 | &nbsp;&nbsp; 461127 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Industrial Conglomerates (continued)** | **Industrial Conglomerates (continued)** | **Industrial Conglomerates (continued)** |
| Parker-Hannifin Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/01/47 | 613 | &nbsp;&nbsp; $503368 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/14/49<sup>(a)</sup> | 663 | &nbsp;&nbsp; 535787 |
| Textron, Inc., 4.95%, 03/15/36 | 494 | &nbsp;&nbsp; 488431 |
|  |  | &nbsp;&nbsp; 9325343 |
| **Insurance — 3.4%** | **Insurance — 3.4%** | **Insurance — 3.4%** |
| Aflac, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/46 | 440 | &nbsp;&nbsp; 351793 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/49 | 418 | &nbsp;&nbsp; 367129 |
| Alleghany Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/15/44 | 150 | &nbsp;&nbsp; 137767 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/15/51 | 504 | &nbsp;&nbsp; 341058 |
| Allstate Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/36 | 550 | &nbsp;&nbsp; 587923 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/43 | 497 | &nbsp;&nbsp; 432669 |
| &nbsp;&nbsp;&nbsp; 4.20%, 12/15/46 | 604 | &nbsp;&nbsp; 493957 |
| &nbsp;&nbsp;&nbsp; 3.85%, 08/10/49<sup>(a)</sup> | 534 | &nbsp;&nbsp; 404317 |
| &nbsp;&nbsp;&nbsp; (3-mo. SOFR US + 2.38%), 6.50%, 05/15/67<sup>(a)(b)</sup> | 325 | &nbsp;&nbsp; 341477 |
| American Financial Group, Inc., 4.50%, 06/15/47 | 545 | &nbsp;&nbsp; 458318 |
| American International Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/16/44 | 650 | &nbsp;&nbsp; 571561 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/10/45 | 375 | &nbsp;&nbsp; 338924 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/01/48<sup>(a)</sup> | 854 | &nbsp;&nbsp; 761734 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/30/50 | 1013 | &nbsp;&nbsp; 844268 |
| Aon Corp., 6.25%, 09/30/40 | 105 | &nbsp;&nbsp; 113931 |
| Aon Corp./Aon Global Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 08/23/51 | 1100 | &nbsp;&nbsp; 686241 |
| &nbsp;&nbsp;&nbsp; 3.90%, 02/28/52 | 1139 | &nbsp;&nbsp; 852884 |
| Aon Global Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/14/44 | 588 | &nbsp;&nbsp; 515182 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/45 | 463 | &nbsp;&nbsp; 412418 |
| Aon North America, Inc., 5.75%, 03/01/54 | 1520 | &nbsp;&nbsp; 1513143 |
| Arch Capital Finance LLC, 5.03%, 12/15/46 | 550 | &nbsp;&nbsp; 513370 |
| Arch Capital Group Ltd., 3.64%, 06/30/50 | 779 | &nbsp;&nbsp; 576942 |
| Arch Capital Group U.S., Inc., 5.14%, 11/01/43 | 384 | &nbsp;&nbsp; 362702 |
| Arthur J Gallagher & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/20/51 | 963 | &nbsp;&nbsp; 668034 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/09/52 | 200 | &nbsp;&nbsp; 125707 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/02/53 | 624 | &nbsp;&nbsp; 611497 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/15/54 | 535 | &nbsp;&nbsp; 592144 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/54 | 455 | &nbsp;&nbsp; 446237 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/15/55 | 1405 | &nbsp;&nbsp; 1345063 |
| &nbsp;&nbsp;&nbsp; Assured Guaranty U.S. Holdings, Inc., 3.60%, <br> 09/15/51<br>| 300 | &nbsp;&nbsp; 211417 |
| Athene Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/25/51 | 444 | &nbsp;&nbsp; 311368 |
| &nbsp;&nbsp;&nbsp; 3.45%, 05/15/52 | 475 | &nbsp;&nbsp; 298900 |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/01/54 | 800 | &nbsp;&nbsp; 778537 |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/19/55 | 700 | &nbsp;&nbsp; 716562 |
| Berkshire Hathaway Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/40<sup>(a)</sup> | 500 | &nbsp;&nbsp; 539384 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/15/42 | 676 | &nbsp;&nbsp; 614580 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/15/43 | 563 | &nbsp;&nbsp; 499104 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/15/48 | 2159 | &nbsp;&nbsp; 1788432 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/49<sup>(a)</sup> | 1879 | &nbsp;&nbsp; 1564704 |
| &nbsp;&nbsp;&nbsp; 2.85%, 10/15/50 | 2004 | &nbsp;&nbsp; 1275633 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/15/51 | 928 | &nbsp;&nbsp; 551339 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/15/52 | 2392 | &nbsp;&nbsp; 1825896 |
| Berkshire Hathaway, Inc., 4.50%, 02/11/43<sup>(a)</sup> | 911 | &nbsp;&nbsp; 848628 |
| Brighthouse Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/22/47<sup>(a)</sup> | 485 | &nbsp;&nbsp; 356770 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

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

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| Brighthouse Financial, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 12/22/51 | $250 | &nbsp;&nbsp; $151622 |
| Brown & Brown, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/17/52 | 620 | &nbsp;&nbsp; 538091 |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/23/55 | 970 | &nbsp;&nbsp; 1003219 |
| Chubb Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/11/37 | 625 | &nbsp;&nbsp; 677866 |
| &nbsp;&nbsp;&nbsp; Series 1, 6.50%, 05/15/38 | 526 | &nbsp;&nbsp; 595010 |
| Chubb INA Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.70%, 05/15/36 | 275 | &nbsp;&nbsp; 313474 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/13/43 | 397 | &nbsp;&nbsp; 343341 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/03/45 | 1559 | &nbsp;&nbsp; 1353019 |
| &nbsp;&nbsp;&nbsp; 2.85%, 12/15/51 | 838 | &nbsp;&nbsp; 531923 |
| &nbsp;&nbsp;&nbsp; 3.05%, 12/15/61 | 1236 | &nbsp;&nbsp; 758317 |
| Corebridge Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/05/42 | 225 | &nbsp;&nbsp; 192257 |
| &nbsp;&nbsp;&nbsp; 4.40%, 04/05/52<sup>(a)</sup> | 1330 | &nbsp;&nbsp; 1080666 |
| Equitable Holdings, Inc., 5.00%, 04/20/48 | 1267 | &nbsp;&nbsp; 1137236 |
| Everest Reinsurance Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.87%, 06/01/44 | 375 | &nbsp;&nbsp; 331717 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/15/50 | 1113 | &nbsp;&nbsp; 774468 |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/15/52 | 915 | &nbsp;&nbsp; 584817 |
| Fairfax Financial Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 6.35%, 03/22/54 | 890 | &nbsp;&nbsp; 929465 |
| &nbsp;&nbsp;&nbsp; 6.10%, 03/15/55 | 500 | &nbsp;&nbsp; 504202 |
| Fidelity National Financial, Inc., 3.20%, 09/17/51 | 422 | &nbsp;&nbsp; 269283 |
| Hartford Insurance Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 10/15/36 | 200 | &nbsp;&nbsp; 214527 |
| &nbsp;&nbsp;&nbsp; 6.10%, 10/01/41 | 376 | &nbsp;&nbsp; 401048 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/15/43 | 400 | &nbsp;&nbsp; 344979 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/48 | 500 | &nbsp;&nbsp; 424761 |
| &nbsp;&nbsp;&nbsp; 3.60%, 08/19/49 | 856 | &nbsp;&nbsp; 631376 |
| &nbsp;&nbsp;&nbsp; 2.90%, 09/15/51<sup>(a)</sup> | 629 | &nbsp;&nbsp; 400790 |
| Jackson Financial, Inc., 4.00%, 11/23/51 | 400 | &nbsp;&nbsp; 282162 |
| Lincoln National Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.30%, 10/09/37<sup>(a)</sup> | 313 | &nbsp;&nbsp; 333203 |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/15/40 | 575 | &nbsp;&nbsp; 641979 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/01/48 | 115 | &nbsp;&nbsp; 91050 |
| Loews Corp., 4.13%, 05/15/43 | 575 | &nbsp;&nbsp; 489719 |
| Manulife Financial Corp., 5.38%, 03/04/46 | 604 | &nbsp;&nbsp; 596289 |
| Markel Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/05/46 | 525 | &nbsp;&nbsp; 475172 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/01/47 | 145 | &nbsp;&nbsp; 117334 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/20/49 | 575 | &nbsp;&nbsp; 510613 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/17/50 | 538 | &nbsp;&nbsp; 417730 |
| &nbsp;&nbsp;&nbsp; 3.45%, 05/07/52 | 525 | &nbsp;&nbsp; 356598 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/16/54 | 615 | &nbsp;&nbsp; 621434 |
| Marsh & McLennan Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/39 | 575 | &nbsp;&nbsp; 550320 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/44 | 230 | &nbsp;&nbsp; 224584 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/30/47 | 513 | &nbsp;&nbsp; 433866 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/48 | 538 | &nbsp;&nbsp; 439962 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/49 | 1829 | &nbsp;&nbsp; 1651455 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/15/51<sup>(a)</sup> | 518 | &nbsp;&nbsp; 327251 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/01/52 | 400 | &nbsp;&nbsp; 431079 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/53 | 460 | &nbsp;&nbsp; 445268 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/53 | 825 | &nbsp;&nbsp; 828504 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/54 | 550 | &nbsp;&nbsp; 532638 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/55 | 1360 | &nbsp;&nbsp; 1311635 |
| MetLife, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/06/41 | 855 | &nbsp;&nbsp; 894345 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/13/42 | 825 | &nbsp;&nbsp; 701590 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| MetLife, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/13/43 | $1036 | &nbsp;&nbsp; $963058 |
| &nbsp;&nbsp;&nbsp; 4.72%, 12/15/44 | 450 | &nbsp;&nbsp; 403726 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/01/45 | 1013 | &nbsp;&nbsp; 836430 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/13/46 | 893 | &nbsp;&nbsp; 793524 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/52 | 1185 | &nbsp;&nbsp; 1079854 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/54<sup>(a)</sup> | 900 | &nbsp;&nbsp; 851753 |
| Nationwide Financial Services, Inc., 6.75%, 05/15/87 | 340 | &nbsp;&nbsp; 340653 |
| Old Republic International Corp., 3.85%, 06/11/51 | 750 | &nbsp;&nbsp; 543325 |
| Principal Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.05%, 10/15/36<sup>(a)</sup> | 475 | &nbsp;&nbsp; 515384 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/15/42 | 250 | &nbsp;&nbsp; 223000 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/15/43 | 250 | &nbsp;&nbsp; 214789 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/15/46 | 213 | &nbsp;&nbsp; 178197 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/53 | 325 | &nbsp;&nbsp; 314084 |
| Progressive Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/25/44 | 351 | &nbsp;&nbsp; 303299 |
| &nbsp;&nbsp;&nbsp; 3.70%, 01/26/45 | 330 | &nbsp;&nbsp; 258105 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/15/47 | 713 | &nbsp;&nbsp; 585777 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/48 | 438 | &nbsp;&nbsp; 361675 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/26/50 | 563 | &nbsp;&nbsp; 441135 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/52 | 655 | &nbsp;&nbsp; 488393 |
| Prudential Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/14/36 | 900 | &nbsp;&nbsp; 950423 |
| &nbsp;&nbsp;&nbsp; 6.63%, 12/01/37 | 375 | &nbsp;&nbsp; 424967 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/10/40 | 579 | &nbsp;&nbsp; 449869 |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/21/40<sup>(a)</sup> | 200 | &nbsp;&nbsp; 226210 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/44 | 663 | &nbsp;&nbsp; 589618 |
| &nbsp;&nbsp;&nbsp; 3.91%, 12/07/47 | 663 | &nbsp;&nbsp; 517279 |
| &nbsp;&nbsp;&nbsp; 4.42%, 03/27/48 | 450 | &nbsp;&nbsp; 376405 |
| &nbsp;&nbsp;&nbsp; 3.94%, 12/07/49 | 1077 | &nbsp;&nbsp; 832328 |
| &nbsp;&nbsp;&nbsp; 4.35%, 02/25/50 | 1054 | &nbsp;&nbsp; 870050 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/13/51 | 1211 | &nbsp;&nbsp; 893282 |
| Selective Insurance Group, Inc., 5.38%, 03/01/49 | 225 | &nbsp;&nbsp; 208675 |
| Transatlantic Holdings, Inc., 8.00%, 11/30/39 | 426 | &nbsp;&nbsp; 531178 |
| Travelers Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 06/20/36 | 163 | &nbsp;&nbsp; 187016 |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/15/37<sup>(a)</sup> | 963 | &nbsp;&nbsp; 1066990 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/01/40 | 750 | &nbsp;&nbsp; 759711 |
| &nbsp;&nbsp;&nbsp; 4.60%, 08/01/43 | 302 | &nbsp;&nbsp; 273461 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/25/45 | 363 | &nbsp;&nbsp; 308438 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/46 | 550 | &nbsp;&nbsp; 430663 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/30/47 | 713 | &nbsp;&nbsp; 575134 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/07/48 | 350 | &nbsp;&nbsp; 283112 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/04/49 | 488 | &nbsp;&nbsp; 394696 |
| &nbsp;&nbsp;&nbsp; 2.55%, 04/27/50 | 575 | &nbsp;&nbsp; 347911 |
| &nbsp;&nbsp;&nbsp; 3.05%, 06/08/51 | 1229 | &nbsp;&nbsp; 813948 |
| &nbsp;&nbsp;&nbsp; 5.45%, 05/25/53 | 650 | &nbsp;&nbsp; 637250 |
| &nbsp;&nbsp;&nbsp; 5.70%, 07/24/55 | 570 | &nbsp;&nbsp; 579501 |
| Unum Group |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/15/42 | 413 | &nbsp;&nbsp; 411946 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/15/49 | 288 | &nbsp;&nbsp; 233914 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/51 | 600 | &nbsp;&nbsp; 454082 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/54<sup>(a)</sup> | 530 | &nbsp;&nbsp; 527462 |
| W.R. Berkley Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/01/44 | 275 | &nbsp;&nbsp; 246112 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/12/50 | 463 | &nbsp;&nbsp; 358104 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/30/52 | 463 | &nbsp;&nbsp; 326802 |
| &nbsp;&nbsp;&nbsp; 3.15%, 09/30/61 | 450 | &nbsp;&nbsp; 270494 |
| Willis North America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/36<sup>(a)</sup> | 200 | &nbsp;&nbsp; 199337 |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/15/48 | 300 | &nbsp;&nbsp; 270320 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

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

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| Willis North America, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/15/49 | 630 | &nbsp;&nbsp; $473578 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/05/54 | 850 | &nbsp;&nbsp; 851889 |
| XL Group Ltd., 5.25%, 12/15/43<sup>(a)</sup> | 200 | &nbsp;&nbsp; 187562 |
|  |  | &nbsp;&nbsp; 84178776 |
| **Interactive Media & Services — 1.7%** | **Interactive Media & Services — 1.7%** | **Interactive Media & Services — 1.7%** |
| Alphabet, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 08/15/40<sup>(a)</sup> | 1091 | &nbsp;&nbsp; 734259 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/45 | 1850 | &nbsp;&nbsp; 1825299 |
| &nbsp;&nbsp;&nbsp; 2.05%, 08/15/50<sup>(a)</sup> | 2310 | &nbsp;&nbsp; 1245797 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/55 | 1505 | &nbsp;&nbsp; 1433328 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/15/55 | 3810 | &nbsp;&nbsp; 3721366 |
| &nbsp;&nbsp;&nbsp; 2.25%, 08/15/60 | 2251 | &nbsp;&nbsp; 1146763 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/65 | 1335 | &nbsp;&nbsp; 1247088 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/15/75 | 2615 | &nbsp;&nbsp; 2565374 |
| Meta Platforms, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/15/45 | 6100 | &nbsp;&nbsp; 5866092 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/15/52 | 3249 | &nbsp;&nbsp; 2608174 |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/15/53 | 2370 | &nbsp;&nbsp; 2247894 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/54 | 2940 | &nbsp;&nbsp; 2709036 |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/15/55 | 3400 | &nbsp;&nbsp; 3230066 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/15/62 | 1500 | &nbsp;&nbsp; 1193387 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/63 | 1740 | &nbsp;&nbsp; 1650870 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/64 | 2225 | &nbsp;&nbsp; 2037699 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/65<sup>(a)</sup> | 5680 | &nbsp;&nbsp; 5370307 |
| Netflix, Inc., 5.40%, 08/15/54 | 1000 | &nbsp;&nbsp; 955817 |
|  |  | &nbsp;&nbsp; 41788616 |
| **Internet Software & Services — 1.3%** | **Internet Software & Services — 1.3%** | **Internet Software & Services — 1.3%** |
| Alibaba Group Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/06/37<sup>(a)</sup> | 1078 | &nbsp;&nbsp; 990247 |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/09/41<sup>(a)</sup> | 950 | &nbsp;&nbsp; 697084 |
| &nbsp;&nbsp;&nbsp; 4.20%, 12/06/47 | 1751 | &nbsp;&nbsp; 1460728 |
| &nbsp;&nbsp;&nbsp; 3.15%, 02/09/51 | 1166 | &nbsp;&nbsp; 792928 |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/26/54<sup>(a)</sup> | 400 | &nbsp;&nbsp; 404585 |
| &nbsp;&nbsp;&nbsp; 4.40%, 12/06/57 | 878 | &nbsp;&nbsp; 728317 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/09/61<sup>(a)</sup> | 1150 | &nbsp;&nbsp; 751211 |
| Amazon.com, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/22/37 | 2129 | &nbsp;&nbsp; 1933091 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/12/41 | 2185 | &nbsp;&nbsp; 1648254 |
| &nbsp;&nbsp;&nbsp; 4.95%, 12/05/44<sup>(a)</sup> | 1438 | &nbsp;&nbsp; 1376907 |
| &nbsp;&nbsp;&nbsp; 4.05%, 08/22/47 | 3048 | &nbsp;&nbsp; 2491026 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/03/50 | 3029 | &nbsp;&nbsp; 1800651 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/12/51 | 3759 | &nbsp;&nbsp; 2503398 |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/13/52 | 1951 | &nbsp;&nbsp; 1519150 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/20/55 | 2525 | &nbsp;&nbsp; 2458077 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/22/57 | 1834 | &nbsp;&nbsp; 1463130 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/03/60 | 2529 | &nbsp;&nbsp; 1419517 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/12/61 | 1879 | &nbsp;&nbsp; 1196230 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/13/62 | 1054 | &nbsp;&nbsp; 804491 |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/20/65 | 1825 | &nbsp;&nbsp; 1770237 |
| AppLovin Corp., 5.95%, 12/01/54 | 315 | &nbsp;&nbsp; 311840 |
| eBay, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/15/42 | 700 | &nbsp;&nbsp; 578398 |
| &nbsp;&nbsp;&nbsp; 3.65%, 05/10/51 | 813 | &nbsp;&nbsp; 595994 |
| JD.com, Inc., 4.13%, 01/14/50 | 450 | &nbsp;&nbsp; 370628 |
| Uber Technologies, Inc., 5.35%, 09/15/54<sup>(a)</sup> | 1310 | &nbsp;&nbsp; 1243414 |
|  |  | &nbsp;&nbsp; 31309533 |
| **IT Services — 0.9%** | **IT Services — 0.9%** | **IT Services — 0.9%** |
| Fidelity National Information Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 03/01/41 | 666 | &nbsp;&nbsp; 491963 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/46 | 300 | &nbsp;&nbsp; 250690 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **IT Services (continued)** | **IT Services (continued)** | **IT Services (continued)** |
| Fiserv, Inc., 4.40%, 07/01/49 | 1827 | &nbsp;&nbsp; $1438291 |
| IBM International Capital Pte. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/05/44 | 950 | &nbsp;&nbsp; 913558 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/05/54 | 1350 | &nbsp;&nbsp; 1251045 |
| International Business Machines Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/15/39 | 2270 | &nbsp;&nbsp; 2023514 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/30/39 | 850 | &nbsp;&nbsp; 878300 |
| &nbsp;&nbsp;&nbsp; 2.85%, 05/15/40 | 655 | &nbsp;&nbsp; 491295 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/20/42 | 1152 | &nbsp;&nbsp; 963151 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/19/46 | 691 | &nbsp;&nbsp; 609355 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/49 | 2595 | &nbsp;&nbsp; 2094033 |
| &nbsp;&nbsp;&nbsp; 2.95%, 05/15/50 | 964 | &nbsp;&nbsp; 612906 |
| &nbsp;&nbsp;&nbsp; 3.43%, 02/09/52 | 350 | &nbsp;&nbsp; 239485 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/27/52<sup>(a)</sup> | 800 | &nbsp;&nbsp; 702213 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/06/53 | 450 | &nbsp;&nbsp; 408700 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/10/55<sup>(a)</sup> | 800 | &nbsp;&nbsp; 787094 |
| &nbsp;&nbsp;&nbsp; 7.13%, 12/01/96 | 250 | &nbsp;&nbsp; 292126 |
| Kyndryl Holdings, Inc., 4.10%, 10/15/41 | 429 | &nbsp;&nbsp; 338079 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 09/26/45<sup>(a)</sup> | 2890 | &nbsp;&nbsp; 2595389 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/26/55 | 3455 | &nbsp;&nbsp; 3043373 |
| &nbsp;&nbsp;&nbsp; 6.10%, 09/26/65 | 2005 | &nbsp;&nbsp; 1747165 |
|  |  | &nbsp;&nbsp; 22171725 |
| **Leisure Products — 0.0%** | **Leisure Products — 0.0%** | **Leisure Products — 0.0%** |
| Harley-Davidson, Inc., 4.63%, 07/28/45<sup>(a)</sup> | 246 | &nbsp;&nbsp; 197532 |
| Hasbro, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.35%, 03/15/40 | 588 | &nbsp;&nbsp; 616892 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/15/44 | 155 | &nbsp;&nbsp; 138653 |
| Mattel, Inc., 5.45%, 11/01/41<sup>(a)</sup> | 250 | &nbsp;&nbsp; 235622 |
|  |  | &nbsp;&nbsp; 1188699 |
| **Machinery — 0.5%** | **Machinery — 0.5%** | **Machinery — 0.5%** |
| Caterpillar, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.05%, 08/15/36<sup>(a)</sup> | 690 | &nbsp;&nbsp; 768355 |
| &nbsp;&nbsp;&nbsp; 5.20%, 05/27/41 | 594 | &nbsp;&nbsp; 597548 |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/15/42 | 1803 | &nbsp;&nbsp; 1513150 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/15/44 | 325 | &nbsp;&nbsp; 285111 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/19/49 | 1029 | &nbsp;&nbsp; 734278 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/09/50<sup>(a)</sup> | 1029 | &nbsp;&nbsp; 734803 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/55<sup>(a)</sup> | 80 | &nbsp;&nbsp; 81227 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/64 | 475 | &nbsp;&nbsp; 418309 |
| Deere & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/09/42 | 1129 | &nbsp;&nbsp; 972890 |
| &nbsp;&nbsp;&nbsp; 2.88%, 09/07/49<sup>(a)</sup> | 292 | &nbsp;&nbsp; 196062 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/15/50 | 850 | &nbsp;&nbsp; 664011 |
| &nbsp;&nbsp;&nbsp; 5.70%, 01/19/55 | 680 | &nbsp;&nbsp; 706511 |
| Dover Corp., 5.38%, 03/01/41 | 400 | &nbsp;&nbsp; 404296 |
| Ingersoll Rand, Inc., 5.70%, 06/15/54<sup>(a)</sup> | 565 | &nbsp;&nbsp; 565806 |
| Otis Worldwide Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.11%, 02/15/40 | 754 | &nbsp;&nbsp; 592272 |
| &nbsp;&nbsp;&nbsp; 3.36%, 02/15/50 | 576 | &nbsp;&nbsp; 406258 |
| Rockwell Automation, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/49 | 429 | &nbsp;&nbsp; 357306 |
| &nbsp;&nbsp;&nbsp; 2.80%, 08/15/61<sup>(a)</sup> | 410 | &nbsp;&nbsp; 236344 |
| Snap-on, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/01/48<sup>(a)</sup> | 250 | &nbsp;&nbsp; 204582 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/01/50 | 604 | &nbsp;&nbsp; 409327 |
| Stanley Black & Decker, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/01/40 | 550 | &nbsp;&nbsp; 531881 |
| &nbsp;&nbsp;&nbsp; 4.85%, 11/15/48 | 463 | &nbsp;&nbsp; 406107 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

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

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Machinery (continued)** | **Machinery (continued)** | **Machinery (continued)** |
| Stanley Black & Decker, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/15/50 | 775 | &nbsp;&nbsp; $461970 |
| Xylem, Inc., 4.38%, 11/01/46 | 413 | &nbsp;&nbsp; 350289 |
|  |  | &nbsp;&nbsp; 12598693 |
| **Media — 3.4%** | **Media — 3.4%** | **Media — 3.4%** |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter <br> Communications Operating Capital<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/01/38 | 629 | &nbsp;&nbsp; 575752 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/41 | 1079 | &nbsp;&nbsp; 771658 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/42 | 1263 | &nbsp;&nbsp; 876973 |
| &nbsp;&nbsp;&nbsp; 6.48%, 10/23/45 | 3301 | &nbsp;&nbsp; 3113028 |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/01/47 | 2543 | &nbsp;&nbsp; 2094858 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/48<sup>(a)</sup> | 2134 | &nbsp;&nbsp; 1835297 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/01/49 | 1229 | &nbsp;&nbsp; 966132 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/01/50 | 2626 | &nbsp;&nbsp; 1988625 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/51<sup>(a)</sup> | 2271 | &nbsp;&nbsp; 1454138 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/01/52 | 2525 | &nbsp;&nbsp; 1641212 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/01/53<sup>(a)</sup> | 1352 | &nbsp;&nbsp; 1080359 |
| &nbsp;&nbsp;&nbsp; 6.83%, 10/23/55 | 263 | &nbsp;&nbsp; 252389 |
| &nbsp;&nbsp;&nbsp; 6.70%, 12/01/55<sup>(a)</sup> | 450 | &nbsp;&nbsp; 434612 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/01/61 | 2642 | &nbsp;&nbsp; 1587422 |
| &nbsp;&nbsp;&nbsp; 4.40%, 12/01/61 | 1379 | &nbsp;&nbsp; 906091 |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/30/62 | 1593 | &nbsp;&nbsp; 967401 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/63 | 800 | &nbsp;&nbsp; 630569 |
| Comcast Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/15/36<sup>(a)</sup> | 1213 | &nbsp;&nbsp; 1029867 |
| &nbsp;&nbsp;&nbsp; 5.17%, 01/15/37<sup>(e)</sup> | 200 | &nbsp;&nbsp; 196561 |
| &nbsp;&nbsp;&nbsp; 6.45%, 03/15/37 | 550 | &nbsp;&nbsp; 605008 |
| &nbsp;&nbsp;&nbsp; 6.95%, 08/15/37 | 100 | &nbsp;&nbsp; 113617 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/01/38 | 1363 | &nbsp;&nbsp; 1183029 |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/15/38 | 1070 | &nbsp;&nbsp; 990293 |
| &nbsp;&nbsp;&nbsp; 6.55%, 07/01/39 | 200 | &nbsp;&nbsp; 218329 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/01/39 | 1579 | &nbsp;&nbsp; 1229209 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/40<sup>(a)</sup> | 1529 | &nbsp;&nbsp; 1256659 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/15/42 | 375 | &nbsp;&nbsp; 330698 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/01/44 | 308 | &nbsp;&nbsp; 268264 |
| &nbsp;&nbsp;&nbsp; 4.60%, 08/15/45 | 436 | &nbsp;&nbsp; 370429 |
| &nbsp;&nbsp;&nbsp; 3.40%, 07/15/46 | 1413 | &nbsp;&nbsp; 982147 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/15/47 | 1163 | &nbsp;&nbsp; 878785 |
| &nbsp;&nbsp;&nbsp; 3.97%, 11/01/47 | 1993 | &nbsp;&nbsp; 1498186 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/48 | 1263 | &nbsp;&nbsp; 949550 |
| &nbsp;&nbsp;&nbsp; 4.70%, 10/15/48 | 1536 | &nbsp;&nbsp; 1283438 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/01/49 | 2339 | &nbsp;&nbsp; 1726842 |
| &nbsp;&nbsp;&nbsp; 3.45%, 02/01/50 | 2000 | &nbsp;&nbsp; 1336694 |
| &nbsp;&nbsp;&nbsp; 2.80%, 01/15/51 | 1950 | &nbsp;&nbsp; 1135095 |
| &nbsp;&nbsp;&nbsp; 2.89%, 11/01/51 | 4559 | &nbsp;&nbsp; 2679189 |
| &nbsp;&nbsp;&nbsp; 2.45%, 08/15/52<sup>(a)</sup> | 2384 | &nbsp;&nbsp; 1260928 |
| &nbsp;&nbsp;&nbsp; 4.05%, 11/01/52 | 597 | &nbsp;&nbsp; 436320 |
| &nbsp;&nbsp;&nbsp; 5.35%, 05/15/53<sup>(a)</sup> | 1590 | &nbsp;&nbsp; 1429992 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/54<sup>(a)</sup> | 890 | &nbsp;&nbsp; 834145 |
| &nbsp;&nbsp;&nbsp; 6.05%, 05/15/55<sup>(a)</sup> | 1000 | &nbsp;&nbsp; 992163 |
| &nbsp;&nbsp;&nbsp; 2.94%, 11/01/56 | 5826 | &nbsp;&nbsp; 3282859 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/58 | 829 | &nbsp;&nbsp; 687567 |
| &nbsp;&nbsp;&nbsp; 2.65%, 08/15/62 | 1250 | &nbsp;&nbsp; 629794 |
| &nbsp;&nbsp;&nbsp; 2.99%, 11/01/63 | 4129 | &nbsp;&nbsp; 2231609 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/64<sup>(a)</sup> | 1165 | &nbsp;&nbsp; 1044308 |
| Fox Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.48%, 01/25/39 | 1054 | &nbsp;&nbsp; 1050486 |
| &nbsp;&nbsp;&nbsp; 5.58%, 01/25/49<sup>(a)</sup> | 1504 | &nbsp;&nbsp; 1439166 |
| NBCUniversal Media LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.40%, 04/30/40<sup>(a)</sup> | 300 | &nbsp;&nbsp; 324358 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/41 | 516 | &nbsp;&nbsp; 525623 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Media (continued)** | **Media (continued)** | **Media (continued)** |
| NBCUniversal Media LLC (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/15/43 | 680 | &nbsp;&nbsp; $578445 |
| Paramount Global |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/30/36 | 563 | &nbsp;&nbsp; 549633 |
| &nbsp;&nbsp;&nbsp; 5.90%, 10/15/40 | 200 | &nbsp;&nbsp; 170790 |
| &nbsp;&nbsp;&nbsp; 4.85%, 07/01/42 | 443 | &nbsp;&nbsp; 321604 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/43 | 686 | &nbsp;&nbsp; 471678 |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/01/43 | 161 | &nbsp;&nbsp; 129534 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/01/44 | 163 | &nbsp;&nbsp; 119149 |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/15/44 | 279 | &nbsp;&nbsp; 198561 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/15/45 | 600 | &nbsp;&nbsp; 409127 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/19/50 | 629 | &nbsp;&nbsp; 440689 |
| Time Warner Cable LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.55%, 05/01/37<sup>(a)</sup> | 1463 | &nbsp;&nbsp; 1479253 |
| &nbsp;&nbsp;&nbsp; 7.30%, 07/01/38 | 1425 | &nbsp;&nbsp; 1506189 |
| &nbsp;&nbsp;&nbsp; 6.75%, 06/15/39<sup>(a)</sup> | 1626 | &nbsp;&nbsp; 1630059 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/40 | 1188 | &nbsp;&nbsp; 1092440 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/41 | 1275 | &nbsp;&nbsp; 1117374 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/42 | 1663 | &nbsp;&nbsp; 1287943 |
| TWDC Enterprises 18 Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/16/41 | 200 | &nbsp;&nbsp; 179276 |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/01/42 | 500 | &nbsp;&nbsp; 406081 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/01/44 | 888 | &nbsp;&nbsp; 747247 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/30/46 | 600 | &nbsp;&nbsp; 415474 |
| &nbsp;&nbsp;&nbsp; Series E, 4.13%, 12/01/41 | 738 | &nbsp;&nbsp; 643725 |
| Walt Disney Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.15%, 03/01/37 | 300 | &nbsp;&nbsp; 328692 |
| &nbsp;&nbsp;&nbsp; 6.65%, 11/15/37<sup>(a)</sup> | 1186 | &nbsp;&nbsp; 1348456 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/23/40<sup>(a)</sup> | 854 | &nbsp;&nbsp; 812949 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/13/40 | 1475 | &nbsp;&nbsp; 1228151 |
| &nbsp;&nbsp;&nbsp; 6.15%, 02/15/41 | 650 | &nbsp;&nbsp; 701297 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/01/43 | 650 | &nbsp;&nbsp; 649353 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/15/44 | 513 | &nbsp;&nbsp; 467842 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/45 | 150 | &nbsp;&nbsp; 139978 |
| &nbsp;&nbsp;&nbsp; 7.75%, 12/01/45<sup>(a)</sup> | 250 | &nbsp;&nbsp; 316547 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/46 | 373 | &nbsp;&nbsp; 335037 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/01/49 | 2379 | &nbsp;&nbsp; 1504747 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/23/50<sup>(a)</sup> | 1552 | &nbsp;&nbsp; 1381450 |
| &nbsp;&nbsp;&nbsp; 3.60%, 01/13/51 | 2724 | &nbsp;&nbsp; 2019308 |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/13/60 | 1439 | &nbsp;&nbsp; 1050784 |
|  |  | &nbsp;&nbsp; 83786585 |
| **Metals & Mining — 1.2%** | **Metals & Mining — 1.2%** | **Metals & Mining — 1.2%** |
| ArcelorMittal SA |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/15/39 | 696 | &nbsp;&nbsp; 784439 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/01/41<sup>(a)</sup> | 425 | &nbsp;&nbsp; 465025 |
| &nbsp;&nbsp;&nbsp; 6.35%, 06/17/54<sup>(a)</sup> | 475 | &nbsp;&nbsp; 502253 |
| Barrick Gold Corp., 5.25%, 04/01/42<sup>(a)</sup> | 450 | &nbsp;&nbsp; 441284 |
| Barrick North America Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/30/41 | 613 | &nbsp;&nbsp; 624002 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/01/43 | 663 | &nbsp;&nbsp; 677145 |
| &nbsp;&nbsp;&nbsp; Barrick PD Australia Finance Pty. Ltd., 5.95%, <br> 10/15/39<br>| 888 | &nbsp;&nbsp; 933604 |
| BHP Billiton Finance USA Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/36<sup>(a)</sup> | 370 | &nbsp;&nbsp; 373921 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/24/42 | 813 | &nbsp;&nbsp; 703488 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/30/43 | 2434 | &nbsp;&nbsp; 2316773 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/08/53<sup>(a)</sup> | 685 | &nbsp;&nbsp; 677926 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/05/55 | 1210 | &nbsp;&nbsp; 1238035 |
| Freeport-McMoRan, Inc., 5.45%, 03/15/43<sup>(a)</sup> | 1644 | &nbsp;&nbsp; 1602929 |
| Newmont Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/42 | 413 | &nbsp;&nbsp; 394732 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/09/44 | 305 | &nbsp;&nbsp; 303415 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

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

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Metals & Mining (continued)** | **Metals & Mining (continued)** | **Metals & Mining (continued)** |
| &nbsp;&nbsp;&nbsp; Newmont Corp./Newcrest Finance Pty. Ltd., 4.20%, <br> 05/13/50<br>| 475 | &nbsp;&nbsp; $387964 |
| Nucor Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.40%, 12/01/37 | 550 | &nbsp;&nbsp; 615841 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/01/43 | 350 | &nbsp;&nbsp; 340604 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/01/48 | 350 | &nbsp;&nbsp; 298450 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/01/52 | 650 | &nbsp;&nbsp; 497842 |
| &nbsp;&nbsp;&nbsp; 2.98%, 12/15/55 | 238 | &nbsp;&nbsp; 147699 |
| Precision Castparts Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 01/15/43 | 325 | &nbsp;&nbsp; 271536 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/15/45 | 338 | &nbsp;&nbsp; 293929 |
| Rio Tinto Finance USA Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 11/02/40 | 1188 | &nbsp;&nbsp; 1181293 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/02/51 | 1189 | &nbsp;&nbsp; 733199 |
| Rio Tinto Finance USA PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/22/42 | 663 | &nbsp;&nbsp; 618026 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/21/42 | 788 | &nbsp;&nbsp; 676652 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/09/53 | 1280 | &nbsp;&nbsp; 1194314 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/14/55<sup>(a)</sup> | 1455 | &nbsp;&nbsp; 1482392 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/14/65 | 700 | &nbsp;&nbsp; 715983 |
| Southern Copper Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/16/40 | 919 | &nbsp;&nbsp; 1044015 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/08/42 | 1300 | &nbsp;&nbsp; 1259487 |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/23/45 | 1238 | &nbsp;&nbsp; 1286690 |
| Steel Dynamics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/15/50 | 721 | &nbsp;&nbsp; 486011 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/55 | 350 | &nbsp;&nbsp; 345064 |
| Vale Overseas Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/21/36<sup>(a)</sup> | 929 | &nbsp;&nbsp; 1051804 |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/10/39 | 236 | &nbsp;&nbsp; 268023 |
| &nbsp;&nbsp;&nbsp; 6.40%, 06/28/54 | 1675 | &nbsp;&nbsp; 1720198 |
| Vale SA, 5.63%, 09/11/42 | 579 | &nbsp;&nbsp; 583952 |
| Valmont Industries, Inc., 5.00%, 10/01/44 | 729 | &nbsp;&nbsp; 671240 |
|  |  | &nbsp;&nbsp; 30211179 |
| **Multi-Utilities — 0.8%** | **Multi-Utilities — 0.8%** | **Multi-Utilities — 0.8%** |
| Atmos Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/41 | 450 | &nbsp;&nbsp; 458666 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/15/43 | 476 | &nbsp;&nbsp; 406165 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/15/44 | 815 | &nbsp;&nbsp; 687552 |
| &nbsp;&nbsp;&nbsp; 4.30%, 10/01/48 | 788 | &nbsp;&nbsp; 652693 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/49 | 315 | &nbsp;&nbsp; 252460 |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/15/49 | 570 | &nbsp;&nbsp; 400936 |
| &nbsp;&nbsp;&nbsp; 2.85%, 02/15/52<sup>(a)</sup> | 400 | &nbsp;&nbsp; 249703 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/15/52<sup>(a)</sup> | 500 | &nbsp;&nbsp; 505114 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/15/53 | 550 | &nbsp;&nbsp; 593339 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/15/54<sup>(a)</sup> | 500 | &nbsp;&nbsp; 452228 |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/15/56 | 565 | &nbsp;&nbsp; 546000 |
| &nbsp;&nbsp;&nbsp; CenterPoint Energy Resources Corp., 5.85%, <br> 01/15/41<br>| 363 | &nbsp;&nbsp; 377681 |
| NiSource, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/15/41<sup>(a)</sup> | 519 | &nbsp;&nbsp; 535057 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/43 | 151 | &nbsp;&nbsp; 144167 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/44 | 963 | &nbsp;&nbsp; 863855 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/01/45 | 678 | &nbsp;&nbsp; 674043 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/47 | 688 | &nbsp;&nbsp; 570523 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/30/48 | 775 | &nbsp;&nbsp; 599814 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/52 | 450 | &nbsp;&nbsp; 396763 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/01/55<sup>(a)</sup> | 1500 | &nbsp;&nbsp; 1492480 |
| ONE Gas, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.66%, 02/01/44 | 488 | &nbsp;&nbsp; 434531 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/01/48 | 275 | &nbsp;&nbsp; 236765 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Multi-Utilities (continued)** | **Multi-Utilities (continued)** | **Multi-Utilities (continued)** |
| Piedmont Natural Gas Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/01/43 | 255 | &nbsp;&nbsp; $227648 |
| &nbsp;&nbsp;&nbsp; 3.64%, 11/01/46<sup>(a)</sup> | 180 | &nbsp;&nbsp; 134944 |
| &nbsp;&nbsp;&nbsp; 3.35%, 06/01/50 | 554 | &nbsp;&nbsp; 380940 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/15/52 | 450 | &nbsp;&nbsp; 403232 |
| Southern California Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/15/40 | 75 | &nbsp;&nbsp; 73226 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/15/42 | 600 | &nbsp;&nbsp; 478949 |
| &nbsp;&nbsp;&nbsp; 6.35%, 11/15/52 | 625 | &nbsp;&nbsp; 672015 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/01/53 | 520 | &nbsp;&nbsp; 517539 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/01/54 | 450 | &nbsp;&nbsp; 439031 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/55 | 550 | &nbsp;&nbsp; 563233 |
| &nbsp;&nbsp;&nbsp; Series UU, 4.13%, 06/01/48 | 413 | &nbsp;&nbsp; 326618 |
| &nbsp;&nbsp;&nbsp; Series VV, 4.30%, 01/15/49 | 304 | &nbsp;&nbsp; 247440 |
| &nbsp;&nbsp;&nbsp; Series WW, 3.95%, 02/15/50 | 150 | &nbsp;&nbsp; 114343 |
| Southern Co. Gas Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/15/41 | 550 | &nbsp;&nbsp; 567633 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/01/43 | 436 | &nbsp;&nbsp; 374777 |
| &nbsp;&nbsp;&nbsp; 3.95%, 10/01/46 | 720 | &nbsp;&nbsp; 561505 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/30/47 | 350 | &nbsp;&nbsp; 292884 |
| &nbsp;&nbsp;&nbsp; Series 2021-A, 3.15%, 09/30/51 | 695 | &nbsp;&nbsp; 451699 |
| Southwest Gas Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/01/49 | 300 | &nbsp;&nbsp; 235766 |
| &nbsp;&nbsp;&nbsp; 3.18%, 08/15/51 | 345 | &nbsp;&nbsp; 235365 |
| Spire Missouri, Inc., 3.30%, 06/01/51 | 400 | &nbsp;&nbsp; 269599 |
| Washington Gas Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/15/49 | 438 | &nbsp;&nbsp; 318512 |
| &nbsp;&nbsp;&nbsp; Series K, 3.80%, 09/15/46 | 275 | &nbsp;&nbsp; 213221 |
|  |  | &nbsp;&nbsp; 19630654 |
| **Oil, Gas & Consumable Fuels — 8.3%** | **Oil, Gas & Consumable Fuels — 8.3%** | **Oil, Gas & Consumable Fuels — 8.3%** |
| APA Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/37 | 200 | &nbsp;&nbsp; 201510 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/01/40 | 375 | &nbsp;&nbsp; 336543 |
| &nbsp;&nbsp;&nbsp; 5.35%, 07/01/49 | 350 | &nbsp;&nbsp; 295504 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/15/55 | 550 | &nbsp;&nbsp; 555021 |
| Boardwalk Pipelines LP, 5.38%, 02/15/36 | 365 | &nbsp;&nbsp; 365718 |
| BP Capital Markets America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.06%, 06/17/41 | 1505 | &nbsp;&nbsp; 1146098 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/24/50 | 1879 | &nbsp;&nbsp; 1230544 |
| &nbsp;&nbsp;&nbsp; 2.77%, 11/10/50 | 1684 | &nbsp;&nbsp; 1044800 |
| &nbsp;&nbsp;&nbsp; 2.94%, 06/04/51 | 1967 | &nbsp;&nbsp; 1258453 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/17/52<sup>(a)</sup> | 963 | &nbsp;&nbsp; 619363 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/08/61 | 2077 | &nbsp;&nbsp; 1359109 |
| Burlington Resources LLC, 5.95%, 10/15/36 | 250 | &nbsp;&nbsp; 269103 |
| Canadian Natural Resources Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/37 | 400 | &nbsp;&nbsp; 431642 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/38 | 1200 | &nbsp;&nbsp; 1268758 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/01/39 | 450 | &nbsp;&nbsp; 491248 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/47<sup>(a)</sup> | 843 | &nbsp;&nbsp; 744957 |
| Cenovus Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/20/36<sup>(a)</sup> | 350 | &nbsp;&nbsp; 349312 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/37 | 365 | &nbsp;&nbsp; 355444 |
| &nbsp;&nbsp;&nbsp; 6.75%, 11/15/39 | 578 | &nbsp;&nbsp; 633856 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/15/47 | 777 | &nbsp;&nbsp; 715500 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/52<sup>(a)</sup> | 709 | &nbsp;&nbsp; 501405 |
| &nbsp;&nbsp;&nbsp; Cheniere Corpus Christi Holdings LLC, 2.74%, <br> 12/31/39<br>| 563 | &nbsp;&nbsp; 482771 |
| Chevron Corp., 3.08%, 05/11/50 | 1600 | &nbsp;&nbsp; 1088596 |
| Chevron USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/01/41 | 350 | &nbsp;&nbsp; 382181 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/43<sup>(a)</sup> | 250 | &nbsp;&nbsp; 248429 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Long 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)** |
| Chevron USA, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.34%, 08/12/50 | $838 | &nbsp;&nbsp; $488668 |
| CNOOC Finance 2013 Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/09/43 | 250 | &nbsp;&nbsp; 228288 |
| &nbsp;&nbsp;&nbsp; 3.30%, 09/30/49<sup>(a)</sup> | 600 | &nbsp;&nbsp; 458962 |
| &nbsp;&nbsp;&nbsp; CNOOC Finance 2015 Australia Pty. Ltd., 4.20%, <br> 05/05/45<br>| 200 | &nbsp;&nbsp; 179732 |
| CNOOC Petroleum North America ULC |  |  |
| &nbsp;&nbsp;&nbsp; 6.40%, 05/15/37 | 550 | &nbsp;&nbsp; 642144 |
| &nbsp;&nbsp;&nbsp; 7.50%, 07/30/39 | 200 | &nbsp;&nbsp; 259205 |
| Columbia Pipeline Group, Inc., 5.80%, 06/01/45 | 350 | &nbsp;&nbsp; 347069 |
| ConocoPhillips |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 05/15/38 | 225 | &nbsp;&nbsp; 240205 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/39 | 1650 | &nbsp;&nbsp; 1852872 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/01/47 | 500 | &nbsp;&nbsp; 447495 |
| ConocoPhillips Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.76%, 03/15/42 | 830 | &nbsp;&nbsp; 679453 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/15/44 | 529 | &nbsp;&nbsp; 449064 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/46 | 400 | &nbsp;&nbsp; 411592 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/15/52 | 1388 | &nbsp;&nbsp; 1027618 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/53 | 680 | &nbsp;&nbsp; 635892 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/54 | 940 | &nbsp;&nbsp; 912423 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/55 | 1415 | &nbsp;&nbsp; 1364079 |
| &nbsp;&nbsp;&nbsp; 4.03%, 03/15/62 | 1555 | &nbsp;&nbsp; 1132763 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/63 | 850 | &nbsp;&nbsp; 829388 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/15/65 | 590 | &nbsp;&nbsp; 571253 |
| Continental Resources, Inc., 4.90%, 06/01/44 | 643 | &nbsp;&nbsp; 520028 |
| Coterra Energy, Inc., 5.90%, 02/15/55 | 685 | &nbsp;&nbsp; 665117 |
| DCP Midstream Operating LP, 5.60%, 04/01/44 | 350 | &nbsp;&nbsp; 339136 |
| Devon Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 07/15/41 | 1013 | &nbsp;&nbsp; 995882 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/42 | 769 | &nbsp;&nbsp; 674817 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/45 | 688 | &nbsp;&nbsp; 608025 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/15/54<sup>(a)</sup> | 1195 | &nbsp;&nbsp; 1134105 |
| Diamondback Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/24/51<sup>(a)</sup> | 613 | &nbsp;&nbsp; 496111 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/52 | 675 | &nbsp;&nbsp; 529299 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/53 | 775 | &nbsp;&nbsp; 790942 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/18/54 | 1285 | &nbsp;&nbsp; 1226663 |
| &nbsp;&nbsp;&nbsp; 5.90%, 04/18/64 | 900 | &nbsp;&nbsp; 861334 |
| Eastern Energy Gas Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 10/15/54 | 1150 | &nbsp;&nbsp; 1118642 |
| &nbsp;&nbsp;&nbsp; 6.20%, 01/15/55 | 130 | &nbsp;&nbsp; 135488 |
| Eastern Gas Transmission & Storage, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/01/43 | 225 | &nbsp;&nbsp; 200964 |
| &nbsp;&nbsp;&nbsp; 4.60%, 12/15/44 | 600 | &nbsp;&nbsp; 517583 |
| Enbridge Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/15/40 | 375 | &nbsp;&nbsp; 372639 |
| &nbsp;&nbsp;&nbsp; 7.38%, 10/15/45 | 335 | &nbsp;&nbsp; 388587 |
| &nbsp;&nbsp;&nbsp; Series B, 7.50%, 04/15/38 | 350 | &nbsp;&nbsp; 411028 |
| Enbridge, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/10/44 | 613 | &nbsp;&nbsp; 520417 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/46 | 1050 | &nbsp;&nbsp; 1029571 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/49 | 454 | &nbsp;&nbsp; 349420 |
| &nbsp;&nbsp;&nbsp; 3.40%, 08/01/51 | 1139 | &nbsp;&nbsp; 778030 |
| &nbsp;&nbsp;&nbsp; 6.70%, 11/15/53 | 1135 | &nbsp;&nbsp; 1248422 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/05/54<sup>(a)</sup> | 1260 | &nbsp;&nbsp; 1273791 |
| Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 10/15/36 | 370 | &nbsp;&nbsp; 404899 |
| &nbsp;&nbsp;&nbsp; 7.50%, 07/01/38 | 500 | &nbsp;&nbsp; 579655 |
| &nbsp;&nbsp;&nbsp; 6.05%, 06/01/41 | 700 | &nbsp;&nbsp; 710971 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/42 | 963 | &nbsp;&nbsp; 1018032 |

---

---

| | | |
|:---|:---|:---|
| *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; 6.10%, 02/15/42 | $250 | &nbsp;&nbsp; $251607 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/43 | 438 | &nbsp;&nbsp; 385504 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/01/43 | 413 | &nbsp;&nbsp; 373635 |
| &nbsp;&nbsp;&nbsp; 5.95%, 10/01/43 | 397 | &nbsp;&nbsp; 394282 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/44 | 826 | &nbsp;&nbsp; 753439 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/44 | 413 | &nbsp;&nbsp; 362961 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/45 | 1279 | &nbsp;&nbsp; 1136735 |
| &nbsp;&nbsp;&nbsp; 5.35%, 05/15/45 | 913 | &nbsp;&nbsp; 829229 |
| &nbsp;&nbsp;&nbsp; 6.13%, 12/15/45 | 1036 | &nbsp;&nbsp; 1029941 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/15/47 | 1020 | &nbsp;&nbsp; 915536 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/01/47 | 1079 | &nbsp;&nbsp; 977818 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/48 | 1000 | &nbsp;&nbsp; 973424 |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/15/49 | 1629 | &nbsp;&nbsp; 1624305 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/50 | 2200 | &nbsp;&nbsp; 1859145 |
| &nbsp;&nbsp;&nbsp; 5.95%, 05/15/54 | 1975 | &nbsp;&nbsp; 1884355 |
| &nbsp;&nbsp;&nbsp; 6.05%, 09/01/54 | 1175 | &nbsp;&nbsp; 1136940 |
| &nbsp;&nbsp;&nbsp; 6.20%, 04/01/55 | 750 | &nbsp;&nbsp; 740950 |
| &nbsp;&nbsp;&nbsp; 6.30%, 01/15/56 | 800 | &nbsp;&nbsp; 800098 |
| &nbsp;&nbsp;&nbsp; Series 20Y, 5.80%, 06/15/38 | 450 | &nbsp;&nbsp; 458945 |
| Enterprise Products Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp; 7.55%, 04/15/38 | 400 | &nbsp;&nbsp; 480474 |
| &nbsp;&nbsp;&nbsp; 6.13%, 10/15/39 | 600 | &nbsp;&nbsp; 643547 |
| &nbsp;&nbsp;&nbsp; 6.45%, 09/01/40 | 600 | &nbsp;&nbsp; 663530 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/01/41 | 697 | &nbsp;&nbsp; 728348 |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/15/42 | 850 | &nbsp;&nbsp; 786717 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/15/43 | 1308 | &nbsp;&nbsp; 1146327 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/15/44 | 1829 | &nbsp;&nbsp; 1672617 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/15/45 | 1186 | &nbsp;&nbsp; 1113140 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/15/46 | 1161 | &nbsp;&nbsp; 1054359 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/15/48 | 1279 | &nbsp;&nbsp; 1049381 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/01/49 | 929 | &nbsp;&nbsp; 817491 |
| &nbsp;&nbsp;&nbsp; 4.20%, 01/31/50 | 1078 | &nbsp;&nbsp; 867661 |
| &nbsp;&nbsp;&nbsp; 3.70%, 01/31/51 | 625 | &nbsp;&nbsp; 459503 |
| &nbsp;&nbsp;&nbsp; 3.20%, 02/15/52 | 1204 | &nbsp;&nbsp; 798617 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/15/53<sup>(a)</sup> | 631 | &nbsp;&nbsp; 423182 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/54 | 550 | &nbsp;&nbsp; 487039 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/16/55 | 1225 | &nbsp;&nbsp; 1190413 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/31/60 | 1000 | &nbsp;&nbsp; 730248 |
| EOG Resources, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/15/50 | 613 | &nbsp;&nbsp; 548867 |
| &nbsp;&nbsp;&nbsp; 5.65%, 12/01/54<sup>(a)</sup> | 855 | &nbsp;&nbsp; 841081 |
| &nbsp;&nbsp;&nbsp; 5.95%, 07/15/55 | 720 | &nbsp;&nbsp; 738225 |
| Equinor ASA |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/06/40 | 829 | &nbsp;&nbsp; 701520 |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/17/40 | 911 | &nbsp;&nbsp; 900685 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/23/41 | 500 | &nbsp;&nbsp; 439816 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/15/43 | 1250 | &nbsp;&nbsp; 1048283 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/08/43 | 450 | &nbsp;&nbsp; 418227 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/18/49 | 945 | &nbsp;&nbsp; 660910 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/06/50 | 1004 | &nbsp;&nbsp; 760548 |
| Exxon Mobil Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/16/39 | 813 | &nbsp;&nbsp; 649387 |
| &nbsp;&nbsp;&nbsp; 4.23%, 03/19/40<sup>(a)</sup> | 1819 | &nbsp;&nbsp; 1660703 |
| &nbsp;&nbsp;&nbsp; 3.57%, 03/06/45 | 1025 | &nbsp;&nbsp; 803330 |
| &nbsp;&nbsp;&nbsp; 4.11%, 03/01/46 | 2504 | &nbsp;&nbsp; 2091813 |
| &nbsp;&nbsp;&nbsp; 3.10%, 08/16/49 | 1243 | &nbsp;&nbsp; 847677 |
| &nbsp;&nbsp;&nbsp; 4.33%, 03/19/50 | 2468 | &nbsp;&nbsp; 2066905 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/15/51 | 2665 | &nbsp;&nbsp; 1913106 |
| Hess Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/40 | 600 | &nbsp;&nbsp; 646385 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/15/41 | 1054 | &nbsp;&nbsp; 1090894 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Long 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)** |
| Hess Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/47<sup>(a)</sup> | $554 | &nbsp;&nbsp; $572253 |
| Kinder Morgan Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/37 | 576 | &nbsp;&nbsp; 633044 |
| &nbsp;&nbsp;&nbsp; 6.95%, 01/15/38 | 1286 | &nbsp;&nbsp; 1457926 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/01/39 | 600 | &nbsp;&nbsp; 659945 |
| &nbsp;&nbsp;&nbsp; 6.55%, 09/15/40 | 550 | &nbsp;&nbsp; 599195 |
| &nbsp;&nbsp;&nbsp; 7.50%, 11/15/40<sup>(a)</sup> | 300 | &nbsp;&nbsp; 353489 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/41 | 413 | &nbsp;&nbsp; 443399 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/01/41 | 300 | &nbsp;&nbsp; 297544 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/42 | 650 | &nbsp;&nbsp; 602192 |
| &nbsp;&nbsp;&nbsp; 4.70%, 11/01/42 | 400 | &nbsp;&nbsp; 356537 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/43 | 763 | &nbsp;&nbsp; 699478 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/44 | 745 | &nbsp;&nbsp; 718414 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/01/44 | 363 | &nbsp;&nbsp; 347026 |
| Kinder Morgan, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.55%, 06/01/45 | 1486 | &nbsp;&nbsp; 1444789 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/15/46 | 770 | &nbsp;&nbsp; 697469 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/48 | 486 | &nbsp;&nbsp; 447061 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/01/50 | 500 | &nbsp;&nbsp; 331019 |
| &nbsp;&nbsp;&nbsp; 3.60%, 02/15/51 | 1829 | &nbsp;&nbsp; 1288635 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/01/52 | 225 | &nbsp;&nbsp; 211417 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/01/54<sup>(a)</sup> | 820 | &nbsp;&nbsp; 823622 |
| Marathon Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/01/41 | 1425 | &nbsp;&nbsp; 1525290 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/15/44 | 763 | &nbsp;&nbsp; 658396 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/48 | 259 | &nbsp;&nbsp; 207871 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/54<sup>(a)</sup> | 650 | &nbsp;&nbsp; 547697 |
| MPLX LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/38 | 1425 | &nbsp;&nbsp; 1299682 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/47 | 1029 | &nbsp;&nbsp; 924419 |
| &nbsp;&nbsp;&nbsp; 5.20%, 12/01/47 | 813 | &nbsp;&nbsp; 726689 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/15/48 | 1586 | &nbsp;&nbsp; 1319007 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/15/49 | 1504 | &nbsp;&nbsp; 1386521 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/14/52 | 1321 | &nbsp;&nbsp; 1115509 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/01/53 | 690 | &nbsp;&nbsp; 642400 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/55 | 900 | &nbsp;&nbsp; 872399 |
| &nbsp;&nbsp;&nbsp; 6.20%, 09/15/55<sup>(a)</sup> | 755 | &nbsp;&nbsp; 755252 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/15/58 | 400 | &nbsp;&nbsp; 330164 |
| Occidental Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.45%, 09/15/36 | 1500 | &nbsp;&nbsp; 1598367 |
| &nbsp;&nbsp;&nbsp; 7.95%, 06/15/39 | 275 | &nbsp;&nbsp; 323111 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/15/40 | 700 | &nbsp;&nbsp; 713221 |
| &nbsp;&nbsp;&nbsp; 6.60%, 03/15/46 | 950 | &nbsp;&nbsp; 979487 |
| &nbsp;&nbsp;&nbsp; 4.40%, 04/15/46 | 575 | &nbsp;&nbsp; 456885 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/48 | 450 | &nbsp;&nbsp; 335480 |
| &nbsp;&nbsp;&nbsp; 6.05%, 10/01/54 | 990 | &nbsp;&nbsp; 950887 |
| ONEOK Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 6.65%, 10/01/36 | 500 | &nbsp;&nbsp; 547123 |
| &nbsp;&nbsp;&nbsp; 6.85%, 10/15/37 | 700 | &nbsp;&nbsp; 775298 |
| &nbsp;&nbsp;&nbsp; 6.13%, 02/01/41 | 575 | &nbsp;&nbsp; 594828 |
| &nbsp;&nbsp;&nbsp; 6.20%, 09/15/43 | 250 | &nbsp;&nbsp; 255080 |
| ONEOK, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 10/15/43 | 600 | &nbsp;&nbsp; 547372 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/01/44 | 300 | &nbsp;&nbsp; 284568 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/01/45 | 400 | &nbsp;&nbsp; 354624 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/46 | 563 | &nbsp;&nbsp; 444198 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/47 | 350 | &nbsp;&nbsp; 325478 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/13/47 | 504 | &nbsp;&nbsp; 439934 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/03/47 | 460 | &nbsp;&nbsp; 356488 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/15/48 | 763 | &nbsp;&nbsp; 685741 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/01/49 | 550 | &nbsp;&nbsp; 463641 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| ONEOK, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/01/49<sup>(a)</sup> | $625 | &nbsp;&nbsp; $507532 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/50 | 1011 | &nbsp;&nbsp; 735385 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/50 | 413 | &nbsp;&nbsp; 334431 |
| &nbsp;&nbsp;&nbsp; 7.15%, 01/15/51 | 250 | &nbsp;&nbsp; 278742 |
| &nbsp;&nbsp;&nbsp; 6.63%, 09/01/53 | 1150 | &nbsp;&nbsp; 1210229 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/01/54 | 1700 | &nbsp;&nbsp; 1588445 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/15/55 | 1400 | &nbsp;&nbsp; 1408562 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/01/64 | 975 | &nbsp;&nbsp; 916825 |
| Ovintiv, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 08/15/37 | 575 | &nbsp;&nbsp; 616022 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/38 | 443 | &nbsp;&nbsp; 467885 |
| &nbsp;&nbsp;&nbsp; 7.10%, 07/15/53<sup>(a)</sup> | 400 | &nbsp;&nbsp; 433046 |
| Phillips 66 |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 05/01/42 | 1326 | &nbsp;&nbsp; 1335010 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/44 | 1636 | &nbsp;&nbsp; 1446396 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/15/52 | 1067 | &nbsp;&nbsp; 697070 |
| Phillips 66 Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.68%, 02/15/45 | 600 | &nbsp;&nbsp; 510559 |
| &nbsp;&nbsp;&nbsp; 4.90%, 10/01/46 | 713 | &nbsp;&nbsp; 619905 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/15/54 | 450 | &nbsp;&nbsp; 423280 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/55 | 775 | &nbsp;&nbsp; 715611 |
| Plains All American Pipeline LP/PAA Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.65%, 01/15/37 | 800 | &nbsp;&nbsp; 871006 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/01/42 | 350 | &nbsp;&nbsp; 322283 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/31/43 | 300 | &nbsp;&nbsp; 247856 |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/15/44 | 720 | &nbsp;&nbsp; 617158 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/15/45 | 579 | &nbsp;&nbsp; 510900 |
| Sabine Pass Liquefaction LLC, 5.90%, 09/15/37 | 389 | &nbsp;&nbsp; 409570 |
| Shell Finance U.S., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 12/15/38<sup>(e)</sup> | 2676 | &nbsp;&nbsp; 2981630 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/25/40<sup>(e)</sup> | 525 | &nbsp;&nbsp; 535771 |
| &nbsp;&nbsp;&nbsp; 5.13%, 10/15/41<sup>(e)</sup> | 200 | &nbsp;&nbsp; 194182 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/12/43 | 1259 | &nbsp;&nbsp; 1126863 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/11/45 | 2373 | &nbsp;&nbsp; 2045427 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/10/46 | 1736 | &nbsp;&nbsp; 1407896 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/12/46 | 1295 | &nbsp;&nbsp; 1008574 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/07/49<sup>(e)</sup> | 1378 | &nbsp;&nbsp; 929957 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/06/50<sup>(a)</sup> | 1239 | &nbsp;&nbsp; 855378 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/26/51<sup>(e)</sup> | 625 | &nbsp;&nbsp; 404802 |
| Shell International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/26/41 | 563 | &nbsp;&nbsp; 412657 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/21/42 | 600 | &nbsp;&nbsp; 483240 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/11/45 | 500 | &nbsp;&nbsp; 433516 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/06/50 | 600 | &nbsp;&nbsp; 411819 |
| &nbsp;&nbsp;&nbsp; South Bow USA Infrastructure Holdings LLC, 6.18%, <br> 10/01/54<br>| 675 | &nbsp;&nbsp; 649168 |
| Spectra Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/25/43 | 100 | &nbsp;&nbsp; 101033 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/45 | 810 | &nbsp;&nbsp; 684781 |
| Suncor Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.80%, 05/15/38 | 683 | &nbsp;&nbsp; 755197 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/15/38 | 650 | &nbsp;&nbsp; 699358 |
| &nbsp;&nbsp;&nbsp; 6.85%, 06/01/39 | 613 | &nbsp;&nbsp; 676347 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/47<sup>(a)</sup> | 829 | &nbsp;&nbsp; 634743 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/04/51<sup>(a)</sup> | 721 | &nbsp;&nbsp; 513151 |
| Targa Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/15/36 | 675 | &nbsp;&nbsp; 693595 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/30/36 | 725 | &nbsp;&nbsp; 726387 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/15/52 | 852 | &nbsp;&nbsp; 727773 |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/01/52 | 350 | &nbsp;&nbsp; 354737 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/53 | 850 | &nbsp;&nbsp; 891739 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Long 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)** |
| Targa Resources Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 05/15/55 | 920 | &nbsp;&nbsp; $920434 |
| TotalEnergies Capital International SA |  |  |
| &nbsp;&nbsp;&nbsp; 2.99%, 06/29/41 | 550 | &nbsp;&nbsp; 414361 |
| &nbsp;&nbsp;&nbsp; 3.46%, 07/12/49 | 813 | &nbsp;&nbsp; 584633 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/29/50 | 2204 | &nbsp;&nbsp; 1480503 |
| &nbsp;&nbsp;&nbsp; 3.39%, 06/29/60 | 529 | &nbsp;&nbsp; 345084 |
| TotalEnergies Capital SA |  |  |
| &nbsp;&nbsp;&nbsp; 5.49%, 04/05/54 | 1575 | &nbsp;&nbsp; 1532340 |
| &nbsp;&nbsp;&nbsp; 5.28%, 09/10/54 | 950 | &nbsp;&nbsp; 896959 |
| &nbsp;&nbsp;&nbsp; 5.64%, 04/05/64 | 1100 | &nbsp;&nbsp; 1072452 |
| &nbsp;&nbsp;&nbsp; 5.43%, 09/10/64 | 1225 | &nbsp;&nbsp; 1152900 |
| TransCanada PipeLines Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.85%, 03/15/36 | 600 | &nbsp;&nbsp; 628286 |
| &nbsp;&nbsp;&nbsp; 6.20%, 10/15/37 | 830 | &nbsp;&nbsp; 885849 |
| &nbsp;&nbsp;&nbsp; 7.25%, 08/15/38 | 513 | &nbsp;&nbsp; 588167 |
| &nbsp;&nbsp;&nbsp; 7.63%, 01/15/39 | 1063 | &nbsp;&nbsp; 1262859 |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/01/40 | 800 | &nbsp;&nbsp; 840754 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/16/43 | 200 | &nbsp;&nbsp; 187204 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/15/48<sup>(a)</sup> | 475 | &nbsp;&nbsp; 427708 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/15/49 | 1185 | &nbsp;&nbsp; 1101030 |
| Transcontinental Gas Pipe Line Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/15/36<sup>(e)</sup> | 635 | &nbsp;&nbsp; 637019 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/41 | 150 | &nbsp;&nbsp; 147217 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/01/42 | 438 | &nbsp;&nbsp; 384601 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/15/48 | 780 | &nbsp;&nbsp; 676854 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/15/50 | 513 | &nbsp;&nbsp; 396256 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/56<sup>(e)</sup> | 550 | &nbsp;&nbsp; 546428 |
| Valero Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/15/37 | 1725 | &nbsp;&nbsp; 1903052 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/45 | 413 | &nbsp;&nbsp; 370152 |
| &nbsp;&nbsp;&nbsp; 3.65%, 12/01/51 | 625 | &nbsp;&nbsp; 433402 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/52<sup>(a)</sup> | 319 | &nbsp;&nbsp; 235605 |
| Western Midstream Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/01/44 | 505 | &nbsp;&nbsp; 461436 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/01/48 | 725 | &nbsp;&nbsp; 630370 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/15/48 | 375 | &nbsp;&nbsp; 333691 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/01/50 | 950 | &nbsp;&nbsp; 815585 |
| Williams Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.30%, 04/15/40 | 1313 | &nbsp;&nbsp; 1413252 |
| &nbsp;&nbsp;&nbsp; 5.80%, 11/15/43 | 100 | &nbsp;&nbsp; 99281 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/04/44 | 229 | &nbsp;&nbsp; 219841 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/24/44 | 779 | &nbsp;&nbsp; 774693 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/15/45 | 363 | &nbsp;&nbsp; 325439 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/15/45 | 845 | &nbsp;&nbsp; 777360 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/48 | 613 | &nbsp;&nbsp; 535882 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/15/51 | 800 | &nbsp;&nbsp; 555780 |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/15/52 | 1020 | &nbsp;&nbsp; 940890 |
| &nbsp;&nbsp;&nbsp; 5.80%, 11/15/54 | 900 | &nbsp;&nbsp; 886004 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/55 | 395 | &nbsp;&nbsp; 400306 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/56 | 715 | &nbsp;&nbsp; 714872 |
| Woodside Finance Ltd., 5.70%, 09/12/54<sup>(a)</sup> | 725 | &nbsp;&nbsp; 682446 |
|  |  | &nbsp;&nbsp; 206173660 |
| **Paper & Forest Products — 0.1%** | **Paper & Forest Products — 0.1%** | **Paper & Forest Products — 0.1%** |
| Celulosa Arauco y Constitucion SA, 5.50%, 11/02/47 | 300 | &nbsp;&nbsp; 268060 |
| International Paper Co. |  |  |
| &nbsp;&nbsp;&nbsp; 7.30%, 11/15/39 | 400 | &nbsp;&nbsp; 466340 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/15/41 | 350 | &nbsp;&nbsp; 362071 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/44<sup>(a)</sup> | 716 | &nbsp;&nbsp; 631116 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Paper & Forest Products (continued)** | **Paper & Forest Products (continued)** | **Paper & Forest Products (continued)** |
| International Paper Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/46<sup>(a)</sup> | 650 | &nbsp;&nbsp; $594921 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/15/47 | 563 | &nbsp;&nbsp; 462620 |
| &nbsp;&nbsp;&nbsp; 4.35%, 08/15/48<sup>(a)</sup> | 825 | &nbsp;&nbsp; 668152 |
|  |  | &nbsp;&nbsp; 3453280 |
| **Passenger Airlines — 0.0%** | **Passenger Airlines — 0.0%** | **Passenger Airlines — 0.0%** |
| United Airlines Pass-Through Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-1, Class A, 5.88%, 08/15/38 | 338 | &nbsp;&nbsp; 346480 |
| &nbsp;&nbsp;&nbsp; Series 2024-1, Class AA, 5.45%, 08/15/38 | 676 | &nbsp;&nbsp; 690263 |
|  |  | &nbsp;&nbsp; 1036743 |
| **Personal Care Products — 0.3%** | **Personal Care Products — 0.3%** | **Personal Care Products — 0.3%** |
| Colgate-Palmolive Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/15/45<sup>(a)</sup> | 450 | &nbsp;&nbsp; 383851 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/01/47 | 645 | &nbsp;&nbsp; 510292 |
| Estee Lauder Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/15/37 | 300 | &nbsp;&nbsp; 324906 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/15/45 | 475 | &nbsp;&nbsp; 401238 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/47 | 463 | &nbsp;&nbsp; 372720 |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/01/49 | 391 | &nbsp;&nbsp; 260096 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/53 | 505 | &nbsp;&nbsp; 465559 |
| Haleon U.S. Capital LLC, 4.00%, 03/24/52<sup>(a)</sup> | 900 | &nbsp;&nbsp; 707775 |
| Kenvue, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/22/43<sup>(a)</sup> | 580 | &nbsp;&nbsp; 556818 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/22/53<sup>(a)</sup> | 1450 | &nbsp;&nbsp; 1326547 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/22/63 | 750 | &nbsp;&nbsp; 682311 |
| Procter & Gamble Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/05/37 | 550 | &nbsp;&nbsp; 591816 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/25/40 | 163 | &nbsp;&nbsp; 140557 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/25/47 | 250 | &nbsp;&nbsp; 192848 |
| &nbsp;&nbsp;&nbsp; 3.60%, 03/25/50 | 504 | &nbsp;&nbsp; 384959 |
| Unilever Capital Corp., Series 30Y, 2.63%, 08/12/51 | 504 | &nbsp;&nbsp; 312066 |
|  |  | &nbsp;&nbsp; 7614359 |
| **Pharmaceuticals — 6.6%** | **Pharmaceuticals — 6.6%** | **Pharmaceuticals — 6.6%** |
| AbbVie, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/14/36 | 1130 | &nbsp;&nbsp; 1080618 |
| &nbsp;&nbsp;&nbsp; 4.05%, 11/21/39 | 3587 | &nbsp;&nbsp; 3188901 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/01/42 | 275 | &nbsp;&nbsp; 252304 |
| &nbsp;&nbsp;&nbsp; 4.40%, 11/06/42 | 3110 | &nbsp;&nbsp; 2767524 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/44 | 575 | &nbsp;&nbsp; 567782 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/15/44 | 1036 | &nbsp;&nbsp; 957450 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/45 | 752 | &nbsp;&nbsp; 684357 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/14/45 | 2698 | &nbsp;&nbsp; 2436832 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/14/46 | 1961 | &nbsp;&nbsp; 1700987 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/14/48 | 1754 | &nbsp;&nbsp; 1589930 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/21/49 | 5581 | &nbsp;&nbsp; 4601754 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/54 | 3190 | &nbsp;&nbsp; 3089722 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/55 | 730 | &nbsp;&nbsp; 729249 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/64 | 1440 | &nbsp;&nbsp; 1394293 |
| AstraZeneca PLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.45%, 09/15/37 | 2850 | &nbsp;&nbsp; 3227909 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/18/42 | 800 | &nbsp;&nbsp; 688355 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/16/45 | 462 | &nbsp;&nbsp; 405903 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/17/48 | 546 | &nbsp;&nbsp; 473564 |
| &nbsp;&nbsp;&nbsp; 2.13%, 08/06/50 | 998 | &nbsp;&nbsp; 556591 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/28/51<sup>(a)</sup> | 925 | &nbsp;&nbsp; 621330 |
| Becton Dickinson & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.69%, 12/15/44 | 844 | &nbsp;&nbsp; 746825 |
| &nbsp;&nbsp;&nbsp; 4.67%, 06/06/47 | 1538 | &nbsp;&nbsp; 1340490 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

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

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| Becton Dickinson & Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.79%, 05/20/50 | $897 | &nbsp;&nbsp; $670479 |
| Bristol-Myers Squibb Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/39 | 2213 | &nbsp;&nbsp; 1997475 |
| &nbsp;&nbsp;&nbsp; 2.35%, 11/13/40<sup>(a)</sup> | 925 | &nbsp;&nbsp; 653928 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/15/42 | 1440 | &nbsp;&nbsp; 1156205 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/01/42 | 500 | &nbsp;&nbsp; 382824 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/22/44<sup>(a)</sup> | 240 | &nbsp;&nbsp; 239970 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/44 | 250 | &nbsp;&nbsp; 220319 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/44 | 350 | &nbsp;&nbsp; 313892 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/45 | 775 | &nbsp;&nbsp; 727636 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/15/47 | 1360 | &nbsp;&nbsp; 1143961 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/20/48 | 1142 | &nbsp;&nbsp; 983039 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/26/49 | 3976 | &nbsp;&nbsp; 3242701 |
| &nbsp;&nbsp;&nbsp; 2.55%, 11/13/50 | 1739 | &nbsp;&nbsp; 1027117 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/52 | 1693 | &nbsp;&nbsp; 1239431 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/15/53 | 400 | &nbsp;&nbsp; 433867 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/22/54 | 2465 | &nbsp;&nbsp; 2408656 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/15/62 | 1014 | &nbsp;&nbsp; 731933 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/22/64 | 300 | &nbsp;&nbsp; 293257 |
| Cardinal Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/15/43 | 300 | &nbsp;&nbsp; 263679 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/44 | 500 | &nbsp;&nbsp; 430008 |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/15/45 | 770 | &nbsp;&nbsp; 694417 |
| &nbsp;&nbsp;&nbsp; 4.37%, 06/15/47 | 513 | &nbsp;&nbsp; 425927 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/54 | 400 | &nbsp;&nbsp; 398088 |
| Cencora, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/01/45 | 538 | &nbsp;&nbsp; 455104 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/15/47 | 463 | &nbsp;&nbsp; 388137 |
| CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.78%, 03/25/38 | 4773 | &nbsp;&nbsp; 4473868 |
| &nbsp;&nbsp;&nbsp; 6.13%, 09/15/39 | 200 | &nbsp;&nbsp; 207712 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/01/40 | 610 | &nbsp;&nbsp; 518149 |
| &nbsp;&nbsp;&nbsp; 2.70%, 08/21/40 | 400 | &nbsp;&nbsp; 283795 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/05/43 | 700 | &nbsp;&nbsp; 649259 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/44 | 875 | &nbsp;&nbsp; 876023 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/20/45 | 3106 | &nbsp;&nbsp; 2788424 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/25/48 | 7392 | &nbsp;&nbsp; 6492891 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/50 | 521 | &nbsp;&nbsp; 400184 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/21/53 | 1275 | &nbsp;&nbsp; 1191959 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/01/53 | 1340 | &nbsp;&nbsp; 1291036 |
| &nbsp;&nbsp;&nbsp; 6.05%, 06/01/54 | 1075 | &nbsp;&nbsp; 1061133 |
| &nbsp;&nbsp;&nbsp; 6.20%, 09/15/55 | 1000 | &nbsp;&nbsp; 1009409 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/63 | 815 | &nbsp;&nbsp; 782802 |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/15/65<sup>(a)</sup> | 560 | &nbsp;&nbsp; 558505 |
| Eli Lilly & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/37<sup>(a)</sup> | 400 | &nbsp;&nbsp; 427073 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/45 | 529 | &nbsp;&nbsp; 421463 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/15/47<sup>(a)</sup> | 550 | &nbsp;&nbsp; 445958 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/49 | 900 | &nbsp;&nbsp; 722961 |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/15/50 | 1775 | &nbsp;&nbsp; 1012429 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/27/53 | 1210 | &nbsp;&nbsp; 1099283 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/09/54 | 1660 | &nbsp;&nbsp; 1533305 |
| &nbsp;&nbsp;&nbsp; 5.05%, 08/14/54 | 1250 | &nbsp;&nbsp; 1164239 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/12/55 | 1315 | &nbsp;&nbsp; 1308671 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/15/55 | 405 | &nbsp;&nbsp; 406174 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/59 | 1025 | &nbsp;&nbsp; 806240 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/15/60 | 796 | &nbsp;&nbsp; 430760 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/27/63 | 1265 | &nbsp;&nbsp; 1133116 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/09/64 | 1375 | &nbsp;&nbsp; 1261307 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/14/64 | 830 | &nbsp;&nbsp; 773532 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/12/65 | 545 | &nbsp;&nbsp; 541466 |
| &nbsp;&nbsp;&nbsp; 5.65%, 10/15/65 | 820 | &nbsp;&nbsp; 819630 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| GlaxoSmithKline Capital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/15/38<sup>(a)</sup> | $2426 | &nbsp;&nbsp; $2716789 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/18/43 | 396 | &nbsp;&nbsp; 346199 |
| Johnson & Johnson |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/01/36 | 994 | &nbsp;&nbsp; 910617 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/03/37 | 1113 | &nbsp;&nbsp; 1006330 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/37 | 825 | &nbsp;&nbsp; 913476 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/15/38 | 1025 | &nbsp;&nbsp; 897210 |
| &nbsp;&nbsp;&nbsp; 5.85%, 07/15/38 | 700 | &nbsp;&nbsp; 766217 |
| &nbsp;&nbsp;&nbsp; 2.10%, 09/01/40 | 476 | &nbsp;&nbsp; 334813 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/40 | 391 | &nbsp;&nbsp; 376164 |
| &nbsp;&nbsp;&nbsp; 4.85%, 05/15/41 | 550 | &nbsp;&nbsp; 541269 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/05/43 | 620 | &nbsp;&nbsp; 574234 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/46 | 1713 | &nbsp;&nbsp; 1382178 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/03/47 | 1150 | &nbsp;&nbsp; 923160 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/15/48 | 736 | &nbsp;&nbsp; 564098 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/01/50<sup>(a)</sup> | 625 | &nbsp;&nbsp; 366943 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/54<sup>(a)</sup> | 1020 | &nbsp;&nbsp; 1019646 |
| &nbsp;&nbsp;&nbsp; 2.45%, 09/01/60 | 993 | &nbsp;&nbsp; 544015 |
| Mead Johnson Nutrition Co., 4.60%, 06/01/44 | 463 | &nbsp;&nbsp; 411607 |
| Merck & Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.55%, 09/15/37 | 330 | &nbsp;&nbsp; 373856 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/07/39 | 963 | &nbsp;&nbsp; 856130 |
| &nbsp;&nbsp;&nbsp; 2.35%, 06/24/40 | 1059 | &nbsp;&nbsp; 761078 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/42 | 550 | &nbsp;&nbsp; 442998 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/18/43 | 1095 | &nbsp;&nbsp; 939268 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/17/44 | 800 | &nbsp;&nbsp; 749131 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/10/45 | 1551 | &nbsp;&nbsp; 1228637 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/46 | 690 | &nbsp;&nbsp; 685623 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/07/49 | 1854 | &nbsp;&nbsp; 1475505 |
| &nbsp;&nbsp;&nbsp; 2.45%, 06/24/50 | 979 | &nbsp;&nbsp; 572776 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/10/51 | 1921 | &nbsp;&nbsp; 1180857 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/17/53 | 1570 | &nbsp;&nbsp; 1432153 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/55 | 1175 | &nbsp;&nbsp; 1179497 |
| &nbsp;&nbsp;&nbsp; 5.55%, 12/04/55 | 1375 | &nbsp;&nbsp; 1353046 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/10/61 | 1404 | &nbsp;&nbsp; 811038 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/17/63 | 1015 | &nbsp;&nbsp; 921178 |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/04/65 | 925 | &nbsp;&nbsp; 911284 |
| Merck Sharp & Dohme Corp., 5.75%, 11/15/36 | 500 | &nbsp;&nbsp; 536922 |
| Mylan, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 11/29/43 | 538 | &nbsp;&nbsp; 467150 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/48 | 404 | &nbsp;&nbsp; 329898 |
| Novartis Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/21/42 | 550 | &nbsp;&nbsp; 454999 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/06/44 | 1636 | &nbsp;&nbsp; 1451787 |
| &nbsp;&nbsp;&nbsp; 5.20%, 11/05/45 | 225 | &nbsp;&nbsp; 218787 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/20/45 | 1220 | &nbsp;&nbsp; 1015682 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/14/50 | 1385 | &nbsp;&nbsp; 883908 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/18/54 | 520 | &nbsp;&nbsp; 461133 |
| &nbsp;&nbsp;&nbsp; 5.30%, 11/05/55 | 475 | &nbsp;&nbsp; 459050 |
| Pfizer Investment Enterprises Pte. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.11%, 05/19/43 | 2750 | &nbsp;&nbsp; 2642223 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/19/53 | 5905 | &nbsp;&nbsp; 5595649 |
| &nbsp;&nbsp;&nbsp; 5.34%, 05/19/63 | 3675 | &nbsp;&nbsp; 3414595 |
| Pfizer, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/36<sup>(a)</sup> | 863 | &nbsp;&nbsp; 807315 |
| &nbsp;&nbsp;&nbsp; 4.10%, 09/15/38 | 829 | &nbsp;&nbsp; 756975 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/15/39 | 813 | &nbsp;&nbsp; 717200 |
| &nbsp;&nbsp;&nbsp; 7.20%, 03/15/39 | 2166 | &nbsp;&nbsp; 2577023 |
| &nbsp;&nbsp;&nbsp; 2.55%, 05/28/40 | 1159 | &nbsp;&nbsp; 850697 |
| &nbsp;&nbsp;&nbsp; 5.60%, 09/15/40 | 400 | &nbsp;&nbsp; 416308 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/43 | 1463 | &nbsp;&nbsp; 1277160 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/15/44 | 813 | &nbsp;&nbsp; 724882 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

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

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| Pfizer, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 12/15/46 | 1243 | &nbsp;&nbsp; $1024631 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/15/48 | 713 | &nbsp;&nbsp; 588498 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/49 | 1279 | &nbsp;&nbsp; 1023814 |
| &nbsp;&nbsp;&nbsp; 2.70%, 05/28/50<sup>(a)</sup> | 1160 | &nbsp;&nbsp; 725167 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/15/55<sup>(a)</sup> | 600 | &nbsp;&nbsp; 596134 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/15/65 | 500 | &nbsp;&nbsp; 492885 |
| Takeda Pharmaceutical Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.03%, 07/09/40 | 1491 | &nbsp;&nbsp; 1140457 |
| &nbsp;&nbsp;&nbsp; 5.65%, 07/05/44 | 650 | &nbsp;&nbsp; 652663 |
| &nbsp;&nbsp;&nbsp; 3.18%, 07/09/50 | 2108 | &nbsp;&nbsp; 1410063 |
| &nbsp;&nbsp;&nbsp; 5.65%, 07/05/54 | 400 | &nbsp;&nbsp; 393234 |
| &nbsp;&nbsp;&nbsp; 3.38%, 07/09/60 | 1278 | &nbsp;&nbsp; 818545 |
| &nbsp;&nbsp;&nbsp; 5.80%, 07/05/64 | 400 | &nbsp;&nbsp; 393125 |
| Takeda U.S. Financing, Inc., 5.90%, 07/07/55 | 1200 | &nbsp;&nbsp; 1217790 |
| Utah Acquisition Sub, Inc., 5.25%, 06/15/46 | 588 | &nbsp;&nbsp; 487685 |
| Viatris, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/22/40 | 1429 | &nbsp;&nbsp; 1098640 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/22/50 | 1768 | &nbsp;&nbsp; 1184262 |
| Wyeth LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/15/36 | 100 | &nbsp;&nbsp; 108017 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/37 | 1563 | &nbsp;&nbsp; 1679895 |
| Zoetis, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/43 | 1004 | &nbsp;&nbsp; 917332 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/12/47 | 513 | &nbsp;&nbsp; 411276 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/20/48 | 263 | &nbsp;&nbsp; 224665 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/50<sup>(a)</sup> | 279 | &nbsp;&nbsp; 186019 |
|  |  | &nbsp;&nbsp; 164220636 |
| **Residential REITs — 0.2%** | **Residential REITs — 0.2%** | **Residential REITs — 0.2%** |
| American Homes 4 Rent LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 07/15/51 | 250 | &nbsp;&nbsp; 167307 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/15/52 | 450 | &nbsp;&nbsp; 354898 |
| AvalonBay Communities, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 10/15/46 | 263 | &nbsp;&nbsp; 209529 |
| &nbsp;&nbsp;&nbsp; 4.15%, 07/01/47 | 300 | &nbsp;&nbsp; 246283 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/48 | 500 | &nbsp;&nbsp; 422381 |
| Camden Property Trust, 3.35%, 11/01/49 | 400 | &nbsp;&nbsp; 280184 |
| ERP Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/44 | 772 | &nbsp;&nbsp; 688291 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/45 | 363 | &nbsp;&nbsp; 315803 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/47<sup>(a)</sup> | 150 | &nbsp;&nbsp; 120214 |
| Essex Portfolio LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/48 | 275 | &nbsp;&nbsp; 232809 |
| &nbsp;&nbsp;&nbsp; 2.65%, 09/01/50 | 229 | &nbsp;&nbsp; 137317 |
| Mid-America Apartments LP, 2.88%, 09/15/51<sup>(a)</sup> | 459 | &nbsp;&nbsp; 291455 |
| NNN REIT, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/15/48 | 200 | &nbsp;&nbsp; 175880 |
| &nbsp;&nbsp;&nbsp; 3.10%, 04/15/50 | 429 | &nbsp;&nbsp; 279210 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/15/51 | 350 | &nbsp;&nbsp; 246804 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/15/52 | 528 | &nbsp;&nbsp; 331025 |
| Realty Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/47 | 800 | &nbsp;&nbsp; 706476 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/01/54 | 455 | &nbsp;&nbsp; 438556 |
|  |  | &nbsp;&nbsp; 5644422 |
| **Retail REITs — 0.2%** | **Retail REITs — 0.2%** | **Retail REITs — 0.2%** |
| Simon Property Group LP |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/01/40 | 600 | &nbsp;&nbsp; 686611 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/42 | 526 | &nbsp;&nbsp; 484196 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/01/44 | 163 | &nbsp;&nbsp; 137701 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/30/46 | 488 | &nbsp;&nbsp; 407733 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/13/49<sup>(a)</sup> | 1541 | &nbsp;&nbsp; 1061770 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Retail REITs (continued)** | **Retail REITs (continued)** | **Retail REITs (continued)** |
| Simon Property Group LP (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 07/15/50 | 1429 | &nbsp;&nbsp; $1077675 |
| &nbsp;&nbsp;&nbsp; 5.85%, 03/08/53 | 600 | &nbsp;&nbsp; 611097 |
| &nbsp;&nbsp;&nbsp; 6.65%, 01/15/54<sup>(a)</sup> | 115 | &nbsp;&nbsp; 128698 |
|  |  | &nbsp;&nbsp; 4595481 |
| **Semiconductors & Semiconductor Equipment — 2.3%** | **Semiconductors & Semiconductor Equipment — 2.3%** | **Semiconductors & Semiconductor Equipment — 2.3%** |
| Advanced Micro Devices, Inc., 4.39%, 06/01/52 | 580 | &nbsp;&nbsp; 487058 |
| Analog Devices, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 10/01/41 | 651 | &nbsp;&nbsp; 477766 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/15/45 | 300 | &nbsp;&nbsp; 292260 |
| &nbsp;&nbsp;&nbsp; 2.95%, 10/01/51 | 1250 | &nbsp;&nbsp; 810210 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/54 | 350 | &nbsp;&nbsp; 336903 |
| Applied Materials, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.85%, 06/15/41 | 525 | &nbsp;&nbsp; 557938 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/01/47 | 820 | &nbsp;&nbsp; 707967 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/01/50<sup>(a)</sup> | 813 | &nbsp;&nbsp; 523432 |
| Broadcom, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/36 | 2295 | &nbsp;&nbsp; 2263881 |
| &nbsp;&nbsp;&nbsp; 3.19%, 11/15/36<sup>(e)</sup> | 3025 | &nbsp;&nbsp; 2561123 |
| &nbsp;&nbsp;&nbsp; 4.93%, 05/15/37<sup>(e)</sup> | 2250 | &nbsp;&nbsp; 2216466 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/15/38 | 1630 | &nbsp;&nbsp; 1594769 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/41 | 2766 | &nbsp;&nbsp; 2244956 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/51<sup>(a)</sup> | 1935 | &nbsp;&nbsp; 1461117 |
| &nbsp;&nbsp;&nbsp; 5.70%, 01/15/56 | 1260 | &nbsp;&nbsp; 1269325 |
| Intel Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/25/40 | 725 | &nbsp;&nbsp; 649618 |
| &nbsp;&nbsp;&nbsp; 2.80%, 08/12/41 | 657 | &nbsp;&nbsp; 463436 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/01/41 | 740 | &nbsp;&nbsp; 663018 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/15/42 | 500 | &nbsp;&nbsp; 411263 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/10/43 | 980 | &nbsp;&nbsp; 954619 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/29/45 | 750 | &nbsp;&nbsp; 654196 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/19/46 | 1073 | &nbsp;&nbsp; 828934 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/11/47 | 1113 | &nbsp;&nbsp; 851065 |
| &nbsp;&nbsp;&nbsp; 3.73%, 12/08/47 | 2009 | &nbsp;&nbsp; 1446744 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/15/49 | 1775 | &nbsp;&nbsp; 1152246 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/25/50 | 2356 | &nbsp;&nbsp; 1946215 |
| &nbsp;&nbsp;&nbsp; 3.05%, 08/12/51 | 1250 | &nbsp;&nbsp; 778139 |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/05/52 | 1775 | &nbsp;&nbsp; 1490588 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/10/53 | 1585 | &nbsp;&nbsp; 1494823 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/21/54<sup>(a)</sup> | 1235 | &nbsp;&nbsp; 1154011 |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/15/60 | 1013 | &nbsp;&nbsp; 578458 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/25/60 | 954 | &nbsp;&nbsp; 782201 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/12/61 | 775 | &nbsp;&nbsp; 447154 |
| &nbsp;&nbsp;&nbsp; 5.05%, 08/05/62 | 700 | &nbsp;&nbsp; 578881 |
| &nbsp;&nbsp;&nbsp; 5.90%, 02/10/63 | 1100 | &nbsp;&nbsp; 1049215 |
| KLA Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/49<sup>(a)</sup> | 275 | &nbsp;&nbsp; 255199 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/01/50 | 686 | &nbsp;&nbsp; 480530 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/15/52<sup>(a)</sup> | 1620 | &nbsp;&nbsp; 1476114 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/62 | 770 | &nbsp;&nbsp; 715051 |
| Lam Research Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/49 | 654 | &nbsp;&nbsp; 601621 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/15/50 | 754 | &nbsp;&nbsp; 490456 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/15/60 | 625 | &nbsp;&nbsp; 389205 |
| Micron Technology, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.37%, 11/01/41 | 463 | &nbsp;&nbsp; 358372 |
| &nbsp;&nbsp;&nbsp; 3.48%, 11/01/51 | 413 | &nbsp;&nbsp; 294930 |
| NVIDIA Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/40 | 1088 | &nbsp;&nbsp; 918603 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/50<sup>(a)</sup> | 2018 | &nbsp;&nbsp; 1495466 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/60 | 443 | &nbsp;&nbsp; 323578 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Long 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)** |
| NXP BV/NXP Funding LLC/NXP USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/11/41 | 813 | &nbsp;&nbsp; $615475 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/15/42 | 763 | &nbsp;&nbsp; 558091 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/30/51<sup>(a)</sup> | 175 | &nbsp;&nbsp; 115880 |
| QUALCOMM, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/20/45 | 1170 | &nbsp;&nbsp; 1066272 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/20/47 | 1293 | &nbsp;&nbsp; 1080239 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/20/50 | 910 | &nbsp;&nbsp; 626464 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/20/52 | 1417 | &nbsp;&nbsp; 1190620 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/20/53 | 1170 | &nbsp;&nbsp; 1226226 |
| Texas Instruments, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/15/39 | 779 | &nbsp;&nbsp; 693052 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/15/48 | 1479 | &nbsp;&nbsp; 1222710 |
| &nbsp;&nbsp;&nbsp; 2.70%, 09/15/51<sup>(a)</sup> | 375 | &nbsp;&nbsp; 229698 |
| &nbsp;&nbsp;&nbsp; 4.10%, 08/16/52 | 345 | &nbsp;&nbsp; 275601 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/14/53 | 795 | &nbsp;&nbsp; 730937 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/08/54<sup>(a)</sup> | 575 | &nbsp;&nbsp; 544763 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/18/63 | 1250 | &nbsp;&nbsp; 1125280 |
| TSMC Arizona Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/25/41 | 916 | &nbsp;&nbsp; 739930 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/25/51<sup>(a)</sup> | 950 | &nbsp;&nbsp; 715965 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/22/52<sup>(a)</sup> | 880 | &nbsp;&nbsp; 821828 |
|  |  | &nbsp;&nbsp; 57558151 |
| **Software — 2.4%** | **Software — 2.4%** | **Software — 2.4%** |
| Electronic Arts, Inc., 2.95%, 02/15/51<sup>(a)</sup> | 446 | &nbsp;&nbsp; 414276 |
| &nbsp;&nbsp;&nbsp; International Business Machines Corp., 5.80%, <br> 02/03/56<br>| 565 | &nbsp;&nbsp; 562726 |
| Intuit, Inc., 5.50%, 09/15/53<sup>(a)</sup> | 1110 | &nbsp;&nbsp; 1070116 |
| Microsoft Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 08/08/36 | 1692 | &nbsp;&nbsp; 1533502 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/06/37 | 850 | &nbsp;&nbsp; 816798 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/08/41<sup>(a)</sup> | 750 | &nbsp;&nbsp; 770841 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/42<sup>(a)</sup> | 400 | &nbsp;&nbsp; 325595 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/12/45 | 100 | &nbsp;&nbsp; 82099 |
| &nbsp;&nbsp;&nbsp; 4.45%, 11/03/45<sup>(a)</sup> | 1000 | &nbsp;&nbsp; 911874 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/08/46 | 1429 | &nbsp;&nbsp; 1138740 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/06/47 | 1150 | &nbsp;&nbsp; 1006429 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/47 | 350 | &nbsp;&nbsp; 314376 |
| &nbsp;&nbsp;&nbsp; 2.53%, 06/01/50<sup>(a)</sup> | 6111 | &nbsp;&nbsp; 3702480 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/15/50 | 1860 | &nbsp;&nbsp; 1120889 |
| &nbsp;&nbsp;&nbsp; 2.92%, 03/17/52 | 5577 | &nbsp;&nbsp; 3632644 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/12/55<sup>(a)</sup> | 425 | &nbsp;&nbsp; 336694 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/08/56 | 400 | &nbsp;&nbsp; 313920 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/06/57<sup>(a)</sup> | 1309 | &nbsp;&nbsp; 1158552 |
| &nbsp;&nbsp;&nbsp; 2.68%, 06/01/60 | 3208 | &nbsp;&nbsp; 1819422 |
| &nbsp;&nbsp;&nbsp; 3.04%, 03/17/62 | 1940 | &nbsp;&nbsp; 1195467 |
| MSCI, Inc., 5.15%, 03/15/36 | 350 | &nbsp;&nbsp; 345599 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 07/15/36 | 1370 | &nbsp;&nbsp; 1143831 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/15/37 | 970 | &nbsp;&nbsp; 781476 |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/15/38 | 1200 | &nbsp;&nbsp; 1227548 |
| &nbsp;&nbsp;&nbsp; 6.13%, 07/08/39 | 1113 | &nbsp;&nbsp; 1097974 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/01/40 | 3009 | &nbsp;&nbsp; 2227296 |
| &nbsp;&nbsp;&nbsp; 5.38%, 07/15/40 | 2229 | &nbsp;&nbsp; 2003602 |
| &nbsp;&nbsp;&nbsp; 3.65%, 03/25/41 | 2560 | &nbsp;&nbsp; 1868076 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/08/44 | 913 | &nbsp;&nbsp; 691760 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/15/45 | 1041 | &nbsp;&nbsp; 743621 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/15/46 | 2991 | &nbsp;&nbsp; 2062912 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/47 | 2118 | &nbsp;&nbsp; 1447092 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/01/50 | 4569 | &nbsp;&nbsp; 2847720 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/25/51 | 3484 | &nbsp;&nbsp; 2285952 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Software (continued)** | **Software (continued)** | **Software (continued)** |
| Oracle Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 6.90%, 11/09/52 | 1650 | &nbsp;&nbsp; $1620166 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/06/53 | 2375 | &nbsp;&nbsp; 1973814 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/27/54 | 1555 | &nbsp;&nbsp; 1248790 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/55<sup>(a)</sup> | 1711 | &nbsp;&nbsp; 1173805 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/03/55 | 900 | &nbsp;&nbsp; 786564 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/01/60 | 4191 | &nbsp;&nbsp; 2541503 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/25/61 | 1800 | &nbsp;&nbsp; 1153694 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/27/64 | 1275 | &nbsp;&nbsp; 1011161 |
| &nbsp;&nbsp;&nbsp; 6.13%, 08/03/65 | 750 | &nbsp;&nbsp; 654331 |
| Salesforce, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 07/15/41 | 1279 | &nbsp;&nbsp; 916678 |
| &nbsp;&nbsp;&nbsp; 2.90%, 07/15/51<sup>(a)</sup> | 1773 | &nbsp;&nbsp; 1108883 |
| &nbsp;&nbsp;&nbsp; 3.05%, 07/15/61 | 1220 | &nbsp;&nbsp; 725390 |
| Synopsys, Inc., 5.70%, 04/01/55 | 1750 | &nbsp;&nbsp; 1724672 |
|  |  | &nbsp;&nbsp; 59641350 |
| **Specialized REITs — 0.0%** | **Specialized REITs — 0.0%** | **Specialized REITs — 0.0%** |
| Public Storage Operating Co., 5.35%, 08/01/53 | 800 | &nbsp;&nbsp; 772177 |
| **Specialty Retail — 0.0%** | **Specialty Retail — 0.0%** | **Specialty Retail — 0.0%** |
| Dick's Sporting Goods, Inc., 4.10%, 01/15/52 | 780 | &nbsp;&nbsp; 570185 |
| **Technology Hardware, Storage & Peripherals — 1.5%** | **Technology Hardware, Storage & Peripherals — 1.5%** | **Technology Hardware, Storage & Peripherals — 1.5%** |
| Apple, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/23/36<sup>(a)</sup> | 1188 | &nbsp;&nbsp; 1195645 |
| &nbsp;&nbsp;&nbsp; 2.38%, 02/08/41 | 600 | &nbsp;&nbsp; 429675 |
| &nbsp;&nbsp;&nbsp; 3.85%, 05/04/43 | 3325 | &nbsp;&nbsp; 2793149 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/06/44 | 713 | &nbsp;&nbsp; 652209 |
| &nbsp;&nbsp;&nbsp; 3.45%, 02/09/45 | 1269 | &nbsp;&nbsp; 983600 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/13/45 | 1413 | &nbsp;&nbsp; 1252882 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/23/46 | 4092 | &nbsp;&nbsp; 3733077 |
| &nbsp;&nbsp;&nbsp; 3.85%, 08/04/46 | 1620 | &nbsp;&nbsp; 1308795 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/09/47 | 1163 | &nbsp;&nbsp; 993825 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/12/47 | 1250 | &nbsp;&nbsp; 985509 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/13/47 | 1186 | &nbsp;&nbsp; 935882 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/11/49 | 1586 | &nbsp;&nbsp; 1058734 |
| &nbsp;&nbsp;&nbsp; 2.65%, 05/11/50<sup>(a)</sup> | 2144 | &nbsp;&nbsp; 1334033 |
| &nbsp;&nbsp;&nbsp; 2.40%, 08/20/50 | 1473 | &nbsp;&nbsp; 870214 |
| &nbsp;&nbsp;&nbsp; 2.65%, 02/08/51 | 2386 | &nbsp;&nbsp; 1471848 |
| &nbsp;&nbsp;&nbsp; 2.70%, 08/05/51 | 2065 | &nbsp;&nbsp; 1280148 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/08/52 | 1850 | &nbsp;&nbsp; 1461633 |
| &nbsp;&nbsp;&nbsp; 4.85%, 05/10/53<sup>(a)</sup> | 1080 | &nbsp;&nbsp; 1014759 |
| &nbsp;&nbsp;&nbsp; 2.55%, 08/20/60 | 1029 | &nbsp;&nbsp; 566009 |
| &nbsp;&nbsp;&nbsp; 2.80%, 02/08/61 | 2773 | &nbsp;&nbsp; 1608004 |
| &nbsp;&nbsp;&nbsp; 2.85%, 08/05/61<sup>(a)</sup> | 1105 | &nbsp;&nbsp; 649009 |
| &nbsp;&nbsp;&nbsp; 4.10%, 08/08/62 | 1150 | &nbsp;&nbsp; 896199 |
| Dell International LLC/EMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/15/36<sup>(a)</sup> | 800 | &nbsp;&nbsp; 786216 |
| &nbsp;&nbsp;&nbsp; 8.10%, 07/15/36 | 951 | &nbsp;&nbsp; 1141037 |
| &nbsp;&nbsp;&nbsp; 3.38%, 12/15/41 | 1429 | &nbsp;&nbsp; 1079694 |
| &nbsp;&nbsp;&nbsp; 8.35%, 07/15/46 | 460 | &nbsp;&nbsp; 578956 |
| &nbsp;&nbsp;&nbsp; 3.45%, 12/15/51<sup>(a)</sup> | 1253 | &nbsp;&nbsp; 856328 |
| Dell, Inc., 6.50%, 04/15/38 | 229 | &nbsp;&nbsp; 244400 |
| Hewlett Packard Enterprise Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.35%, 10/15/45 | 1445 | &nbsp;&nbsp; 1472299 |
| &nbsp;&nbsp;&nbsp; 5.60%, 10/15/54 | 1350 | &nbsp;&nbsp; 1237765 |
| HP, Inc., 6.00%, 09/15/41<sup>(a)</sup> | 1188 | &nbsp;&nbsp; 1182007 |
|  |  | &nbsp;&nbsp; 36053540 |
| **Textiles, Apparel & Luxury Goods — 0.1%** | **Textiles, Apparel & Luxury Goods — 0.1%** | **Textiles, Apparel & Luxury Goods — 0.1%** |
| NIKE, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/27/40<sup>(a)</sup> | 1129 | &nbsp;&nbsp; 908386 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/01/43 | 300 | &nbsp;&nbsp; 239391 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

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

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Textiles, Apparel & Luxury Goods (continued)** | **Textiles, Apparel & Luxury Goods (continued)** | **Textiles, Apparel & Luxury Goods (continued)** |
| NIKE, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/01/45 | 938 | &nbsp;&nbsp; $755467 |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/01/46 | 718 | &nbsp;&nbsp; 531661 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/27/50 | 1225 | &nbsp;&nbsp; 877801 |
|  |  | &nbsp;&nbsp; 3312706 |
| **Tobacco — 1.2%** | **Tobacco — 1.2%** | **Tobacco — 1.2%** |
| Altria Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 02/14/39 | 1643 | &nbsp;&nbsp; 1680791 |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/04/41 | 1929 | &nbsp;&nbsp; 1486754 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/09/42 | 950 | &nbsp;&nbsp; 793740 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/02/43 | 829 | &nbsp;&nbsp; 706731 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/31/44<sup>(a)</sup> | 1544 | &nbsp;&nbsp; 1479071 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/16/46 | 1636 | &nbsp;&nbsp; 1229422 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/14/49<sup>(a)</sup> | 2143 | &nbsp;&nbsp; 2136253 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/06/50 | 741 | &nbsp;&nbsp; 591731 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/04/51 | 895 | &nbsp;&nbsp; 631400 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/04/61 | 1229 | &nbsp;&nbsp; 886138 |
| BAT Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.39%, 08/15/37 | 2566 | &nbsp;&nbsp; 2353273 |
| &nbsp;&nbsp;&nbsp; 3.73%, 09/25/40 | 500 | &nbsp;&nbsp; 405013 |
| &nbsp;&nbsp;&nbsp; 7.08%, 08/02/43 | 550 | &nbsp;&nbsp; 616503 |
| &nbsp;&nbsp;&nbsp; 4.54%, 08/15/47 | 2345 | &nbsp;&nbsp; 1944307 |
| &nbsp;&nbsp;&nbsp; 4.76%, 09/06/49 | 1470 | &nbsp;&nbsp; 1241075 |
| &nbsp;&nbsp;&nbsp; 5.28%, 04/02/50 | 463 | &nbsp;&nbsp; 418047 |
| &nbsp;&nbsp;&nbsp; 3.98%, 09/25/50 | 400 | &nbsp;&nbsp; 294569 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/16/52 | 104 | &nbsp;&nbsp; 98362 |
| &nbsp;&nbsp;&nbsp; 7.08%, 08/02/53 | 1000 | &nbsp;&nbsp; 1128895 |
| &nbsp;&nbsp;&nbsp; 6.25%, 08/15/55 | 400 | &nbsp;&nbsp; 412096 |
| Philip Morris International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/16/38 | 1700 | &nbsp;&nbsp; 1884597 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/41 | 795 | &nbsp;&nbsp; 704927 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/20/42 | 460 | &nbsp;&nbsp; 411197 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/21/42 | 713 | &nbsp;&nbsp; 586545 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/04/43 | 971 | &nbsp;&nbsp; 823586 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/43 | 988 | &nbsp;&nbsp; 910937 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/10/44 | 1050 | &nbsp;&nbsp; 891261 |
| Reynolds American, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 06/15/37 | 400 | &nbsp;&nbsp; 460531 |
| &nbsp;&nbsp;&nbsp; 6.15%, 09/15/43 | 297 | &nbsp;&nbsp; 303883 |
| &nbsp;&nbsp;&nbsp; 5.85%, 08/15/45 | 2350 | &nbsp;&nbsp; 2312078 |
|  |  | &nbsp;&nbsp; 29823713 |
| **Transportation Infrastructure — 0.6%** | **Transportation Infrastructure — 0.6%** | **Transportation Infrastructure — 0.6%** |
| FedEx Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/41 | 733 | &nbsp;&nbsp; 544098 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/01/42 | 500 | &nbsp;&nbsp; 389460 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/15/43 | 500 | &nbsp;&nbsp; 398452 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/01/45 | 625 | &nbsp;&nbsp; 486170 |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/01/46 | 200 | &nbsp;&nbsp; 170309 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/15/47 | 763 | &nbsp;&nbsp; 609896 |
| &nbsp;&nbsp;&nbsp; 4.05%, 02/15/48 | 200 | &nbsp;&nbsp; 155798 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/17/48<sup>(a)</sup> | 979 | &nbsp;&nbsp; 844348 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/50 | 400 | &nbsp;&nbsp; 373243 |
| &nbsp;&nbsp;&nbsp; Series ., 4.10%, 02/01/45 | 400 | &nbsp;&nbsp; 321911 |
| United Parcel Service, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.20%, 01/15/38 | 1426 | &nbsp;&nbsp; 1573903 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/40<sup>(a)</sup> | 429 | &nbsp;&nbsp; 432504 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/40 | 400 | &nbsp;&nbsp; 385821 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/01/42 | 463 | &nbsp;&nbsp; 370826 |
| &nbsp;&nbsp;&nbsp; 3.40%, 11/15/46 | 667 | &nbsp;&nbsp; 491238 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/15/47 | 605 | &nbsp;&nbsp; 466665 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/49 | 879 | &nbsp;&nbsp; 723657 |
| &nbsp;&nbsp;&nbsp; 3.40%, 09/01/49<sup>(a)</sup> | 800 | &nbsp;&nbsp; 566716 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Transportation Infrastructure (continued)** | **Transportation Infrastructure (continued)** | **Transportation Infrastructure (continued)** |
| United Parcel Service, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/50<sup>(a)</sup> | 879 | &nbsp;&nbsp; $841018 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/03/53 | 1100 | &nbsp;&nbsp; 1003668 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/22/54<sup>(a)</sup> | 1125 | &nbsp;&nbsp; 1092903 |
| &nbsp;&nbsp;&nbsp; 5.95%, 05/14/55 | 1100 | &nbsp;&nbsp; 1135111 |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/22/64<sup>(a)</sup> | 525 | &nbsp;&nbsp; 506289 |
| &nbsp;&nbsp;&nbsp; 6.05%, 05/14/65 | 900 | &nbsp;&nbsp; 929303 |
|  |  | &nbsp;&nbsp; 14813307 |
| **Utilities — 0.3%** | **Utilities — 0.3%** | **Utilities — 0.3%** |
| American Water Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.59%, 10/15/37 | 800 | &nbsp;&nbsp; 908040 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/01/42<sup>(a)</sup> | 325 | &nbsp;&nbsp; 283893 |
| &nbsp;&nbsp;&nbsp; 4.30%, 09/01/45 | 213 | &nbsp;&nbsp; 181080 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/46 | 280 | &nbsp;&nbsp; 222439 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/01/47 | 713 | &nbsp;&nbsp; 545432 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/01/48 | 575 | &nbsp;&nbsp; 469694 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/01/49 | 513 | &nbsp;&nbsp; 412996 |
| &nbsp;&nbsp;&nbsp; 3.45%, 05/01/50 | 550 | &nbsp;&nbsp; 390572 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/51 | 745 | &nbsp;&nbsp; 504044 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/54 | 450 | &nbsp;&nbsp; 435852 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/01/55 | 870 | &nbsp;&nbsp; 867077 |
| Essential Utilities, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.28%, 05/01/49 | 550 | &nbsp;&nbsp; 447199 |
| &nbsp;&nbsp;&nbsp; 3.35%, 04/15/50<sup>(a)</sup> | 529 | &nbsp;&nbsp; 366511 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/01/52 | 379 | &nbsp;&nbsp; 354178 |
|  |  | &nbsp;&nbsp; 6389007 |
| **Wireless Telecommunication Services — 1.6%** | **Wireless Telecommunication Services — 1.6%** | **Wireless Telecommunication Services — 1.6%** |
| America Movil SAB de C.V. |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/15/37 | 425 | &nbsp;&nbsp; 453641 |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/30/40 | 1675 | &nbsp;&nbsp; 1770063 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/16/42 | 671 | &nbsp;&nbsp; 582624 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/22/49<sup>(a)</sup> | 1078 | &nbsp;&nbsp; 899703 |
| Orange SA |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/13/42 | 787 | &nbsp;&nbsp; 770942 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/06/44<sup>(a)</sup> | 875 | &nbsp;&nbsp; 864056 |
| Rogers Communications, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.50%, 08/15/38 | 225 | &nbsp;&nbsp; 259106 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/42 | 826 | &nbsp;&nbsp; 710242 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/43 | 500 | &nbsp;&nbsp; 422686 |
| &nbsp;&nbsp;&nbsp; 5.45%, 10/01/43 | 550 | &nbsp;&nbsp; 520316 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/44 | 788 | &nbsp;&nbsp; 706709 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/15/48 | 986 | &nbsp;&nbsp; 790243 |
| &nbsp;&nbsp;&nbsp; 3.70%, 11/15/49<sup>(a)</sup> | 539 | &nbsp;&nbsp; 394287 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/15/52 | 1898 | &nbsp;&nbsp; 1529970 |
| T-Mobile USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/15/40 | 2211 | &nbsp;&nbsp; 1973597 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/15/41 | 2359 | &nbsp;&nbsp; 1748482 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/50 | 2550 | &nbsp;&nbsp; 2096415 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/15/51 | 3500 | &nbsp;&nbsp; 2325041 |
| &nbsp;&nbsp;&nbsp; 3.40%, 10/15/52 | 2259 | &nbsp;&nbsp; 1511309 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/15/53 | 1850 | &nbsp;&nbsp; 1777733 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/54 | 1150 | &nbsp;&nbsp; 1120553 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/54<sup>(a)</sup> | 830 | &nbsp;&nbsp; 838419 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/55<sup>(a)</sup> | 565 | &nbsp;&nbsp; 531152 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/55 | 800 | &nbsp;&nbsp; 723532 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/55 | 1075 | &nbsp;&nbsp; 1067398 |
| &nbsp;&nbsp;&nbsp; 5.70%, 01/15/56 | 1100 | &nbsp;&nbsp; 1063341 |
| &nbsp;&nbsp;&nbsp; 5.85%, 02/15/56 | 1850 | &nbsp;&nbsp; 1822783 |
| &nbsp;&nbsp;&nbsp; 3.60%, 11/15/60 | 2381 | &nbsp;&nbsp; 1572278 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/15/62 | 800 | &nbsp;&nbsp; 783292 |
| Vodafone Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.15%, 02/27/37 | 649 | &nbsp;&nbsp; 705987 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

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

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Wireless Telecommunication Services (continued)** | **Wireless Telecommunication Services (continued)** | **Wireless Telecommunication Services (continued)** |
| Vodafone Group PLC (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/30/38 | 625 | &nbsp;&nbsp; $617710 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/19/43 | 475 | &nbsp;&nbsp; 407403 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/30/48 | 1350 | &nbsp;&nbsp; 1252605 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/19/49 | 1693 | &nbsp;&nbsp; 1483741 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/17/50 | 667 | &nbsp;&nbsp; 526627 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/10/53 | 875 | &nbsp;&nbsp; 842144 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/28/54 | 1725 | &nbsp;&nbsp; 1675650 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/19/59<sup>(a)</sup> | 250 | &nbsp;&nbsp; 222004 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/10/63 | 600 | &nbsp;&nbsp; 573735 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/28/64 | 875 | &nbsp;&nbsp; 851772 |
|  |  | &nbsp;&nbsp; 40789291 |
| **Total Corporate Bonds — 88.3%** <br>**(Cost: $2,368,760,399)** | **Total Corporate Bonds — 88.3%** <br>**(Cost: $2,368,760,399)** | &nbsp;&nbsp; 2194191889 |
| **Foreign Agency Obligations** | **Foreign Agency Obligations** | **Foreign Agency Obligations** |
| **Chile — 0.5%** | **Chile — 0.5%** |  |
| Chile Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/13/37 | 1600 | &nbsp;&nbsp; 1686636 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/07/41 | 2850 | &nbsp;&nbsp; 2188326 |
| &nbsp;&nbsp;&nbsp; 4.34%, 03/07/42 | 2125 | &nbsp;&nbsp; 1888633 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/30/42 | 450 | &nbsp;&nbsp; 365200 |
| &nbsp;&nbsp;&nbsp; 3.86%, 06/21/47 | 975 | &nbsp;&nbsp; 779238 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/25/50 | 2453 | &nbsp;&nbsp; 1791714 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/31/52<sup>(a)</sup> | 960 | &nbsp;&nbsp; 758458 |
| &nbsp;&nbsp;&nbsp; 5.33%, 01/05/54<sup>(a)</sup> | 1270 | &nbsp;&nbsp; 1227482 |
| &nbsp;&nbsp;&nbsp; 3.10%, 01/22/61 | 2032 | &nbsp;&nbsp; 1258430 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/21/71 | 608 | &nbsp;&nbsp; 375780 |
|  |  | &nbsp;&nbsp; 12319897 |
| **Hungary — 0.1%** | **Hungary — 0.1%** |  |
| &nbsp;&nbsp;&nbsp; Hungary Government International Bonds, <br> Series 30Y, 7.63%, 03/29/41<br>| 1416 | &nbsp;&nbsp; 1643812 |
| **Indonesia — 0.5%** | **Indonesia — 0.5%** |  |
| &nbsp;&nbsp;&nbsp; Indonesia Government International Bond, 5.48%, <br> 02/21/56<br>| 400 | &nbsp;&nbsp; 386383 |
| Indonesia Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/16/36 | 1000 | &nbsp;&nbsp; 983354 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/11/48<sup>(a)</sup> | 1516 | &nbsp;&nbsp; 1274062 |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/11/49 | 900 | &nbsp;&nbsp; 882587 |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/30/49 | 1200 | &nbsp;&nbsp; 884592 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/14/50 | 1178 | &nbsp;&nbsp; 834018 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/15/50 | 1728 | &nbsp;&nbsp; 1378493 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/12/51 | 2139 | &nbsp;&nbsp; 1375872 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/31/52 | 700 | &nbsp;&nbsp; 565333 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/20/52<sup>(a)</sup> | 525 | &nbsp;&nbsp; 507732 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/11/53 | 830 | &nbsp;&nbsp; 820273 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/10/54<sup>(a)</sup> | 950 | &nbsp;&nbsp; 890735 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/10/54<sup>(a)</sup> | 200 | &nbsp;&nbsp; 187986 |
| &nbsp;&nbsp;&nbsp; 3.20%, 09/23/61 | 500 | &nbsp;&nbsp; 307688 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/15/70 | 1200 | &nbsp;&nbsp; 935992 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/12/71 | 200 | &nbsp;&nbsp; 123562 |
|  |  | &nbsp;&nbsp; 12338662 |
| **Israel — 0.3%** | **Israel — 0.3%** |  |
| Israel Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; Series 100Y, 4.50%, 12/31/99 | 1250 | &nbsp;&nbsp; 923757 |
| &nbsp;&nbsp;&nbsp; Series 30Y, 4.50%, 01/30/43 | 1535 | &nbsp;&nbsp; 1340653 |
| &nbsp;&nbsp;&nbsp; Series 30Y, 4.13%, 01/17/48 | 1178 | &nbsp;&nbsp; 921338 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Israel (continued)** | **Israel (continued)** |  |
| Israel Government International Bonds (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Series 30Y, 3.88%, 07/03/50 | 2178 | &nbsp;&nbsp; $1587143 |
| &nbsp;&nbsp;&nbsp; Series 30Y, 5.75%, 03/12/54 | 1950 | &nbsp;&nbsp; 1867609 |
| State of Israel, Series 30Y, 3.38%, 01/15/50 | 1578 | &nbsp;&nbsp; 1058279 |
|  |  | &nbsp;&nbsp; 7698779 |
| **Italy — 0.1%** | **Italy — 0.1%** |  |
| Republic of Italy Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; Series 10Y, 4.00%, 10/17/49 | 2258 | &nbsp;&nbsp; 1718186 |
| &nbsp;&nbsp;&nbsp; Series 30Y, 3.88%, 05/06/51 | 1978 | &nbsp;&nbsp; 1456552 |
|  |  | &nbsp;&nbsp; 3174738 |
| **Mexico — 1.9%** | **Mexico — 1.9%** |  |
| Mexico Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 02/09/38 | 3880 | &nbsp;&nbsp; 3869694 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/09/56 | 1000 | &nbsp;&nbsp; 989085 |
| Mexico Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/07/36 | 4400 | &nbsp;&nbsp; 4430852 |
| &nbsp;&nbsp;&nbsp; 6.88%, 05/13/37 | 4070 | &nbsp;&nbsp; 4315978 |
| &nbsp;&nbsp;&nbsp; 6.63%, 01/29/38 | 1925 | &nbsp;&nbsp; 1998248 |
| &nbsp;&nbsp;&nbsp; 6.05%, 01/11/40 | 2656 | &nbsp;&nbsp; 2631872 |
| &nbsp;&nbsp;&nbsp; 4.28%, 08/14/41 | 2832 | &nbsp;&nbsp; 2258507 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/08/44 | 3672 | &nbsp;&nbsp; 3004148 |
| &nbsp;&nbsp;&nbsp; 5.55%, 01/21/45<sup>(a)</sup> | 2765 | &nbsp;&nbsp; 2549011 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/23/46 | 1982 | &nbsp;&nbsp; 1546912 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/15/47<sup>(a)</sup> | 1297 | &nbsp;&nbsp; 971102 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/10/48<sup>(a)</sup> | 1922 | &nbsp;&nbsp; 1480351 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/31/50 | 2329 | &nbsp;&nbsp; 1755418 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/27/51 | 2510 | &nbsp;&nbsp; 2008811 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/12/52 | 2475 | &nbsp;&nbsp; 1793082 |
| &nbsp;&nbsp;&nbsp; 6.34%, 05/04/53 | 2564 | &nbsp;&nbsp; 2426284 |
| &nbsp;&nbsp;&nbsp; 6.40%, 05/07/54 | 2500 | &nbsp;&nbsp; 2384185 |
| &nbsp;&nbsp;&nbsp; 7.38%, 05/13/55 | 2015 | &nbsp;&nbsp; 2160668 |
| &nbsp;&nbsp;&nbsp; 3.77%, 05/24/61 | 2710 | &nbsp;&nbsp; 1653596 |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/31/99 | 2472 | &nbsp;&nbsp; 2051226 |
|  |  | &nbsp;&nbsp; 46279030 |
| **Panama — 0.4%** | **Panama — 0.4%** |  |
| Panama Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 03/01/38 | 1100 | &nbsp;&nbsp; 1273717 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/47 | 1150 | &nbsp;&nbsp; 899868 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/16/50 | 1968 | &nbsp;&nbsp; 1499054 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/29/53 | 1778 | &nbsp;&nbsp; 1305548 |
| &nbsp;&nbsp;&nbsp; 6.85%, 03/28/54<sup>(a)</sup> | 850 | &nbsp;&nbsp; 874874 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/56<sup>(a)</sup> | 2208 | &nbsp;&nbsp; 1623270 |
| &nbsp;&nbsp;&nbsp; 7.88%, 03/01/57 | 650 | &nbsp;&nbsp; 748790 |
| &nbsp;&nbsp;&nbsp; 3.87%, 07/23/60 | 2003 | &nbsp;&nbsp; 1300178 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/19/63<sup>(a)</sup> | 1500 | &nbsp;&nbsp; 1094898 |
|  |  | &nbsp;&nbsp; 10620197 |
| **Peru — 0.5%** | **Peru — 0.5%** |  |
| Peru Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/30/36 | 1275 | &nbsp;&nbsp; 1296084 |
| &nbsp;&nbsp;&nbsp; 6.55%, 03/14/37 | 888 | &nbsp;&nbsp; 975459 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/11/41 | 1409 | &nbsp;&nbsp; 1082860 |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/18/50 | 2435 | &nbsp;&nbsp; 2356810 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/10/51 | 1800 | &nbsp;&nbsp; 1248684 |
| &nbsp;&nbsp;&nbsp; 5.88%, 08/08/54 | 1475 | &nbsp;&nbsp; 1444848 |
| &nbsp;&nbsp;&nbsp; 6.20%, 06/30/55 | 1475 | &nbsp;&nbsp; 1506852 |
| &nbsp;&nbsp;&nbsp; 2.78%, 12/01/60 | 2236 | &nbsp;&nbsp; 1209767 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

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

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Peru (continued)** | **Peru (continued)** |  |
| Peru Government International Bonds (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 01/15/72 | 1025 | &nbsp;&nbsp; $644180 |
| &nbsp;&nbsp;&nbsp; 3.23%, 12/31/99 | 1088 | &nbsp;&nbsp; 587279 |
|  |  | &nbsp;&nbsp; 12352823 |
| **Philippines — 0.6%** | **Philippines — 0.6%** |  |
| Panama Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/17/48 | 1200 | &nbsp;&nbsp; 1181657 |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/14/49 | 950 | &nbsp;&nbsp; 946689 |
| &nbsp;&nbsp;&nbsp; 5.18%, 09/05/49 | 1000 | &nbsp;&nbsp; 941574 |
| Philippines Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/13/37<sup>(a)</sup> | 1328 | &nbsp;&nbsp; 1323274 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/20/40 | 1650 | &nbsp;&nbsp; 1432352 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/41 | 1926 | &nbsp;&nbsp; 1587541 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/02/42 | 1903 | &nbsp;&nbsp; 1553415 |
| &nbsp;&nbsp;&nbsp; 2.95%, 05/05/45 | 1478 | &nbsp;&nbsp; 1020595 |
| &nbsp;&nbsp;&nbsp; 2.65%, 12/10/45 | 1710 | &nbsp;&nbsp; 1113733 |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/06/46 | 1810 | &nbsp;&nbsp; 1277280 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/29/47 | 900 | &nbsp;&nbsp; 738017 |
| &nbsp;&nbsp;&nbsp; 5.95%, 10/13/47 | 400 | &nbsp;&nbsp; 413936 |
| &nbsp;&nbsp;&nbsp; 5.90%, 02/04/50<sup>(a)</sup> | 1000 | &nbsp;&nbsp; 1041055 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/27/51 | 700 | &nbsp;&nbsp; 707989 |
|  |  | &nbsp;&nbsp; 15279107 |
| **Poland — 0.2%** | **Poland — 0.2%** |  |
| Republic of Poland Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; Series 30Y, 5.50%, 04/04/53 | 2300 | &nbsp;&nbsp; 2179919 |
| &nbsp;&nbsp;&nbsp; Series 30Y, 5.50%, 03/18/54 | 3300 | &nbsp;&nbsp; 3127564 |
|  |  | &nbsp;&nbsp; 5307483 |
| **South Korea — 0.1%** | **South Korea — 0.1%** |  |
| Export-Import Bank of Korea, 2.50%, 06/29/41 | 603 | &nbsp;&nbsp; 442856 |
| Korea International Bonds<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/10/44 | 1000 | &nbsp;&nbsp; 898460 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/20/48 | 345 | &nbsp;&nbsp; 288434 |
|  |  | &nbsp;&nbsp; 1629750 |
| **Supranational — 0.1%** | **Supranational — 0.1%** |  |
| European Investment Bank, 4.88%, 02/15/36 | 600 | &nbsp;&nbsp; 627995 |
| Inter-American Development Bank<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/07/42 | 370 | &nbsp;&nbsp; 300621 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/24/44 | 325 | &nbsp;&nbsp; 303463 |
|  |  | &nbsp;&nbsp; 1232079 |
| **Uruguay — 0.4%** | **Uruguay — 0.4%** |  |
| Oriental Republic of Uruguay, 5.25%, 09/10/60 | 985 | &nbsp;&nbsp; 910527 |
| Uruguay Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 7.63%, 03/21/36 | 1150 | &nbsp;&nbsp; 1382363 |
| &nbsp;&nbsp;&nbsp; 5.44%, 02/14/37 | 1810 | &nbsp;&nbsp; 1868311 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/20/45 | 850 | &nbsp;&nbsp; 737644 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/18/50 | 3281 | &nbsp;&nbsp; 3056660 |
| &nbsp;&nbsp;&nbsp; 4.98%, 04/20/55 | 2724 | &nbsp;&nbsp; 2454708 |
|  |  | &nbsp;&nbsp; 10410213 |
| **Total Foreign Agency Obligations — 5.7%** <br>**(Cost: $150,740,691)** | **Total Foreign Agency Obligations — 5.7%** <br>**(Cost: $150,740,691)** | &nbsp;&nbsp; 140286570 |
| **Municipal Bonds** | **Municipal Bonds** | **Municipal Bonds** |
| **Arizona — 0.0%** | **Arizona — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Salt River Project Agricultural Improvement & Power <br> District, RB, BAB, 4.84%, 01/01/41<sup>(a)</sup><br>| 910 | &nbsp;&nbsp; 885317 |
| **California — 1.1%** | **California — 1.1%** |  |
| Bay Area Toll Authority, RB, BAB |  |  |
| &nbsp;&nbsp;&nbsp; Series F-2, 6.26%, 04/01/49 | 1210 | &nbsp;&nbsp; 1283241 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **California (continued)** | **California (continued)** |  |
| Bay Area Toll Authority, RB, BAB (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Series S-1, 7.04%, 04/01/50<sup>(a)</sup> | $175 | &nbsp;&nbsp; $202249 |
| &nbsp;&nbsp;&nbsp; Series S-3, 6.91%, 10/01/50 | 540 | &nbsp;&nbsp; 615983 |
| &nbsp;&nbsp;&nbsp; Bay Area Toll Authority, Refunding RB, Series F-3, <br> 3.13%, 04/01/55<br>| 845 | &nbsp;&nbsp; 557204 |
| &nbsp;&nbsp;&nbsp; California Health Facilities Financing Authority, RB, <br> M/F Housing<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; Sustainability Bonds, 4.19%, 06/01/37 | 500 | &nbsp;&nbsp; 473988 |
| &nbsp;&nbsp;&nbsp; Sustainability Bonds, 4.35%, 06/01/41 | 500 | &nbsp;&nbsp; 459466 |
| California State University, RB |  |  |
| &nbsp;&nbsp;&nbsp; Series B, 5.18%, 11/01/53 | 495 | &nbsp;&nbsp; 470087 |
| &nbsp;&nbsp;&nbsp; Series E, 2.90%, 11/01/51 | 375 | &nbsp;&nbsp; 263346 |
| California State University, Refunding RB |  |  |
| &nbsp;&nbsp;&nbsp; Series B, 3.90%, 11/01/47<sup>(a)</sup> | 200 | &nbsp;&nbsp; 165962 |
| &nbsp;&nbsp;&nbsp; Series B, 2.98%, 11/01/51 | 835 | &nbsp;&nbsp; 561637 |
| &nbsp;&nbsp;&nbsp; Series B, 2.72%, 11/01/52<sup>(a)</sup> | 470 | &nbsp;&nbsp; 309654 |
| &nbsp;&nbsp;&nbsp; City of Los Angeles Department of Airports Customer <br> Facility Charge Revenue, Refunding ARB, Class A, <br> Sustainability Bonds, (AGM), 4.24%, 05/15/48<sup>(a)</sup><br>| 540 | &nbsp;&nbsp; 469816 |
| &nbsp;&nbsp;&nbsp; City of San Francisco California Public Utilities <br> Commission Water Revenue, RB, BAB, 6.95%, <br> 11/01/50<br>| 525 | &nbsp;&nbsp; 584720 |
| &nbsp;&nbsp;&nbsp; East Bay Municipal Utility District Water System <br> Revenue, RB, BAB, 5.87%, 06/01/40<br>| 1025 | &nbsp;&nbsp; 1082224 |
| &nbsp;&nbsp;&nbsp; Foothill-Eastern Transportation Corridor Agency, <br> Refunding RB<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series A, 4.09%, 01/15/49<sup>(a)</sup> | 595 | &nbsp;&nbsp; 486135 |
| &nbsp;&nbsp;&nbsp; Series A, (AGM), 3.92%, 01/15/53 | 110 | &nbsp;&nbsp; 84127 |
| &nbsp;&nbsp;&nbsp; Golden State Tobacco Securitization Corp., Refunding <br> RB<br>|  |  |
| &nbsp;&nbsp;&nbsp; Class B, (SAP), 3.00%, 06/01/46 | 70 | &nbsp;&nbsp; 63474 |
| &nbsp;&nbsp;&nbsp; Series A-1, 3.71%, 06/01/41<sup>(a)</sup> | 910 | &nbsp;&nbsp; 707539 |
| &nbsp;&nbsp;&nbsp; Series A-1, 4.21%, 06/01/50<sup>(a)</sup> | 210 | &nbsp;&nbsp; 157518 |
| &nbsp;&nbsp;&nbsp; Los Angeles Community College District, GO, BAB, <br> 6.75%, 08/01/49<br>| 815 | &nbsp;&nbsp; 903402 |
| &nbsp;&nbsp;&nbsp; Los Angeles County Public Works Financing <br> Authority, Refunding RB, BAB, 7.62%, 08/01/40<br>| 25 | &nbsp;&nbsp; 29578 |
| &nbsp;&nbsp;&nbsp; Los Angeles Department of Water & Power, RB, BAB, <br> 6.57%, 07/01/45<br>| 1300 | &nbsp;&nbsp; 1404441 |
| &nbsp;&nbsp;&nbsp; Regents of the University of California Medical Center <br> Pooled Revenue, RB<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series N, 3.26%, 05/15/60 | 290 | &nbsp;&nbsp; 186214 |
| &nbsp;&nbsp;&nbsp; Series N, 3.71%, 05/15/2120 | 1400 | &nbsp;&nbsp; 880726 |
| &nbsp;&nbsp;&nbsp; Series Q, 4.56%, 05/15/53<sup>(a)</sup> | 1135 | &nbsp;&nbsp; 972839 |
| &nbsp;&nbsp;&nbsp; Regents of the University of California Medical Center <br> Pooled Revenue, RB, BAB, Series H, 6.55%, <br> 05/15/48<br>| 255 | &nbsp;&nbsp; 273324 |
| &nbsp;&nbsp;&nbsp; Regents of the University of California Medical Center <br> Pooled Revenue, Refunding RB, BAB, Series F, <br> 6.58%, 05/15/49<br>| 490 | &nbsp;&nbsp; 525115 |
| &nbsp;&nbsp;&nbsp; San Diego County Regional Transportation <br> Commission, RB, BAB, 5.91%, 04/01/48<br>| 190 | &nbsp;&nbsp; 194065 |
| &nbsp;&nbsp;&nbsp; San Diego County Water Authority, RB, BAB, <br> Series B, 6.14%, 05/01/49<sup>(a)</sup><br>| 1025 | &nbsp;&nbsp; 1065057 |
| &nbsp;&nbsp;&nbsp; San Joaquin Hills Transportation Corridor Agency, <br> Refunding RB, Series B, (AGM), 3.49%, 01/15/50<br>| 225 | &nbsp;&nbsp; 172327 |
| State of California, GO, BAB |  |  |
| &nbsp;&nbsp;&nbsp; 7.55%, 04/01/39 | 3115 | &nbsp;&nbsp; 3742475 |
| &nbsp;&nbsp;&nbsp; 7.30%, 10/01/39 | 2390 | &nbsp;&nbsp; 2770414 |
| &nbsp;&nbsp;&nbsp; 7.35%, 11/01/39 | 1020 | &nbsp;&nbsp; 1184916 |
| &nbsp;&nbsp;&nbsp; 7.63%, 03/01/40 | 1230 | &nbsp;&nbsp; 1484220 |
| &nbsp;&nbsp;&nbsp; 7.60%, 11/01/40 | 1525 | &nbsp;&nbsp; 1854740 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

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

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **California (continued)** | **California (continued)** |  |
| State of California, Refunding GO |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/01/28<sup>(f)</sup> | 200 | &nbsp;&nbsp; $203411 |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/01/41<sup>(a)</sup> | 400 | &nbsp;&nbsp; 419966 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/43 | 265 | &nbsp;&nbsp; 262324 |
| University of California, RB |  |  |
| &nbsp;&nbsp;&nbsp; Series AD, 4.86%, 05/15/2112 | 225 | &nbsp;&nbsp; 185946 |
| &nbsp;&nbsp;&nbsp; Series AQ, 4.77%, 05/15/2115 | 333 | &nbsp;&nbsp; 269814 |
|  |  | &nbsp;&nbsp; 27983684 |
| **Colorado — 0.0%** | **Colorado — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Regional Transportation District Sales Tax Revenue, <br> RB, BAB, Series B, 5.84%, 11/01/50<sup>(a)</sup><br>| 25 | &nbsp;&nbsp; 25544 |
| **District of Columbia — 0.0%** | **District of Columbia — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; District of Columbia Water & Sewer Authority, RB, <br> Series A, Senior Lien, Sustainability Bonds, 4.81%, <br> 10/01/2114<sup>(a)</sup><br>| 530 | &nbsp;&nbsp; 449753 |
| &nbsp;&nbsp;&nbsp; Metropolitan Washington Airports Authority Dulles Toll <br> Road Revenue, RB, BAB, 7.46%, 10/01/46<br>| 125 | &nbsp;&nbsp; 147619 |
|  |  | &nbsp;&nbsp; 597372 |
| **Florida — 0.1%** | **Florida — 0.1%** |  |
| &nbsp;&nbsp;&nbsp; County of Miami-Dade Florida Aviation Revenue, <br> Refunding RB, Series C, 4.28%, 10/01/41<br>| 540 | &nbsp;&nbsp; 496210 |
| &nbsp;&nbsp;&nbsp; County of Miami-Dade Florida Transit System, <br> Refunding RB, Series B, 2.60%, 07/01/42<br>| 90 | &nbsp;&nbsp; 68209 |
| &nbsp;&nbsp;&nbsp; County of Miami-Dade Seaport Department, ARB, <br> 6.22%, 11/01/55<br>| 585 | &nbsp;&nbsp; 603549 |
|  |  | &nbsp;&nbsp; 1167968 |
| **Georgia — 0.1%** | **Georgia — 0.1%** |  |
| &nbsp;&nbsp;&nbsp; Municipal Electric Authority of Georgia, Refunding RB, <br> BAB<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.64%, 04/01/57 | 989 | &nbsp;&nbsp; 1068794 |
| &nbsp;&nbsp;&nbsp; 6.66%, 04/01/57 | 802 | &nbsp;&nbsp; 857044 |
| &nbsp;&nbsp;&nbsp; 7.06%, 04/01/57 | 148 | &nbsp;&nbsp; 164585 |
|  |  | &nbsp;&nbsp; 2090423 |
| **Idaho — 0.0%** | **Idaho — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Idaho Energy Resources Authority, RB, 2.86%, <br> 09/01/46<br>| 225 | &nbsp;&nbsp; 158319 |
| **Illinois — 0.2%** | **Illinois — 0.2%** |  |
| Chicago O'Hare International Airport, ARB |  |  |
| &nbsp;&nbsp;&nbsp; Series C, Senior Lien, 4.47%, 01/01/49<sup>(a)</sup> | 250 | &nbsp;&nbsp; 219306 |
| &nbsp;&nbsp;&nbsp; Series C, Senior Lien, 4.57%, 01/01/54 | 100 | &nbsp;&nbsp; 85723 |
| &nbsp;&nbsp;&nbsp; Chicago O'Hare International Airport, Refunding ARB, <br> BAB, Series B, 6.40%, 01/01/40<br>| 890 | &nbsp;&nbsp; 982787 |
| &nbsp;&nbsp;&nbsp; Chicago Transit Authority Sales & Transfer Tax <br> Receipts Revenue, RB<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series A, 6.90%, 12/01/40 | 380 | &nbsp;&nbsp; 422366 |
| &nbsp;&nbsp;&nbsp; Series B, 6.90%, 12/01/40 | 1031 | &nbsp;&nbsp; 1146631 |
| &nbsp;&nbsp;&nbsp; Chicago Transit Authority Sales Tax Receipts Fund, <br> RB, BAB, Series B, 6.20%, 12/01/40<br>| 333 | &nbsp;&nbsp; 353004 |
| &nbsp;&nbsp;&nbsp; Metropolitan Water Reclamation District of Greater <br> Chicago, GOL, BAB, 5.72%, 12/01/38<br>| 670 | &nbsp;&nbsp; 694124 |
| Sales Tax Securitization Corp., Refunding RB |  |  |
| &nbsp;&nbsp;&nbsp; Series A, 4.79%, 01/01/48 | 150 | &nbsp;&nbsp; 138733 |
| &nbsp;&nbsp;&nbsp; Series B, 3.59%, 01/01/43 | 320 | &nbsp;&nbsp; 277717 |
| &nbsp;&nbsp;&nbsp; Series B, 3.82%, 01/01/48 | 65 | &nbsp;&nbsp; 52347 |
| &nbsp;&nbsp;&nbsp; Series B, 2nd Lien, 3.24%, 01/01/42 | 1030 | &nbsp;&nbsp; 851360 |
|  |  | &nbsp;&nbsp; 5224098 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Indiana — 0.0%** | **Indiana — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Indiana Finance Authority, Refunding RB, <br> Sustainability Bonds, 3.05%, 01/01/51<sup>(a)</sup><br>| $555 | &nbsp;&nbsp; $405419 |
| **Kansas — 0.0%** | **Kansas — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Kansas Development Finance Authority, RB, <br> Series K, (BAM), 2.77%, 05/01/51<br>| 90 | &nbsp;&nbsp; 63632 |
| **Louisiana — 0.1%** | **Louisiana — 0.1%** |  |
| &nbsp;&nbsp;&nbsp; Louisiana Local Government Environmental Facilities <br> & Community Development Authority, RB<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series A-3, 5.20%, 12/01/39 | 495 | &nbsp;&nbsp; 503620 |
| &nbsp;&nbsp;&nbsp; Series A-4, 4.48%, 08/01/39<sup>(a)</sup> | 1460 | &nbsp;&nbsp; 1412404 |
|  |  | &nbsp;&nbsp; 1916024 |
| **Maryland — 0.1%** | **Maryland — 0.1%** |  |
| Maryland Economic Development Corp., RB |  |  |
| &nbsp;&nbsp;&nbsp; Sustainability Bonds, 5.43%, 05/31/56 | 780 | &nbsp;&nbsp; 745051 |
| &nbsp;&nbsp;&nbsp; Sustainability Bonds, 5.94%, 05/31/57 | 180 | &nbsp;&nbsp; 180506 |
|  |  | &nbsp;&nbsp; 925557 |
| **Massachusetts — 0.1%** | **Massachusetts — 0.1%** |  |
| &nbsp;&nbsp;&nbsp; Commonwealth of Massachusetts, GOL, Series H, <br> 2.90%, 09/01/49<sup>(a)</sup><br>| 25 | &nbsp;&nbsp; 17086 |
| &nbsp;&nbsp;&nbsp; Commonwealth of Massachusetts, GOL, BAB, 5.46%, <br> 12/01/39<sup>(a)</sup><br>| 570 | &nbsp;&nbsp; 584538 |
| &nbsp;&nbsp;&nbsp; Massachusetts School Building Authority, RB, BAB, <br> 5.72%, 08/15/39<br>| 670 | &nbsp;&nbsp; 695065 |
|  |  | &nbsp;&nbsp; 1296689 |
| **Michigan — 0.2%** | **Michigan — 0.2%** |  |
| &nbsp;&nbsp;&nbsp; Michigan Finance Authority, Refunding RB, 3.38%, <br> 12/01/40<br>| 1055 | &nbsp;&nbsp; 891859 |
| &nbsp;&nbsp;&nbsp; Michigan State University, RB, Series A, 4.17%, <br> 08/15/2122<br>| 343 | &nbsp;&nbsp; 244607 |
| &nbsp;&nbsp;&nbsp; Michigan State University, Refunding RB, Series A, <br> 4.50%, 08/15/48<br>| 1000 | &nbsp;&nbsp; 910540 |
| University of Michigan, RB |  |  |
| &nbsp;&nbsp;&nbsp; Series A, 3.50%, 04/01/52 | 55 | &nbsp;&nbsp; 40069 |
| &nbsp;&nbsp;&nbsp; Series A, 4.45%, 04/01/2122 | 1547 | &nbsp;&nbsp; 1204921 |
| &nbsp;&nbsp;&nbsp; Series B, 2.44%, 04/01/40 | 625 | &nbsp;&nbsp; 470496 |
| &nbsp;&nbsp;&nbsp; Series B, 2.56%, 04/01/50 | 663 | &nbsp;&nbsp; 415706 |
| &nbsp;&nbsp;&nbsp; University of Michigan, Refunding RB, Series C, <br> 3.60%, 04/01/47<br>| 600 | &nbsp;&nbsp; 498251 |
|  |  | &nbsp;&nbsp; 4676449 |
| **Minnesota — 0.0%** | **Minnesota — 0.0%** |  |
| University of Minnesota, RB, 4.05%, 04/01/52 | 318 | &nbsp;&nbsp; 255091 |
| **Missouri — 0.0%** | **Missouri — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Health & Educational Facilities Authority of the State <br> of Missouri, RB, Series A, 3.65%, 08/15/57<br>| 750 | &nbsp;&nbsp; 534012 |
| &nbsp;&nbsp;&nbsp; Health & Educational Facilities Authority of the State <br> of Missouri, Refunding RB, Class A, 3.23%, <br> 05/15/50<br>| 555 | &nbsp;&nbsp; 388124 |
|  |  | &nbsp;&nbsp; 922136 |
| **Nebraska — 0.0%** | **Nebraska — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; University of Nebraska Facilities Corp., Refunding <br> RB, Series A, 3.04%, 10/01/49<br>| 125 | &nbsp;&nbsp; 91181 |
| **Nevada — 0.0%** | **Nevada — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; County of Clark Department of Aviation, ARB, <br> Series C, 6.82%, 07/01/45<br>| 355 | &nbsp;&nbsp; 392809 |
| **New Jersey — 0.2%** | **New Jersey — 0.2%** |  |
| &nbsp;&nbsp;&nbsp; New Jersey Transportation Trust Fund Authority, RB, <br> BAB, Series B, 6.56%, 12/15/40<br>| 1025 | &nbsp;&nbsp; 1150092 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

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

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **New Jersey (continued)** | **New Jersey (continued)** |  |
| New Jersey Turnpike Authority, RB, BAB |  |  |
| &nbsp;&nbsp;&nbsp; Series A, 7.10%, 01/01/41 | 1020 | &nbsp;&nbsp; $1181001 |
| &nbsp;&nbsp;&nbsp; Series F, 7.41%, 01/01/40 | 1505 | &nbsp;&nbsp; 1787905 |
| &nbsp;&nbsp;&nbsp; Rutgers The State University of New Jersey, RB, <br> Series P, 3.92%, 05/01/2119<br>| 563 | &nbsp;&nbsp; 372512 |
| &nbsp;&nbsp;&nbsp; Rutgers The State University of New Jersey, <br> Refunding RB, Series R, 3.27%, 05/01/43<br>| 345 | &nbsp;&nbsp; 283880 |
|  |  | &nbsp;&nbsp; 4775390 |
| **New York — 0.7%** | **New York — 0.7%** |  |
| City of New York, GO |  |  |
| &nbsp;&nbsp;&nbsp; Series C-2, 4.61%, 09/01/37 | 400 | &nbsp;&nbsp; 390597 |
| &nbsp;&nbsp;&nbsp; Series D-2, 5.26%, 10/01/44 | 250 | &nbsp;&nbsp; 242564 |
| &nbsp;&nbsp;&nbsp; Series E-1, 5.56%, 10/01/45 | 195 | &nbsp;&nbsp; 194427 |
| &nbsp;&nbsp;&nbsp; Series E-1, 5.37%, 10/01/51 | 325 | &nbsp;&nbsp; 316362 |
| &nbsp;&nbsp;&nbsp; Series H, 5.94%, 02/01/55 | 275 | &nbsp;&nbsp; 285392 |
| &nbsp;&nbsp;&nbsp; Sustainability Bonds, 5.26%, 10/01/52<sup>(a)</sup> | 780 | &nbsp;&nbsp; 744517 |
| &nbsp;&nbsp;&nbsp; Series B-1, Sustainability Bonds, 5.83%, 10/01/53 | 100 | &nbsp;&nbsp; 102880 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series D-1, Sustainability Bonds, 5.11%, <br> 10/01/54<sup>(a)</sup><br>| 1400 | &nbsp;&nbsp; 1309275 |
| City of New York, GO, BAB |  |  |
| &nbsp;&nbsp;&nbsp; 5.52%, 10/01/37 | 400 | &nbsp;&nbsp; 410641 |
| &nbsp;&nbsp;&nbsp; Series F-1, 6.27%, 12/01/37 | 415 | &nbsp;&nbsp; 443883 |
| &nbsp;&nbsp;&nbsp; Empire State Development Corp., RB, BAB, 5.77%, <br> 03/15/39<br>| 880 | &nbsp;&nbsp; 913473 |
| &nbsp;&nbsp;&nbsp; Metropolitan Transportation Authority Dedicated Tax <br> Fund, RB, BAB, 7.34%, 11/15/39<br>| 350 | &nbsp;&nbsp; 409798 |
| &nbsp;&nbsp;&nbsp; Metropolitan Transportation Authority, RB, BAB, <br> 6.67%, 11/15/39<br>| 855 | &nbsp;&nbsp; 923306 |
| &nbsp;&nbsp;&nbsp; New York City Municipal Water Finance Authority, RB, <br> 5.95%, 06/15/42<br>| 55 | &nbsp;&nbsp; 56377 |
| &nbsp;&nbsp;&nbsp; New York City Municipal Water Finance Authority, RB, <br> BAB, 5.75%, 06/15/41<br>| 1125 | &nbsp;&nbsp; 1124694 |
| &nbsp;&nbsp;&nbsp; New York City Municipal Water Finance Authority, <br> Refunding RB, 5.88%, 06/15/44<br>| 25 | &nbsp;&nbsp; 25114 |
| &nbsp;&nbsp;&nbsp; New York City Municipal Water Finance Authority, <br> Refunding RB, BAB<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.72%, 06/15/42 | 215 | &nbsp;&nbsp; 214731 |
| &nbsp;&nbsp;&nbsp; 6.01%, 06/15/42 | 490 | &nbsp;&nbsp; 505798 |
| &nbsp;&nbsp;&nbsp; 5.44%, 06/15/43 | 125 | &nbsp;&nbsp; 120080 |
| New York State Dormitory Authority, RB, BAB |  |  |
| &nbsp;&nbsp;&nbsp; Series D, 5.60%, 03/15/40 | 610 | &nbsp;&nbsp; 624466 |
| &nbsp;&nbsp;&nbsp; Series F, 5.63%, 03/15/39 | 350 | &nbsp;&nbsp; 359504 |
| Port Authority of New York & New Jersey, ARB |  |  |
| &nbsp;&nbsp;&nbsp; Series 192, 4.81%, 10/15/65 | 275 | &nbsp;&nbsp; 244912 |
| &nbsp;&nbsp;&nbsp; Series 20, 4.23%, 10/15/57 | 1070 | &nbsp;&nbsp; 868707 |
| &nbsp;&nbsp;&nbsp; Series 215, 3.29%, 08/01/69 | 125 | &nbsp;&nbsp; 79079 |
| &nbsp;&nbsp;&nbsp; Series 225, 3.18%, 07/15/60 | 370 | &nbsp;&nbsp; 238087 |
| &nbsp;&nbsp;&nbsp; Series 229, 3.14%, 02/15/51 | 1600 | &nbsp;&nbsp; 1171222 |
| Port Authority of New York & New Jersey, RB |  |  |
| &nbsp;&nbsp;&nbsp; Series 165, 5.65%, 11/01/40 | 1025 | &nbsp;&nbsp; 1096678 |
| &nbsp;&nbsp;&nbsp; Series 168, 4.93%, 10/01/51 | 1030 | &nbsp;&nbsp; 949381 |
| &nbsp;&nbsp;&nbsp; Series 181, 4.96%, 08/01/46 | 110 | &nbsp;&nbsp; 105219 |
| &nbsp;&nbsp;&nbsp; Series 182, 5.31%, 08/01/46 | 25 | &nbsp;&nbsp; 24579 |
| &nbsp;&nbsp;&nbsp; Port Authority of New York & New Jersey, Refunding <br> RB, Series 174, 4.46%, 10/01/62<sup>(a)</sup><br>| 1565 | &nbsp;&nbsp; 1315555 |
| &nbsp;&nbsp;&nbsp; United Nations Development Corp., Refunding RB, <br> Series A, 6.54%, 08/01/55<br>| 200 | &nbsp;&nbsp; 211637 |
|  |  | &nbsp;&nbsp; 16022935 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **North Carolina — 0.0%** | **North Carolina — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Charlotte-Mecklenburg Hospital Authority, RB, <br> Series S, 3.20%, 01/15/51<br>| $60 | &nbsp;&nbsp; $40928 |
| **Ohio — 0.1%** | **Ohio — 0.1%** |  |
| American Municipal Power, Inc., RB |  |  |
| &nbsp;&nbsp;&nbsp; Series B, 7.83%, 02/15/41 | 525 | &nbsp;&nbsp; 618666 |
| &nbsp;&nbsp;&nbsp; Series B, 8.08%, 02/15/50 | 400 | &nbsp;&nbsp; 499385 |
| &nbsp;&nbsp;&nbsp; JobsOhio Beverage System, Refunding RB, Series A, <br> 2.83%, 01/01/38<sup>(g)</sup><br>| 395 | &nbsp;&nbsp; 336971 |
| &nbsp;&nbsp;&nbsp; Ohio State University, RB, BAB, Series C, 4.91%, <br> 06/01/40<br>| 1760 | &nbsp;&nbsp; 1760201 |
| &nbsp;&nbsp;&nbsp; Ohio Turnpike & Infrastructure Commission, <br> Refunding RB, Series A, Junior Lien, 3.22%, <br> 02/15/48<br>| 155 | &nbsp;&nbsp; 115746 |
|  |  | &nbsp;&nbsp; 3330969 |
| **Oklahoma — 0.1%** | **Oklahoma — 0.1%** |  |
| Oklahoma Development Finance Authority, RB |  |  |
| &nbsp;&nbsp;&nbsp; Series A2, 4.38%, 11/01/45 | 290 | &nbsp;&nbsp; 274711 |
| &nbsp;&nbsp;&nbsp; Series A-2, 4.62%, 06/01/44<sup>(a)</sup> | 580 | &nbsp;&nbsp; 557017 |
| &nbsp;&nbsp;&nbsp; Series A-2, 4.85%, 02/01/45<sup>(a)</sup> | 500 | &nbsp;&nbsp; 490517 |
| &nbsp;&nbsp;&nbsp; Series A-3, 5.09%, 02/01/52<sup>(a)</sup> | 265 | &nbsp;&nbsp; 247690 |
| &nbsp;&nbsp;&nbsp; Series A-3, 4.71%, 05/01/52 | 115 | &nbsp;&nbsp; 104701 |
|  |  | &nbsp;&nbsp; 1674636 |
| **Oregon — 0.0%** | **Oregon — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Oregon State University, RB, (BAM), 3.42%, <br> 03/01/60<br>| 113 | &nbsp;&nbsp; 78880 |
| Port of Morrow Oregon, RB, 2.54%, 09/01/40 | 625 | &nbsp;&nbsp; 480942 |
|  |  | &nbsp;&nbsp; 559822 |
| **Pennsylvania — 0.1%** | **Pennsylvania — 0.1%** |  |
| Commonwealth Financing Authority, RB |  |  |
| &nbsp;&nbsp;&nbsp; Series A, 4.14%, 06/01/38 | 250 | &nbsp;&nbsp; 236309 |
| &nbsp;&nbsp;&nbsp; Series A, 2.99%, 06/01/42 | 1040 | &nbsp;&nbsp; 802729 |
| &nbsp;&nbsp;&nbsp; Pennsylvania Economic Development Financing <br> Authority, RB, 5.69%, 06/01/54<br>| 465 | &nbsp;&nbsp; 468180 |
| Pennsylvania State University, Refunding RB |  |  |
| &nbsp;&nbsp;&nbsp; Series D, 2.79%, 09/01/43 | 400 | &nbsp;&nbsp; 309632 |
| &nbsp;&nbsp;&nbsp; Series D, 2.84%, 09/01/50 | 95 | &nbsp;&nbsp; 63653 |
| &nbsp;&nbsp;&nbsp; Pennsylvania Turnpike Commission, RB, BAB, <br> Series B, 5.51%, 12/01/45<br>| 610 | &nbsp;&nbsp; 605255 |
| &nbsp;&nbsp;&nbsp; University of Pittsburgh-of the Commonwealth System <br> of Higher Education, RB, 3.56%, 09/15/2119<sup>(a)</sup><br>| 113 | &nbsp;&nbsp; 70132 |
|  |  | &nbsp;&nbsp; 2555890 |
| **South Carolina — 0.0%** | **South Carolina — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; South Carolina Public Service Authority, RB, BAB, <br> Series C, 6.45%, 01/01/50<br>| 26 | &nbsp;&nbsp; 27570 |
| **Texas — 0.6%** | **Texas — 0.6%** |  |
| &nbsp;&nbsp;&nbsp; Board of Regents of the University of Texas System, <br> RB, BAB, Series C, 4.79%, 08/15/46<br>| 1505 | &nbsp;&nbsp; 1423919 |
| City of Houston Texas, GOL, 3.96%, 03/01/47 | 105 | &nbsp;&nbsp; 89716 |
| &nbsp;&nbsp;&nbsp; City of San Antonio Texas Electric & Gas Systems <br> Revenue, RB, 4.43%, 02/01/42<br>| 180 | &nbsp;&nbsp; 168987 |
| &nbsp;&nbsp;&nbsp; City of San Antonio Texas Electric & Gas Systems <br> Revenue, RB, BAB, Junior Lien, 5.81%, 02/01/41<br>| 1155 | &nbsp;&nbsp; 1187614 |
| &nbsp;&nbsp;&nbsp; City of San Antonio Texas Electric & Gas Systems <br> Revenue, Refunding RB<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series A, 5.47%, 02/01/45 | 85 | &nbsp;&nbsp; 85999 |
| &nbsp;&nbsp;&nbsp; Series A, 5.57%, 02/01/50<sup>(a)</sup> | 415 | &nbsp;&nbsp; 415181 |
| Dallas Area Rapid Transit, RB, BAB |  |  |
| &nbsp;&nbsp;&nbsp; 5.02%, 12/01/48 | 455 | &nbsp;&nbsp; 424467 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

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

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Texas (continued)** | **Texas (continued)** |  |
| Dallas Area Rapid Transit, RB, BAB (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Series B, 6.00%, 12/01/44<sup>(a)</sup> | 450 | &nbsp;&nbsp; $467199 |
| &nbsp;&nbsp;&nbsp; Dallas Area Rapid Transit, Refunding RB, Series A, <br> Senior Lien, 2.61%, 12/01/48<br>| 455 | &nbsp;&nbsp; 311418 |
| &nbsp;&nbsp;&nbsp; Dallas Convention Center Hotel Development Corp., <br> RB, BAB, 7.09%, 01/01/42<br>| 245 | &nbsp;&nbsp; 270243 |
| Dallas Fort Worth International Airport, ARB |  |  |
| &nbsp;&nbsp;&nbsp; Series A, 4.09%, 11/01/51<sup>(a)</sup> | 550 | &nbsp;&nbsp; 454037 |
| &nbsp;&nbsp;&nbsp; Series A, 4.51%, 11/01/51 | 190 | &nbsp;&nbsp; 165587 |
| Dallas Fort Worth International Airport, Refunding RB |  |  |
| &nbsp;&nbsp;&nbsp; Series A, 2.99%, 11/01/38<sup>(a)</sup> | 125 | &nbsp;&nbsp; 109431 |
| &nbsp;&nbsp;&nbsp; Series A, 3.14%, 11/01/45 | 190 | &nbsp;&nbsp; 146420 |
| &nbsp;&nbsp;&nbsp; Series C, 3.09%, 11/01/40 | 1065 | &nbsp;&nbsp; 875751 |
| &nbsp;&nbsp;&nbsp; Series C, 2.92%, 11/01/50<sup>(a)</sup> | 720 | &nbsp;&nbsp; 509014 |
| &nbsp;&nbsp;&nbsp; Grand Parkway Transportation Corp., Refunding RB, <br> Subordinate, 3.24%, 10/01/52<br>| 1490 | &nbsp;&nbsp; 1025596 |
| &nbsp;&nbsp;&nbsp; North Texas Tollway Authority, RB, BAB, Series B, <br> 6.72%, 01/01/49<br>| 1160 | &nbsp;&nbsp; 1256784 |
| &nbsp;&nbsp;&nbsp; Permanent University Fund - University of Texas <br> System, Refunding RB, Series A, 3.38%, 07/01/47<br>| 850 | &nbsp;&nbsp; 637634 |
| State of Texas, GO, BAB |  |  |
| &nbsp;&nbsp;&nbsp; 5.52%, 04/01/39 | 886 | &nbsp;&nbsp; 904968 |
| &nbsp;&nbsp;&nbsp; Series A, 4.68%, 04/01/40 | 1000 | &nbsp;&nbsp; 962213 |
| &nbsp;&nbsp;&nbsp; Texas Natural Gas Securitization Finance Corp., RB, <br> Series 2023-1, Class A2, 5.17%, 04/01/41<br>| 1450 | &nbsp;&nbsp; 1474444 |
| &nbsp;&nbsp;&nbsp; Texas Private Activity Bond Surface Transportation <br> Corp., RB, Series B, 3.92%, 12/31/49<sup>(a)</sup><br>| 875 | &nbsp;&nbsp; 698631 |
| &nbsp;&nbsp;&nbsp; Texas Transportation Commission, Refunding GO, <br> 2.47%, 10/01/44<br>| 800 | &nbsp;&nbsp; 562709 |
|  |  | &nbsp;&nbsp; 14627962 |
| **Virginia — 0.0%** | **Virginia — 0.0%** |  |
| University of Virginia, Refunding RB |  |  |
| &nbsp;&nbsp;&nbsp; 2.26%, 09/01/50 | 500 | &nbsp;&nbsp; 287962 |
| &nbsp;&nbsp;&nbsp; Series A, 3.23%, 09/01/2119 | 55 | &nbsp;&nbsp; 31112 |
| &nbsp;&nbsp;&nbsp; Series U, 2.58%, 11/01/51 | 215 | &nbsp;&nbsp; 131628 |
|  |  | &nbsp;&nbsp; 450702 |
| **Wisconsin — 0.0%** | **Wisconsin — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; State of Wisconsin, Refunding RB, Series A, 3.95%, <br> 05/01/36<br>| 490 | &nbsp;&nbsp; 465036 |
| **Total Municipal Bonds — 3.8%** <br>**(Cost: $104,838,687)** | **Total Municipal Bonds — 3.8%** <br>**(Cost: $104,838,687)** | &nbsp;&nbsp; 93609552 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Preferred Securities** | **Preferred Securities** | **Preferred Securities** |
| **Capital Trust — 0.0%** | **Capital Trust — 0.0%** | **Capital Trust — 0.0%** |
| **Insurance — 0.0%** | **Insurance — 0.0%** |  |
| MetLife, Inc., 6.40%, 12/15/66 | $1050 | &nbsp;&nbsp; $1101246 |
| **Total Preferred Securities — 0.0%** <br>**(Cost: $1,091,880)** | **Total Preferred Securities — 0.0%** <br>**(Cost: $1,091,880)** | &nbsp;&nbsp; 1101246 |
| **Total Long-Term Investments — 97.8%** <br>**(Cost: $2,625,431,657)** | **Total Long-Term Investments — 97.8%** <br>**(Cost: $2,625,431,657)** | &nbsp;&nbsp; 2429189257 |

---

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

---

| | | |
|:---|:---|:---|
|  | <br>*Shares*<br>|  |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Money Market Funds — 7.3%** | **Money Market Funds — 7.3%** |  |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institutional, SL Agency <br> Shares, 3.82%<sup>(h)(i)(j)</sup><br>| 181350453 | &nbsp;&nbsp; 181441128 |
| **Total Short-Term Securities — 7.3%** <br>**(Cost: $181,377,296)** | **Total Short-Term Securities — 7.3%** <br>**(Cost: $181,377,296)** | &nbsp;&nbsp; 181441128 |
| **Total Investments — 105.1%** <br>**(Cost: $2,806,808,953)** | **Total Investments — 105.1%** <br>**(Cost: $2,806,808,953)** | &nbsp;&nbsp; 2610630385 |
| **Liabilities in Excess of Other Assets — (5.1)%** | **Liabilities in Excess of Other Assets — (5.1)%** | &nbsp;&nbsp; (126944189)<br>|
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | &nbsp;&nbsp; $2483686196 |

---

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

<sup>(d)</sup> When-issued security.

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

<sup>(f)</sup> U.S. Government securities held in escrow, are used to pay interest on this security as well as to retire the bond in full at the date indicated, typically at a premium to par. 

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

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

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

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

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>| *Proceeds* <br>*from Sales*<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>| $176746731<br> $4694499 <br><sup>(a)</sup><br>| &nbsp;&nbsp; $— | $3376 | $(3478)<br>| $181441128 | 181350453<br> $278969 <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. 

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

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

**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; $2194191889 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $2194191889 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 140286570 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 140286570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Municipal Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 93609552 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 93609552 |
| &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; 1101246 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1101246 |
| &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; 181441128 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 181441128 |
|  | &nbsp;&nbsp; $181441128 | &nbsp;&nbsp;&nbsp;&nbsp; $2429189257 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $2610630385 |

---

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

---

| | |
|:---|:---|
| **Portfolio Abbreviation**  | **Portfolio Abbreviation**  |
| AGM | Assured Guaranty Municipal Corp. |
| ARB | Airport Revenue Bonds  |
| BAB | Build America Bond |
| BAM | Build America Mutual Assurance Co. |
| CME | Chicago Mercantile Exchange  |
| CMT | Constant Maturity Treasury |
| GO | General Obligation Bonds |
| GOL | General Obligation Ltd. |
| M/F | Multi-Family |
| MSCI | Morgan Stanley Capital International |
| RB | Revenue Bonds |
| REIT | Real Estate Investment Trust |
| SAB | Special Assessment Bonds |
| SAP | Subject to Appropriations |
| SOFR | Secured Overnight Financing Rate |

---

Schedule of Investments

------

## 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. Long Credit Bond Index Fund

- **b. EDGAR series identifier (if any):** S000075203

- **c. LEI of Series:** 549300KVJ2QNPSCQ7553

**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:** $2793110808.67

**Total Liabilities:** $357720132.68

**Net Assets:** $2435390675.99

**Delayed Delivery Securities:** $2746301.25

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3.40000000 | **1-Year:** 42.64000000 | **5-Year:** 3262.81000000 | **10-Year:** 703976.30000000 | **30-Year:** 2344029.60000000

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

- **3-Month:** 231.05000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 676.33000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000234047 | 0.44%                | -1.17%               | 0.23%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-200058.42              | $1961676.36                                |
| Month 2  | $-2018004.08             | $-39384543.64                              |
| Month 3  | $-3246704.56             | $-1957228.57                               |

### Schedule of Portfolio Investments

| Name                                                                             | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABB FINANCE USA INC                                                              | ABB Finance USA Inc                                                             | CUSIP: 00037BAC6<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |    425000 | PA      | $376693.16    | 0.02%             | 2042-05-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                        | Aflac Inc                                                                       | CUSIP: 001055AR3<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    440000 | PA      | $351792.63    | 0.01%             | 2046-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                        | Aflac Inc                                                                       | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    418000 | PA      | $367128.84    | 0.02%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAF7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    450000 | PA      | $332711.23    | 0.01%             | 2047-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    300000 | PA      | $230784.97    | 0.01%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    263000 | PA      | $180415.26    | 0.01%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    379000 | PA      | $256875.53    | 0.01%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    680000 | PA      | $622401.24    | 0.03%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    665000 | PA      | $653325.66    | 0.03%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAF6<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160376.92    | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    600000 | PA      | $458343.73    | 0.02%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAJ8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164546.52    | 0.01%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    829000 | PA      | $628020.34    | 0.03%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    164000 | PA      | $110537.00    | 0.00%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    413000 | PA      | $305097.09    | 0.01%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    379000 | PA      | $233056.81    | 0.01%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    950000 | PA      | $800646.98    | 0.03%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    700000 | PA      | $676281.54    | 0.03%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    550000 | PA      | $567632.69    | 0.02%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    236000 | PA      | $202860.70    | 0.01%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CORP                                                                | AHS Hospital Corp                                                               | CUSIP: 001306AB5<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93591.62     | 0.00%             | 2045-07-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CORP                                                                | AHS Hospital Corp                                                               | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    961000 | PA      | $597083.11    | 0.02%             | 2051-07-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                   | Aon Global Ltd                                                                  | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    588000 | PA      | $515181.71    | 0.02%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                   | Aon Global Ltd                                                                  | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    463000 | PA      | $412417.85    | 0.02%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RAG7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $323518.39    | 0.01%             | 2038-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RAS1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $329670.18    | 0.01%             | 2039-02-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RBA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492783.59    | 0.02%             | 2041-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    750000 | PA      | $634185.86    | 0.03%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    250000 | PA      | $205793.08    | 0.01%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RCG5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175508.66    | 0.01%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1725852.52   | 0.07%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RCU4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    900000 | PA      | $901147.86    | 0.04%             | 2047-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106773.37    | 0.00%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    850000 | PA      | $698593.47    | 0.03%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $864815.43    | 0.04%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1155642.62   | 0.05%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282900.02    | 0.01%             | 2047-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    325000 | PA      | $311942.02    | 0.01%             | 2057-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RFU1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $446800.67    | 0.02%             | 2050-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    925000 | PA      | $899236.06    | 0.04%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RHA3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    780000 | PA      | $709914.52    | 0.03%             | 2046-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1418934.00   | 0.06%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    405000 | PA      | $351996.71    | 0.01%             | 2044-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2042666.08   | 0.08%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $2136926.11   | 0.09%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $855709.61    | 0.04%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKD3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $765634.75    | 0.03%             | 2043-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $939479.97    | 0.04%             | 2052-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKF8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    850000 | PA      | $538585.10    | 0.02%             | 2061-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   7664000 | PA      | $5113666.05   | 0.21%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   7333000 | PA      | $4861349.51   | 0.20%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5936000 | PA      | $3912350.29   | 0.16%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5899000 | PA      | $4054297.75   | 0.17%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1215887.30   | 0.05%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $986575.50    | 0.04%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1622775.05   | 0.07%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RNJ7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1365922.61   | 0.06%             | 2046-04-30      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RNK4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1363651.96   | 0.06%             | 2056-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 00217GAC7<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |   1063000 | PA      | $817975.18    | 0.03%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002819AC4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    550000 | PA      | $607873.89    | 0.02%             | 2037-11-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824AV2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $273128.73    | 0.01%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    863000 | PA      | $885576.55    | 0.04%             | 2040-05-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1392000 | PA      | $1384025.86   | 0.06%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2678986.64   | 0.11%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    463000 | PA      | $433197.64    | 0.02%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3110000 | PA      | $2767523.94   | 0.11%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2698000 | PA      | $2436832.25   | 0.10%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1080617.70   | 0.04%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1961000 | PA      | $1700986.66   | 0.07%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1754000 | PA      | $1589929.61   | 0.07%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3587000 | PA      | $3188901.07   | 0.13%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5581000 | PA      | $4601754.50   | 0.19%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    275000 | PA      | $252303.58    | 0.01%             | 2042-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $957449.72    | 0.04%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    752000 | PA      | $684356.67    | 0.03%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    575000 | PA      | $567782.30    | 0.02%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3190000 | PA      | $3089721.90   | 0.13%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1297467.17   | 0.05%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    730000 | PA      | $729248.90    | 0.03%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 00440EAH0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    275000 | PA      | $313474.03    | 0.01%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 00440EAQ0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    397000 | PA      | $343341.41    | 0.01%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1559000 | PA      | $1353019.04   | 0.06%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     27000 | PA      | $22555.12     | 0.00%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1135145.57   | 0.05%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AE4<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    198000 | PA      | $130387.43    | 0.01%             | 2050-06-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1375000 | PA      | $1123688.38   | 0.05%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ADVENTHEALTH OBL GRP                                                             | AdventHealth Obligated Group                                                    | CUSIP: 00778XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $41087.92     | 0.00%             | 2051-11-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                                           | Advanced Micro Devices Inc                                                      | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    580000 | PA      | $487057.84    | 0.02%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM                                                             | Adventist Health System/West                                                    | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    227000 | PA      | $154952.96    | 0.01%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    500000 | PA      | $548438.63    | 0.02%             | 2036-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    500000 | PA      | $549339.86    | 0.02%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    528000 | PA      | $453025.96    | 0.02%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    449000 | PA      | $389072.41    | 0.02%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAZ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    425000 | PA      | $317291.05    | 0.01%             | 2047-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    533000 | PA      | $400920.86    | 0.02%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    859000 | PA      | $550341.74    | 0.02%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392EZ7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    179000 | PA      | $194385.98    | 0.01%             | 2038-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FB9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    450000 | PA      | $481922.03    | 0.02%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FJ2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    600000 | PA      | $491708.10    | 0.02%             | 2042-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    375000 | PA      | $315272.16    | 0.01%             | 2044-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    268000 | PA      | $210597.83    | 0.01%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FP8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    213000 | PA      | $178956.01    | 0.01%             | 2046-01-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    277000 | PA      | $211582.08    | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82837.74     | 0.00%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    570000 | PA      | $408250.82    | 0.02%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FV5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    921000 | PA      | $610924.37    | 0.03%             | 2051-07-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    875000 | PA      | $564230.13    | 0.02%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                   | Albemarle Corp                                                                  | CUSIP: 012653AF8<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270382.99    | 0.01%             | 2052-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| ALBEMARLE CORP                                                                   | Albemarle Corp                                                                  | CUSIP: 012725AD9<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    300000 | PA      | $275445.52    | 0.01%             | 2044-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| HOWMET AEROSPACE INC                                                             | Howmet Aerospace Inc                                                            | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    500000 | PA      | $539896.17    | 0.02%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    263000 | PA      | $225256.86    | 0.01%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    379000 | PA      | $285690.52    | 0.01%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    830000 | PA      | $524706.75    | 0.02%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |   1130000 | PA      | $789555.27    | 0.03%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BB4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    545000 | PA      | $485198.50    | 0.02%             | 2053-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    365000 | PA      | $362609.58    | 0.01%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    750000 | PA      | $716494.28    | 0.03%             | 2054-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1078000 | PA      | $990246.59    | 0.04%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1751000 | PA      | $1460727.61   | 0.06%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAW2<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    678000 | PA      | $562413.39    | 0.02%             | 2057-12-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    950000 | PA      | $697084.16    | 0.03%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1166000 | PA      | $792928.21    | 0.03%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1150000 | PA      | $751211.03    | 0.03%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WBQ4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $404585.35    | 0.02%             | 2054-11-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| ALLEGHANY CORP                                                                   | Alleghany Corp                                                                  | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137766.88    | 0.01%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                                   | Alleghany Corp                                                                  | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    504000 | PA      | $341058.24    | 0.01%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALLINA HEALTH SYSTEM                                                             | Allina Health System                                                            | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |    142000 | PA      | $109434.34    | 0.00%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| ALLINA HEALTH SYSTEM                                                             | Allina Health System                                                            | CUSIP: 01959LAE2<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |    350000 | PA      | $221673.89    | 0.01%             | 2051-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002AT8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    550000 | PA      | $587923.40    | 0.02%             | 2036-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    325000 | PA      | $341476.79    | 0.01%             | 2057-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    497000 | PA      | $432669.16    | 0.02%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    604000 | PA      | $493957.11    | 0.02%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    534000 | PA      | $404316.64    | 0.02%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1091000 | PA      | $734258.98    | 0.03%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $1245797.23   | 0.05%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: —       |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2251000 | PA      | $1146763.26   | 0.05%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1433327.61   | 0.06%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1247087.39   | 0.05%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1430640.05   | 0.06%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   3610000 | PA      | $3526018.48   | 0.14%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2369169.39   | 0.10%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    950000 | PA      | $793740.16    | 0.03%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    829000 | PA      | $706731.04    | 0.03%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1544000 | PA      | $1479071.02   | 0.06%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1636000 | PA      | $1229421.75   | 0.05%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1643000 | PA      | $1680791.15   | 0.07%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2143000 | PA      | $2136253.04   | 0.09%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    741000 | PA      | $591731.12    | 0.02%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1929000 | PA      | $1486754.41   | 0.06%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    895000 | PA      | $631399.96    | 0.03%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $886137.86    | 0.04%             | 2061-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1438000 | PA      | $1376906.58   | 0.06%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2129000 | PA      | $1933090.76   | 0.08%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3048000 | PA      | $2491026.31   | 0.10%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1834000 | PA      | $1463130.17   | 0.06%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3029000 | PA      | $1800650.93   | 0.07%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2529000 | PA      | $1419516.98   | 0.06%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $1648254.25   | 0.07%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3759000 | PA      | $2503398.07   | 0.10%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1879000 | PA      | $1196229.87   | 0.05%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1951000 | PA      | $1519150.58   | 0.06%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $804491.14    | 0.03%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1971328.93   | 0.08%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1770237.32   | 0.07%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 02360FAB2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306389.51    | 0.01%             | 2037-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAQ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    463000 | PA      | $383098.13    | 0.02%             | 2046-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    675000 | PA      | $516101.63    | 0.02%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAT7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    475000 | PA      | $407723.79    | 0.02%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAU4<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    147000 | PA      | $101101.79    | 0.00%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAX8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    175000 | PA      | $110736.89    | 0.00%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412527.31    | 0.02%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DBB5<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    700000 | PA      | $689210.28    | 0.03%             | 2054-07-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DBC3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1047899.94   | 0.04%             | 2055-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WAP0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    425000 | PA      | $453641.09    | 0.02%             | 2037-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   1675000 | PA      | $1770062.63   | 0.07%             | 2040-03-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    671000 | PA      | $582623.78    | 0.02%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   1078000 | PA      | $899703.16    | 0.04%             | 2049-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    529000 | PA      | $356573.26    | 0.01%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    925000 | PA      | $793348.67    | 0.03%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                                                         | American Financial Group Inc/OH                                                 | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    545000 | PA      | $458317.82    | 0.02%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    250000 | PA      | $167306.83    | 0.01%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    450000 | PA      | $354897.56    | 0.01%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    650000 | PA      | $571561.17    | 0.02%             | 2044-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DF1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    175000 | PA      | $158164.44    | 0.01%             | 2045-07-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                           | American International Group Inc                                                | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    854000 | PA      | $761733.74    | 0.03%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $844267.75    | 0.03%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERICAN MUNI PWR-OHIO INC OH REVENUE                                           | CUSIP: 02765UEJ9<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    525000 | PA      | $618665.83    | 0.03%             | 2041-02-15      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERICAN MUNI PWR-OHIO INC OH REVENUE                                           | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    400000 | PA      | $499385.25    | 0.02%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    700000 | PA      | $520755.35    | 0.02%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1203000 | PA      | $789887.39    | 0.03%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1295000 | PA      | $823840.88    | 0.03%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| AMERICAN UNIVERSITY                                                              | American University/The                                                         | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |    111000 | PA      | $84166.80     | 0.00%             | 2049-04-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAD7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    800000 | PA      | $908039.58    | 0.04%             | 2037-10-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    325000 | PA      | $283893.29    | 0.01%             | 2042-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAM7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    213000 | PA      | $181080.24    | 0.01%             | 2045-09-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    280000 | PA      | $222439.27    | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    713000 | PA      | $545431.81    | 0.02%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    575000 | PA      | $469693.54    | 0.02%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    513000 | PA      | $412996.47    | 0.02%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    550000 | PA      | $390571.90    | 0.02%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    745000 | PA      | $504043.89    | 0.02%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WBC8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    450000 | PA      | $435851.82    | 0.02%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    870000 | PA      | $867077.49    | 0.04%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EAN5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    338000 | PA      | $285920.66    | 0.01%             | 2045-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    463000 | PA      | $388137.24    | 0.02%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162AW0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $442649.70    | 0.02%             | 2037-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162BA7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $330320.90    | 0.01%             | 2039-02-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162BC3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    350000 | PA      | $363452.35    | 0.01%             | 2040-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    650000 | PA      | $610675.07    | 0.03%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162BH2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352606.50    | 0.01%             | 2042-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    663000 | PA      | $639388.06    | 0.03%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2120437.45   | 0.09%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1038000 | PA      | $888167.77    | 0.04%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2828000 | PA      | $2422714.43   | 0.10%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1854000 | PA      | $1460175.80   | 0.06%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2029000 | PA      | $1441068.99   | 0.06%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1879000 | PA      | $1119761.75   | 0.05%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: —       |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1411000 | PA      | $1029701.46   | 0.04%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    985000 | PA      | $637431.31    | 0.03%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $959654.44    | 0.04%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1195549.25   | 0.05%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    700000 | PA      | $615597.40    | 0.03%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2387961.63   | 0.10%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   4025000 | PA      | $3957516.81   | 0.16%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1485457.27   | 0.06%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    425000 | PA      | $413261.10    | 0.02%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    875000 | PA      | $855025.05    | 0.04%             | 2036-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    965000 | PA      | $922989.79    | 0.04%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654AK1<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292259.52    | 0.01%             | 2045-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    651000 | PA      | $477765.80    | 0.02%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $810209.89    | 0.03%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654BC8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336902.56    | 0.01%             | 2054-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                          | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5403000 | PA      | $5324646.94   | 0.22%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                          | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7763000 | PA      | $7160448.90   | 0.29%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    753000 | PA      | $964473.58    | 0.04%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   3048000 | PA      | $2620022.24   | 0.11%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1829000 | PA      | $1884259.56   | 0.08%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   4089000 | PA      | $4071482.15   | 0.17%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $1251790.11   | 0.05%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1688000 | PA      | $1614002.76   | 0.07%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    679000 | PA      | $642074.84    | 0.03%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    650000 | PA      | $574039.60    | 0.02%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AP5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1547425.58   | 0.06%             | 2058-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $542207.27    | 0.02%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                                         | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    600000 | PA      | $590964.81    | 0.02%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| ANHEUSER-BUSCH INBEV FIN                                                         | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |   1538000 | PA      | $1419395.84   | 0.06%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                                         | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 03524BAF3<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    413000 | PA      | $373144.07    | 0.02%             | 2044-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1179000 | PA      | $975049.71    | 0.04%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    820000 | PA      | $695365.26    | 0.03%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    450000 | PA      | $330520.68    | 0.01%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    999000 | PA      | $651204.27    | 0.03%             | 2050-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1043289.30   | 0.04%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    679000 | PA      | $560160.50    | 0.02%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    810000 | PA      | $832294.62    | 0.03%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1389400.80   | 0.06%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1340036.56   | 0.06%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    800000 | PA      | $780878.34    | 0.03%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    825000 | PA      | $817866.04    | 0.03%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    825000 | PA      | $804000.05    | 0.03%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| AON CORP                                                                         | Aon Corp                                                                        | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    105000 | PA      | $113931.34    | 0.00%             | 2040-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1100000 | PA      | $686241.42    | 0.03%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1139000 | PA      | $852884.04    | 0.04%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                            | Aon North America Inc                                                           | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1513142.90   | 0.06%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA Corp                                                                        | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353194.86    | 0.01%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA Corp                                                                        | CUSIP: 03743QBA5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201510.49    | 0.01%             | 2037-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA Corp                                                                        | CUSIP: 03743QBB3<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    375000 | PA      | $336543.20    | 0.01%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA Corp                                                                        | CUSIP: 03743QBG2<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    350000 | PA      | $295504.08    | 0.01%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                         | Apollo Global Management Inc                                                    | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    850000 | PA      | $836629.08    | 0.03%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                            | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    600000 | PA      | $679488.94    | 0.03%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                            | CUSIP: 037735CT2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    263000 | PA      | $221198.07    | 0.01%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                            | CUSIP: 037735CV7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    400000 | PA      | $334889.65    | 0.01%             | 2045-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                            | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    350000 | PA      | $288640.44    | 0.01%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                            | CUSIP: 037735CY1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    425000 | PA      | $311133.14    | 0.01%             | 2050-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   3325000 | PA      | $2793149.29   | 0.11%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    713000 | PA      | $652209.21    | 0.03%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1269000 | PA      | $983599.87    | 0.04%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $1075545.17   | 0.04%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $1195644.53   | 0.05%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   4092000 | PA      | $3733077.18   | 0.15%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1228005.02   | 0.05%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $993824.69    | 0.04%             | 2047-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $985508.69    | 0.04%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $935881.77    | 0.04%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1586000 | PA      | $1058734.25   | 0.04%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2144000 | PA      | $1334033.18   | 0.05%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1473000 | PA      | $870213.76    | 0.04%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $566008.81    | 0.02%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    600000 | PA      | $429674.98    | 0.02%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2386000 | PA      | $1471848.41   | 0.06%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2773000 | PA      | $1608004.30   | 0.07%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $1280148.47   | 0.05%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $649008.94    | 0.03%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1461632.63   | 0.06%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $896198.60    | 0.04%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EW6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1014759.22   | 0.04%             | 2053-05-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                           | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    525000 | PA      | $557937.77    | 0.02%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                           | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    820000 | PA      | $707967.35    | 0.03%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                           | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    813000 | PA      | $523431.84    | 0.02%             | 2050-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                           | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176975.38    | 0.01%             | 2036-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                    | AppLovin Corp                                                                   | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    315000 | PA      | $311839.99    | 0.01%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03835VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    163000 | PA      | $132884.10    | 0.01%             | 2046-10-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03835VAH9<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    350000 | PA      | $323972.74    | 0.01%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03835VAJ5<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |   1628000 | PA      | $1049789.25   | 0.04%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    550000 | PA      | $447199.36    | 0.02%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03837AAC4<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    500000 | PA      | $483302.59    | 0.02%             | 2054-09-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| ARCH CAPITAL GRP US INC                                                          | Arch Capital Group US Inc                                                       | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |    384000 | PA      | $362701.48    | 0.01%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                                                    | ArcelorMittal SA                                                                | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    696000 | PA      | $784438.90    | 0.03%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                                                    | ArcelorMittal SA                                                                | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    425000 | PA      | $465025.41    | 0.02%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| ARCELORMITTAL SA                                                                 | ArcelorMittal SA                                                                | CUSIP: 03938LBH6<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    475000 | PA      | $502253.14    | 0.02%             | 2054-06-17      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| ARCH CAPITAL GROUP LTD                                                           | Arch Capital Group Ltd                                                          | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    779000 | PA      | $576941.52    | 0.02%             | 2050-06-30      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                                                         | Arch Capital Finance LLC                                                        | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |    550000 | PA      | $513370.41    | 0.02%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AC8<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    775000 | PA      | $474266.48    | 0.02%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BE1<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    275000 | PA      | $248710.22    | 0.01%             | 2042-03-26      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BH4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    459000 | PA      | $384933.34    | 0.02%             | 2043-04-16      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BM3<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    404000 | PA      | $313158.18    | 0.01%             | 2047-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BQ4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    454000 | PA      | $390408.46    | 0.02%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                                             | Ares Management Corp                                                            | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    850000 | PA      | $798179.34    | 0.03%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CM4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    263000 | PA      | $254189.50    | 0.01%             | 2041-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    279000 | PA      | $245328.05    | 0.01%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CT9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    325000 | PA      | $270962.61    | 0.01%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CU6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    325000 | PA      | $248908.82    | 0.01%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CX0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    263000 | PA      | $212476.02    | 0.01%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CY8<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $240750.37    | 0.01%             | 2049-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DA9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    136000 | PA      | $95695.65     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    650000 | PA      | $448294.91    | 0.02%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DC5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    450000 | PA      | $269549.47    | 0.01%             | 2050-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    705000 | PA      | $716873.19    | 0.03%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $125706.79    | 0.01%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    624000 | PA      | $611496.94    | 0.03%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    535000 | PA      | $592144.10    | 0.02%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    455000 | PA      | $446237.41    | 0.02%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1345062.53   | 0.06%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                | CUSIP: 04351LAB6<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |   1143000 | PA      | $924011.81    | 0.04%             | 2046-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $911979.13    | 0.04%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                                         | Assured Guaranty US Holdings Inc                                                | CUSIP: 04621WAE0<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $211417.48    | 0.01%             | 2051-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   2850000 | PA      | $3227909.43   | 0.13%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $688355.38    | 0.03%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    462000 | PA      | $405903.15    | 0.02%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    546000 | PA      | $473563.93    | 0.02%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    998000 | PA      | $556591.18    | 0.02%             | 2050-08-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    925000 | PA      | $621329.85    | 0.03%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 04650NAB0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    550000 | PA      | $539157.18    | 0.02%             | 2040-09-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    444000 | PA      | $311367.70    | 0.01%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    475000 | PA      | $298900.03    | 0.01%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $778537.22    | 0.03%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $614196.34    | 0.03%             | 2055-05-19      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AK1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    450000 | PA      | $458666.41    | 0.02%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    476000 | PA      | $406164.71    | 0.02%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    815000 | PA      | $687551.69    | 0.03%             | 2044-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AP0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    788000 | PA      | $652693.22    | 0.03%             | 2048-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AQ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    315000 | PA      | $252460.44    | 0.01%             | 2049-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    570000 | PA      | $400936.41    | 0.02%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    400000 | PA      | $249703.06    | 0.01%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505113.89    | 0.02%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    550000 | PA      | $593338.96    | 0.02%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    400000 | PA      | $361782.20    | 0.01%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560BE4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    565000 | PA      | $546000.06    | 0.02%             | 2056-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EAZ2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    263000 | PA      | $209528.95    | 0.01%             | 2046-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EBB4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    300000 | PA      | $246283.27    | 0.01%             | 2047-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EBE8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    500000 | PA      | $422381.41    | 0.02%             | 2048-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AVISTA CORP                                                                      | Avista Corp                                                                     | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    421000 | PA      | $347096.33    | 0.01%             | 2048-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AVISTA CORP                                                                      | Avista Corp                                                                     | CUSIP: 05379BAR8<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    201000 | PA      | $151902.81    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | Equitable Holdings Inc                                                          | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $957719.41    | 0.04%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    550000 | PA      | $616503.00    | 0.03%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1128895.23   | 0.05%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2566000 | PA      | $2353272.95   | 0.10%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $1944307.11   | 0.08%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1241075.46   | 0.05%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    463000 | PA      | $418046.86    | 0.02%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $405012.50    | 0.02%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBU8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $294568.93    | 0.01%             | 2050-09-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    104000 | PA      | $98361.47     | 0.00%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412095.51    | 0.02%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    813000 | PA      | $703487.57    | 0.03%             | 2042-02-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   2434000 | PA      | $2316772.52   | 0.10%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    685000 | PA      | $677926.37    | 0.03%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1210000 | PA      | $1238035.12   | 0.05%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BN7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    370000 | PA      | $373921.20    | 0.02%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| BAKER HUGHES HLDGS LLC                                                           | Baker Hughes Holdings LLC                                                       | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |   1001000 | PA      | $977515.28    | 0.04%             | 2040-09-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1268000 | PA      | $1011274.77   | 0.04%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: —       |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EC0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    388000 | PA      | $428517.99    | 0.02%             | 2036-10-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    279000 | PA      | $207228.41    | 0.01%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    400000 | PA      | $304514.10    | 0.01%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EK2<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    250000 | PA      | $204911.39    | 0.01%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    595000 | PA      | $404432.18    | 0.02%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    421000 | PA      | $268647.91    | 0.01%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    630000 | PA      | $529953.26    | 0.02%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    710000 | PA      | $681995.68    | 0.03%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165ES5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396580.00    | 0.02%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | Bank of America NA                                                              | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1290361.72   | 0.05%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1261000 | PA      | $1339091.41   | 0.05%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1736000 | PA      | $1666254.34   | 0.07%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    429000 | PA      | $405827.59    | 0.02%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GFQ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    326000 | PA      | $294936.93    | 0.01%             | 2045-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2328000 | PA      | $2012157.35   | 0.08%             | 2048-01-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2293000 | PA      | $2128287.92   | 0.09%             | 2038-04-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1296000 | PA      | $1030680.40   | 0.04%             | 2049-01-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2559000 | PA      | $2150012.56   | 0.09%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1729000 | PA      | $1529904.27   | 0.06%             | 2040-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4885000 | PA      | $3904132.11   | 0.16%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5489000 | PA      | $4019563.47   | 0.17%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $775236.86    | 0.03%             | 2051-10-24      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    716000 | PA      | $512829.30    | 0.02%             | 2052-03-13      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3939000 | PA      | $3081277.67   | 0.13%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $1308550.48   | 0.05%             | 2052-07-21      | Fixed         | 2.97%                 | No            |                  2 | On Loan: —       |
| BANNER HEALTH                                                                    | Banner Health                                                                   | CUSIP: 06654DAC1<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    118000 | PA      | $80508.32     | 0.00%             | 2050-01-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: —       |
| BANNER HEALTH                                                                    | Banner Health                                                                   | CUSIP: 06654DAE7<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    231000 | PA      | $147806.98    | 0.01%             | 2051-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: —       |
| BANNER HEALTH                                                                    | Banner Health                                                                   | CUSIP: 06654DAG2<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $843956.36    | 0.03%             | 2042-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1475000 | PA      | $1426378.07   | 0.06%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1278000 | PA      | $1179291.98   | 0.05%             | 2047-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBS3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    950000 | PA      | $766483.06    | 0.03%             | 2042-03-10      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    728000 | PA      | $558042.07    | 0.02%             | 2042-11-24      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECS2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $950959.32    | 0.04%             | 2055-03-12      | Fixed         | 6.04%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    920000 | PA      | $942633.61    | 0.04%             | 2046-08-11      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BARRICK MINING CORP                                                              | Barrick Mining Corp                                                             | CUSIP: 067901AH1<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $441283.98    | 0.02%             | 2042-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| BARRICK NA FINANCE LLC                                                           | Barrick North America Finance LLC                                               | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    613000 | PA      | $624001.58    | 0.03%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BARRICK NA FINANCE LLC                                                           | Barrick North America Finance LLC                                               | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    663000 | PA      | $677145.10    | 0.03%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARRICK PD AU FIN PTY LT                                                         | Barrick PD Australia Finance Pty Ltd                                            | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |    888000 | PA      | $933603.68    | 0.04%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BASIN ELECTRIC PWR COOP                                                          | Basin Electric Power Cooperative                                                | CUSIP: 070101AJ9<br>LEI: 5493002CLOJ5KYT5GB16 | Long             | DBT              | CORP              | US        |    700000 | PA      | $690585.31    | 0.03%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BAXALTA INC                                                                      | Baxalta Inc                                                                     | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    302000 | PA      | $288695.49    | 0.01%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    638000 | PA      | $449721.19    | 0.02%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    946000 | PA      | $594452.68    | 0.02%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                       | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   1210000 | PA      | $1283240.57   | 0.05%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                       | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    175000 | PA      | $202248.58    | 0.01%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: —       |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                       | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    540000 | PA      | $615983.39    | 0.03%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                       | CUSIP: 072024XW7<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    845000 | PA      | $557203.79    | 0.02%             | 2055-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BAYCARE HEALTH SYSTEM                                                            | BayCare Health System Inc                                                       | CUSIP: 072722AE1<br>LEI: 1H90SRZU22X0SF1UZR52 | Long             | DBT              | CORP              | US        |    538000 | PA      | $411111.99    | 0.02%             | 2050-11-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                         | Baylor Scott & White Holdings                                                   | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |   2096000 | PA      | $1331509.89   | 0.05%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    844000 | PA      | $746824.87    | 0.03%             | 2044-12-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1538000 | PA      | $1340489.92   | 0.06%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    897000 | PA      | $670479.24    | 0.03%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    960000 | PA      | $795351.72    | 0.03%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAB5<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    248000 | PA      | $197268.64    | 0.01%             | 2049-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAF6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $250880.72    | 0.01%             | 2051-03-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAJ8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    441000 | PA      | $310053.56    | 0.01%             | 2052-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAN9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $912644.19    | 0.04%             | 2054-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| BERKLEY (WR) CORPORATION                                                         | W R Berkley Corp                                                                | CUSIP: 084423AT9<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    275000 | PA      | $246111.77    | 0.01%             | 2044-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                         | W R Berkley Corp                                                                | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    463000 | PA      | $358104.23    | 0.01%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                         | W R Berkley Corp                                                                | CUSIP: 084423AV4<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    263000 | PA      | $185634.60    | 0.01%             | 2052-03-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                         | W R Berkley Corp                                                                | CUSIP: 084423AW2<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    450000 | PA      | $270494.37    | 0.01%             | 2061-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    179000 | PA      | $155543.05    | 0.01%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    763000 | PA      | $583717.78    | 0.02%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $927576.55    | 0.04%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1079000 | PA      | $871140.04    | 0.04%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1629000 | PA      | $1010645.56   | 0.04%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $950599.48    | 0.04%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BL4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $539383.68    | 0.02%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    676000 | PA      | $614579.95    | 0.03%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    563000 | PA      | $499104.16    | 0.02%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   2159000 | PA      | $1788432.41   | 0.07%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1879000 | PA      | $1564703.71   | 0.06%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   2004000 | PA      | $1275632.67   | 0.05%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    928000 | PA      | $551339.24    | 0.02%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   2392000 | PA      | $1825896.41   | 0.07%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                                           | Berkshire Hathaway Inc                                                          | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    911000 | PA      | $848628.36    | 0.03%             | 2043-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAD5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    850000 | PA      | $784512.03    | 0.03%             | 2045-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   1662000 | PA      | $1076787.15   | 0.04%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    461000 | PA      | $302479.22    | 0.01%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    350000 | PA      | $368479.03    | 0.02%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AN9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    175000 | PA      | $139752.76    | 0.01%             | 2046-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AS8<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    113000 | PA      | $84568.57     | 0.00%             | 2049-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE                                                           | Blackstone Reg Finance Co LLC                                                   | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    280000 | PA      | $276714.38    | 0.01%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                             | Blue Owl Finance LLC                                                            | CUSIP: 09581JAU0<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $214128.41    | 0.01%             | 2051-10-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                          | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    365000 | PA      | $365718.08    | 0.02%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                   | CUSIP: 097023AS4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $222600.46    | 0.01%             | 2038-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    450000 | PA      | $506809.27    | 0.02%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515483.68    | 0.02%             | 2040-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    463000 | PA      | $327998.39    | 0.01%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BV6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $182600.56    | 0.01%             | 2047-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    650000 | PA      | $547692.35    | 0.02%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    620000 | PA      | $443945.18    | 0.02%             | 2048-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    324000 | PA      | $240346.19    | 0.01%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $286817.28    | 0.01%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $208637.32    | 0.01%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    770000 | PA      | $575512.10    | 0.02%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $802141.48    | 0.03%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $867741.09    | 0.04%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2259000 | PA      | $2309483.86   | 0.09%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5513000 | PA      | $5439426.42   | 0.22%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2948000 | PA      | $2901867.54   | 0.12%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2422968.41   | 0.10%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                   | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1723729.67   | 0.07%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                                   | BorgWarner Inc                                                                  | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    600000 | PA      | $501152.82    | 0.02%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                           | Boston Scientific Corp                                                          | CUSIP: 101137AL1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    200000 | PA      | $245338.07    | 0.01%             | 2040-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                           | Boston Scientific Corp                                                          | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    365000 | PA      | $348898.74    | 0.01%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                           | Boston Scientific Corp                                                          | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    864000 | PA      | $776502.92    | 0.03%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1879000 | PA      | $1230543.78   | 0.05%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1684000 | PA      | $1044799.59   | 0.04%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1967000 | PA      | $1258453.42   | 0.05%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   2077000 | PA      | $1359109.00   | 0.06%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1146097.94   | 0.05%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    963000 | PA      | $619362.74    | 0.03%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| BRIGHTHOUSE FINANCIAL IN                                                         | Brighthouse Financial Inc                                                       | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    485000 | PA      | $356769.56    | 0.01%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| BRIGHTHOUSE FINANCIAL IN                                                         | Brighthouse Financial Inc                                                       | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $151622.40    | 0.01%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $382823.79    | 0.02%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122AX6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220318.68    | 0.01%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2213000 | PA      | $1997474.71   | 0.08%             | 2039-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   3976000 | PA      | $3242700.79   | 0.13%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    350000 | PA      | $313891.58    | 0.01%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DJ4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    775000 | PA      | $727636.46    | 0.03%             | 2045-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1143960.86   | 0.05%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1142000 | PA      | $983039.01    | 0.04%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    925000 | PA      | $653928.02    | 0.03%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1739000 | PA      | $1027116.96   | 0.04%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1156205.43   | 0.05%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1693000 | PA      | $1239431.23   | 0.05%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $731933.04    | 0.03%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239969.87    | 0.01%             | 2044-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2465000 | PA      | $2408655.67   | 0.10%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $2561122.84   | 0.11%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2216466.11   | 0.09%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCS8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1461116.55   | 0.06%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2766000 | PA      | $2244956.38   | 0.09%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1594769.07   | 0.07%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2295000 | PA      | $2263881.36   | 0.09%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FDD0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    260000 | PA      | $261924.18    | 0.01%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                         | Brookfield Asset Management Ltd                                                 | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    675000 | PA      | $694604.02    | 0.03%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: —       |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    873000 | PA      | $757968.67    | 0.03%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    481000 | PA      | $334202.34    | 0.01%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAJ1<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    329000 | PA      | $232420.05    | 0.01%             | 2052-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    915000 | PA      | $927210.19    | 0.04%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $346387.35    | 0.01%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BROOKFLD FIN LLC/FIN INC                                                         | Brookfield Finance LLC / Brookfield Finance Inc                                 | CUSIP: 11271RAB5<br>LEI: 549300E643C5WZF8BL44 | Long             | DBT              | CORP              | US        |    725000 | PA      | $499399.93    | 0.02%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    420000 | PA      | $364513.24    | 0.01%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    970000 | PA      | $1003218.66   | 0.04%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROWN-FORMAN CORP                                                                | Brown-Forman Corp                                                               | CUSIP: 115637AP5<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    550000 | PA      | $478150.05    | 0.02%             | 2045-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROWN-FORMAN CORP                                                                | Brown-Forman Corp                                                               | CUSIP: 115637AT7<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    413000 | PA      | $371515.63    | 0.02%             | 2038-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROWN UNIVERSITY                                                                 | Brown University                                                                | CUSIP: 11575TAC2<br>LEI: 9M13ULPHBPDR83N6CB89 | Long             | DBT              | CORP              | US        |    610000 | PA      | $401521.93    | 0.02%             | 2050-09-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $791049.57    | 0.03%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $737927.07    | 0.03%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $507475.24    | 0.02%             | 2041-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $338337.69    | 0.01%             | 2041-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    347000 | PA      | $309989.75    | 0.01%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    613000 | PA      | $543872.19    | 0.02%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $292901.18    | 0.01%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    963000 | PA      | $932654.93    | 0.04%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1013000 | PA      | $952440.49    | 0.04%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    813000 | PA      | $722144.53    | 0.03%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1063000 | PA      | $891868.96    | 0.04%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    738000 | PA      | $668582.86    | 0.03%             | 2045-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    809000 | PA      | $647384.05    | 0.03%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    763000 | PA      | $628487.14    | 0.03%             | 2047-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    529000 | PA      | $427955.00    | 0.02%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    913000 | PA      | $746329.46    | 0.03%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    931000 | PA      | $681292.32    | 0.03%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    679000 | PA      | $448251.31    | 0.02%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1129000 | PA      | $780522.05    | 0.03%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $109984.31    | 0.00%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $967449.41    | 0.04%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $762214.97    | 0.03%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1337828.06   | 0.05%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1152897.87   | 0.05%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $691343.03    | 0.03%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189TAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $277643.94    | 0.01%             | 2036-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $718364.16    | 0.03%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170789.83    | 0.01%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    443000 | PA      | $321603.57    | 0.01%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    279000 | PA      | $198561.43    | 0.01%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    600000 | PA      | $409126.54    | 0.02%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                                | CF Industries Inc                                                               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    563000 | PA      | $507468.98    | 0.02%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                                | CF Industries Inc                                                               | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    613000 | PA      | $579022.48    | 0.02%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                | CI Financial Corp                                                               | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $276577.86    | 0.01%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2104000 | PA      | $2005065.04   | 0.08%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2493000 | PA      | $2209388.17   | 0.09%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    695000 | PA      | $534015.15    | 0.02%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    325000 | PA      | $341011.26    | 0.01%             | 2041-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1261000 | PA      | $1111528.35   | 0.05%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    929000 | PA      | $728279.44    | 0.03%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1404000 | PA      | $978486.97    | 0.04%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1561000 | PA      | $1078161.70   | 0.04%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1180453.94   | 0.05%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1089360.53   | 0.04%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523DA5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    820000 | PA      | $835459.41    | 0.03%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| CME GROUP INC                                                                    | CME Group Inc                                                                   | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    979000 | PA      | $981026.14    | 0.04%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                    | CME Group Inc                                                                   | CUSIP: 12572QAH8<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    400000 | PA      | $334383.28    | 0.01%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                  | CMS Energy Corp                                                                 | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223510.31    | 0.01%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CNOOC FINANCE 2013 LTD                                                           | CNOOC Finance 2013 Ltd                                                          | CUSIP: 12625GAD6<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |    250000 | PA      | $228288.19    | 0.01%             | 2043-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CNOOC FINANCE 2013 LTD                                                           | CNOOC Finance 2013 Ltd                                                          | CUSIP: 12625GAG9<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |    600000 | PA      | $458961.77    | 0.02%             | 2049-09-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| CNOOC FINANCE 2015 AU                                                            | CNOOC Finance 2015 Australia Pty Ltd                                            | CUSIP: 12634GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    200000 | PA      | $179731.76    | 0.01%             | 2045-05-05      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                          | CRH America Finance Inc                                                         | CUSIP: 12636YAG7<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    570000 | PA      | $582751.64    | 0.02%             | 2055-01-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                          | CRH America Finance Inc                                                         | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1372790.71   | 0.06%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                          | CRH America Finance Inc                                                         | CUSIP: 12636YAK8<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    460000 | PA      | $452104.74    | 0.02%             | 2056-02-09      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408GH0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    125000 | PA      | $135172.60    | 0.01%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    650000 | PA      | $711568.25    | 0.03%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    750000 | PA      | $822718.59    | 0.03%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408GU1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    550000 | PA      | $562247.74    | 0.02%             | 2041-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1011000 | PA      | $935451.77    | 0.04%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    650000 | PA      | $546822.40    | 0.02%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    413000 | PA      | $348931.94    | 0.01%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HC0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    871000 | PA      | $679291.87    | 0.03%             | 2050-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    750000 | PA      | $588989.03    | 0.02%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    513000 | PA      | $393870.79    | 0.02%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    995000 | PA      | $831647.73    | 0.03%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    513000 | PA      | $420880.72    | 0.02%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    525000 | PA      | $467153.36    | 0.02%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HP1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    429000 | PA      | $366722.02    | 0.02%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    590000 | PA      | $417654.37    | 0.02%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    554000 | PA      | $421008.80    | 0.02%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    675000 | PA      | $402579.58    | 0.02%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    925000 | PA      | $786106.83    | 0.03%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HY2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    610000 | PA      | $547866.73    | 0.02%             | 2055-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207712.09    | 0.01%             | 2039-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $649259.15    | 0.03%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3106000 | PA      | $2788424.08   | 0.11%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4773000 | PA      | $4473867.93   | 0.18%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   7192000 | PA      | $6317217.19   | 0.26%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    610000 | PA      | $518149.01    | 0.02%             | 2040-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    521000 | PA      | $400184.34    | 0.02%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $212846.62    | 0.01%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1191958.73   | 0.05%             | 2053-02-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1291036.52   | 0.05%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    815000 | PA      | $782801.88    | 0.03%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    875000 | PA      | $876022.80    | 0.04%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1061133.10   | 0.04%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009408.94   | 0.04%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EM8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    560000 | PA      | $558504.90    | 0.02%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                              | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    685000 | PA      | $665117.19    | 0.03%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ENDOWMENT/THE                                                         | California Endowment/The                                                        | CUSIP: 1301ETAA0<br>LEI: 54930046FICHFANLFV69 | Long             | DBT              | CORP              | US        |    300000 | PA      | $175689.26    | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| California Health Facilities Financing Authority                                 | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                       | CUSIP: 13032UD88<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    500000 | PA      | $473987.77    | 0.02%             | 2037-06-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: —       |
| California Health Facilities Financing Authority                                 | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                       | CUSIP: 13032UD96<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    500000 | PA      | $459466.48    | 0.02%             | 2041-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| CALIFORNIA INSTITUTE OF                                                          | California Institute of Technology                                              | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    350000 | PA      | $280589.81    | 0.01%             | 2111-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                                          | California Institute of Technology                                              | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $777657.81    | 0.03%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   3115000 | PA      | $3742474.82   | 0.15%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063A7D0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   2390000 | PA      | $2770414.10   | 0.11%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063BBU5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   1020000 | PA      | $1184916.01   | 0.05%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063BFR8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   1230000 | PA      | $1484220.34   | 0.06%             | 2040-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063BJC7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   1525000 | PA      | $1854740.41   | 0.08%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063D3T3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    265000 | PA      | $262324.22    | 0.01%             | 2043-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063D7G7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    400000 | PA      | $419966.00    | 0.02%             | 2041-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063DGE2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    200000 | PA      | $203410.61    | 0.01%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV REVENUE                                                      | CUSIP: 13077DBY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $165961.70    | 0.01%             | 2047-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| California State University                                                      | CALIFORNIA ST UNIV REVENUE                                                      | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    835000 | PA      | $561637.01    | 0.02%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV REVENUE                                                      | CUSIP: 13077DNK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $263346.46    | 0.01%             | 2051-11-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV REVENUE                                                      | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $177886.25    | 0.01%             | 2052-11-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: —       |
| California State University                                                      | CALIFORNIA ST UNIV REVENUE                                                      | CUSIP: 13077DTS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    495000 | PA      | $470087.53    | 0.02%             | 2053-11-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                           | CUSIP: 133131AY8<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    400000 | PA      | $280184.50    | 0.01%             | 2049-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                          | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    520000 | PA      | $445683.49    | 0.02%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                          | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    540000 | PA      | $348898.03    | 0.01%             | 2050-04-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                          | CUSIP: 134429BR9<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    275000 | PA      | $246974.79    | 0.01%             | 2054-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $606645.14    | 0.02%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375BQ4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $222994.06    | 0.01%             | 2037-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375CK6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    560000 | PA      | $405467.79    | 0.02%             | 2046-08-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    393000 | PA      | $300257.27    | 0.01%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375CV2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $686405.25    | 0.03%             | 2049-01-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    724000 | PA      | $432597.83    | 0.02%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    793000 | PA      | $673505.07    | 0.03%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375DJ8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $197622.60    | 0.01%             | 2053-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $431641.62    | 0.02%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1268758.28   | 0.05%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AP6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $491247.78    | 0.02%             | 2039-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    843000 | PA      | $744956.66    | 0.03%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAF1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $486135.95    | 0.02%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    619000 | PA      | $570152.52    | 0.02%             | 2045-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    913000 | PA      | $922184.69    | 0.04%             | 2115-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    792000 | PA      | $593419.65    | 0.02%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1592000 | PA      | $1055640.20   | 0.04%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAD9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $281935.91    | 0.01%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAE7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $396712.14    | 0.02%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    513000 | PA      | $455260.91    | 0.02%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    738000 | PA      | $533149.07    | 0.02%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAH0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    177000 | PA      | $131868.45    | 0.01%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    300000 | PA      | $263678.69    | 0.01%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    500000 | PA      | $430008.01    | 0.02%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    770000 | PA      | $694417.34    | 0.03%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBM9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    513000 | PA      | $425926.58    | 0.02%             | 2047-06-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398087.70    | 0.02%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                 | Carlisle Cos Inc                                                                | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354646.88    | 0.01%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 144141CY2<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    300000 | PA      | $331319.12    | 0.01%             | 2038-04-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    722000 | PA      | $613029.93    | 0.03%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    863000 | PA      | $725497.12    | 0.03%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1629000 | PA      | $1310719.99   | 0.05%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1142000 | PA      | $841262.34    | 0.03%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    486000 | PA      | $525776.76    | 0.02%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| CASE WESTERN RESERVE UNI                                                         | Case Western Reserve University                                                 | CUSIP: 14745XAA6<br>LEI: 2YXI7YIWYFWZG3QHF204 | Long             | DBT              | CORP              | US        |    279000 | PA      | $252868.40    | 0.01%             | 2122-06-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123BN0<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    690000 | PA      | $768354.76    | 0.03%             | 2036-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    394000 | PA      | $396353.52    | 0.02%             | 2041-05-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   1703000 | PA      | $1429225.55   | 0.06%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CD1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    325000 | PA      | $285110.94    | 0.01%             | 2044-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    475000 | PA      | $418309.50    | 0.02%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $734278.47    | 0.03%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $734802.57    | 0.03%             | 2050-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CM1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81226.95     | 0.00%             | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87173.10     | 0.00%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CATHOLIC HEALTH SERVICES                                                         | Catholic Health Services of Long Island Obligated Group                         | CUSIP: 14918AAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $98946.78     | 0.00%             | 2050-07-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                         | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191BD4<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    300000 | PA      | $268060.13    | 0.01%             | 2047-11-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    578000 | PA      | $633856.45    | 0.03%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    365000 | PA      | $355444.07    | 0.01%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    777000 | PA      | $715499.63    | 0.03%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    209000 | PA      | $147804.99    | 0.01%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $349311.82    | 0.01%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    363000 | PA      | $377680.78    | 0.02%             | 2041-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAM0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    526000 | PA      | $417327.03    | 0.02%             | 2042-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    481000 | PA      | $421426.73    | 0.02%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    413000 | PA      | $326440.99    | 0.01%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAT5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    600000 | PA      | $495292.70    | 0.02%             | 2049-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $96308.27     | 0.00%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    663000 | PA      | $465695.39    | 0.02%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    450000 | PA      | $328849.79    | 0.01%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBA5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133700.63    | 0.01%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBC1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    260000 | PA      | $247754.24    | 0.01%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Charlotte-Mecklenburg Hospital Authority/The                                     | CHARLOTTE-MECKLENBURG NC HOSP AUTH HLTH CARE SYS REVENUE                        | CUSIP: 160853VC8<br>LEI: 549300XOH4JU704GMZ32 | Long             | DBT              | MUN               | US        |     60000 | PA      | $40928.31     | 0.00%             | 2051-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   3301000 | PA      | $3113027.62   | 0.13%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BC7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    263000 | PA      | $252389.40    | 0.01%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2443000 | PA      | $2012480.25   | 0.08%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    629000 | PA      | $575752.46    | 0.02%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2134000 | PA      | $1835296.66   | 0.08%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1229000 | PA      | $966131.93    | 0.04%             | 2049-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2526000 | PA      | $1912896.38   | 0.08%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2271000 | PA      | $1454137.70   | 0.06%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2642000 | PA      | $1587422.40   | 0.07%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    779000 | PA      | $557110.07    | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2525000 | PA      | $1641212.33   | 0.07%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1379000 | PA      | $906091.10    | 0.04%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1263000 | PA      | $876972.60    | 0.04%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1593000 | PA      | $967401.37    | 0.04%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1352000 | PA      | $1080358.58   | 0.04%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $551747.72    | 0.02%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $434612.29    | 0.02%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| CHENIERE CORP CHRISTI HD                                                         | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    563000 | PA      | $482771.21    | 0.02%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    838000 | PA      | $488667.86    | 0.02%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AT3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    350000 | PA      | $382180.60    | 0.02%             | 2041-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AU0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248429.05    | 0.01%             | 2043-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CHEVRON CORP                                                                     | Chevron Corp                                                                    | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1088595.78   | 0.04%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: —       |
| Metropolitan Water Reclamation District of Greater Chicago                       | CHICAGO IL MET WTR RECLAMATION DIST GREATER CHICAGO                             | CUSIP: 167560PL9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |    670000 | PA      | $694124.23    | 0.03%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                    | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    890000 | PA      | $982786.94    | 0.04%             | 2040-01-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                    | CUSIP: 167593H62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $219306.17    | 0.01%             | 2049-01-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: —       |
| Chicago O'Hare International Airport                                             | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                    | CUSIP: 167593H70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $85723.15     | 0.00%             | 2054-01-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CHICAGO IL TRANSIT AUTH SALES & TRANSFER TAX RECPTS REVENUE                     | CUSIP: 167725AC4<br>LEI: 549300CB8XLRGIPN3E12 | Long             | DBT              | MUN               | US        |    379937 | PA      | $422366.02    | 0.02%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CHICAGO IL TRANSIT AUTH SALES & TRANSFER TAX RECPTS REVENUE                     | CUSIP: 167725AF7<br>LEI: 549300CB8XLRGIPN3E12 | Long             | DBT              | MUN               | US        |   1031261 | PA      | $1146631.16   | 0.05%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales Tax Receipts Fund                                | CHICAGO IL TRANSIT AUTH SALES TAX RECPTS REVENUE                                | CUSIP: 16772PAQ9<br>LEI: 549300CB8XLRGIPN3E12 | Long             | DBT              | MUN               | US        |    333333 | PA      | $353003.37    | 0.01%             | 2040-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL MEDI                                                         | Children's Hospital Medical Center/Cincinnati OH                                | CUSIP: 16876AAA2<br>LEI: 549300EKVCKSAOOWU002 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $871874.73    | 0.04%             | 2044-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL CORP                                                         | Children's Hospital Corp/The                                                    | CUSIP: 16876BAA0<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |    130000 | PA      | $108700.48    | 0.00%             | 2047-01-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL/PHIL                                                         | Children's Hospital of Philadelphia/The                                         | CUSIP: 16877PAA8<br>LEI: 254900N2KNSY5WTR1Q61 | Long             | DBT              | CORP              | US        |     93000 | PA      | $57621.02     | 0.00%             | 2050-07-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                             | CUSIP: 168863BP2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    450000 | PA      | $365200.33    | 0.01%             | 2042-10-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863CE6<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    775000 | PA      | $619394.25    | 0.03%             | 2047-06-21      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2453000 | PA      | $1791714.30   | 0.07%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2032000 | PA      | $1258430.22   | 0.05%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2850000 | PA      | $2188325.62   | 0.09%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    608000 | PA      | $375780.23    | 0.02%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    960000 | PA      | $758458.18    | 0.03%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2125000 | PA      | $1888633.13   | 0.08%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1500000 | PA      | $1508221.11   | 0.06%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1270248 | PA      | $1227481.52   | 0.05%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: —       |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1600000 | PA      | $1686635.87   | 0.07%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $677865.86    | 0.03%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 171232AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    326000 | PA      | $368770.34    | 0.02%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    838000 | PA      | $531923.41    | 0.02%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1236000 | PA      | $758316.92    | 0.03%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co Inc                                                          | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    370000 | PA      | $294922.62    | 0.01%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co Inc                                                          | CUSIP: 17136MAB8<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    525000 | PA      | $481885.55    | 0.02%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1784000 | PA      | $1918369.42   | 0.08%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1727000 | PA      | $1786506.98   | 0.07%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1702494.88   | 0.07%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $955608.62    | 0.04%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    555000 | PA      | $547678.28    | 0.02%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967DR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $529254.79    | 0.02%             | 2036-08-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    675000 | PA      | $857688.64    | 0.04%             | 2039-07-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1123000 | PA      | $1177293.73   | 0.05%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    738000 | PA      | $818559.64    | 0.03%             | 2043-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    763000 | PA      | $737832.62    | 0.03%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1501503.03   | 0.06%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2118000 | PA      | $1857719.17   | 0.08%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $886022.82    | 0.04%             | 2048-04-24      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    800000 | PA      | $704146.46    | 0.03%             | 2039-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2468000 | PA      | $2171209.92   | 0.09%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1432593.86   | 0.06%             | 2041-03-26      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1108000 | PA      | $815867.50    | 0.03%             | 2042-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2183461.65   | 0.09%             | 2056-03-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CITY OF HOPE/THE                                                                 | City of Hope                                                                    | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    610000 | PA      | $603947.87    | 0.02%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| CLAREMONT MCKENNA                                                                | Claremont Mckenna College                                                       | CUSIP: 18013RAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $64837.98     | 0.00%             | 2122-01-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| County of Clark Department of Aviation                                           | CLARK CNTY NV ARPT REVENUE                                                      | CUSIP: 18085PMT8<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |    355000 | PA      | $392808.70    | 0.02%             | 2045-07-01      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS                                                         | Cleco Corporate Holdings LLC                                                    | CUSIP: 18551PAD1<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $257434.06    | 0.01%             | 2046-05-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: —       |
| CLEVELAND CLINIC FOUND                                                           | Cleveland Clinic Foundation/The                                                 | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |    250000 | PA      | $211130.42    | 0.01%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: —       |
| CLEVELAND ELECTRIC ILLUM                                                         | Cleveland Electric Illuminating Co/The                                          | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $188018.92    | 0.01%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CQ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    375000 | PA      | $313883.71    | 0.01%             | 2050-03-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    979000 | PA      | $726699.34    | 0.03%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $684697.05    | 0.03%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $874853.45    | 0.04%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   2013000 | PA      | $1209823.53   | 0.05%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1049160.02   | 0.04%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DQ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    638000 | PA      | $488635.52    | 0.02%             | 2041-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    950000 | PA      | $927010.17    | 0.04%             | 2054-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1288785.12   | 0.05%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1463578.63   | 0.06%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| COCA-COLA FEMSA SAB CV                                                           | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AF5<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $390919.87    | 0.02%             | 2043-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                            | CUSIP: 19416QEJ5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    450000 | PA      | $383851.37    | 0.02%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                            | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    645000 | PA      | $510291.59    | 0.02%             | 2047-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP                                                          | Columbia Pipeline Group Inc                                                     | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347068.92    | 0.01%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    550000 | PA      | $605008.01    | 0.02%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $218328.89    | 0.01%             | 2039-07-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    375000 | PA      | $330697.59    | 0.01%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBK6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    308000 | PA      | $268264.15    | 0.01%             | 2044-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBQ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    436000 | PA      | $370429.22    | 0.02%             | 2045-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $1029866.63   | 0.04%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1413000 | PA      | $982147.47    | 0.04%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $878784.73    | 0.04%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1993000 | PA      | $1498185.91   | 0.06%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2339000 | PA      | $1726841.79   | 0.07%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    597000 | PA      | $436319.82    | 0.02%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1363000 | PA      | $1183029.25   | 0.05%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1263000 | PA      | $949549.87    | 0.04%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $990292.66    | 0.04%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1536000 | PA      | $1283438.13   | 0.05%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    829000 | PA      | $687567.02    | 0.03%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1579000 | PA      | $1229208.63   | 0.05%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1336693.80   | 0.05%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1529000 | PA      | $1256658.95   | 0.05%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1135095.25   | 0.05%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2384000 | PA      | $1260928.09   | 0.05%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $629794.45    | 0.03%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4559000 | PA      | $2679189.44   | 0.11%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   5826000 | PA      | $3282858.72   | 0.13%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4129000 | PA      | $2231609.05   | 0.09%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1429991.78   | 0.06%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $954668.27    | 0.04%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    890000 | PA      | $834145.10    | 0.03%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992163.20    | 0.04%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1361000 | PA      | $1076921.94   | 0.04%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1087000 | PA      | $809888.04    | 0.03%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $149170.26    | 0.01%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAM5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    343000 | PA      | $368291.78    | 0.02%             | 2052-11-01      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAT0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    805000 | PA      | $770112.89    | 0.03%             | 2054-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JBB8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87949.49     | 0.00%             | 2045-09-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JBC6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92174.09     | 0.00%             | 2055-09-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    900000 | PA      | $963962.44    | 0.04%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111317.00    | 0.00%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JA9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    320000 | PA      | $258185.90    | 0.01%             | 2042-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JB7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    175000 | PA      | $155895.88    | 0.01%             | 2043-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    213000 | PA      | $166014.36    | 0.01%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    800000 | PA      | $681431.57    | 0.03%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    620000 | PA      | $474096.20    | 0.02%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    400000 | PA      | $307429.22    | 0.01%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    429000 | PA      | $341290.33    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    529000 | PA      | $418926.43    | 0.02%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JQ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    605000 | PA      | $409261.68    | 0.02%             | 2049-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    263000 | PA      | $172383.86    | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    879000 | PA      | $583136.04    | 0.02%             | 2051-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    513000 | PA      | $314394.14    | 0.01%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    659000 | PA      | $494895.90    | 0.02%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    365000 | PA      | $344729.48    | 0.01%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795KA7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    495000 | PA      | $490508.08    | 0.02%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    530000 | PA      | $547723.06    | 0.02%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | CMWLTH FING AUTH PA                                                             | CUSIP: 20281PKG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $236308.60    | 0.01%             | 2038-06-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | CMWLTH FING AUTH PA                                                             | CUSIP: 20281PNE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1040000 | PA      | $802728.97    | 0.03%             | 2042-06-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COMMUNITY HEALTH NETWORK                                                         | Community Health Network Inc                                                    | CUSIP: 20369EAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $143696.93    | 0.01%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $1066650.52   | 0.04%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1173000 | PA      | $1033720.21   | 0.04%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EG6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    600000 | PA      | $513756.14    | 0.02%             | 2044-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EH4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    300000 | PA      | $248668.82    | 0.01%             | 2045-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    685000 | PA      | $544823.72    | 0.02%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EP6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    375000 | PA      | $355736.52    | 0.01%             | 2053-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                                   | ConocoPhillips                                                                  | CUSIP: 20825CAP9<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    225000 | PA      | $240204.86    | 0.01%             | 2038-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                                   | ConocoPhillips                                                                  | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1852872.00   | 0.08%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                                   | ConocoPhillips                                                                  | CUSIP: 20825CBC7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    500000 | PA      | $447495.15    | 0.02%             | 2047-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BURLINGTON RESOURCES LLC                                                         | Burlington Resources LLC                                                        | CUSIP: 20825VAB8<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |    250000 | PA      | $269103.13    | 0.01%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    529000 | PA      | $449064.19    | 0.02%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FAR7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411592.35    | 0.02%             | 2046-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1388000 | PA      | $1027617.67   | 0.04%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    830000 | PA      | $679452.61    | 0.03%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1132762.78   | 0.05%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    680000 | PA      | $635892.37    | 0.03%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    940000 | PA      | $912422.71    | 0.04%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    850000 | PA      | $829387.59    | 0.03%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1364078.93   | 0.06%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    590000 | PA      | $571252.83    | 0.02%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EL3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    625000 | PA      | $663241.87    | 0.03%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EM1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     75000 | PA      | $81603.99     | 0.00%             | 2036-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111ES8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    493000 | PA      | $545975.57    | 0.02%             | 2037-08-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    800000 | PA      | $916094.08    | 0.04%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    867000 | PA      | $886229.19    | 0.04%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415120.52    | 0.02%             | 2040-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    329000 | PA      | $280751.22    | 0.01%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FC2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    572000 | PA      | $469574.52    | 0.02%             | 2043-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    688000 | PA      | $598080.23    | 0.02%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    725000 | PA      | $612297.59    | 0.03%             | 2054-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    663000 | PA      | $571310.00    | 0.02%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    429000 | PA      | $336215.58    | 0.01%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    213000 | PA      | $167299.57    | 0.01%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    600000 | PA      | $465885.34    | 0.02%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FN8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    370000 | PA      | $274743.42    | 0.01%             | 2057-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    629000 | PA      | $512515.31    | 0.02%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    463000 | PA      | $400330.99    | 0.02%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    313000 | PA      | $248916.28    | 0.01%             | 2049-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    680000 | PA      | $474507.60    | 0.02%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1154000 | PA      | $896339.08    | 0.04%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FZ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    660000 | PA      | $386860.47    | 0.02%             | 2060-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    720000 | PA      | $491901.78    | 0.02%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    550000 | PA      | $364615.34    | 0.01%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    800000 | PA      | $839785.42    | 0.03%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    725000 | PA      | $738167.24    | 0.03%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    775000 | PA      | $771828.12    | 0.03%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GP2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    530000 | PA      | $529663.38    | 0.02%             | 2055-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    525000 | PA      | $440232.75    | 0.02%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    363000 | PA      | $286653.00    | 0.01%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    400000 | PA      | $371015.66    | 0.02%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    313000 | PA      | $230392.38    | 0.01%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    690000 | PA      | $746557.80    | 0.03%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1379503.34   | 0.06%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 210385AR1<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    495000 | PA      | $484062.57    | 0.02%             | 2066-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518CU8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    300000 | PA      | $247129.48    | 0.01%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518CZ7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    600000 | PA      | $434647.78    | 0.02%             | 2046-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DA1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    300000 | PA      | $239885.64    | 0.01%             | 2047-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DB9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    650000 | PA      | $524616.20    | 0.02%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    429000 | PA      | $360529.68    | 0.01%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DE3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    250000 | PA      | $188496.62    | 0.01%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    590000 | PA      | $396404.70    | 0.02%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    529000 | PA      | $382519.10    | 0.02%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    134000 | PA      | $81511.49     | 0.00%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    710000 | PA      | $571913.99    | 0.02%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                            | Continental Resources Inc/OK                                                    | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    643000 | PA      | $520027.95    | 0.02%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1300000 | PA      | $1306178.58   | 0.05%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAD8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1197000 | PA      | $1129855.71   | 0.05%             | 2045-08-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | Cooperatieve Rabobank UA                                                        | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1149000 | PA      | $1146000.26   | 0.05%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    225000 | PA      | $192257.25    | 0.01%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1080665.96   | 0.04%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| CORNING INC                                                                      | Corning Inc                                                                     | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    275000 | PA      | $288120.91    | 0.01%             | 2040-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                     | CUSIP: 219350AW5<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    525000 | PA      | $483940.83    | 0.02%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                     | CUSIP: 219350AX3<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    400000 | PA      | $388199.12    | 0.02%             | 2037-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                     | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    795000 | PA      | $649314.93    | 0.03%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                     | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    395000 | PA      | $385513.65    | 0.02%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                     | CUSIP: 219350BL8<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    196000 | PA      | $191294.99    | 0.01%             | 2068-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                     | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    363000 | PA      | $280914.25    | 0.01%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                     | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $1070076.47   | 0.04%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COTTAGE HEALTH SYSTEM                                                            | Cottage Health Obligated Group                                                  | CUSIP: 22170QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $699818.44    | 0.03%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    225000 | PA      | $193870.50    | 0.01%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    425000 | PA      | $383306.96    | 0.02%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAP6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    175000 | PA      | $131257.53    | 0.01%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    450000 | PA      | $350117.79    | 0.01%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1050000 | PA      | $693425.88    | 0.03%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1609000 | PA      | $1172137.88   | 0.05%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    275000 | PA      | $261933.09    | 0.01%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    513000 | PA      | $311231.52    | 0.01%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    960000 | PA      | $942784.99    | 0.04%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| DH EUROPE FINANCE II                                                             | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    754000 | PA      | $615404.83    | 0.03%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                             | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    658000 | PA      | $473484.70    | 0.02%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                      | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    350000 | PA      | $339135.79    | 0.01%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAA4<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    397000 | PA      | $330555.18    | 0.01%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAD8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $343459.38    | 0.01%             | 2044-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    434000 | PA      | $339798.60    | 0.01%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAF3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    138000 | PA      | $106390.33    | 0.00%             | 2046-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAG1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    255000 | PA      | $196378.27    | 0.01%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAH9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    463000 | PA      | $374509.69    | 0.02%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    750000 | PA      | $591974.91    | 0.02%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    529000 | PA      | $349620.06    | 0.01%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAP1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    479000 | PA      | $329280.14    | 0.01%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    367000 | PA      | $270448.34    | 0.01%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    475000 | PA      | $461660.78    | 0.02%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    605000 | PA      | $622386.54    | 0.03%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                 | CUSIP: 2350364W7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $109431.00    | 0.00%             | 2038-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: —       |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                 | CUSIP: 2350364X5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $146419.66    | 0.01%             | 2045-11-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                 | CUSIP: 2350366Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1065000 | PA      | $875750.60    | 0.04%             | 2040-11-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                 | CUSIP: 2350367A2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    720000 | PA      | $509014.22    | 0.02%             | 2050-11-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: —       |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                 | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $165586.96    | 0.01%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                 | CUSIP: 23503CAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $454037.06    | 0.02%             | 2051-11-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: —       |
| Dallas Area Rapid Transit                                                        | DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE                                  | CUSIP: 235241LS3<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    450000 | PA      | $467199.27    | 0.02%             | 2044-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Dallas Area Rapid Transit                                                        | DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE                                  | CUSIP: 235241LW4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    455000 | PA      | $424467.42    | 0.02%             | 2048-12-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE                                  | CUSIP: 235241WM4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    455000 | PA      | $311417.63    | 0.01%             | 2048-12-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Dallas Convention Center Hotel Development Corp                                  | DALLAS TX CONVENTION CENTER HOTEL DEV CORP HOTEL REVENUE                        | CUSIP: 235417AA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $270243.49    | 0.01%             | 2042-01-01      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                     | Danaher Corp                                                                    | CUSIP: 235851AR3<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    650000 | PA      | $566660.52    | 0.02%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                     | Danaher Corp                                                                    | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $724824.71    | 0.03%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                     | Danaher Corp                                                                    | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    910000 | PA      | $576488.36    | 0.02%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | Darden Restaurants Inc                                                          | CUSIP: 237194AM7<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    363000 | PA      | $298543.66    | 0.01%             | 2048-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DARTMOUTH-HITCH HEALTH                                                           | Dartmouth-Hitchcock Health                                                      | CUSIP: 23745QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    664000 | PA      | $519968.79    | 0.02%             | 2048-08-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| DAYTON POWER & LIGHT CO/                                                         | Dayton Power & Light Co/The                                                     | CUSIP: 240019BV0<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |    300000 | PA      | $225226.80    | 0.01%             | 2049-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $972890.27    | 0.04%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    292000 | PA      | $196061.91    | 0.01%             | 2049-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    850000 | PA      | $664010.71    | 0.03%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    580000 | PA      | $602612.08    | 0.02%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| KONINKIJKE AHOLD DLHAIZE                                                         | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 24668PAE7<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $413828.37    | 0.02%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DELL INC                                                                         | Dell Inc                                                                        | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    229000 | PA      | $244399.76    | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBF7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1429000 | PA      | $1079694.40   | 0.04%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBH3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1253000 | PA      | $856328.39    | 0.04%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    800000 | PA      | $786216.19    | 0.03%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAJ5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    951000 | PA      | $1141036.69   | 0.05%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAK2<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    460000 | PA      | $578955.97    | 0.02%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: —       |
| DELMARVA PWR & LIGHT CO                                                          | Delmarva Power & Light Co                                                       | CUSIP: 247109BT7<br>LEI: NJ98T8DDD027ZFXUDB24 | Long             | DBT              | CORP              | US        |    500000 | PA      | $423144.87    | 0.02%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    713000 | PA      | $700951.45    | 0.03%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    769000 | PA      | $674817.44    | 0.03%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    688000 | PA      | $608025.49    | 0.02%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1134104.89   | 0.05%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YAH2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $431050.87    | 0.02%             | 2036-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YAV1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    731000 | PA      | $599254.98    | 0.02%             | 2043-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                                                           | Diageo Investment Corp                                                          | CUSIP: 25245BAA5<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    663000 | PA      | $570491.80    | 0.02%             | 2042-05-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    613000 | PA      | $496111.43    | 0.02%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    475000 | PA      | $372469.41    | 0.02%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    775000 | PA      | $790941.84    | 0.03%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1226663.03   | 0.05%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    900000 | PA      | $861334.34    | 0.04%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                                            | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    580000 | PA      | $423983.45    | 0.02%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DIGNITY HEALTH                                                                   | Dignity Health                                                                  | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    151000 | PA      | $135636.50    | 0.01%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EF9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    300000 | PA      | $328691.95    | 0.01%             | 2037-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $1348456.48   | 0.06%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687ER3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    650000 | PA      | $701296.92    | 0.03%             | 2041-02-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    650000 | PA      | $649353.10    | 0.03%             | 2043-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    513000 | PA      | $467841.51    | 0.02%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EX0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139978.12    | 0.01%             | 2045-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EZ5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    250000 | PA      | $316546.86    | 0.01%             | 2045-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FB7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    373000 | PA      | $335037.29    | 0.01%             | 2046-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2379000 | PA      | $1504746.71   | 0.06%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    854000 | PA      | $812948.98    | 0.03%             | 2040-03-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1552000 | PA      | $1381450.47   | 0.06%             | 2050-03-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1228150.62   | 0.05%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2724000 | PA      | $2019308.26   | 0.08%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1339000 | PA      | $977762.01    | 0.04%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PCP9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179275.90    | 0.01%             | 2041-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PCR5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    738000 | PA      | $643725.39    | 0.03%             | 2041-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PCX2<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    500000 | PA      | $406080.74    | 0.02%             | 2042-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    688000 | PA      | $578948.20    | 0.02%             | 2044-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDN3<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    600000 | PA      | $415473.56    | 0.02%             | 2046-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                     | DIST OF COLUMBIA WTR & SWR AUTH PUBLIC UTILITY REVENUE                          | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |    530000 | PA      | $449752.71    | 0.02%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: —       |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    454000 | PA      | $356703.59    | 0.01%             | 2050-04-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AM7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    600000 | PA      | $576448.17    | 0.02%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| DOLLAR TREE INC                                                                  | Dollar Tree Inc                                                                 | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    329000 | PA      | $221471.47    | 0.01%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 25731VAB0<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    440000 | PA      | $472255.48    | 0.02%             | 2053-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    163000 | PA      | $184291.18    | 0.01%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    509000 | PA      | $469367.75    | 0.02%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UCC1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    329000 | PA      | $287330.87    | 0.01%             | 2044-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UCZ0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    513000 | PA      | $429300.49    | 0.02%             | 2049-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDK2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    325000 | PA      | $246852.22    | 0.01%             | 2041-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    800000 | PA      | $687676.39    | 0.03%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                                                       | Dover Corp                                                                      | CUSIP: 260003AK4<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404296.53    | 0.02%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    629000 | PA      | $810217.98    | 0.03%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    826000 | PA      | $745202.49    | 0.03%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    863000 | PA      | $688502.61    | 0.03%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $202142.54    | 0.01%             | 2044-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    829000 | PA      | $733104.89    | 0.03%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    629000 | PA      | $499817.23    | 0.02%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1463000 | PA      | $953643.98    | 0.04%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    750000 | PA      | $774981.92    | 0.03%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    950000 | PA      | $828612.56    | 0.03%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    550000 | PA      | $502945.18    | 0.02%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    575000 | PA      | $573325.11    | 0.02%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| DUPONT DE NEMOURS INC                                                            | DuPont de Nemours Inc                                                           | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    838000 | PA      | $837215.30    | 0.03%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: —       |
| DUPONT DE NEMOURS INC                                                            | DuPont de Nemours Inc                                                           | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    425000 | PA      | $401614.47    | 0.02%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAT6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    600000 | PA      | $503331.12    | 0.02%             | 2045-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    263000 | PA      | $214385.15    | 0.01%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 263901AA8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    275000 | PA      | $303075.05    | 0.01%             | 2038-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 263901AB6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $221951.78    | 0.01%             | 2039-04-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    163000 | PA      | $152228.43    | 0.01%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CAP0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    663000 | PA      | $586078.69    | 0.02%             | 2045-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1393000 | PA      | $1055668.04   | 0.04%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    413000 | PA      | $317733.66    | 0.01%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    613000 | PA      | $484097.31    | 0.02%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    579000 | PA      | $444882.52    | 0.02%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    679000 | PA      | $470142.00    | 0.02%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    850000 | PA      | $747891.18    | 0.03%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    425000 | PA      | $438024.55    | 0.02%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    825000 | PA      | $814237.31    | 0.03%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CCK9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1117886.56   | 0.05%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    413000 | PA      | $443860.25    | 0.02%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    900000 | PA      | $968458.30    | 0.04%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    511000 | PA      | $553378.97    | 0.02%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    713000 | PA      | $718090.64    | 0.03%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    279000 | PA      | $245989.27    | 0.01%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    513000 | PA      | $431870.47    | 0.02%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    500000 | PA      | $393620.86    | 0.02%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    800000 | PA      | $632070.99    | 0.03%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    438000 | PA      | $333275.98    | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    329000 | PA      | $259699.89    | 0.01%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    669000 | PA      | $458225.58    | 0.02%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    425000 | PA      | $300303.33    | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    392000 | PA      | $281859.26    | 0.01%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    850000 | PA      | $815184.88    | 0.03%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1232000 | PA      | $1191918.80   | 0.05%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    163000 | PA      | $124453.97    | 0.01%             | 2046-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    300000 | PA      | $245882.12    | 0.01%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222232.53    | 0.01%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    475000 | PA      | $463665.83    | 0.02%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442RAB7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    326000 | PA      | $280094.36    | 0.01%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    313000 | PA      | $260342.38    | 0.01%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                                  | Duke University                                                                 | CUSIP: 26442TAF4<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    125000 | PA      | $92161.42     | 0.00%             | 2044-10-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                                  | Duke University                                                                 | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $807355.10    | 0.03%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    363000 | PA      | $302085.92    | 0.01%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    288000 | PA      | $220676.56    | 0.01%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    829000 | PA      | $619674.67    | 0.03%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    413000 | PA      | $241455.85    | 0.01%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    576000 | PA      | $362536.02    | 0.01%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    300000 | PA      | $232277.63    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478756.64    | 0.02%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    475000 | PA      | $468355.07    | 0.02%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY HEALTH                                                           | Duke University Health System Inc                                               | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |    862000 | PA      | $690568.28    | 0.03%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAA4<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    463000 | PA      | $360910.38    | 0.01%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    600000 | PA      | $413527.04    | 0.02%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $313471.43    | 0.01%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477040.18    | 0.02%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAF3<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266152.60    | 0.01%             | 2055-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    863000 | PA      | $629501.01    | 0.03%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    450000 | PA      | $365061.82    | 0.01%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    425000 | PA      | $274279.90    | 0.01%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    525000 | PA      | $543118.42    | 0.02%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160641.33    | 0.01%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    613000 | PA      | $548867.20    | 0.02%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    855000 | PA      | $841081.50    | 0.03%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    775000 | PA      | $795319.52    | 0.03%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    620000 | PA      | $635693.35    | 0.03%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    572000 | PA      | $509977.04    | 0.02%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABE2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    363000 | PA      | $315802.79    | 0.01%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABH5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    150000 | PA      | $120213.84    | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| EAGLE MATERIALS INC                                                              | Eagle Materials Inc                                                             | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391866.26    | 0.02%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District Water System Revenue                         | EAST BAY CA MUNI UTILITY DIST WTR SYS REVENUE                                   | CUSIP: 271014TU6<br>LEI: 549300IZZ5HKLDKRTF96 | Long             | DBT              | MUN               | US        |   1025000 | PA      | $1082224.19   | 0.04%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                                               | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1118641.92   | 0.05%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                                               | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135487.83    | 0.01%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                                                 | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    600000 | PA      | $517583.21    | 0.02%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                                                 | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AF7<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    225000 | PA      | $200964.35    | 0.01%             | 2043-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                             | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    588000 | PA      | $523057.53    | 0.02%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                             | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    629000 | PA      | $535254.71    | 0.02%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                      | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    788000 | PA      | $683617.67    | 0.03%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                      | CUSIP: 278062AF1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    250000 | PA      | $201052.67    | 0.01%             | 2047-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                      | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    625000 | PA      | $559754.74    | 0.02%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    700000 | PA      | $578397.65    | 0.02%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    813000 | PA      | $595994.06    | 0.02%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BA7<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    700000 | PA      | $569737.36    | 0.02%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BG4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    810000 | PA      | $451923.35    | 0.02%             | 2050-08-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    800000 | PA      | $483700.65    | 0.02%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    916000 | PA      | $567223.54    | 0.02%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    300000 | PA      | $353489.09    | 0.01%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    400000 | PA      | $356537.35    | 0.01%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                                              | Electronic Arts Inc                                                             | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    346000 | PA      | $321388.87    | 0.01%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    900000 | PA      | $809327.23    | 0.03%             | 2053-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                                         | Embraer Netherlands Finance BV                                                  | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $395053.57    | 0.02%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BD5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102428.08    | 0.00%             | 2039-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BM5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    729000 | PA      | $462404.69    | 0.02%             | 2050-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   1132000 | PA      | $718218.13    | 0.03%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                              | Emera US Finance LP                                                             | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    988000 | PA      | $844339.67    | 0.03%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EMORY UNIVERSITY                                                                 | Emory University                                                                | CUSIP: 29157TAE6<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |    288000 | PA      | $190097.50    | 0.01%             | 2050-09-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    413000 | PA      | $362960.65    | 0.01%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 292505AE4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    575000 | PA      | $616022.22    | 0.03%             | 2037-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    443000 | PA      | $467884.76    | 0.02%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    613000 | PA      | $520417.07    | 0.02%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1050000 | PA      | $1029571.12   | 0.04%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBA2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    454000 | PA      | $349419.61    | 0.01%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1139000 | PA      | $778030.30    | 0.03%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1135000 | PA      | $1248421.91   | 0.05%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1260000 | PA      | $1273790.84   | 0.05%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| ENBRIDGE ENERGY PARTNERS                                                         | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    350000 | PA      | $411028.40    | 0.02%             | 2038-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                         | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    375000 | PA      | $372639.32    | 0.02%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                         | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    335000 | PA      | $388586.65    | 0.02%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                                                | Iberdrola International BV                                                      | CUSIP: 29266MAF6<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $453904.74    | 0.02%             | 2036-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    370000 | PA      | $404898.64    | 0.02%             | 2036-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $579655.16    | 0.02%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    700000 | PA      | $710971.15    | 0.03%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    963000 | PA      | $1018031.95   | 0.04%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    413000 | PA      | $373635.23    | 0.02%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    397000 | PA      | $394281.65    | 0.02%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1279000 | PA      | $1136734.90   | 0.05%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $1029941.21   | 0.04%             | 2045-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $915536.35    | 0.04%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1884355.34   | 0.08%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    875000 | PA      | $846657.32    | 0.03%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    750000 | PA      | $740949.58    | 0.03%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356957.14    | 0.01%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $973423.59    | 0.04%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1859144.69   | 0.08%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1629000 | PA      | $1624305.29   | 0.07%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    714000 | PA      | $520007.21    | 0.02%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WAV0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    450000 | PA      | $414966.72    | 0.02%             | 2045-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    913000 | PA      | $737041.93    | 0.03%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    479000 | PA      | $381354.47    | 0.02%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    643000 | PA      | $402628.44    | 0.02%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBJ6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    525000 | PA      | $400735.56    | 0.02%             | 2041-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $433705.92    | 0.02%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    775000 | PA      | $770356.51    | 0.03%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    525000 | PA      | $527234.10    | 0.02%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAH7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    425000 | PA      | $393336.17    | 0.02%             | 2039-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    405000 | PA      | $290134.60    | 0.01%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAM6<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    300000 | PA      | $267360.25    | 0.01%             | 2052-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74740.87     | 0.00%             | 2053-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120824.75    | 0.00%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    425000 | PA      | $343167.35    | 0.01%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    975000 | PA      | $579361.42    | 0.02%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAC2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    338000 | PA      | $229851.22    | 0.01%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200088.31    | 0.01%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAJ7<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    475000 | PA      | $475279.51    | 0.02%             | 2056-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                         | CUSIP: 29366WAA4<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    413000 | PA      | $315518.14    | 0.01%             | 2049-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                         | CUSIP: 29366WAB2<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    325000 | PA      | $227400.94    | 0.01%             | 2051-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                         | CUSIP: 29366WAE6<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278349.21    | 0.01%             | 2054-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                         | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    375000 | PA      | $376893.47    | 0.02%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $643547.50    | 0.03%             | 2039-10-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $480473.88    | 0.02%             | 2038-04-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VAQ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $663530.05    | 0.03%             | 2040-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    697000 | PA      | $728347.64    | 0.03%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    850000 | PA      | $786716.66    | 0.03%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1308000 | PA      | $1146327.45   | 0.05%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1829000 | PA      | $1672616.62   | 0.07%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $1113140.15   | 0.05%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    550000 | PA      | $487038.70    | 0.02%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1161000 | PA      | $1054359.38   | 0.04%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1279000 | PA      | $1049380.66   | 0.04%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    929000 | PA      | $817490.69    | 0.03%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1078000 | PA      | $867660.78    | 0.04%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    625000 | PA      | $459502.58    | 0.02%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $730247.55    | 0.03%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1204000 | PA      | $798617.47    | 0.03%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    631000 | PA      | $423182.16    | 0.02%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1190412.60   | 0.05%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1347396.30   | 0.06%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    614000 | PA      | $391204.25    | 0.02%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    275000 | PA      | $171741.89    | 0.01%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    460000 | PA      | $313234.73    | 0.01%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    945000 | PA      | $660909.83    | 0.03%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    829000 | PA      | $701520.34    | 0.03%             | 2040-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1004000 | PA      | $760547.60    | 0.03%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    529000 | PA      | $366510.99    | 0.02%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 29670GAG7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    179000 | PA      | $167276.59    | 0.01%             | 2052-05-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAS6<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    275000 | PA      | $232808.55    | 0.01%             | 2048-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAX5<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    229000 | PA      | $137317.07    | 0.01%             | 2050-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAC4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    300000 | PA      | $324905.59    | 0.01%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAG5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    475000 | PA      | $401237.66    | 0.02%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    263000 | PA      | $211718.05    | 0.01%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    391000 | PA      | $260096.42    | 0.01%             | 2049-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAU4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    505000 | PA      | $465558.55    | 0.02%             | 2053-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    600000 | PA      | $627995.18    | 0.03%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                         | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AF2<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    375000 | PA      | $331716.70    | 0.01%             | 2044-06-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                         | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $774468.09    | 0.03%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                         | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AJ4<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    915000 | PA      | $584817.03    | 0.02%             | 2052-10-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAA9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    513000 | PA      | $360933.39    | 0.01%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    320000 | PA      | $318777.37    | 0.01%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    929000 | PA      | $660238.95    | 0.03%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    647000 | PA      | $698413.13    | 0.03%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    413000 | PA      | $420321.59    | 0.02%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    619000 | PA      | $619818.26    | 0.03%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    763000 | PA      | $704658.76    | 0.03%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $252258.71    | 0.01%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    738000 | PA      | $629769.29    | 0.03%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    459000 | PA      | $353360.23    | 0.01%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    975000 | PA      | $943348.69    | 0.04%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450856.58    | 0.02%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DK2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    603000 | PA      | $442855.98    | 0.02%             | 2041-06-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $803329.87    | 0.03%             | 2045-03-06      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2504000 | PA      | $2091813.05   | 0.09%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    713000 | PA      | $569511.48    | 0.02%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $847676.64    | 0.03%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1819000 | PA      | $1660703.27   | 0.07%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2468000 | PA      | $2066904.56   | 0.08%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $1697746.70   | 0.07%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                         | FMC Corp                                                                        | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    607000 | PA      | $379973.61    | 0.02%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                         | FMC Corp                                                                        | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    270000 | PA      | $204218.07    | 0.01%             | 2053-05-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3249000 | PA      | $2608174.19   | 0.11%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1193387.22   | 0.05%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2247894.12   | 0.09%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1650870.01   | 0.07%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2709035.95   | 0.11%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $1946116.48   | 0.08%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $5866092.27   | 0.24%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   5680000 | PA      | $5370306.75   | 0.22%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3135063.86   | 0.13%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    890000 | PA      | $929464.65    | 0.04%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $504201.51    | 0.02%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                             | Federal Realty OP LP                                                            | CUSIP: 313747AV9<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    300000 | PA      | $260768.57    | 0.01%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XAT3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    500000 | PA      | $389459.95    | 0.02%             | 2042-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XAU0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    500000 | PA      | $398452.43    | 0.02%             | 2043-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBB1<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    625000 | PA      | $486169.90    | 0.02%             | 2045-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBN5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    763000 | PA      | $609896.48    | 0.03%             | 2047-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBS4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    979000 | PA      | $844348.18    | 0.03%             | 2048-10-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XCE4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    733000 | PA      | $544098.16    | 0.02%             | 2041-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XDQ6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    400000 | PA      | $321910.89    | 0.01%             | 2045-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XDW3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    400000 | PA      | $373243.31    | 0.02%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167126.36    | 0.01%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    666000 | PA      | $491963.06    | 0.02%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                          | Fidelity National Financial Inc                                                 | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    422000 | PA      | $269283.38    | 0.01%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    475000 | PA      | $584029.00    | 0.02%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1827000 | PA      | $1438291.26   | 0.06%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FirstEnergy Corp                                                                | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    750000 | PA      | $663052.07    | 0.03%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FirstEnergy Corp                                                                | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    950000 | PA      | $660274.58    | 0.03%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081EV5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $533189.25    | 0.02%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FA0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    650000 | PA      | $703268.06    | 0.03%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    450000 | PA      | $484821.96    | 0.02%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    313000 | PA      | $328218.57    | 0.01%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FD4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    413000 | PA      | $411687.78    | 0.02%             | 2041-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    663000 | PA      | $575269.02    | 0.02%             | 2042-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    700000 | PA      | $596062.74    | 0.02%             | 2042-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FH5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    400000 | PA      | $327219.98    | 0.01%             | 2042-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    420000 | PA      | $349150.02    | 0.01%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    829000 | PA      | $635990.28    | 0.03%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    963000 | PA      | $766682.79    | 0.03%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FR3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    413000 | PA      | $335761.53    | 0.01%             | 2048-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    663000 | PA      | $526198.10    | 0.02%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    883000 | PA      | $605067.04    | 0.02%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $925794.67    | 0.04%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    795000 | PA      | $761472.60    | 0.03%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GV3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    845000 | PA      | $846874.92    | 0.03%             | 2054-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    965000 | PA      | $978869.78    | 0.04%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    575000 | PA      | $585302.98    | 0.02%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081HB6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    950000 | PA      | $936727.53    | 0.04%             | 2066-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $553784.37    | 0.02%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1222545.26   | 0.05%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 341099CN7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309066.78    | 0.01%             | 2040-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 341099CR8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    700000 | PA      | $574106.83    | 0.02%             | 2042-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                                                | Flowers Foods Inc                                                               | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137491.85    | 0.01%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                  | FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE                      | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    595000 | PA      | $486135.23    | 0.02%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: —       |
| Foothill-Eastern Transportation Corridor Agency                                  | FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE                      | CUSIP: 345105JG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $84126.63     | 0.00%             | 2053-01-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                                              | Ford Foundation/The                                                             | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    620000 | PA      | $352934.58    | 0.01%             | 2070-06-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                   | CUSIP: 345370BR0<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    375000 | PA      | $405157.47    | 0.02%             | 2046-11-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1562970.79   | 0.06%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                   | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1016028.67   | 0.04%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: —       |
| FORTIVE CORPORATION                                                              | Fortive Corp                                                                    | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    575000 | PA      | $477696.87    | 0.02%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                                         | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    338000 | PA      | $271491.36    | 0.01%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $1050485.88   | 0.04%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1304000 | PA      | $1247787.35   | 0.05%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: —       |
| ORANGE SA                                                                        | Orange SA                                                                       | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    787000 | PA      | $770942.42    | 0.03%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FRANCISCAN HEALTH SYS                                                            | Franciscan Missionaries of Our Lady Health System Inc                           | CUSIP: 351837AA7<br>LEI: 254900OPFK0OOKZFLV35 | Long             | DBT              | CORP              | US        |    350000 | PA      | $267389.57    | 0.01%             | 2049-07-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: —       |
| FRANKLIN RESOURCES INC                                                           | Franklin Resources Inc                                                          | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    325000 | PA      | $204209.60    | 0.01%             | 2051-08-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FRED HUTCH CNCR CTR                                                              | Fred Hutchinson Cancer Center                                                   | CUSIP: 35561RAA5<br>LEI: 549300ESFMVM81MJ8C69 | Long             | DBT              | CORP              | US        |    426000 | PA      | $382087.17    | 0.02%             | 2052-01-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1444000 | PA      | $1407925.89   | 0.06%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    350000 | PA      | $330600.71    | 0.01%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BH5<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    325000 | PA      | $206794.23    | 0.01%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1032575.34   | 0.04%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AU3<br>LEI: N/A                  | Long             | DBT              |  | US        |    200000 | PA      | $198276.63    | 0.01%             | 2054-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              |  | US        |    525000 | PA      | $520982.74    | 0.02%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                            | Haleon US Capital LLC                                                           | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    900000 | PA      | $707775.20    | 0.03%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    815000 | PA      | $883914.96    | 0.04%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    963000 | PA      | $668033.86    | 0.03%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550AT5<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $404920.93    | 0.02%             | 2042-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    804000 | PA      | $732931.06    | 0.03%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    588000 | PA      | $495076.07    | 0.02%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BQ0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    297000 | PA      | $223785.75    | 0.01%             | 2041-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                             | CUSIP: 369604BH5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $540435.27    | 0.02%             | 2044-03-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                             | CUSIP: 369604BY8<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    450000 | PA      | $385205.69    | 0.02%             | 2050-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                             | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    760000 | PA      | $767550.77    | 0.03%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                             | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    900000 | PA      | $971777.12    | 0.04%             | 2038-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                             | CUSIP: 36962G4B7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    650000 | PA      | $762649.04    | 0.03%             | 2039-01-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334BJ2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250854.48    | 0.01%             | 2040-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334BP8<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    350000 | PA      | $293339.45    | 0.01%             | 2043-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334CJ1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    325000 | PA      | $284262.88    | 0.01%             | 2048-04-17      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    621000 | PA      | $400187.14    | 0.02%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1263000 | PA      | $1288082.14   | 0.05%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1654000 | PA      | $1491124.02   | 0.06%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1063000 | PA      | $1158308.15   | 0.05%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    617000 | PA      | $661745.84    | 0.03%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $976457.57    | 0.04%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    807000 | PA      | $731973.27    | 0.03%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    663000 | PA      | $645996.85    | 0.03%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| GEORGE WASHINGTON UNIVER                                                         | George Washington University/The                                                | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    163000 | PA      | $138957.31    | 0.01%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                                         | George Washington University/The                                                | CUSIP: 372546AU5<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    251000 | PA      | $230663.87    | 0.01%             | 2045-09-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: —       |
| GEORGE WASHINGTON UNIVER                                                         | George Washington University/The                                                | CUSIP: 372546AW1<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    606000 | PA      | $493532.01    | 0.02%             | 2048-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                            | Georgetown University/The                                                       | CUSIP: 37310PAC5<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    225000 | PA      | $186333.60    | 0.01%             | 2049-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                            | Georgetown University/The                                                       | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    102000 | PA      | $65750.28     | 0.00%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: —       |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142364.70    | 0.01%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $1079208.14   | 0.04%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KA8<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34716.78     | 0.00%             | 2043-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    829000 | PA      | $619607.87    | 0.03%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    775000 | PA      | $530680.79    | 0.02%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    730000 | PA      | $678947.27    | 0.03%             | 2052-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334LD1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    675000 | PA      | $657474.77    | 0.03%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    819000 | PA      | $849291.97    | 0.03%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1786000 | PA      | $1646235.05   | 0.07%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1753000 | PA      | $1550548.80   | 0.06%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   2018000 | PA      | $1828246.11   | 0.08%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    750000 | PA      | $697287.28    | 0.03%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   2003000 | PA      | $1659540.68   | 0.07%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    730000 | PA      | $537149.97    | 0.02%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1594000 | PA      | $1008886.80   | 0.04%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1042045.85   | 0.04%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    750000 | PA      | $738754.30    | 0.03%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    600000 | PA      | $592934.73    | 0.02%             | 2064-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   2426000 | PA      | $2716789.24   | 0.11%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AJ6<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    196000 | PA      | $171350.81    | 0.01%             | 2043-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    668000 | PA      | $497577.66    | 0.02%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    610000 | PA      | $584336.89    | 0.02%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                     | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $63474.45     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                     | CUSIP: 38122ND58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    910000 | PA      | $707538.89    | 0.03%             | 2041-06-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: —       |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                     | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $157517.67    | 0.01%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1461000 | PA      | $1344042.42   | 0.06%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2482104.08   | 0.10%             | 2045-11-19      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2234655.62   | 0.09%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5174000 | PA      | $5740178.71   | 0.24%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2354000 | PA      | $2559803.39   | 0.11%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $1916245.99   | 0.08%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1404000 | PA      | $1294298.97   | 0.05%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2279000 | PA      | $1743237.89   | 0.07%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2134000 | PA      | $1558360.37   | 0.06%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2154000 | PA      | $1675361.94   | 0.07%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    650000 | PA      | $708475.87    | 0.03%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4175000 | PA      | $4110854.63   | 0.17%             | 2047-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1843000 | PA      | $1725481.16   | 0.07%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2559000 | PA      | $2284914.65   | 0.09%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                                                  | WW Grainger Inc                                                                 | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    686000 | PA      | $619914.65    | 0.03%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                                                  | WW Grainger Inc                                                                 | CUSIP: 384802AC8<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $277351.71    | 0.01%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                                                  | WW Grainger Inc                                                                 | CUSIP: 384802AD6<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    375000 | PA      | $315501.25    | 0.01%             | 2047-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PARKWAY TRANSPRTN CORP TX SYS TOLL REVENUE                                | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1490000 | PA      | $1025595.56   | 0.04%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1479000 | PA      | $1394584.06   | 0.06%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    979000 | PA      | $943529.70    | 0.04%             | 2039-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2056000 | PA      | $1858282.60   | 0.08%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1115616.83   | 0.05%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1856000 | PA      | $1513814.59   | 0.06%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    985000 | PA      | $962555.81    | 0.04%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $426433.44    | 0.02%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1526489.21   | 0.06%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991926.36    | 0.04%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    755000 | PA      | $768101.08    | 0.03%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1309599.87   | 0.05%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    705000 | PA      | $694339.73    | 0.03%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                               | CUSIP: 40414LAE9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    175000 | PA      | $192592.83    | 0.01%             | 2041-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280AG4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $666479.38    | 0.03%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1315448.57   | 0.05%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280AJ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $225137.38    | 0.01%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1029000 | PA      | $1106530.31   | 0.05%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280AQ2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2118000 | PA      | $2060166.68   | 0.08%             | 2044-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DL0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1328000 | PA      | $1431317.63   | 0.06%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1065000 | PA      | $1153469.60   | 0.05%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $503628.28    | 0.02%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2215000 | PA      | $2417320.63   | 0.10%             | 2044-03-09      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | HSBC Bank USA NA                                                                | CUSIP: 4042Q1AD9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    511000 | PA      | $592788.89    | 0.02%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                         | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AA5<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    700000 | PA      | $597501.11    | 0.02%             | 2057-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                         | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AB3<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82765.47     | 0.00%             | 2048-07-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                         | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    526000 | PA      | $380098.76    | 0.02%             | 2041-09-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                         | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    457000 | PA      | $288785.85    | 0.01%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                  | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $557819.49    | 0.02%             | 2038-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                  | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    905000 | PA      | $1067727.70   | 0.04%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                  | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    550000 | PA      | $479159.46    | 0.02%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                  | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    786000 | PA      | $697208.89    | 0.03%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                  | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   1509000 | PA      | $1358828.92   | 0.06%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON INC                                                              | Harley-Davidson Inc                                                             | CUSIP: 412822AE8<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |    146000 | PA      | $117234.25    | 0.00%             | 2045-07-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 413875AN5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    270000 | PA      | $293387.54    | 0.01%             | 2040-12-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    458000 | PA      | $439401.38    | 0.02%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                                                 | Hartford Insurance Group Inc/The                                                | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    376000 | PA      | $401047.88    | 0.02%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                                         | Hartford Insurance Group Inc/The                                                | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214526.85    | 0.01%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                                                 | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    400000 | PA      | $344979.24    | 0.01%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                                         | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $424761.32    | 0.02%             | 2048-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                                         | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    856000 | PA      | $631376.39    | 0.03%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                                                 | Hartford Insurance Group Inc/The                                                | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    629000 | PA      | $400790.43    | 0.02%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| HARTFORD HEALTHCARE CORP                                                         | Hartford HealthCare Corp                                                        | CUSIP: 41652PAC3<br>LEI: 549300W3L482NUDOFF24 | Long             | DBT              | CORP              | US        |    113000 | PA      | $80874.70     | 0.00%             | 2054-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| HASBRO INC                                                                       | Hasbro Inc                                                                      | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    588000 | PA      | $616892.19    | 0.03%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                      | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    155000 | PA      | $138652.67    | 0.01%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    450000 | PA      | $504905.72    | 0.02%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866AW8<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    275000 | PA      | $203240.75    | 0.01%             | 2046-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BB3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    313000 | PA      | $214912.11    | 0.01%             | 2049-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BG2<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $184648.98    | 0.01%             | 2050-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                        | Hess Corp                                                                       | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    600000 | PA      | $646384.67    | 0.03%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                        | Hess Corp                                                                       | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $1090893.75   | 0.04%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                        | Hess Corp                                                                       | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    554000 | PA      | $572253.43    | 0.02%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    988000 | PA      | $983016.20    | 0.04%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1472299.11   | 0.06%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1237764.86   | 0.05%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HOAG MEMORIAL HOSPITAL                                                           | Hoag Memorial Hospital Presbyterian                                             | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |    627000 | PA      | $476760.08    | 0.02%             | 2052-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2483278.84   | 0.10%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    463000 | PA      | $476378.62    | 0.02%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    938000 | PA      | $1005314.01   | 0.04%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    945000 | PA      | $820662.60    | 0.03%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    650000 | PA      | $607669.63    | 0.02%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $901952.27    | 0.04%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1629000 | PA      | $1378041.23   | 0.06%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1186472.60   | 0.05%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $870443.08    | 0.04%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    929000 | PA      | $802399.23    | 0.03%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1396000 | PA      | $952082.94    | 0.04%             | 2049-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1411000 | PA      | $1151289.42   | 0.05%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1298000 | PA      | $919102.38    | 0.04%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $974955.78    | 0.04%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1038000 | PA      | $643634.45    | 0.03%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1808000 | PA      | $1325232.87   | 0.05%             | 2052-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $964632.57    | 0.04%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $964731.80    | 0.04%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    440000 | PA      | $420952.42    | 0.02%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516AR7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    450000 | PA      | $477954.19    | 0.02%             | 2036-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516AT3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    325000 | PA      | $344335.59    | 0.01%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516BB1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    375000 | PA      | $383382.57    | 0.02%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    363000 | PA      | $284040.74    | 0.01%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CA2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    859000 | PA      | $566572.82    | 0.02%             | 2050-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1421610.87   | 0.06%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    575000 | PA      | $548852.52    | 0.02%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                                | Hormel Foods Corp                                                               | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    613000 | PA      | $403110.14    | 0.02%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HOSPITAL SPECIAL SURGERY                                                         | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery   | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |    375000 | PA      | $228679.51    | 0.01%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: —       |
| City of Houston TX                                                               | HOUSTON TX                                                                      | CUSIP: 4423313K8<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    105000 | PA      | $89715.60     | 0.00%             | 2047-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| HOWARD UNIVERSITY                                                                | Howard University                                                               | CUSIP: 442851BH3<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |     64000 | PA      | $54366.70     | 0.00%             | 2052-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    354000 | PA      | $298724.50    | 0.01%             | 2042-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    838000 | PA      | $721276.99    | 0.03%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    380000 | PA      | $314186.13    | 0.01%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    400000 | PA      | $287135.96    | 0.01%             | 2049-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    800000 | PA      | $711458.59    | 0.03%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    800000 | PA      | $736059.76    | 0.03%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859CC4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190334.82    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                                           | Hungary Government International Bonds                                          | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1416000 | PA      | $1643812.48   | 0.07%             | 2041-03-29      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                               | CUSIP: 449276AF1<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    950000 | PA      | $913557.54    | 0.04%             | 2044-02-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                               | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |   1350000 | PA      | $1251045.36   | 0.05%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Idaho Energy Resources Authority                                                 | IDAHO ENERGY RESOURCES AUTH TRANSMISSION FACS REVENUE                           | CUSIP: 451174AX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $158318.65    | 0.01%             | 2046-09-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                  | CUSIP: 45138LBF9<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    325000 | PA      | $266122.89    | 0.01%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                  | CUSIP: 45138LBH5<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    220000 | PA      | $214708.93    | 0.01%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                  | CUSIP: 45138LBJ1<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    296000 | PA      | $301041.57    | 0.01%             | 2054-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                  | CUSIP: 45138LBL6<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    430000 | PA      | $432480.97    | 0.02%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                                          | Illinois Tool Works Inc                                                         | CUSIP: 452308AQ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    569000 | PA      | $545240.20    | 0.02%             | 2041-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                                          | Illinois Tool Works Inc                                                         | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1078160.04   | 0.04%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AM8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    513000 | PA      | $556513.30    | 0.02%             | 2037-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AQ9<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    346000 | PA      | $301716.76    | 0.01%             | 2046-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    229000 | PA      | $174408.46    | 0.01%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AT3<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    413000 | PA      | $335346.13    | 0.01%             | 2048-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    400000 | PA      | $268064.91    | 0.01%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AV8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    455000 | PA      | $452628.59    | 0.02%             | 2053-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| Indiana Finance Authority                                                        | INDIANA ST FIN AUTH REVENUE                                                     | CUSIP: 45506ECL5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    555000 | PA      | $405418.88    | 0.02%             | 2051-01-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| INDIANA UNIV HEALTH INC                                                          | Indiana University Health Inc Obligated Group                                   | CUSIP: 455170AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    913000 | PA      | $574109.41    | 0.02%             | 2051-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1516000 | PA      | $1274061.97   | 0.05%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CJ3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    900000 | PA      | $882586.97    | 0.04%             | 2049-02-11      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CN4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1200000 | PA      | $884592.22    | 0.04%             | 2049-10-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CR5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1178000 | PA      | $834017.63    | 0.03%             | 2050-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1728000 | PA      | $1378493.25   | 0.06%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CU8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1200000 | PA      | $935992.48    | 0.04%             | 2070-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   2139000 | PA      | $1375871.49   | 0.06%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CX2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $123562.35    | 0.01%             | 2071-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    500000 | PA      | $307688.40    | 0.01%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DK9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $161523.82    | 0.01%             | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DP8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    525000 | PA      | $507732.03    | 0.02%             | 2052-09-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DS2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    830000 | PA      | $820272.52    | 0.03%             | 2053-01-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DV5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    950000 | PA      | $890734.54    | 0.04%             | 2054-02-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DW3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $187986.31    | 0.01%             | 2054-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780ED4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $983354.16    | 0.04%             | 2036-04-16      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780EG7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $386382.72    | 0.02%             | 2056-02-21      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                               | Voya Financial Inc                                                              | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    338000 | PA      | $336571.26    | 0.01%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                                               | Trane Technologies Financing Ltd                                                | CUSIP: 456873AC2<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $270585.10    | 0.01%             | 2044-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                                               | Trane Technologies Financing Ltd                                                | CUSIP: 456873AF5<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    188000 | PA      | $162318.56    | 0.01%             | 2049-03-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDC                                                         | Trane Technologies Holdco Inc                                                   | CUSIP: 45687AAG7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415378.23    | 0.02%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| TRANE TECHNOLOGIES HOLDC                                                         | Trane Technologies Holdco Inc                                                   | CUSIP: 45687AAN2<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    163000 | PA      | $137347.24    | 0.01%             | 2048-02-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                              | CUSIP: 45687VAG1<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    565000 | PA      | $565805.58    | 0.02%             | 2054-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| INGREDION INC                                                                    | Ingredion Inc                                                                   | CUSIP: 457187AD4<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    313000 | PA      | $237274.71    | 0.01%             | 2050-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INOVA HEALTH SYSTEMS FOU                                                         | Inova Health System Foundation                                                  | CUSIP: 45791GAA0<br>LEI: 5493001L7PBVS286Y307 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19708.96     | 0.00%             | 2052-05-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: —       |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    740000 | PA      | $663017.56    | 0.03%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    500000 | PA      | $411263.02    | 0.02%             | 2042-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140AT7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    750000 | PA      | $654195.64    | 0.03%             | 2045-07-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1073000 | PA      | $828934.16    | 0.03%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $851064.60    | 0.03%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2009000 | PA      | $1446743.82   | 0.06%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1152246.43   | 0.05%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $578457.85    | 0.02%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    725000 | PA      | $649618.39    | 0.03%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2356000 | PA      | $1946214.65   | 0.08%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BN9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    954000 | PA      | $782201.21    | 0.03%             | 2060-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    657000 | PA      | $463435.76    | 0.02%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $778138.84    | 0.03%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    775000 | PA      | $447154.21    | 0.02%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1490587.86   | 0.06%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165394.67    | 0.01%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    980000 | PA      | $954619.45    | 0.04%             | 2043-02-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1494823.25   | 0.06%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1049215.37   | 0.04%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1154010.82   | 0.05%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0BX5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    370000 | PA      | $300621.25    | 0.01%             | 2042-08-07      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0CE6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    325000 | PA      | $303462.50    | 0.01%             | 2044-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| INTEGRIS BAPTIST MEDICAL                                                         | Integris Baptist Medical Center Inc                                             | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |    222000 | PA      | $163047.34    | 0.01%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $927000.08    | 0.04%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1159000 | PA      | $763206.53    | 0.03%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $832838.35    | 0.03%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $856483.47    | 0.04%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1271000 | PA      | $1157317.26   | 0.05%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1032266.91   | 0.04%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200AP6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $175275.61    | 0.01%             | 2096-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    850000 | PA      | $878299.63    | 0.04%             | 2039-11-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1152000 | PA      | $963151.52    | 0.04%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200JH5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    691000 | PA      | $609355.23    | 0.03%             | 2046-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2023513.93   | 0.08%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $2094033.28   | 0.09%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    655000 | PA      | $491295.04    | 0.02%             | 2040-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    964000 | PA      | $612905.73    | 0.03%             | 2050-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KP5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    350000 | PA      | $239485.45    | 0.01%             | 2052-02-09      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $702212.61    | 0.03%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KZ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    450000 | PA      | $408699.56    | 0.02%             | 2053-02-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $787094.49    | 0.03%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200LV1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    565000 | PA      | $562726.13    | 0.02%             | 2056-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                         | International Flavors & Fragrances Inc                                          | CUSIP: 459506AE1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    688000 | PA      | $557224.52    | 0.02%             | 2047-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| INTL FLAVOR & FRAGRANCES                                                         | International Flavors & Fragrances Inc                                          | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    363000 | PA      | $322484.41    | 0.01%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | International Paper Co                                                          | CUSIP: 460146CF8<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    400000 | PA      | $466340.02    | 0.02%             | 2039-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | International Paper Co                                                          | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    350000 | PA      | $362070.98    | 0.01%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | International Paper Co                                                          | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    716000 | PA      | $631116.40    | 0.03%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| INTERNATIONAL PAPER CO                                                           | International Paper Co                                                          | CUSIP: 460146CN1<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    650000 | PA      | $594921.27    | 0.02%             | 2046-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| INTERNATIONAL PAPER CO                                                           | International Paper Co                                                          | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    563000 | PA      | $462619.49    | 0.02%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | International Paper Co                                                          | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    825000 | PA      | $668151.79    | 0.03%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AG9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    260000 | PA      | $278294.17    | 0.01%             | 2039-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AN4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    313000 | PA      | $234362.26    | 0.01%             | 2046-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AR5<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    177000 | PA      | $127127.89    | 0.01%             | 2049-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AT1<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    355000 | PA      | $228547.49    | 0.01%             | 2051-11-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AW4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    400000 | PA      | $379404.20    | 0.02%             | 2054-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AY0<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    430000 | PA      | $417183.34    | 0.02%             | 2055-10-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                      | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1070116.25   | 0.04%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| INVESCO FINANCE PLC                                                              | Invesco Finance PLC                                                             | CUSIP: 46132FAC4<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    513000 | PA      | $490115.92    | 0.02%             | 2043-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 4651387N9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1535000 | PA      | $1340652.87   | 0.06%             | 2043-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   2178000 | PA      | $1587143.08   | 0.07%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46513JB59<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1250000 | PA      | $923757.45    | 0.04%             | 2120-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | State of Israel                                                                 | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1578000 | PA      | $1058279.44   | 0.04%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46513YJJ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1178000 | PA      | $921338.18    | 0.04%             | 2048-01-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1950000 | PA      | $1867608.46   | 0.08%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                 | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   2258000 | PA      | $1718185.70   | 0.07%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                 | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1978000 | PA      | $1456552.26   | 0.06%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                                | ITC Holdings Corp                                                               | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95587.89     | 0.00%             | 2043-07-01      | Fixed         | 5.30%                 | 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: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1150000 | PA      | $897263.63    | 0.04%             | 2052-02-02      | Fixed         | 4.38%                 | 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: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1325000 | PA      | $1378744.84   | 0.06%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2561000 | PA      | $2871301.54   | 0.12%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    859000 | PA      | $890797.21    | 0.04%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    604000 | PA      | $624468.68    | 0.03%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1413000 | PA      | $1440076.12   | 0.06%             | 2043-08-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1026000 | PA      | $968276.76    | 0.04%             | 2044-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1636000 | PA      | $1529204.26   | 0.06%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1904000 | PA      | $1614864.56   | 0.07%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2501453.28   | 0.10%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1763000 | PA      | $1437969.19   | 0.06%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3473000 | PA      | $2793292.22   | 0.11%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1627235.35   | 0.07%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1461000 | PA      | $1138084.86   | 0.05%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2909000 | PA      | $1972349.62   | 0.08%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1993000 | PA      | $1430489.40   | 0.06%             | 2041-11-19      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2608000 | PA      | $2010746.80   | 0.08%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3541000 | PA      | $2497939.95   | 0.10%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1399676.19   | 0.06%             | 2045-11-29      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                            | Jackson Financial Inc                                                           | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    400000 | PA      | $282162.21    | 0.01%             | 2051-11-23      | Fixed         | 4.00%                 | 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: 472140AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    410000 | PA      | $421827.00    | 0.02%             | 2055-02-25      | Fixed         | 6.38%                 | 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: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1025000 | PA      | $1040055.94   | 0.04%             | 2036-01-15      | Fixed         | 5.50%                 | 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: 472140AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1050000 | PA      | $1058498.00   | 0.04%             | 2056-03-01      | Fixed         | 6.25%                 | 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: 472140AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1050000 | PA      | $1058390.81   | 0.04%             | 2066-04-15      | Fixed         | 6.38%                 | 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: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    875000 | PA      | $990180.64    | 0.04%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JD.COM INC                                                                       | JD.com Inc                                                                      | CUSIP: 47215PAF3<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    450000 | PA      | $370627.71    | 0.02%             | 2050-01-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    950000 | PA      | $999118.11    | 0.04%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE SYS STWD LIQUOR PROFITS REVENUE                               | CUSIP: 47770VCT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    395000 | PA      | $336970.60    | 0.01%             | 2038-01-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| JOHN SEVIER COMB CYCLE                                                           | John Sevier Combined Cycle Generation LLC                                       | CUSIP: 478045AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    473144 | PA      | $461987.59    | 0.02%             | 2042-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS HEALTH SYS                                                         | Johns Hopkins Health System Corp/The                                            | CUSIP: 478111AC1<br>LEI: 549300D81FCFUS7TQR04 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $886153.79    | 0.04%             | 2046-05-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS UNIVERSITY                                                         | Johns Hopkins University                                                        | CUSIP: 478115AB4<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    225000 | PA      | $181658.75    | 0.01%             | 2053-07-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS UNIVERSITY                                                         | Johns Hopkins University                                                        | CUSIP: 478115AF5<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    150000 | PA      | $88419.66     | 0.00%             | 2060-01-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    825000 | PA      | $913475.67    | 0.04%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160AT1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    700000 | PA      | $766216.82    | 0.03%             | 2038-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    391000 | PA      | $376164.10    | 0.02%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160BA1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    550000 | PA      | $541268.71    | 0.02%             | 2041-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160BK9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    620000 | PA      | $574233.68    | 0.02%             | 2043-12-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    994000 | PA      | $910616.79    | 0.04%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1513000 | PA      | $1220803.18   | 0.05%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $1006329.87   | 0.04%             | 2037-03-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $923160.35    | 0.04%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $897209.96    | 0.04%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    736000 | PA      | $564098.03    | 0.02%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    476000 | PA      | $334812.97    | 0.01%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    625000 | PA      | $366943.04    | 0.02%             | 2050-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    893000 | PA      | $489229.91    | 0.02%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1019646.32   | 0.04%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| JOHNSON CONTROLS INTL PL                                                         | Johnson Controls International plc                                              | CUSIP: 478375AH1<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    225000 | PA      | $242001.86    | 0.01%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                         | Johnson Controls International plc                                              | CUSIP: 478375AL2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    370000 | PA      | $329398.24    | 0.01%             | 2044-07-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                         | Johnson Controls International plc                                              | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    290000 | PA      | $249842.68    | 0.01%             | 2064-07-02      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                         | Johnson Controls International plc                                              | CUSIP: 478375AU2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    378000 | PA      | $325723.99    | 0.01%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHNSONVILLE AERO COMBST                                                         | Johnsonville Aeroderivative Combustion Turbine Generation LLC                   | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    493811 | PA      | $473178.08    | 0.02%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    429000 | PA      | $433762.78    | 0.02%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                                             | Juniper Networks Inc                                                            | CUSIP: 48203RAD6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    313000 | PA      | $314222.21    | 0.01%             | 2041-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    275000 | PA      | $255199.27    | 0.01%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    686000 | PA      | $480529.80    | 0.02%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1476114.50   | 0.06%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    770000 | PA      | $715051.10    | 0.03%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   1119000 | PA      | $929348.56    | 0.04%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    643000 | PA      | $451333.30    | 0.02%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1136478.35   | 0.05%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   2855000 | PA      | $1863876.70   | 0.08%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                | CUSIP: 485134BM1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    340000 | PA      | $336927.16    | 0.01%             | 2041-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                | CUSIP: 485134BQ2<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    225000 | PA      | $183421.32    | 0.01%             | 2047-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                | CUSIP: 485134BR0<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121986.07    | 0.01%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                | CUSIP: 485134BS8<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    350000 | PA      | $279827.48    | 0.01%             | 2049-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | KANSAS ST DEV FIN AUTH REVENUE                                                  | CUSIP: 48542RSV7<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |     90000 | PA      | $63631.67     | 0.00%             | 2051-05-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                       | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    603000 | PA      | $531675.63    | 0.02%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                       | CUSIP: 487836CA4<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200157.65    | 0.01%             | 2054-05-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                            | Kentucky Utilities Co                                                           | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    450000 | PA      | $440488.87    | 0.02%             | 2040-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                            | Kentucky Utilities Co                                                           | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    829000 | PA      | $702342.93    | 0.03%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                            | Kentucky Utilities Co                                                           | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    375000 | PA      | $259571.19    | 0.01%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                            | Kentucky Utilities Co                                                           | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    860000 | PA      | $873133.21    | 0.04%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                      | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    580000 | PA      | $556817.84    | 0.02%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| KENVUE INC                                                                       | Kenvue Inc                                                                      | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1143574.99   | 0.05%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| KENVUE INC                                                                       | Kenvue Inc                                                                      | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    750000 | PA      | $682311.02    | 0.03%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAD2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    225000 | PA      | $201076.28    | 0.01%             | 2048-05-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    713000 | PA      | $518377.13    | 0.02%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    563000 | PA      | $378041.29    | 0.02%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    913000 | PA      | $739288.41    | 0.03%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    300000 | PA      | $309878.23    | 0.01%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    800000 | PA      | $918809.36    | 0.04%             | 2037-08-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368BG7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    413000 | PA      | $418791.74    | 0.02%             | 2041-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    511000 | PA      | $365462.59    | 0.02%             | 2046-07-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368BW2<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    470000 | PA      | $370986.20    | 0.02%             | 2047-05-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368CA9<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    660000 | PA      | $438013.38    | 0.02%             | 2050-02-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    500000 | PA      | $421897.19    | 0.02%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAQ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    250000 | PA      | $206129.96    | 0.01%             | 2046-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAT6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    408000 | PA      | $347593.86    | 0.01%             | 2047-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    413000 | PA      | $306480.80    | 0.01%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    350000 | PA      | $357445.67    | 0.01%             | 2036-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    576000 | PA      | $633044.44    | 0.03%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   1286000 | PA      | $1457925.83   | 0.06%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    600000 | PA      | $659944.76    | 0.03%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    550000 | PA      | $599194.92    | 0.02%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    413000 | PA      | $443399.17    | 0.02%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BK1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297544.43    | 0.01%             | 2041-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    650000 | PA      | $602191.68    | 0.02%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    763000 | PA      | $699477.58    | 0.03%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    745000 | PA      | $718413.54    | 0.03%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    363000 | PA      | $347025.93    | 0.01%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1486000 | PA      | $1444789.46   | 0.06%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    770000 | PA      | $697468.64    | 0.03%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    486000 | PA      | $447060.74    | 0.02%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    500000 | PA      | $331019.06    | 0.01%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1829000 | PA      | $1288634.64   | 0.05%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    225000 | PA      | $211417.35    | 0.01%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    820000 | PA      | $823621.69    | 0.03%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                                           | Koninklijke Philips NV                                                          | CUSIP: 500472AC9<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    749000 | PA      | $847308.17    | 0.03%             | 2038-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                                           | Koninklijke Philips NV                                                          | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    413000 | PA      | $383680.06    | 0.02%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                        | CUSIP: 50064FAL8<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $898459.93    | 0.04%             | 2044-06-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                        | CUSIP: 50064FAN4<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    345000 | PA      | $288434.25    | 0.01%             | 2048-09-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1237000 | PA      | $1129204.84   | 0.05%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAN6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    521000 | PA      | $558751.65    | 0.02%             | 2040-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    813000 | PA      | $905398.89    | 0.04%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   2452000 | PA      | $2012062.50   | 0.08%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1428000 | PA      | $1297119.86   | 0.05%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    288000 | PA      | $260270.65    | 0.01%             | 2039-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1737000 | PA      | $1487447.94   | 0.06%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    863000 | PA      | $802145.84    | 0.03%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044CK5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    350000 | PA      | $400991.82    | 0.02%             | 2038-04-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498318.17    | 0.02%             | 2040-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232534.62    | 0.01%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    209000 | PA      | $197064.76    | 0.01%             | 2043-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    513000 | PA      | $398760.10    | 0.02%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    729000 | PA      | $614520.11    | 0.03%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    213000 | PA      | $184282.95    | 0.01%             | 2048-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    713000 | PA      | $680065.60    | 0.03%             | 2049-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    725000 | PA      | $554626.78    | 0.02%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1372954.97   | 0.06%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1376206.79   | 0.06%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                             | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    429000 | PA      | $338078.89    | 0.01%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    515000 | PA      | $512467.80    | 0.02%             | 2053-07-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AV1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    680000 | PA      | $666831.24    | 0.03%             | 2054-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| LYB INTL FINANCE BV                                                              | LYB International Finance BV                                                    | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $517656.81    | 0.02%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV                                                              | LYB International Finance BV                                                    | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |   1013000 | PA      | $836571.44    | 0.03%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAA1<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1166000 | PA      | $829543.19    | 0.03%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1063000 | PA      | $754808.13    | 0.03%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    941000 | PA      | $679627.27    | 0.03%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    853000 | PA      | $544335.65    | 0.02%             | 2051-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAK9<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    555000 | PA      | $340906.10    | 0.01%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    821000 | PA      | $730743.33    | 0.03%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                                | Lam Research Corp                                                               | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    654000 | PA      | $601621.52    | 0.02%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                                | Lam Research Corp                                                               | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    754000 | PA      | $490456.16    | 0.02%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                                | Lam Research Corp                                                               | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    625000 | PA      | $389204.89    | 0.02%             | 2060-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                       | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    663000 | PA      | $604712.10    | 0.02%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| LEAR CORP                                                                        | Lear Corp                                                                       | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    576000 | PA      | $392762.79    | 0.02%             | 2052-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                                              | Leggett & Platt Inc                                                             | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    450000 | PA      | $292852.27    | 0.01%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| LEGG MASON INC                                                                   | Legg Mason Inc                                                                  | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    616000 | PA      | $613204.91    | 0.03%             | 2044-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BA5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $427072.99    | 0.02%             | 2037-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BJ6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    529000 | PA      | $421463.31    | 0.02%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BR8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    550000 | PA      | $445957.57    | 0.02%             | 2047-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    900000 | PA      | $722960.90    | 0.03%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $806240.07    | 0.03%             | 2059-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1012429.06   | 0.04%             | 2050-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    796000 | PA      | $430759.71    | 0.02%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1099283.10   | 0.05%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1133116.06   | 0.05%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1533305.23   | 0.06%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1261306.90   | 0.05%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1164239.21   | 0.05%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    830000 | PA      | $773532.34    | 0.03%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1308670.60   | 0.05%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    545000 | PA      | $541466.31    | 0.02%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    405000 | PA      | $406173.78    | 0.02%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    820000 | PA      | $819629.91    | 0.03%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    313000 | PA      | $333202.79    | 0.01%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    375000 | PA      | $418682.13    | 0.02%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187BG3<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    115000 | PA      | $91050.03     | 0.00%             | 2048-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AN9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    621000 | PA      | $590301.82    | 0.02%             | 2045-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1351000 | PA      | $1124058.68   | 0.05%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $745595.63    | 0.03%             | 2046-12-14      | Fixed         | 3.37%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    475000 | PA      | $527341.97    | 0.02%             | 2036-09-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830AW9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $324111.36    | 0.01%             | 2040-06-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1261000 | PA      | $1080759.34   | 0.04%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1268000 | PA      | $1019842.79   | 0.04%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    351000 | PA      | $344588.89    | 0.01%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1240354.74   | 0.05%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1563000 | PA      | $1242600.97   | 0.05%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BQ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    675000 | PA      | $430569.93    | 0.02%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    560000 | PA      | $448708.39    | 0.02%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    610000 | PA      | $482749.29    | 0.02%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1139892.47   | 0.05%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    875000 | PA      | $906752.75    | 0.04%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1189141.62   | 0.05%             | 2055-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    480000 | PA      | $444343.59    | 0.02%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP                                                                       | Loews Corp                                                                      | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    575000 | PA      | $489719.40    | 0.02%             | 2043-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                        | LOS ANGELES CA CMNTY CLG DIST                                                   | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    815000 | PA      | $903401.68    | 0.04%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports Customer Facility Charge Revenue      | LOS ANGELES CA DEPT OF ARPTS CUSTOMER FAC CHARGE REVENUE                        | CUSIP: 54445CAK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    540000 | PA      | $469816.44    | 0.02%             | 2048-05-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: —       |
| Los Angeles Department of Water & Power                                          | LOS ANGELES CA DEPT WTR & PWR REVENUE                                           | CUSIP: 544495VY7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1404440.87   | 0.06%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Public Works Financing Authority                              | LOS ANGELES CNTY CA PUBLIC WKS FING AUTH LEASE REVENUE                          | CUSIP: 54473ENS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $29577.58     | 0.00%             | 2040-08-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH                         | CUSIP: 54627RAP5<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |   1460000 | PA      | $1412404.15   | 0.06%             | 2039-08-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: —       |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH                         | CUSIP: 54627RAT7<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    495000 | PA      | $503619.83    | 0.02%             | 2039-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                                            | Louisville Gas and Electric Co                                                  | CUSIP: 546676AY3<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    454000 | PA      | $373129.70    | 0.02%             | 2049-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                                            | Louisville Gas and Electric Co                                                  | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    715000 | PA      | $724738.71    | 0.03%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661CX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182075.13    | 0.01%             | 2042-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DJ3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    429000 | PA      | $359814.60    | 0.01%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1256133.09   | 0.05%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1579000 | PA      | $1254785.56   | 0.05%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DS3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    550000 | PA      | $463841.20    | 0.02%             | 2049-04-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    329000 | PA      | $318478.24    | 0.01%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DW4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    500000 | PA      | $453295.62    | 0.02%             | 2050-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1919000 | PA      | $1229182.52   | 0.05%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    829000 | PA      | $580605.32    | 0.02%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $874401.37    | 0.04%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $961351.49    | 0.04%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1658000 | PA      | $1312956.85   | 0.05%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1066063.29   | 0.04%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    875000 | PA      | $858962.88    | 0.04%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    455000 | PA      | $452148.44    | 0.02%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344161.23    | 0.01%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LYONDELLBASELL IND NV                                                            | LyondellBasell Industries NV                                                    | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |    895000 | PA      | $671681.42    | 0.03%             | 2055-02-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE US                                                                 | Sekisui House US Inc                                                            | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    529000 | PA      | $498459.58    | 0.02%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE US                                                                 | Sekisui House US Inc                                                            | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $133140.60    | 0.01%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $924419.29    | 0.04%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1299682.45   | 0.05%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1586000 | PA      | $1319007.48   | 0.05%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    400000 | PA      | $330164.46    | 0.01%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1504000 | PA      | $1386521.12   | 0.06%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    813000 | PA      | $726689.08    | 0.03%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1321000 | PA      | $1115509.45   | 0.05%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    690000 | PA      | $642399.57    | 0.03%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    900000 | PA      | $872398.61    | 0.04%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    755000 | PA      | $755252.34    | 0.03%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| MSCI INC                                                                         | MSCI Inc                                                                        | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345599.31    | 0.01%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | Manulife Financial Corp                                                         | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    604000 | PA      | $596288.90    | 0.02%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1525290.30   | 0.06%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    763000 | PA      | $658396.00    | 0.03%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    650000 | PA      | $547697.42    | 0.02%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    259000 | PA      | $207870.53    | 0.01%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    525000 | PA      | $475172.34    | 0.02%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AS3<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    145000 | PA      | $117334.30    | 0.00%             | 2047-11-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    575000 | PA      | $510612.60    | 0.02%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AV6<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    338000 | PA      | $262440.23    | 0.01%             | 2050-09-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AX2<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    525000 | PA      | $356598.36    | 0.01%             | 2052-05-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    615000 | PA      | $621434.07    | 0.03%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    513000 | PA      | $433866.37    | 0.02%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    538000 | PA      | $439962.24    | 0.02%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    575000 | PA      | $550319.60    | 0.02%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1829000 | PA      | $1651454.87   | 0.07%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    518000 | PA      | $327251.41    | 0.01%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    400000 | PA      | $431078.66    | 0.02%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    460000 | PA      | $445268.35    | 0.02%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    825000 | PA      | $828504.10    | 0.03%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BX9<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    550000 | PA      | $532637.66    | 0.02%             | 2054-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1311634.76   | 0.05%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CE0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    230000 | PA      | $224583.64    | 0.01%             | 2044-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1427727.55   | 0.06%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    613000 | PA      | $505819.46    | 0.02%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    625000 | PA      | $420662.73    | 0.02%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    895000 | PA      | $865953.46    | 0.04%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | MARYLAND ST ECON DEV CORP                                                       | CUSIP: 574205HW3<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    180000 | PA      | $180505.78    | 0.01%             | 2057-05-31      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | MARYLAND ST ECON DEV CORP                                                       | CUSIP: 574205JJ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    780000 | PA      | $745051.09    | 0.03%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | Masco Corp                                                                      | CUSIP: 574599BM7<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $211896.51    | 0.01%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| MASCO CORP                                                                       | Masco Corp                                                                      | CUSIP: 574599BR6<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    322000 | PA      | $211722.61    | 0.01%             | 2051-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    488000 | PA      | $482224.05    | 0.02%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    275000 | PA      | $227814.42    | 0.01%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   1967000 | PA      | $1817620.96   | 0.07%             | 2038-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: —       |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    300000 | PA      | $206844.78    | 0.01%             | 2116-07-01      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AG6<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    116000 | PA      | $78365.27     | 0.00%             | 2050-07-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AH4<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    101000 | PA      | $57889.69     | 0.00%             | 2051-07-01      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AJ0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    130000 | PA      | $87666.70     | 0.00%             | 2052-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AK7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    600000 | PA      | $618143.41    | 0.03%             | 2055-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                                                                | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    570000 | PA      | $584537.58    | 0.02%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: —       |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                                                                | CUSIP: 57582RYY6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     25000 | PA      | $17086.07     | 0.00%             | 2049-09-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Massachusetts School Building Authority                                          | MASSACHUSETTS ST SCH BLDG AUTH SALES TAX REVENUE                                | CUSIP: 576000KV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    670000 | PA      | $695065.40    | 0.03%             | 2039-08-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    650000 | PA      | $519083.76    | 0.02%             | 2046-11-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    525000 | PA      | $421966.20    | 0.02%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    838000 | PA      | $634347.69    | 0.03%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1394000 | PA      | $1086076.11   | 0.04%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    404000 | PA      | $264486.98    | 0.01%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| MATTEL INC                                                                       | Mattel Inc                                                                      | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141373.33    | 0.01%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| MAYO CLINIC                                                                      | Mayo Clinic                                                                     | CUSIP: 578454AD2<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    225000 | PA      | $181418.36    | 0.01%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                                                      | Mayo Clinic                                                                     | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |   1001000 | PA      | $639237.22    | 0.03%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AP2<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    360000 | PA      | $291538.37    | 0.01%             | 2047-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    875000 | PA      | $970545.73    | 0.04%             | 2037-10-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    579000 | PA      | $638811.57    | 0.03%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEH3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315434.94    | 0.01%             | 2039-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEK6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    139000 | PA      | $132941.92    | 0.01%             | 2040-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEN0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    826000 | PA      | $674914.49    | 0.03%             | 2042-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MER1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    275000 | PA      | $216951.19    | 0.01%             | 2043-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEV2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    579000 | PA      | $510271.17    | 0.02%             | 2045-05-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1479000 | PA      | $1347875.32   | 0.06%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $994350.00    | 0.04%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    475000 | PA      | $402872.59    | 0.02%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1999000 | PA      | $1472935.70   | 0.06%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    622000 | PA      | $501108.47    | 0.02%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    700000 | PA      | $650634.92    | 0.03%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    940000 | PA      | $911803.08    | 0.04%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MGC2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503706.46    | 0.02%             | 2036-02-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCLAREN HEALTH CARE CORP                                                         | McLaren Health Care Corp                                                        | CUSIP: 581760AV7<br>LEI: 549300OY1YHQK68ZQX37 | Long             | DBT              | CORP              | US        |    350000 | PA      | $294220.97    | 0.01%             | 2048-05-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                                                         | Mead Johnson Nutrition Co                                                       | CUSIP: 582839AG1<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    463000 | PA      | $411606.66    | 0.02%             | 2044-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                                    | Medtronic Inc                                                                   | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1670059.51   | 0.07%             | 2045-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MEDSTAR HEALTH INC                                                               | MedStar Health Inc                                                              | CUSIP: 58506YAS1<br>LEI: 549300ICFOCGDEPVJE31 | Long             | DBT              | CORP              | US        |    325000 | PA      | $238879.57    | 0.01%             | 2049-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MEMORIAL HEALTH SERVICES                                                         | Memorial Health Services                                                        | CUSIP: 58601VAC6<br>LEI: 549300FTIZOMIONZZ882 | Long             | DBT              | CORP              | US        |    423000 | PA      | $303474.48    | 0.01%             | 2049-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                                         | Memorial Sloan-Kettering Cancer Center                                          | CUSIP: 586054AA6<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125292.16    | 0.01%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                                         | Memorial Sloan-Kettering Cancer Center                                          | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    330000 | PA      | $264955.56    | 0.01%             | 2052-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                                         | Memorial Sloan-Kettering Cancer Center                                          | CUSIP: 586054AC2<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81083.20     | 0.00%             | 2055-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                                         | Memorial Sloan-Kettering Cancer Center                                          | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $991559.65    | 0.04%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| MERCK SHARP & DOHME CORP                                                         | Merck Sharp & Dohme Corp                                                        | CUSIP: 589331AM9<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |    500000 | PA      | $536922.40    | 0.02%             | 2036-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    550000 | PA      | $442998.48    | 0.02%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    795000 | PA      | $681934.32    | 0.03%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1551000 | PA      | $1228637.07   | 0.05%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    963000 | PA      | $856130.42    | 0.04%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1854000 | PA      | $1475504.60   | 0.06%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $761078.03    | 0.03%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    979000 | PA      | $572775.63    | 0.02%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1921000 | PA      | $1180856.93   | 0.05%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1404000 | PA      | $811038.11    | 0.03%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    800000 | PA      | $749131.22    | 0.03%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1432152.68   | 0.06%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    915000 | PA      | $830421.57    | 0.03%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1179496.77   | 0.05%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YCA1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    690000 | PA      | $685623.26    | 0.03%             | 2046-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    675000 | PA      | $664222.67    | 0.03%             | 2055-12-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YCC7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    925000 | PA      | $911284.50    | 0.04%             | 2065-12-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1928680.43   | 0.08%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1401159.37   | 0.06%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| METHODIST HOSPITAL/THE                                                           | Methodist Hospital/The                                                          | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |    942000 | PA      | $578799.74    | 0.02%             | 2050-12-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1101245.57   | 0.05%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    655000 | PA      | $685141.34    | 0.03%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    825000 | PA      | $701590.34    | 0.03%             | 2042-08-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $963058.45    | 0.04%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    450000 | PA      | $403725.56    | 0.02%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $836430.17    | 0.03%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBR8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    893000 | PA      | $793524.06    | 0.03%             | 2046-05-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1079854.01   | 0.04%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    900000 | PA      | $851753.03    | 0.03%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | MET TRANSPRTN AUTH NY DEDICATED TAX FUND                                        | CUSIP: 59259NZH9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    350000 | PA      | $409797.55    | 0.02%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                   | CUSIP: 59259YBY4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    855000 | PA      | $923305.80    | 0.04%             | 2039-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue              | MET WASHINGTON DC ARPTS AUTH DULLES TOLL ROAD REVENUE                           | CUSIP: 592643AA8<br>LEI: 7HERAVJJLN8J1DZ6AZ19 | Long             | DBT              | MUN               | US        |     25000 | PA      | $29523.88     | 0.00%             | 2046-10-01      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                         | MIAMI-DADE CNTY FL AVIATION REVENUE                                             | CUSIP: 59333P3W6<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |    540000 | PA      | $496210.08    | 0.02%             | 2041-10-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Transit System                                           | MIAMI-DADE CNTY FL TRANSIT SALES SURTAX REVENUE                                 | CUSIP: 59334PJT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $68209.04     | 0.00%             | 2042-07-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade Seaport Department                                          | MIAMI-DADE CNTY FL SEAPORT REVENUE                                              | CUSIP: 59335KFS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    585000 | PA      | $603548.64    | 0.02%             | 2055-11-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH REVENUE                                                    | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |   1055000 | PA      | $891858.78    | 0.04%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Michigan State University                                                        | MICHIGAN ST UNIV REVENUES                                                       | CUSIP: 594712UF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $910539.63    | 0.04%             | 2048-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Michigan State University                                                        | MICHIGAN ST UNIV REVENUES                                                       | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    343000 | PA      | $244606.90    | 0.01%             | 2122-08-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918AM6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    750000 | PA      | $770841.25    | 0.03%             | 2041-02-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918AR5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    400000 | PA      | $325594.97    | 0.01%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BD5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82099.41     | 0.00%             | 2045-02-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BE3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    425000 | PA      | $336693.87    | 0.01%             | 2055-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BL7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $911873.79    | 0.04%             | 2045-11-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1592000 | PA      | $1442869.81   | 0.06%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $979364.24    | 0.04%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BU7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    400000 | PA      | $313919.86    | 0.01%             | 2056-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    850000 | PA      | $816797.57    | 0.03%             | 2037-02-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CA0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1006429.12   | 0.04%             | 2047-02-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CB8<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1309000 | PA      | $1158552.11   | 0.05%             | 2057-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   6111000 | PA      | $3702480.00   | 0.15%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: —       |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3208000 | PA      | $1819422.14   | 0.07%             | 2060-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   5577000 | PA      | $3632643.92   | 0.15%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1195467.25   | 0.05%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CU6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    350000 | PA      | $314375.88    | 0.01%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1120888.95   | 0.05%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    463000 | PA      | $358372.50    | 0.01%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    413000 | PA      | $294929.77    | 0.01%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAU1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    459000 | PA      | $291455.52    | 0.01%             | 2051-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    613000 | PA      | $561129.66    | 0.02%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    829000 | PA      | $713472.64    | 0.03%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    325000 | PA      | $271445.14    | 0.01%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $317360.01    | 0.01%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $760051.00    | 0.03%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    943000 | PA      | $773900.78    | 0.03%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    813000 | PA      | $548626.83    | 0.02%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    425000 | PA      | $260905.76    | 0.01%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1127592.71   | 0.05%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    470000 | PA      | $445702.10    | 0.02%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620BA2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243971.00    | 0.01%             | 2056-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 59562EAH8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $534491.24    | 0.02%             | 2036-10-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1388000 | PA      | $1504402.62   | 0.06%             | 2036-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    654000 | PA      | $704079.27    | 0.03%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    913000 | PA      | $873906.03    | 0.04%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MYMICHIGAN HEALTH                                                                | MyMichigan Health                                                               | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $243377.02    | 0.01%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                                             | Mississippi Power Co                                                            | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    388000 | PA      | $333603.61    | 0.01%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                                             | Mississippi Power Co                                                            | CUSIP: 605417CD4<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    413000 | PA      | $272764.24    | 0.01%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | MISSOURI ST HLTH & EDUCTNL FACS AUTH EDUCTNL FACS REVENUE                       | CUSIP: 60636APP2<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    750000 | PA      | $534011.99    | 0.02%             | 2057-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | MISSOURI ST HLTH & EDUCTNL FACS AUTH EDUCTNL FACS REVENUE                       | CUSIP: 60636AVL4<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    555000 | PA      | $388123.91    | 0.02%             | 2050-05-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    588000 | PA      | $552466.43    | 0.02%             | 2038-07-26      | Fixed         | 4.29%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BE3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $322653.30    | 0.01%             | 2039-03-07      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1432000 | PA      | $1241350.22   | 0.05%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                                            | Molson Coors Beverage Co                                                        | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    900000 | PA      | $833507.90    | 0.03%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                                            | Molson Coors Beverage Co                                                        | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   1518000 | PA      | $1225644.46   | 0.05%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $630028.35    | 0.03%             | 2050-09-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE OBLIGATED GRP                                                         | Montefiore Obligated Group                                                      | CUSIP: 61237WAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $211897.90    | 0.01%             | 2050-09-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AE5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    525000 | PA      | $510539.11    | 0.02%             | 2044-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224888.87    | 0.01%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    339000 | PA      | $229298.52    | 0.01%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AV7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    697000 | PA      | $503551.73    | 0.02%             | 2041-08-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    534000 | PA      | $327940.96    | 0.01%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AY1<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    466000 | PA      | $347793.70    | 0.01%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1404000 | PA      | $1397138.43   | 0.06%             | 2051-03-24      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2964000 | PA      | $1878314.87   | 0.08%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2479000 | PA      | $2226022.39   | 0.09%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2089000 | PA      | $1958025.80   | 0.08%             | 2039-04-22      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2368686.93   | 0.10%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2354000 | PA      | $2032095.77   | 0.08%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2390179.47   | 0.10%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    299000 | PA      | $330830.40    | 0.01%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $1978721.26   | 0.08%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                   | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    225000 | PA      | $203855.66    | 0.01%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                   | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    420000 | PA      | $404494.45    | 0.02%             | 2043-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    425000 | PA      | $413040.67    | 0.02%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MOUNT NITTANY MED CTR                                                            | Mount Nittany Medical Center Obligated Group                                    | CUSIP: 62213LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103000 | PA      | $76653.16     | 0.00%             | 2052-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEORGIA                                                       | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    989000 | PA      | $1068794.57   | 0.04%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEORGIA                                                       | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    802000 | PA      | $857043.64    | 0.04%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEORGIA                                                       | CUSIP: 626207YS7<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    148000 | PA      | $164584.98    | 0.01%             | 2057-04-01      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                        | Mylan Inc                                                                       | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    538000 | PA      | $467150.41    | 0.02%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                        | Mylan Inc                                                                       | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    404000 | PA      | $329898.36    | 0.01%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                                             | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    588000 | PA      | $487685.34    | 0.02%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                                            | NYU Langone Hospitals                                                           | CUSIP: 62952EAB3<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |    600000 | PA      | $614855.21    | 0.03%             | 2043-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                                            | NYU Langone Hospitals                                                           | CUSIP: 62952EAC1<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183133.61    | 0.01%             | 2044-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                                            | NYU Langone Hospitals                                                           | CUSIP: 62952EAE7<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |    645000 | PA      | $559259.76    | 0.02%             | 2047-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAL2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    763000 | PA      | $558090.69    | 0.02%             | 2042-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAN8<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    175000 | PA      | $115879.86    | 0.00%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAU2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    813000 | PA      | $615475.39    | 0.03%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                                            | NYU Langone Hospitals                                                           | CUSIP: 62954RAA4<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |    500000 | PA      | $342267.03    | 0.01%             | 2055-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   1102000 | PA      | $842143.40    | 0.03%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20717.35     | 0.00%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $176908.30    | 0.01%             | 2040-12-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    550000 | PA      | $568705.74    | 0.02%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    750000 | PA      | $780434.96    | 0.03%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                                          | NOV Inc                                                                         | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    992000 | PA      | $781720.12    | 0.03%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AM8<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    200000 | PA      | $175880.35    | 0.01%             | 2048-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    429000 | PA      | $279210.48    | 0.01%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    350000 | PA      | $246803.93    | 0.01%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    528000 | PA      | $331024.93    | 0.01%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NR2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    270000 | PA      | $227286.68    | 0.01%             | 2048-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    688000 | PA      | $575100.07    | 0.02%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE FINANCIAL SER                                                         | Nationwide Financial Services Inc                                               | CUSIP: 638612AJ0<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |    340000 | PA      | $340653.01    | 0.01%             | 2037-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE CHILDREN HOSP                                                         | Nationwide Children's Hospital Inc                                              | CUSIP: 63861UAA7<br>LEI: 549300P18KU1WR8JWZ05 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21764.84     | 0.00%             | 2052-11-01      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)                                                         | Nature Conservancy/The                                                          | CUSIP: 63902HBF5<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |    391000 | PA      | $306452.94    | 0.01%             | 2052-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: —       |
| NBCUNIVERSAL MEDIA LLC                                                           | NBCUniversal Media LLC                                                          | CUSIP: 63946BAF7<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $324358.12    | 0.01%             | 2040-04-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| NBCUNIVERSAL MEDIA LLC                                                           | NBCUniversal Media LLC                                                          | CUSIP: 63946BAG5<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    516000 | PA      | $525623.03    | 0.02%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                                                           | NBCUniversal Media LLC                                                          | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    680000 | PA      | $578445.34    | 0.02%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | Netflix Inc                                                                     | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $955817.28    | 0.04%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                 | CUSIP: 641423BP2<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111863.47    | 0.00%             | 2036-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                 | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    429000 | PA      | $280812.10    | 0.01%             | 2050-08-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                 | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352566.60    | 0.01%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                 | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    450000 | PA      | $460446.53    | 0.02%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                         | CUSIP: 646136XR7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |   1025000 | PA      | $1150092.59   | 0.05%             | 2040-12-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                                    | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   1505000 | PA      | $1787905.02   | 0.07%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                                    | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   1020000 | PA      | $1181000.66   | 0.05%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    597000 | PA      | $493641.81    | 0.02%             | 2045-08-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    270000 | PA      | $185884.44    | 0.01%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AH7<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    513000 | PA      | $356953.71    | 0.01%             | 2040-08-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AJ3<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    413000 | PA      | $229049.54    | 0.01%             | 2060-08-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: —       |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966H4K3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    400000 | PA      | $410641.36    | 0.02%             | 2037-10-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966JAR7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    415000 | PA      | $443883.11    | 0.02%             | 2037-12-01      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966Q7G9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102879.61    | 0.00%             | 2053-10-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966QL65<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    780000 | PA      | $744516.88    | 0.03%             | 2052-10-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: —       |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966SGN0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    400000 | PA      | $390596.68    | 0.02%             | 2037-09-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966SHN9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1309274.61   | 0.05%             | 2054-10-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: —       |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966SHZ2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    250000 | PA      | $242564.03    | 0.01%             | 2044-10-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966SNK8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    275000 | PA      | $285392.16    | 0.01%             | 2055-02-01      | Fixed         | 5.94%                 | No            |                  2 | On Loan: —       |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966SSE7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    195000 | PA      | $194426.72    | 0.01%             | 2045-10-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966SSF4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    325000 | PA      | $316361.96    | 0.01%             | 2051-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                        | CUSIP: 64972FH25<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   1125000 | PA      | $1124694.36   | 0.05%             | 2041-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                        | CUSIP: 64972FK88<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     55000 | PA      | $56376.77     | 0.00%             | 2042-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                        | CUSIP: 64972FL20<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    490000 | PA      | $505798.53    | 0.02%             | 2042-06-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                        | CUSIP: 64972FT30<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    215000 | PA      | $214731.04    | 0.01%             | 2042-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                        | CUSIP: 64972FT63<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    125000 | PA      | $120079.92    | 0.00%             | 2043-06-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                        | CUSIP: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25114.42     | 0.00%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                            | CUSIP: 649902T37<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    610000 | PA      | $624466.37    | 0.03%             | 2040-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                            | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    350000 | PA      | $359504.06    | 0.01%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| Empire State Development Corp                                                    | NEW YORK ST URBAN DEV CORP REVENUE                                              | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    880000 | PA      | $913472.92    | 0.04%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                    | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    413000 | PA      | $394731.51    | 0.02%             | 2042-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                    | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    305000 | PA      | $303415.24    | 0.01%             | 2044-06-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN                                                           | Newmont Corp / Newcrest Finance Pty Ltd                                         | CUSIP: 65163LAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $387963.80    | 0.02%             | 2050-05-13      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CNOOC PETROLEUM NORTH                                                            | CNOOC Petroleum North America ULC                                               | CUSIP: 65334HAG7<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $642143.82    | 0.03%             | 2037-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CNOOC PETROLEUM NORTH                                                            | CNOOC Petroleum North America ULC                                               | CUSIP: 65334HAJ1<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $259205.22    | 0.01%             | 2039-07-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCA6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    754000 | PA      | $476836.94    | 0.02%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $929620.85    | 0.04%             | 2053-02-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    700000 | PA      | $674574.63    | 0.03%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    550000 | PA      | $553282.66    | 0.02%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AD5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    300000 | PA      | $239391.52    | 0.01%             | 2043-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    738000 | PA      | $594386.27    | 0.02%             | 2045-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AG8<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    718000 | PA      | $531660.73    | 0.02%             | 2046-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $908386.37    | 0.04%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $877801.03    | 0.04%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    450000 | PA      | $396763.25    | 0.02%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1492479.81   | 0.06%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    519000 | PA      | $535057.42    | 0.02%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    151000 | PA      | $144166.57    | 0.01%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    963000 | PA      | $863854.81    | 0.04%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    678000 | PA      | $674042.64    | 0.03%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    688000 | PA      | $570522.64    | 0.02%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    775000 | PA      | $599813.79    | 0.02%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                                                        | Nokia Oyj                                                                       | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    350000 | PA      | $375107.46    | 0.02%             | 2039-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    600000 | PA      | $564339.83    | 0.02%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    626000 | PA      | $521904.04    | 0.02%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BQ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    563000 | PA      | $486898.69    | 0.02%             | 2045-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BR8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    525000 | PA      | $464883.18    | 0.02%             | 2046-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    829000 | PA      | $644187.77    | 0.03%             | 2052-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BX5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    745000 | PA      | $587320.55    | 0.02%             | 2047-11-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BY3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    713000 | PA      | $580412.18    | 0.02%             | 2048-02-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CB2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    275000 | PA      | $237430.91    | 0.01%             | 2118-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CC0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39910.68     | 0.00%             | 2049-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CD8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    476000 | PA      | $337403.19    | 0.01%             | 2049-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    875000 | PA      | $576957.83    | 0.02%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    954000 | PA      | $612792.99    | 0.03%             | 2055-05-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    279000 | PA      | $192814.06    | 0.01%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    626000 | PA      | $394180.84    | 0.02%             | 2051-08-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    422000 | PA      | $307313.95    | 0.01%             | 2053-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    875000 | PA      | $738189.86    | 0.03%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1049172.47   | 0.04%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    325000 | PA      | $331373.14    | 0.01%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX TOLLWAY AUTH REVENUE                                                       | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |   1160000 | PA      | $1256784.31   | 0.05%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| NORTHEASTERN UNIVERSITY                                                          | Northeastern University                                                         | CUSIP: 664675AT2<br>LEI: 549300I2J5CUY7XEVC78 | Long             | DBT              | CORP              | US        |    275000 | PA      | $183936.35    | 0.01%             | 2050-10-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: —       |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CC1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    400000 | PA      | $437824.80    | 0.02%             | 2037-07-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CE7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353783.72    | 0.01%             | 2039-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CJ6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    505000 | PA      | $395741.20    | 0.02%             | 2042-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CQ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    953000 | PA      | $717193.26    | 0.03%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    391000 | PA      | $256034.67    | 0.01%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    936000 | PA      | $570302.41    | 0.02%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    295000 | PA      | $201170.70    | 0.01%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    626000 | PA      | $530309.07    | 0.02%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    650000 | PA      | $601254.39    | 0.02%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    420000 | PA      | $406239.01    | 0.02%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    380000 | PA      | $379719.77    | 0.02%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-WISC                                                         | Northern States Power Co/WI                                                     | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400509.64    | 0.02%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BD3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297293.39    | 0.01%             | 2040-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1324000 | PA      | $1225916.76   | 0.05%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    625000 | PA      | $499685.79    | 0.02%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $1999007.95   | 0.08%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499009.48    | 0.02%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    979000 | PA      | $932390.19    | 0.04%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1152891.65   | 0.05%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1224033.92   | 0.05%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| NORTHWELL HEALTHCARE INC                                                         | Northwell Healthcare Inc                                                        | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    130000 | PA      | $102703.35    | 0.00%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: —       |
| NORTHWELL HEALTHCARE INC                                                         | Northwell Healthcare Inc                                                        | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82108.66     | 0.00%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                                         | Northwell Healthcare Inc                                                        | CUSIP: 667274AD6<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |   1544000 | PA      | $1155399.18   | 0.05%             | 2049-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORP                                                                | NorthWestern Corp                                                               | CUSIP: 668074AU1<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |    275000 | PA      | $227758.27    | 0.01%             | 2044-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MEMORIAL                                                            | Northwestern Memorial Healthcare Obligated Group                                | CUSIP: 668103AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $61347.60     | 0.00%             | 2051-07-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                                          | Northwestern University                                                         | CUSIP: 668444AQ5<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $729957.92    | 0.03%             | 2057-12-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                                | Novant Health Inc                                                               | CUSIP: 66988AAG9<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |     66000 | PA      | $52842.57     | 0.00%             | 2036-11-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: —       |
| NOVANT HEALTH INC                                                                | Novant Health Inc                                                               | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $702730.70    | 0.03%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: —       |
| NOVANT HEALTH INC                                                                | Novant Health Inc                                                               | CUSIP: 66988AAJ3<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    341000 | PA      | $217577.55    | 0.01%             | 2061-11-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    550000 | PA      | $454999.20    | 0.02%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1436000 | PA      | $1274307.05   | 0.05%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $932429.89    | 0.04%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $883908.07    | 0.04%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    520000 | PA      | $461132.84    | 0.02%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HBB3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    225000 | PA      | $218787.50    | 0.01%             | 2045-11-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HBC1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    475000 | PA      | $459049.81    | 0.02%             | 2055-11-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAF4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101046.14    | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAJ6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $215739.29    | 0.01%             | 2044-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAQ0<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $167314.54    | 0.01%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAS6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    231000 | PA      | $195434.28    | 0.01%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    425000 | PA      | $381358.15    | 0.02%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AH8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    550000 | PA      | $615841.48    | 0.03%             | 2037-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AN5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $340604.17    | 0.01%             | 2043-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AQ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $298450.26    | 0.01%             | 2048-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    238000 | PA      | $147699.38    | 0.01%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AW5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    650000 | PA      | $497841.94    | 0.02%             | 2052-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $918603.07    | 0.04%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   2018000 | PA      | $1495466.06   | 0.06%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    343000 | PA      | $250535.48    | 0.01%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    660000 | PA      | $692574.64    | 0.03%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $351514.51    | 0.01%             | 2040-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAQ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $288491.89    | 0.01%             | 2041-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    213000 | PA      | $193388.19    | 0.01%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $206450.47    | 0.01%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    520000 | PA      | $467657.92    | 0.02%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    813000 | PA      | $620989.30    | 0.03%             | 2050-05-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    810000 | PA      | $810591.20    | 0.03%             | 2053-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    575000 | PA      | $456884.93    | 0.02%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    450000 | PA      | $335480.42    | 0.01%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1598367.35   | 0.07%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    275000 | PA      | $323111.27    | 0.01%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    700000 | PA      | $713221.12    | 0.03%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    950000 | PA      | $979486.86    | 0.04%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    990000 | PA      | $950887.22    | 0.04%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    450000 | PA      | $470554.71    | 0.02%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AH9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    400000 | PA      | $362391.74    | 0.01%             | 2050-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    329000 | PA      | $293904.39    | 0.01%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AQ9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    163000 | PA      | $117508.78    | 0.00%             | 2050-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AS5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    479000 | PA      | $400987.28    | 0.02%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AU0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    425000 | PA      | $437815.56    | 0.02%             | 2053-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AW6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    450000 | PA      | $440681.41    | 0.02%             | 2054-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AY2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    325000 | PA      | $322100.85    | 0.01%             | 2055-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677052AA0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295733.22    | 0.01%             | 2040-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                                                   | Ohio Edison Co                                                                  | CUSIP: 677347CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $399645.33    | 0.02%             | 2036-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                   | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    404000 | PA      | $324361.29    | 0.01%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                   | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    400000 | PA      | $308422.04    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                   | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    609000 | PA      | $377030.50    | 0.02%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                        | OHIO ST TURNPIKE COMMISSION                                                     | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $115746.54    | 0.00%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OHIO ST UNIV                                                                    | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |   1760000 | PA      | $1760201.27   | 0.07%             | 2040-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                                                                  | OhioHealth Corp                                                                 | CUSIP: 67777JAM0<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    272000 | PA      | $201146.85    | 0.01%             | 2041-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BR1<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    400000 | PA      | $328851.98    | 0.01%             | 2047-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BS9<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117936.50    | 0.00%             | 2047-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    395000 | PA      | $388572.17    | 0.02%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BZ3<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    330000 | PA      | $333136.52    | 0.01%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OKLAHOMA ST DEV FIN AUTH                                                        | CUSIP: 6789084A9<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    500000 | PA      | $490517.19    | 0.02%             | 2045-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Oklahoma Development Finance Authority                                           | OKLAHOMA ST DEV FIN AUTH                                                        | CUSIP: 6789084B7<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    265000 | PA      | $247689.91    | 0.01%             | 2052-02-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: —       |
| Oklahoma Development Finance Authority                                           | OKLAHOMA ST DEV FIN AUTH                                                        | CUSIP: 6789084D3<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    290000 | PA      | $274711.33    | 0.01%             | 2045-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OKLAHOMA ST DEV FIN AUTH                                                        | CUSIP: 6789084E1<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    115000 | PA      | $104700.97    | 0.00%             | 2052-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OKLAHOMA ST DEV FIN AUTH                                                        | CUSIP: 6789084G6<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    580000 | PA      | $557016.50    | 0.02%             | 2044-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| OLD REPUBLIC INTL CORP                                                           | Old Republic International Corp                                                 | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    750000 | PA      | $543325.19    | 0.02%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                               | CUSIP: 681919BT2<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    439000 | PA      | $331817.63    | 0.01%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                               | CUSIP: 681919BU9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $274263.38    | 0.01%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    463000 | PA      | $457370.35    | 0.02%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    345000 | PA      | $335371.26    | 0.01%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAT1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    450000 | PA      | $404681.45    | 0.02%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    563000 | PA      | $441645.28    | 0.02%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    404000 | PA      | $309698.51    | 0.01%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBG8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    413000 | PA      | $330848.91    | 0.01%             | 2048-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBP8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    529000 | PA      | $397985.56    | 0.02%             | 2049-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $669261.64    | 0.03%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBV5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    470000 | PA      | $345567.20    | 0.01%             | 2050-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBX1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282764.99    | 0.01%             | 2052-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    626000 | PA      | $371826.19    | 0.02%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCH5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168264.71    | 0.01%             | 2052-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    800000 | PA      | $711282.23    | 0.03%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    700000 | PA      | $680451.35    | 0.03%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    650000 | PA      | $652676.90    | 0.03%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                      | ONE Gas Inc                                                                     | CUSIP: 68235PAF5<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    488000 | PA      | $434531.37    | 0.02%             | 2044-02-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                      | ONE Gas Inc                                                                     | CUSIP: 68235PAG3<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    275000 | PA      | $236764.66    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    504000 | PA      | $439934.30    | 0.02%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    763000 | PA      | $685741.18    | 0.03%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    625000 | PA      | $507532.18    | 0.02%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    413000 | PA      | $334430.73    | 0.01%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $278741.50    | 0.01%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1210228.73   | 0.05%             | 2053-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BV4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $547372.29    | 0.02%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    563000 | PA      | $444197.91    | 0.02%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BY8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    460000 | PA      | $356487.94    | 0.01%             | 2047-10-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BZ5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    550000 | PA      | $463641.37    | 0.02%             | 2049-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1011000 | PA      | $735385.05    | 0.03%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1588445.25   | 0.07%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    975000 | PA      | $916825.35    | 0.04%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284567.98    | 0.01%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CY7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $354624.06    | 0.01%             | 2045-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680DA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $325478.07    | 0.01%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1408562.27   | 0.06%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                                | ONEOK Partners LP                                                               | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    500000 | PA      | $547123.34    | 0.02%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                                | ONEOK Partners LP                                                               | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    700000 | PA      | $775298.45    | 0.03%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                                | ONEOK Partners LP                                                               | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    575000 | PA      | $594827.61    | 0.02%             | 2041-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                                | ONEOK Partners LP                                                               | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255080.30    | 0.01%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1227547.51   | 0.05%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $999324.43    | 0.04%             | 2039-07-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2229000 | PA      | $2003601.74   | 0.08%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    913000 | PA      | $691759.89    | 0.03%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1041000 | PA      | $743621.28    | 0.03%             | 2045-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1711000 | PA      | $1173804.55   | 0.05%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1143830.85   | 0.05%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2991000 | PA      | $2062911.99   | 0.08%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    870000 | PA      | $700911.88    | 0.03%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2118000 | PA      | $1447092.28   | 0.06%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3009000 | PA      | $2227296.01   | 0.09%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4569000 | PA      | $2847719.49   | 0.12%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4191000 | PA      | $2541503.16   | 0.10%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $1868075.52   | 0.08%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3484000 | PA      | $2285951.94   | 0.09%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1153694.14   | 0.05%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1423782.09   | 0.06%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $1973813.67   | 0.08%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1248789.73   | 0.05%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1011160.77   | 0.04%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    900000 | PA      | $786563.97    | 0.03%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    750000 | PA      | $654331.18    | 0.03%             | 2065-08-03      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2890000 | PA      | $2595389.30   | 0.11%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3455000 | PA      | $3043372.89   | 0.12%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $1747164.98   | 0.07%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                        | Orange SA                                                                       | CUSIP: 685218AB5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    675000 | PA      | $666557.21    | 0.03%             | 2044-02-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Oregon State University                                                          | OREGON ST UNIV GEN REVENUE                                                      | CUSIP: 68608WAL6<br>LEI: 549300UBMR6O3SFCEV73 | Long             | DBT              | MUN               | US        |    113000 | PA      | $78880.32     | 0.00%             | 2060-03-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                                           | Orlando Health Obligated Group                                                  | CUSIP: 686514AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $81344.75     | 0.00%             | 2048-10-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                                           | Orlando Health Obligated Group                                                  | CUSIP: 686514AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $89897.12     | 0.00%             | 2050-10-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    754000 | PA      | $592271.57    | 0.02%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    576000 | PA      | $406258.20    | 0.02%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    400000 | PA      | $433045.57    | 0.02%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: —       |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    500000 | PA      | $568484.46    | 0.02%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    650000 | PA      | $532447.74    | 0.02%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    329000 | PA      | $272211.86    | 0.01%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    585000 | PA      | $596988.69    | 0.02%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304AH0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    240000 | PA      | $259227.92    | 0.01%             | 2036-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    275000 | PA      | $229790.54    | 0.01%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304AV9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    300000 | PA      | $228126.81    | 0.01%             | 2047-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304AW7<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    829000 | PA      | $652074.87    | 0.03%             | 2048-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    226000 | PA      | $148850.26    | 0.01%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    225000 | PA      | $140986.43    | 0.01%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    332000 | PA      | $217238.51    | 0.01%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    443000 | PA      | $278326.08    | 0.01%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    300000 | PA      | $256347.26    | 0.01%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    400000 | PA      | $329367.26    | 0.01%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    655000 | PA      | $617542.34    | 0.03%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BJ5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    990000 | PA      | $988741.75    | 0.04%             | 2055-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAM5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $273631.54    | 0.01%             | 2039-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAR4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    363000 | PA      | $330950.76    | 0.01%             | 2043-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAS2<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $250946.54    | 0.01%             | 2044-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAT0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $251092.29    | 0.01%             | 2045-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAU7<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80419.58     | 0.00%             | 2047-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAV5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    500000 | PA      | $409085.79    | 0.02%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAW3<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    110000 | PA      | $72979.75     | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    700000 | PA      | $667289.15    | 0.03%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UBD4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    700000 | PA      | $692447.49    | 0.03%             | 2055-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    425000 | PA      | $353740.62    | 0.01%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $265862.19    | 0.01%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    275000 | PA      | $230363.76    | 0.01%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    613000 | PA      | $520951.07    | 0.02%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    376000 | PA      | $298742.07    | 0.01%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    325000 | PA      | $253543.07    | 0.01%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    510000 | PA      | $383521.67    | 0.02%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    905000 | PA      | $672380.13    | 0.03%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    941000 | PA      | $714905.89    | 0.03%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $1685716.34   | 0.07%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3171000 | PA      | $2687401.48   | 0.11%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2084000 | PA      | $1814395.15   | 0.07%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    712000 | PA      | $589927.47    | 0.02%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    543000 | PA      | $473743.04    | 0.02%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    930000 | PA      | $990350.09    | 0.04%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    665000 | PA      | $704407.51    | 0.03%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    850000 | PA      | $816794.04    | 0.03%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    475000 | PA      | $471621.05    | 0.02%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1084601.74   | 0.04%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CB2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209216.02    | 0.01%             | 2036-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    700000 | PA      | $711114.56    | 0.03%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315276.03    | 0.01%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    243000 | PA      | $255560.34    | 0.01%             | 2038-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    525000 | PA      | $534037.50    | 0.02%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    363000 | PA      | $291965.17    | 0.01%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    429000 | PA      | $321548.08    | 0.01%             | 2049-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    763000 | PA      | $571434.82    | 0.02%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    825000 | PA      | $529804.12    | 0.02%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    976000 | PA      | $575886.04    | 0.02%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1013503.36   | 0.04%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1023796.87   | 0.04%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1318826.31   | 0.05%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                       | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    463000 | PA      | $368163.26    | 0.02%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                       | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    445000 | PA      | $290840.09    | 0.01%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1413000 | PA      | $1508674.89   | 0.06%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1778000 | PA      | $1305548.40   | 0.05%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1150000 | PA      | $899868.09    | 0.04%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1468000 | PA      | $1118196.92   | 0.05%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2003000 | PA      | $1300177.87   | 0.05%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2208000 | PA      | $1623270.55   | 0.07%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1500000 | PA      | $1094897.70   | 0.04%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BV5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    650000 | PA      | $669020.96    | 0.03%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    820000 | PA      | $881775.37    | 0.04%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1100000 | PA      | $1273716.55   | 0.05%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    650000 | PA      | $748790.00    | 0.03%             | 2057-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    613000 | PA      | $503368.54    | 0.02%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    663000 | PA      | $535787.09    | 0.02%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 70109HAJ4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    495000 | PA      | $545380.40    | 0.02%             | 2038-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    525000 | PA      | $461127.29    | 0.02%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                         | Mass General Brigham Inc                                                        | CUSIP: 70213HAD0<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    600000 | PA      | $463689.57    | 0.02%             | 2048-07-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                         | Mass General Brigham Inc                                                        | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    913000 | PA      | $631366.26    | 0.03%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: —       |
| MASS GENERAL BRIGHAM INC                                                         | Mass General Brigham Inc                                                        | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    429000 | PA      | $280462.08    | 0.01%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $760795.25    | 0.03%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    805000 | PA      | $726727.18    | 0.03%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    505000 | PA      | $461657.88    | 0.02%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288737.05    | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                                         | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $217226.53    | 0.01%             | 2048-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: —       |
| PEACEHEALTH OBLIGATED GR                                                         | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $108818.26    | 0.00%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                            | PENNSYLVANIA ST ECON DEV FING AUTH REVENUE                                      | CUSIP: 70869PRR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    465000 | PA      | $468180.17    | 0.02%             | 2054-06-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE                            | CUSIP: 709223A27<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    610000 | PA      | $605255.18    | 0.02%             | 2045-12-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University/The                                                | PENNSYLVANIA ST UNIV                                                            | CUSIP: 709235T70<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |    400000 | PA      | $309632.42    | 0.01%             | 2043-09-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University/The                                                | PENNSYLVANIA ST UNIV                                                            | CUSIP: 709235T88<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |     95000 | PA      | $63652.51     | 0.00%             | 2050-09-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448BP2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260640.22    | 0.01%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448BS6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244678.20    | 0.01%             | 2040-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448BZ0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    400000 | PA      | $342960.68    | 0.01%             | 2042-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448CC0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    600000 | PA      | $486438.23    | 0.02%             | 2042-08-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448CQ9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    250000 | PA      | $216230.10    | 0.01%             | 2044-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    850000 | PA      | $752265.37    | 0.03%             | 2046-04-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    666000 | PA      | $504033.71    | 0.02%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448DV7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    450000 | PA      | $367558.53    | 0.02%             | 2047-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EM6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    375000 | PA      | $271153.56    | 0.01%             | 2049-07-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1063000 | PA      | $699455.39    | 0.03%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448ET1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    450000 | PA      | $379932.53    | 0.02%             | 2040-03-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $929742.95    | 0.04%             | 2050-03-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    425000 | PA      | $324282.65    | 0.01%             | 2060-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    663000 | PA      | $482055.21    | 0.02%             | 2041-10-21      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    943000 | PA      | $591609.00    | 0.02%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    325000 | PA      | $266197.82    | 0.01%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FT0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    500000 | PA      | $440568.07    | 0.02%             | 2053-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FZ6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    800000 | PA      | $775924.37    | 0.03%             | 2054-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                      | Revvity Inc                                                                     | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    400000 | PA      | $285531.96    | 0.01%             | 2051-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    688000 | PA      | $755761.23    | 0.03%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   2035000 | PA      | $1969653.85   | 0.08%             | 2050-11-18      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   2236000 | PA      | $1209767.32   | 0.05%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1088000 | PA      | $587278.69    | 0.02%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1409000 | PA      | $1082859.59   | 0.04%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1800000 | PA      | $1248684.21   | 0.05%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1025000 | PA      | $644180.13    | 0.03%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1475000 | PA      | $1444847.70   | 0.06%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1275000 | PA      | $1296084.00   | 0.05%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1475000 | PA      | $1506852.23   | 0.06%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                               | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    683000 | PA      | $755197.27    | 0.03%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   2750000 | PA      | $2642223.51   | 0.11%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   5905000 | PA      | $5595649.21   | 0.23%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   3675000 | PA      | $3414595.01   | 0.14%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2166000 | PA      | $2577022.76   | 0.11%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1463000 | PA      | $1277159.92   | 0.05%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    813000 | PA      | $724881.67    | 0.03%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081DT7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $416307.70    | 0.02%             | 2040-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    863000 | PA      | $807315.42    | 0.03%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1024630.90   | 0.04%             | 2046-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    829000 | PA      | $756974.72    | 0.03%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    713000 | PA      | $588497.71    | 0.02%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    813000 | PA      | $717199.79    | 0.03%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EV1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1279000 | PA      | $1023813.97   | 0.04%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1159000 | PA      | $850697.32    | 0.03%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $725166.61    | 0.03%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081FG3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $596134.33    | 0.02%             | 2055-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1884597.19   | 0.08%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    795000 | PA      | $704927.38    | 0.03%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    460000 | PA      | $411197.26    | 0.02%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    713000 | PA      | $586544.96    | 0.02%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    971000 | PA      | $823585.93    | 0.03%             | 2043-03-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    988000 | PA      | $910936.94    | 0.04%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $891260.74    | 0.04%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286BW6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1328000 | PA      | $1323273.69   | 0.05%             | 2037-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286BZ9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1650000 | PA      | $1432352.44   | 0.06%             | 2040-01-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1926000 | PA      | $1587540.77   | 0.07%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CB1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1903000 | PA      | $1553415.07   | 0.06%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1478000 | PA      | $1020594.97   | 0.04%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1710000 | PA      | $1113732.99   | 0.05%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1810000 | PA      | $1277279.79   | 0.05%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CU9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $413935.94    | 0.02%             | 2047-10-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1200000 | PA      | $1181657.46   | 0.05%             | 2048-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286DB0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    950000 | PA      | $946688.59    | 0.04%             | 2049-05-14      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286DD6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1000000 | PA      | $941574.37    | 0.04%             | 2049-09-05      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286DH7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1000000 | PA      | $1041054.58   | 0.04%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| PHILLIPS 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   1326000 | PA      | $1335009.60   | 0.05%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   1636000 | PA      | $1446396.35   | 0.06%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                     | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $697069.87    | 0.03%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66 Co                                                                  | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $510558.53    | 0.02%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66 Co                                                                  | CUSIP: 718547AP7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    713000 | PA      | $619905.02    | 0.03%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AW2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    450000 | PA      | $423279.90    | 0.02%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AX0<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    775000 | PA      | $715610.90    | 0.03%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                                          | Piedmont Healthcare Inc                                                         | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    106000 | PA      | $75420.38     | 0.00%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                                          | Piedmont Healthcare Inc                                                         | CUSIP: 72014TAE9<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    375000 | PA      | $238479.20    | 0.01%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: —       |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AG0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    255000 | PA      | $227648.26    | 0.01%             | 2043-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AK1<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    180000 | PA      | $134944.43    | 0.01%             | 2046-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: —       |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    554000 | PA      | $380939.95    | 0.02%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224017.71    | 0.01%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RAR3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    800000 | PA      | $871006.44    | 0.04%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBA9<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    350000 | PA      | $322282.95    | 0.01%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBC5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    300000 | PA      | $247856.09    | 0.01%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBE1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    720000 | PA      | $617157.61    | 0.03%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBH4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    579000 | PA      | $510900.16    | 0.02%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $339730.08    | 0.01%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   2100000 | PA      | $1990360.53   | 0.08%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   3300000 | PA      | $3127564.08   | 0.13%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358W3L6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    125000 | PA      | $79078.68     | 0.00%             | 2069-08-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1025000 | PA      | $1096678.53   | 0.05%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1030000 | PA      | $949380.84    | 0.04%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WF82<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1070000 | PA      | $868706.58    | 0.04%             | 2057-10-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1565000 | PA      | $1315554.84   | 0.05%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: —       |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    110000 | PA      | $105219.08    | 0.00%             | 2046-08-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WRQ9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     25000 | PA      | $24578.92     | 0.00%             | 2046-08-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WXQ2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    275000 | PA      | $244911.72    | 0.01%             | 2065-10-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358XCN0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    370000 | PA      | $238086.81    | 0.01%             | 2060-07-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358XDP4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1171222.53   | 0.05%             | 2051-02-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Port of Morrow OR                                                                | PORT OF MORROW OR TRANSMISSION FACS REVENUE                                     | CUSIP: 73474TAT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $480941.96    | 0.02%             | 2040-09-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                       | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    450000 | PA      | $501529.59    | 0.02%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                       | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    613000 | PA      | $518371.80    | 0.02%             | 2043-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                       | CUSIP: 737679DJ6<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288942.04    | 0.01%             | 2054-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                     | Linde Inc/CT                                                                    | CUSIP: 74005PBD5<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    725000 | PA      | $582567.34    | 0.02%             | 2042-11-07      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                     | Linde Inc/CT                                                                    | CUSIP: 74005PBS2<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    333000 | PA      | $176548.46    | 0.01%             | 2050-08-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PRECISION CASTPARTS CORP                                                         | Precision Castparts Corp                                                        | CUSIP: 740189AH8<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    325000 | PA      | $271535.74    | 0.01%             | 2043-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PRECISION CASTPARTS CORP                                                         | Precision Castparts Corp                                                        | CUSIP: 740189AP0<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    338000 | PA      | $293929.42    | 0.01%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRESBYTERIAN HEALTHC SER                                                         | Presbyterian Healthcare Services                                                | CUSIP: 74071PAB9<br>LEI: 549300PILQ3W3CCH7D05 | Long             | DBT              | CORP              | US        |    108000 | PA      | $96614.19     | 0.00%             | 2052-08-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                        | CUSIP: 740816AH6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197898.13    | 0.01%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                        | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |   1513000 | PA      | $1105448.02   | 0.05%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                        | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    579000 | PA      | $397123.99    | 0.02%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                        | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    333000 | PA      | $202332.60    | 0.01%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                        | CUSIP: 740816AQ6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    300000 | PA      | $229330.22    | 0.01%             | 2052-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    475000 | PA      | $515383.93    | 0.02%             | 2036-10-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133799.82    | 0.01%             | 2042-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAJ1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $214788.63    | 0.01%             | 2043-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    213000 | PA      | $178197.27    | 0.01%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAU6<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    325000 | PA      | $314084.23    | 0.01%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718DF3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    350000 | PA      | $376610.44    | 0.02%             | 2037-03-05      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FB0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    250000 | PA      | $192848.16    | 0.01%             | 2047-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FJ3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    163000 | PA      | $140557.29    | 0.01%             | 2040-03-25      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FK0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    504000 | PA      | $384958.58    | 0.02%             | 2050-03-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PROGRESS ENERGY INC                                                              | Progress Energy Inc                                                             | CUSIP: 743263AP0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    800000 | PA      | $845517.74    | 0.03%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AP8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    351000 | PA      | $303299.09    | 0.01%             | 2044-04-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AQ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    130000 | PA      | $101677.68    | 0.00%             | 2045-01-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    713000 | PA      | $585776.86    | 0.02%             | 2047-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    438000 | PA      | $361675.03    | 0.01%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    563000 | PA      | $441134.77    | 0.02%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    655000 | PA      | $488392.62    | 0.02%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBJ9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    196000 | PA      | $164728.38    | 0.01%             | 2048-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    700000 | PA      | $460244.65    | 0.02%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    500000 | PA      | $269983.22    | 0.01%             | 2050-10-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCC3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    300000 | PA      | $199227.43    | 0.01%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    985000 | PA      | $936973.55    | 0.04%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    875000 | PA      | $830863.01    | 0.03%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                     | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1599000 | PA      | $949409.26    | 0.04%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    663000 | PA      | $517279.01    | 0.02%             | 2047-12-07      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $832328.06    | 0.03%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    900000 | PA      | $950422.76    | 0.04%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    375000 | PA      | $424967.09    | 0.02%             | 2037-12-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QBN4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $226209.86    | 0.01%             | 2040-06-21      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    663000 | PA      | $589617.53    | 0.02%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCD5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    450000 | PA      | $376405.12    | 0.02%             | 2048-03-27      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $870050.42    | 0.04%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1211000 | PA      | $893281.50    | 0.04%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    579000 | PA      | $449868.53    | 0.02%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448BZ3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $324587.86    | 0.01%             | 2037-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CA7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $221877.30    | 0.01%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CG4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    463000 | PA      | $363320.53    | 0.01%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CK5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $253997.31    | 0.01%             | 2044-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CN9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    229000 | PA      | $175215.59    | 0.01%             | 2047-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $238552.56    | 0.01%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    329000 | PA      | $257442.45    | 0.01%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    600000 | PA      | $407145.22    | 0.02%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    360000 | PA      | $217750.32    | 0.01%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $415251.57    | 0.02%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    950000 | PA      | $882755.63    | 0.04%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448DA6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    650000 | PA      | $649985.30    | 0.03%             | 2054-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448DB4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009993.72   | 0.04%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                                                 | Public Service Co of New Hampshire                                              | CUSIP: 744482BM1<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    129000 | PA      | $95429.56     | 0.00%             | 2049-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                                                 | Public Service Co of New Hampshire                                              | CUSIP: 744482BP4<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    275000 | PA      | $254665.94    | 0.01%             | 2053-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                   | CUSIP: 744533BP4<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    430000 | PA      | $280927.01    | 0.01%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                   | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    800000 | PA      | $818175.42    | 0.03%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QAR7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    388000 | PA      | $415185.43    | 0.02%             | 2037-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QAV8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101811.41    | 0.00%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    460000 | PA      | $387189.79    | 0.02%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $318707.82    | 0.01%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBB1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    435000 | PA      | $355084.17    | 0.01%             | 2043-01-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    636000 | PA      | $500840.77    | 0.02%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $225241.01    | 0.01%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBV7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    375000 | PA      | $301541.80    | 0.01%             | 2048-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBZ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    413000 | PA      | $319550.10    | 0.01%             | 2049-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $275874.04    | 0.01%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    429000 | PA      | $291384.47    | 0.01%             | 2050-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    350000 | PA      | $218367.39    | 0.01%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $215387.88    | 0.01%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCG9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    429000 | PA      | $281281.42    | 0.01%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    415000 | PA      | $387445.36    | 0.02%             | 2053-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCP9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292824.27    | 0.01%             | 2053-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCR5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390663.68    | 0.02%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCT1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    550000 | PA      | $525871.53    | 0.02%             | 2054-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    265000 | PA      | $260670.96    | 0.01%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCY0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    330000 | PA      | $330264.30    | 0.01%             | 2056-01-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    800000 | PA      | $772176.74    | 0.03%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332BX3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    400000 | PA      | $436470.78    | 0.02%             | 2037-03-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CA2<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312683.22    | 0.01%             | 2039-10-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CB0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    213000 | PA      | $220208.57    | 0.01%             | 2040-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CD6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249560.59    | 0.01%             | 2041-04-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: —       |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CG9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    400000 | PA      | $332269.10    | 0.01%             | 2045-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    413000 | PA      | $336064.73    | 0.01%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CJ3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    470000 | PA      | $319600.69    | 0.01%             | 2049-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CK0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $190253.12    | 0.01%             | 2051-09-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CL8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    320000 | PA      | $308362.48    | 0.01%             | 2053-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    450000 | PA      | $445018.83    | 0.02%             | 2054-06-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CP9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    900000 | PA      | $876057.98    | 0.04%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1066272.08   | 0.04%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1293000 | PA      | $1080239.18   | 0.04%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    910000 | PA      | $626464.04    | 0.03%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1417000 | PA      | $1190619.56   | 0.05%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1226226.13   | 0.05%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    551000 | PA      | $409407.95    | 0.02%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| QUEENS HEALTH SYSTEMS                                                            | Queen's Health Systems/The                                                      | CUSIP: 74825QAB6<br>LEI: 5493002Y81US5EEDOV69 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53881.63     | 0.00%             | 2052-07-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LAY6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    263000 | PA      | $236906.07    | 0.01%             | 2045-03-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| RPM INTERNATIONAL INC                                                            | RPM International Inc                                                           | CUSIP: 749685AU7<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    163000 | PA      | $154745.47    | 0.01%             | 2045-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                            | RPM International Inc                                                           | CUSIP: 749685AW3<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    325000 | PA      | $266899.80    | 0.01%             | 2048-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RADY CHILDREN HOSP/SD CA                                                         | Rady Children's Hospital-San Diego                                              | CUSIP: 75063MAA5<br>LEI: 549300FOKP65GNO33016 | Long             | DBT              | CORP              | US        |    257000 | PA      | $172098.80    | 0.01%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                     | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    713000 | PA      | $652873.38    | 0.03%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                     | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    550000 | PA      | $407159.48    | 0.02%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                     | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    740000 | PA      | $723783.94    | 0.03%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1153000 | PA      | $777712.68    | 0.03%             | 2050-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    563000 | PA      | $542820.37    | 0.02%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECB5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    426000 | PA      | $394794.02    | 0.02%             | 2041-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    350000 | PA      | $323114.80    | 0.01%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    629000 | PA      | $533491.77    | 0.02%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    763000 | PA      | $478612.67    | 0.02%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $848130.11    | 0.03%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1143693.30   | 0.05%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1713691.68   | 0.07%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    800000 | PA      | $706475.62    | 0.03%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    455000 | PA      | $438555.95    | 0.02%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    388000 | PA      | $332032.47    | 0.01%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    225000 | PA      | $195460.26    | 0.01%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                                         | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    791000 | PA      | $483898.14    | 0.02%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Regional Transportation District Sales Tax Revenue                               | REGL TRANSPRTN DIST CO SALES TAX REVENUE                                        | CUSIP: 759136QP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25543.73     | 0.00%             | 2050-11-01      | Fixed         | 5.84%                 | No            |                  2 | On Loan: —       |
| REGIONS BANKS                                                                    | Regions Banks                                                                   | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |    450000 | PA      | $483714.57    | 0.02%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                           | Regions Financial Corp                                                          | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114103.24    | 0.00%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AK6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $331327.47    | 0.01%             | 2040-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AN0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    325000 | PA      | $341600.21    | 0.01%             | 2041-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    450000 | PA      | $304151.45    | 0.01%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                          | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   1150000 | PA      | $1382362.49   | 0.06%             | 2036-03-21      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                           | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    850000 | PA      | $737643.56    | 0.03%             | 2045-11-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                          | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   3281000 | PA      | $3056660.31   | 0.13%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                          | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   2724000 | PA      | $2454708.33   | 0.10%             | 2055-04-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                    | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    985000 | PA      | $910527.22    | 0.04%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                          | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   1810000 | PA      | $1868310.98   | 0.08%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                            | Reynolds American Inc                                                           | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    400000 | PA      | $460531.08    | 0.02%             | 2037-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                            | Reynolds American Inc                                                           | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    297000 | PA      | $303883.33    | 0.01%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                            | Reynolds American Inc                                                           | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2312077.51   | 0.09%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                                            | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |   1188000 | PA      | $1181292.78   | 0.05%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                                            | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |   1189000 | PA      | $733198.72    | 0.03%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAD8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    663000 | PA      | $618025.80    | 0.03%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    788000 | PA      | $676652.13    | 0.03%             | 2042-08-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAP1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1280000 | PA      | $1194314.42   | 0.05%             | 2053-03-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | RIO TINTO FIN USA PLC                                                           | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1455000 | PA      | $1482392.08   | 0.06%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| RIO TINTO FIN USA PLC                                                            | RIO TINTO FIN USA PLC                                                           | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $613700.06    | 0.03%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROCKEFELLER FOUNDATION                                                           | Rockefeller Foundation/The                                                      | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |    704000 | PA      | $425346.94    | 0.02%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                         | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    429000 | PA      | $357306.45    | 0.01%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                         | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    410000 | PA      | $236343.92    | 0.01%             | 2061-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $259105.68    | 0.01%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109AX9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $422686.01    | 0.02%             | 2043-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $520315.75    | 0.02%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109BB6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    788000 | PA      | $706709.42    | 0.03%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109BG5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    986000 | PA      | $790243.20    | 0.03%             | 2048-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109BP5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    539000 | PA      | $394286.78    | 0.02%             | 2049-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    826000 | PA      | $710241.86    | 0.03%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1898000 | PA      | $1529969.79   | 0.06%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1054000 | PA      | $818304.33    | 0.03%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    775000 | PA      | $538421.69    | 0.02%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    488000 | PA      | $324752.06    | 0.01%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $397523.04    | 0.02%             | 2054-09-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAV5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $447881.38    | 0.02%             | 2055-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS NJ ST UNIV                                                              | CUSIP: 783186TP4<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    563000 | PA      | $372511.62    | 0.02%             | 2119-05-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS NJ ST UNIV                                                              | CUSIP: 783186UJ6<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    345000 | PA      | $283880.21    | 0.01%             | 2043-05-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    445000 | PA      | $311206.76    | 0.01%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    713000 | PA      | $361048.03    | 0.01%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    974000 | PA      | $733928.22    | 0.03%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    375000 | PA      | $278247.27    | 0.01%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    388956 | PA      | $409569.75    | 0.02%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 792860AK4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    163000 | PA      | $187016.17    | 0.01%             | 2036-06-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1279000 | PA      | $916678.34    | 0.04%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1773000 | PA      | $1108883.03   | 0.05%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $725390.04    | 0.03%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX SECURITIZATION CORP IL                                                | CUSIP: 79467BAR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $277717.31    | 0.01%             | 2043-01-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX SECURITIZATION CORP IL                                                | CUSIP: 79467BBN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $52347.13     | 0.00%             | 2048-01-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX SECURITIZATION CORP IL                                                | CUSIP: 79467BCN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $138732.85    | 0.01%             | 2048-01-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX SECURITIZATION CORP IL                                                | CUSIP: 79467BDX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1030000 | PA      | $851359.85    | 0.03%             | 2042-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                     | SALT RIVER AZ PROJ AGRIC IMPT & PWR DIST ELEC                                   | CUSIP: 79575DE63<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |    910000 | PA      | $885317.35    | 0.04%             | 2041-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: —       |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO TX ELEC & GAS REVENUE                                               | CUSIP: 796253Y30<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |   1155000 | PA      | $1187613.91   | 0.05%             | 2041-02-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO TX ELEC & GAS REVENUE                                               | CUSIP: 796253Z21<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    180000 | PA      | $168987.04    | 0.01%             | 2042-02-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO TX ELEC & GAS REVENUE                                               | CUSIP: 79625GNB5<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     85000 | PA      | $85999.37     | 0.00%             | 2045-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO TX ELEC & GAS REVENUE                                               | CUSIP: 79625GNC3<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    415000 | PA      | $415181.30    | 0.02%             | 2050-02-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: —       |
| San Diego County Regional Transportation Commission                              | SAN DIEGO CNTY CA REGL TRANSPRTN COMMISSION SALES TAX REV                       | CUSIP: 797400FN3<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |    190000 | PA      | $194064.54    | 0.01%             | 2048-04-01      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                                 | SAN DIEGO CNTY CA WTR AUTH FING AGY WTR REVENUE                                 | CUSIP: 79741TAR5<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |   1025000 | PA      | $1065057.05   | 0.04%             | 2049-05-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: —       |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BK9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    400000 | PA      | $423550.69    | 0.02%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $456208.92    | 0.02%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    450000 | PA      | $342436.37    | 0.01%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    229000 | PA      | $184078.56    | 0.01%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    350000 | PA      | $276371.84    | 0.01%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68566.96     | 0.00%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    800000 | PA      | $512343.57    | 0.02%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    375000 | PA      | $273441.87    | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    895000 | PA      | $844235.72    | 0.03%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291211.30    | 0.01%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue               | SAN FRANCISCO CITY & CNTY CA PUBLIC UTILITIES COMMISSION WTR                    | CUSIP: 79765RTL3<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |    525000 | PA      | $584719.63    | 0.02%             | 2050-11-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| San Joaquin Hills Transportation Corridor Agency                                 | SAN JOAQUIN HILLS CA TRANSPRTN CORRIDOR AGY TOLL ROAD REV                       | CUSIP: 798111HM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $172326.60    | 0.01%             | 2050-01-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 806605AH4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    230000 | PA      | $260566.43    | 0.01%             | 2037-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| SEATTLE CHILDREN HOSP                                                            | Seattle Children's Hospital                                                     | CUSIP: 81257VAB7<br>LEI: 549300WXE9O4DQMMXS47 | Long             | DBT              | CORP              | US        |    213000 | PA      | $130649.52    | 0.01%             | 2050-10-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: —       |
| SELECTIVE INSURANCE GROU                                                         | Selective Insurance Group Inc                                                   | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |    225000 | PA      | $208675.00    | 0.01%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    659000 | PA      | $682869.69    | 0.03%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1429000 | PA      | $1227795.87   | 0.05%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    979000 | PA      | $747656.11    | 0.03%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SENTARA HEALTHCARE                                                               | Sentara Health                                                                  | CUSIP: 81728XAA6<br>LEI: 5493002B0YWN6UH30V71 | Long             | DBT              | CORP              | US        |     63000 | PA      | $40290.70     | 0.00%             | 2051-11-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $483240.41    | 0.02%             | 2042-08-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $433515.89    | 0.02%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582CH3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $411818.89    | 0.02%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    563000 | PA      | $412656.87    | 0.02%             | 2041-11-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2373000 | PA      | $2045427.12   | 0.08%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1259000 | PA      | $1126862.94   | 0.05%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1736000 | PA      | $1407895.77   | 0.06%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1239000 | PA      | $855378.24    | 0.04%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1008573.96   | 0.04%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2676000 | PA      | $2981629.71   | 0.12%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $535771.49    | 0.02%             | 2040-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $194182.47    | 0.01%             | 2041-10-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1378000 | PA      | $929957.08    | 0.04%             | 2049-11-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905BB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $404801.60    | 0.02%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348AS5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    500000 | PA      | $429225.14    | 0.02%             | 2045-08-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $943342.60    | 0.04%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    577000 | PA      | $432883.19    | 0.02%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    400000 | PA      | $273044.16    | 0.01%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BP0<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    725000 | PA      | $448965.17    | 0.02%             | 2052-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                                          | Sierra Pacific Power Co                                                         | CUSIP: 826418BQ7<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250857.99    | 0.01%             | 2054-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    600000 | PA      | $686611.20    | 0.03%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    526000 | PA      | $484196.49    | 0.02%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807CT2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    163000 | PA      | $137700.85    | 0.01%             | 2044-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    488000 | PA      | $407732.63    | 0.02%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   1541000 | PA      | $1061769.60   | 0.04%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   1429000 | PA      | $1077675.15   | 0.04%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    600000 | PA      | $611097.04    | 0.03%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DX2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    115000 | PA      | $128698.05    | 0.01%             | 2054-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: —       |
| SOUTH BOW USA INFRA HLDS                                                         | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAH5<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    675000 | PA      | $649167.91    | 0.03%             | 2054-10-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AP3<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    513000 | PA      | $432879.67    | 0.02%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    600000 | PA      | $645130.74    | 0.03%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    855000 | PA      | $924389.56    | 0.04%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| SMURFIT KAPPA TREASURY                                                           | Smurfit Kappa Treasury ULC                                                      | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    950000 | PA      | $957133.00    | 0.04%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: —       |
| SNAP-ON INC                                                                      | Snap-on Inc                                                                     | CUSIP: 833034AL5<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $204582.10    | 0.01%             | 2048-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| SNAP-ON INC                                                                      | Snap-on Inc                                                                     | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    604000 | PA      | $409326.84    | 0.02%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                   | Solventum Corp                                                                  | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1027649.53   | 0.04%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                              | CUSIP: 835495AJ1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    375000 | PA      | $378055.16    | 0.02%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 837004CB4<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107832.82    | 0.00%             | 2038-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    579000 | PA      | $581957.61    | 0.02%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    563000 | PA      | $506205.35    | 0.02%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    613000 | PA      | $545270.27    | 0.02%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE                                       | CUSIP: 837151AA7<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     26000 | PA      | $27570.52     | 0.00%             | 2050-01-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405031.46    | 0.02%             | 2036-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FF5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124722.75    | 0.01%             | 2037-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    513000 | PA      | $525222.83    | 0.02%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411856.68    | 0.02%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FP3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    425000 | PA      | $414500.79    | 0.02%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    354000 | PA      | $308998.15    | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    340000 | PA      | $272076.50    | 0.01%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    482000 | PA      | $370666.55    | 0.02%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    263000 | PA      | $224239.35    | 0.01%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    438000 | PA      | $315174.09    | 0.01%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1779000 | PA      | $1343098.83   | 0.06%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1479000 | PA      | $1132629.29   | 0.05%             | 2048-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    563000 | PA      | $475369.98    | 0.02%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1579000 | PA      | $1102144.10   | 0.05%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    900000 | PA      | $550954.12    | 0.02%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    629000 | PA      | $432007.52    | 0.02%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    805000 | PA      | $535217.72    | 0.02%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    268000 | PA      | $242536.63    | 0.01%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    465000 | PA      | $436919.97    | 0.02%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    670000 | PA      | $643861.46    | 0.03%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    450000 | PA      | $425065.23    | 0.02%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    365000 | PA      | $352738.64    | 0.01%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    675000 | PA      | $679780.38    | 0.03%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CJ9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73225.89     | 0.00%             | 2040-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    600000 | PA      | $478949.53    | 0.02%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    413000 | PA      | $326617.76    | 0.01%             | 2048-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    304000 | PA      | $247440.13    | 0.01%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $114343.53    | 0.00%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    625000 | PA      | $672015.01    | 0.03%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    520000 | PA      | $517539.18    | 0.02%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    450000 | PA      | $439031.07    | 0.02%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    550000 | PA      | $563232.80    | 0.02%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    775000 | PA      | $724677.81    | 0.03%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1623486.45   | 0.07%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                                             | Southern Copper Corp                                                            | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    919000 | PA      | $1044014.88   | 0.04%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                                             | Southern Copper Corp                                                            | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1259487.06   | 0.05%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                                             | Southern Copper Corp                                                            | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |   1238000 | PA      | $1286690.02   | 0.05%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    720000 | PA      | $561504.95    | 0.02%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    350000 | PA      | $292884.40    | 0.01%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    695000 | PA      | $451698.69    | 0.02%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                | Southern Power Co                                                               | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    725000 | PA      | $699862.73    | 0.03%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                | Southern Power Co                                                               | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    113000 | PA      | $107784.26    | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                | Southern Power Co                                                               | CUSIP: 843646AU4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    354000 | PA      | $314708.14    | 0.01%             | 2046-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                              | CUSIP: 845011AB1<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $235765.95    | 0.01%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                              | CUSIP: 845011AD7<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    345000 | PA      | $235365.09    | 0.01%             | 2051-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263673.55    | 0.01%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    440000 | PA      | $340400.54    | 0.01%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BQ4<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    613000 | PA      | $459777.59    | 0.02%             | 2048-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    979000 | PA      | $644262.88    | 0.03%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                  | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177076.78    | 0.01%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                  | CUSIP: 845743BQ5<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    150000 | PA      | $106450.75    | 0.00%             | 2046-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                  | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    413000 | PA      | $310342.02    | 0.01%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                  | CUSIP: 845743BS1<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    250000 | PA      | $204591.00    | 0.01%             | 2048-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                  | CUSIP: 845743BT9<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    429000 | PA      | $319343.04    | 0.01%             | 2049-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                  | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    704000 | PA      | $463326.10    | 0.02%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                  | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510838.42    | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                          | Spectra Energy Partners LP                                                      | CUSIP: 84756NAE9<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101033.47    | 0.00%             | 2043-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                          | Spectra Energy Partners LP                                                      | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    810000 | PA      | $684781.48    | 0.03%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COREWELL HEALTH OBL GRP                                                          | Corewell Health Obligated Group                                                 | CUSIP: 84765EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $721926.22    | 0.03%             | 2049-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: —       |
| SPIRE MISSOURI INC                                                               | Spire Missouri Inc                                                              | CUSIP: 84859DAA5<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |    400000 | PA      | $269598.87    | 0.01%             | 2051-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                                                             | Stanford Health Care                                                            | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $388523.62    | 0.02%             | 2048-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                                                             | Stanford Health Care                                                            | CUSIP: 85434VAC2<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    579000 | PA      | $379338.71    | 0.02%             | 2051-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                              | Leland Stanford Junior University/The                                           | CUSIP: 85440KAA2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    695000 | PA      | $546358.04    | 0.02%             | 2048-05-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                              | Leland Stanford Junior University/The                                           | CUSIP: 85440KAD6<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    600000 | PA      | $359154.06    | 0.01%             | 2050-06-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    550000 | PA      | $531881.11    | 0.02%             | 2040-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    463000 | PA      | $406106.90    | 0.02%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AN1<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    775000 | PA      | $461970.28    | 0.02%             | 2050-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AH2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166940.11    | 0.01%             | 2045-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    679000 | PA      | $513715.77    | 0.02%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    755000 | PA      | $637946.01    | 0.03%             | 2048-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $899324.65    | 0.04%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    554000 | PA      | $379936.24    | 0.02%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $802539.07    | 0.03%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    911000 | PA      | $900684.56    | 0.04%             | 2040-08-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    500000 | PA      | $439816.08    | 0.02%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1250000 | PA      | $1048282.93   | 0.04%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 85771PAQ5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    450000 | PA      | $418227.47    | 0.02%             | 2043-11-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    721000 | PA      | $486010.84    | 0.02%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BT6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345064.10    | 0.01%             | 2055-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                                                       | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    350000 | PA      | $261533.60    | 0.01%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    400000 | PA      | $337427.56    | 0.01%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667AG6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    300000 | PA      | $258898.60    | 0.01%             | 2044-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    786000 | PA      | $700576.47    | 0.03%             | 2046-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    588000 | PA      | $384676.47    | 0.02%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCF5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $349668.32    | 0.01%             | 2041-01-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCK4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1055000 | PA      | $773031.61    | 0.03%             | 2041-09-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCQ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    850000 | PA      | $648139.89    | 0.03%             | 2042-01-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCY4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    825000 | PA      | $892754.55    | 0.04%             | 2043-07-13      | Fixed         | 6.18%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDQ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $819697.82    | 0.03%             | 2044-07-09      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | SUMITOMO MITSUI FINL GRP                                                        | CUSIP: 86562MEB2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    850000 | PA      | $859469.26    | 0.04%             | 2046-07-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MEG1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    590000 | PA      | $589212.68    | 0.02%             | 2047-01-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| SUMMA HEALTH                                                                     | Summa Health                                                                    | CUSIP: 86564UAA8<br>LEI: 549300N4NP4BSOJ08A82 | Long             | DBT              | CORP              | US        |    130000 | PA      | $98640.66     | 0.00%             | 2051-11-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                               | CUSIP: 867224AB3<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    829000 | PA      | $634743.07    | 0.03%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                               | CUSIP: 867224AE7<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |    721000 | PA      | $513150.72    | 0.02%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                               | CUSIP: 867229AE6<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $699357.74    | 0.03%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                               | CUSIP: 86722TAB8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    613000 | PA      | $676346.91    | 0.03%             | 2039-06-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251607.46    | 0.01%             | 2042-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAM1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    438000 | PA      | $385504.00    | 0.02%             | 2043-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    826000 | PA      | $753438.64    | 0.03%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    913000 | PA      | $829228.53    | 0.03%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1079000 | PA      | $977818.31    | 0.04%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     27000 | PA      | $21904.17     | 0.00%             | 2048-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    115000 | PA      | $90218.14     | 0.00%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    800000 | PA      | $559679.81    | 0.02%             | 2050-08-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAL7<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    915000 | PA      | $912784.72    | 0.04%             | 2053-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1626119.22   | 0.07%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829AY3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    372000 | PA      | $336779.80    | 0.01%             | 2045-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    128000 | PA      | $110166.17    | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    213000 | PA      | $180887.73    | 0.01%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    600000 | PA      | $419069.63    | 0.02%             | 2050-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    650000 | PA      | $720258.76    | 0.03%             | 2040-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    979000 | PA      | $1081592.28   | 0.04%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $667113.86    | 0.03%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                                      | TJX Cos Inc/The                                                                 | CUSIP: 872540AU3<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    513000 | PA      | $443285.06    | 0.02%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2211000 | PA      | $1973597.10   | 0.08%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2096415.36   | 0.09%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2359000 | PA      | $1748481.62   | 0.07%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $2325040.80   | 0.10%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2381000 | PA      | $1572277.71   | 0.06%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2259000 | PA      | $1511308.75   | 0.06%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1777732.82   | 0.07%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    800000 | PA      | $783292.25    | 0.03%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1120553.15   | 0.05%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    830000 | PA      | $838419.42    | 0.03%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    565000 | PA      | $531152.34    | 0.02%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    800000 | PA      | $723531.80    | 0.03%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1067397.68   | 0.04%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADY8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1063341.27   | 0.04%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264AEA9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1822782.76   | 0.07%             | 2056-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                   | TR Finance LLC                                                                  | CUSIP: 87268LAB3<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516672.44    | 0.02%             | 2040-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                   | TR FIN LLC                                                                      | CUSIP: 87268LAD9<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    204000 | PA      | $204724.01    | 0.01%             | 2043-11-23      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                               | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    916000 | PA      | $739930.43    | 0.03%             | 2041-10-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                               | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    950000 | PA      | $715964.94    | 0.03%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                               | CUSIP: 872898AJ0<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    880000 | PA      | $821827.89    | 0.03%             | 2052-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1491000 | PA      | $1140456.61   | 0.05%             | 2040-07-09      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   2108000 | PA      | $1410062.72   | 0.06%             | 2050-07-09      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1278000 | PA      | $818544.74    | 0.03%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    650000 | PA      | $652663.02    | 0.03%             | 2044-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BM7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $393233.77    | 0.02%             | 2054-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BN5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $393124.73    | 0.02%             | 2064-07-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                                                    | Takeda US Financing Inc                                                         | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1217789.84   | 0.05%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BA9<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    113000 | PA      | $95832.56     | 0.00%             | 2042-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BC5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $256530.45    | 0.01%             | 2044-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BE1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    279000 | PA      | $229711.12    | 0.01%             | 2048-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BF8<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    461000 | PA      | $384531.46    | 0.02%             | 2049-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BG6<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    325000 | PA      | $235518.31    | 0.01%             | 2050-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BJ0<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    225000 | PA      | $158965.21    | 0.01%             | 2051-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BL5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135628.89    | 0.01%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EAR7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $451146.42    | 0.02%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EAU0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    455000 | PA      | $531923.15    | 0.02%             | 2038-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $928730.44    | 0.04%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBF2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    402000 | PA      | $306820.04    | 0.01%             | 2046-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    638000 | PA      | $503181.93    | 0.02%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $658207.69    | 0.03%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $914025.13    | 0.04%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBV7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306980.51    | 0.01%             | 2036-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    852000 | PA      | $727773.22    | 0.03%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    850000 | PA      | $891739.31    | 0.04%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    820000 | PA      | $820387.08    | 0.03%             | 2055-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    675000 | PA      | $693594.57    | 0.03%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    725000 | PA      | $726386.82    | 0.03%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354736.58    | 0.01%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1915000 | PA      | $2138359.76   | 0.09%             | 2036-06-20      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   2067000 | PA      | $1839667.06   | 0.08%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    355000 | PA      | $323157.85    | 0.01%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    882000 | PA      | $746955.48    | 0.03%             | 2048-03-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1102118.87   | 0.05%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: —       |
| TELUS CORP                                                                       | TELUS Corp                                                                      | CUSIP: 87971MBH5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $170415.90    | 0.01%             | 2048-11-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TEXAS HEALTH RESOURCES                                                           | Texas Health Resources                                                          | CUSIP: 882484AA6<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |    125000 | PA      | $103117.00    | 0.00%             | 2055-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| TEXAS HEALTH RESOURCES                                                           | Texas Health Resources                                                          | CUSIP: 882484AC2<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |    382000 | PA      | $216775.97    | 0.01%             | 2050-11-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1479000 | PA      | $1222709.68   | 0.05%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    779000 | PA      | $693051.86    | 0.03%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BM5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    375000 | PA      | $229697.61    | 0.01%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BQ6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    345000 | PA      | $275600.99    | 0.01%             | 2052-08-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    795000 | PA      | $730936.98    | 0.03%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    575000 | PA      | $544763.12    | 0.02%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Texas Natural Gas Securitization Finance Corp                                    | TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE                                  | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1474443.65   | 0.06%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp                          | TEXAS ST PRIV ACTIVITY BOND SURFACE TRANSPRTN CORP REVENUE                      | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    875000 | PA      | $698630.81    | 0.03%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: —       |
| State of Texas                                                                   | TEXAS ST                                                                        | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    885757 | PA      | $904967.97    | 0.04%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | TEXAS ST                                                                        | CUSIP: 882722VN8<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $962212.75    | 0.04%             | 2040-04-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Commission                                                  | TEXAS ST TRANSPRTN COMMISSION                                                   | CUSIP: 882830BH4<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |    800000 | PA      | $562708.74    | 0.02%             | 2044-10-01      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1035257.89   | 0.04%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                     | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    494000 | PA      | $488430.66    | 0.02%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    800000 | PA      | $555779.54    | 0.02%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BG6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147496.04    | 0.01%             | 2044-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BY7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    613000 | PA      | $508092.21    | 0.02%             | 2047-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1477000 | PA      | $1091083.49   | 0.04%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CY6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    435000 | PA      | $435877.33    | 0.02%             | 2043-08-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DF6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    650000 | PA      | $644685.06    | 0.03%             | 2037-10-07      | Fixed         | 4.89%                 | No            |                  2 | On Loan: —       |
| THOMAS JEFFERSON UNIV                                                            | Thomas Jefferson University                                                     | CUSIP: 88444NAS7<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |     43000 | PA      | $30606.53     | 0.00%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579EAC9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    550000 | PA      | $577922.12    | 0.02%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YAH4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    300000 | PA      | $241527.05    | 0.01%             | 2044-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YAW1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    563000 | PA      | $389509.44    | 0.02%             | 2046-09-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    600000 | PA      | $447531.85    | 0.02%             | 2047-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1079000 | PA      | $851955.73    | 0.03%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    955000 | PA      | $657351.66    | 0.03%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    518000 | PA      | $384118.99    | 0.02%             | 2050-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1463000 | PA      | $1479252.92   | 0.06%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: —       |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1506189.05   | 0.06%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1626000 | PA      | $1630059.03   | 0.07%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $1092440.37   | 0.04%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1117374.39   | 0.05%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1663000 | PA      | $1287942.98   | 0.05%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOLEDO EDISON COMPANY                                                            | Toledo Edison Co/The                                                            | CUSIP: 889175BD6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    176000 | PA      | $190487.32    | 0.01%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    813000 | PA      | $584632.93    | 0.02%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   2004000 | PA      | $1346156.36   | 0.06%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    429000 | PA      | $279850.75    | 0.01%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    550000 | PA      | $414360.58    | 0.02%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                        | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   1575000 | PA      | $1532339.80   | 0.06%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                        | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1072452.25   | 0.04%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                        | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    950000 | PA      | $896958.93    | 0.04%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                        | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   1225000 | PA      | $1152899.86   | 0.05%             | 2064-09-10      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| TRANSATLANTIC HOLDINGS                                                           | Transatlantic Holdings Inc                                                      | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |    226000 | PA      | $281798.81    | 0.01%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1063000 | PA      | $1262858.87   | 0.05%             | 2039-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $840753.90    | 0.03%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $628285.67    | 0.03%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    830000 | PA      | $885849.24    | 0.04%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    513000 | PA      | $588167.10    | 0.02%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAY5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    475000 | PA      | $427708.05    | 0.02%             | 2048-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1185000 | PA      | $1101030.39   | 0.05%             | 2049-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AB9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147217.31    | 0.01%             | 2041-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AF0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    438000 | PA      | $384600.87    | 0.02%             | 2042-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    780000 | PA      | $676853.59    | 0.03%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AR4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    513000 | PA      | $396256.27    | 0.02%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AS2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    635000 | PA      | $637019.50    | 0.03%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AT0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447077.47    | 0.02%             | 2056-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    963000 | PA      | $1066989.70   | 0.04%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    750000 | PA      | $759710.54    | 0.03%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    302000 | PA      | $273460.89    | 0.01%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAK5<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    363000 | PA      | $308437.50    | 0.01%             | 2045-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    550000 | PA      | $430662.96    | 0.02%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    713000 | PA      | $575134.35    | 0.02%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAN9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    350000 | PA      | $283111.49    | 0.01%             | 2048-03-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    488000 | PA      | $394696.03    | 0.02%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    575000 | PA      | $347910.70    | 0.01%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAR0<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $813948.47    | 0.03%             | 2051-06-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    650000 | PA      | $637250.40    | 0.03%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    570000 | PA      | $579501.35    | 0.02%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                                              | Trinity Health Corp                                                             | CUSIP: 896516AA9<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $834264.70    | 0.03%             | 2045-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                                              | Trinity Health Corp                                                             | CUSIP: 896517AA7<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |     64000 | PA      | $48286.67     | 0.00%             | 2048-12-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: —       |
| TRINITY HEALTH CORP                                                              | Trinity Health Corp                                                             | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |     29000 | PA      | $21206.02     | 0.00%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| TRUSTEES PRINCETON UNIV                                                          | Trustees of Princeton University/The                                            | CUSIP: 89837LAB1<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    263000 | PA      | $281239.22    | 0.01%             | 2039-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                                          | Trustees of Princeton University/The                                            | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    346000 | PA      | $215252.03    | 0.01%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                                          | Trustees of Princeton University/The                                            | CUSIP: 89837LAH8<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $829338.02    | 0.03%             | 2052-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TRUSTEES OF BOSTON COLL                                                          | Trustees of Boston College                                                      | CUSIP: 89838LAG9<br>LEI: 549300Q2G2ZLXN1EX541 | Long             | DBT              | CORP              | US        |    413000 | PA      | $285373.13    | 0.01%             | 2052-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AQ3<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    163000 | PA      | $144528.01    | 0.01%             | 2048-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AR1<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $385849.22    | 0.02%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AT7<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    130000 | PA      | $87240.65     | 0.00%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    425000 | PA      | $408757.17    | 0.02%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AX8<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177974.11    | 0.01%             | 2055-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                       | CUSIP: 902133AG2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    425000 | PA      | $498702.93    | 0.02%             | 2037-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    413000 | PA      | $391193.76    | 0.02%             | 2044-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BD4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    713000 | PA      | $614310.18    | 0.03%             | 2047-06-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   1268000 | PA      | $1172284.42   | 0.05%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| UBS GROUP AG                                                                     | UBS Group AG                                                                    | CUSIP: 902613AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1757000 | PA      | $1621397.08   | 0.07%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                                                    | UBS AG/London                                                                   | CUSIP: 902674A26<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    925000 | PA      | $807084.66    | 0.03%             | 2048-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                             | UPMC                                                                            | CUSIP: 90320WAH6<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484581.32    | 0.02%             | 2043-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | Uber Technologies Inc                                                           | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1243413.93   | 0.05%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| UMASS MEM HEALTH CARE                                                            | UMass Memorial Health Care Obligated Group                                      | CUSIP: 90407JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    212000 | PA      | $198998.47    | 0.01%             | 2052-07-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: —       |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    504000 | PA      | $312066.26    | 0.01%             | 2051-08-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CH3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    300000 | PA      | $388427.77    | 0.02%             | 2039-03-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CJ9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    440000 | PA      | $364676.59    | 0.01%             | 2042-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CL4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    535000 | PA      | $414776.67    | 0.02%             | 2045-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    104000 | PA      | $82732.74     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CQ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    413000 | PA      | $283943.62    | 0.01%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    525000 | PA      | $316547.24    | 0.01%             | 2051-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    529000 | PA      | $403558.15    | 0.02%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193295.73    | 0.01%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CX8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    350000 | PA      | $328101.39    | 0.01%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230790.03    | 0.01%             | 2055-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818EC8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $300302.51    | 0.01%             | 2055-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818EF1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    388000 | PA      | $319027.94    | 0.01%             | 2045-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818EJ3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    516000 | PA      | $419906.68    | 0.02%             | 2046-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818EK0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    275000 | PA      | $200007.33    | 0.01%             | 2046-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $912935.76    | 0.04%             | 2051-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818EN4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $401486.44    | 0.02%             | 2047-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    561000 | PA      | $497421.22    | 0.02%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $221523.90    | 0.01%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818EW4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    413000 | PA      | $353729.88    | 0.01%             | 2048-09-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FC7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    750000 | PA      | $622455.42    | 0.03%             | 2049-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $425574.65    | 0.02%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    645000 | PA      | $479661.95    | 0.02%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1276000 | PA      | $920600.68    | 0.04%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1911000 | PA      | $1320310.87   | 0.05%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    475000 | PA      | $322463.46    | 0.01%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1226437.82   | 0.05%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    775000 | PA      | $654658.25    | 0.03%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    559000 | PA      | $381443.31    | 0.02%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $822176.76    | 0.03%             | 2041-05-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    577000 | PA      | $386615.02    | 0.02%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    786000 | PA      | $501010.95    | 0.02%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    493000 | PA      | $386683.37    | 0.02%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1516000 | PA      | $1073345.92   | 0.04%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    451000 | PA      | $311635.53    | 0.01%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818GC6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    575000 | PA      | $523759.28    | 0.02%             | 2052-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182161.70    | 0.01%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818GF9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    625000 | PA      | $566504.46    | 0.02%             | 2053-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    825000 | PA      | $821475.50    | 0.03%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| UNITED AIR 2023-1 A PTT                                                          | United Airlines 2023-1 Class A Pass Through Trust                               | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1001691 | PA      | $1047447.84   | 0.04%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 AA PTT                                                         | United Airlines 2024-1 Class AA Pass Through Trust                              | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675865 | PA      | $690263.40    | 0.03%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 A PTT                                                          | United Airlines 2024-1 Class A Pass Through Trust                               | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    337932 | PA      | $346479.50    | 0.01%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2656000 | PA      | $2631871.83   | 0.11%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2472000 | PA      | $2051225.60   | 0.08%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3672000 | PA      | $3004147.51   | 0.12%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91086QBE7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2765000 | PA      | $2549010.78   | 0.10%             | 2045-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1982000 | PA      | $1546912.09   | 0.06%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAB6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1297000 | PA      | $971102.45    | 0.04%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1922000 | PA      | $1480351.35   | 0.06%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2329000 | PA      | $1755417.96   | 0.07%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2510000 | PA      | $2008811.38   | 0.08%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2710000 | PA      | $1653595.63   | 0.07%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2832000 | PA      | $2258507.23   | 0.09%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2475000 | PA      | $1793082.16   | 0.07%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2564000 | PA      | $2426283.69   | 0.10%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   4400000 | PA      | $4430851.57   | 0.18%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2500000 | PA      | $2384184.95   | 0.10%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3070000 | PA      | $3255541.53   | 0.13%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1815000 | PA      | $1946209.96   | 0.08%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    925000 | PA      | $960197.14    | 0.04%             | 2038-01-29      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    880000 | PA      | $877662.56    | 0.04%             | 2038-02-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BBS8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $989084.72    | 0.04%             | 2056-02-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United Nations Development Corp                                                  | UNITED NATIONS DEV CORP NY                                                      | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $211637.28    | 0.01%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1426000 | PA      | $1573902.89   | 0.06%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    400000 | PA      | $385821.36    | 0.02%             | 2040-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312AR7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    463000 | PA      | $370825.84    | 0.02%             | 2042-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    667000 | PA      | $491238.01    | 0.02%             | 2046-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    605000 | PA      | $466664.50    | 0.02%             | 2047-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    879000 | PA      | $723656.48    | 0.03%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BS4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    600000 | PA      | $425037.30    | 0.02%             | 2049-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    429000 | PA      | $432504.16    | 0.02%             | 2040-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    879000 | PA      | $841017.95    | 0.03%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CA2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    700000 | PA      | $638697.49    | 0.03%             | 2053-03-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1092902.96   | 0.04%             | 2054-05-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CF1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    525000 | PA      | $506289.46    | 0.02%             | 2064-05-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1135110.82   | 0.05%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    900000 | PA      | $929302.58    | 0.04%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017BK4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    300000 | PA      | $326871.66    | 0.01%             | 2036-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    550000 | PA      | $602059.39    | 0.02%             | 2038-07-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017BS7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    400000 | PA      | $418849.46    | 0.02%             | 2040-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   4274000 | PA      | $3867334.50   | 0.16%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    813000 | PA      | $680813.13    | 0.03%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $871700.50    | 0.04%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    738000 | PA      | $598200.84    | 0.02%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $951423.66    | 0.04%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1936000 | PA      | $1693125.99   | 0.07%             | 2048-11-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1057802.88   | 0.04%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PAX0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $557125.17    | 0.02%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $895973.24    | 0.04%             | 2037-11-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    726000 | PA      | $831488.57    | 0.03%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    226000 | PA      | $235840.61    | 0.01%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    496000 | PA      | $449554.82    | 0.02%             | 2041-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    650000 | PA      | $568388.89    | 0.02%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    597000 | PA      | $491829.62    | 0.02%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $992159.64    | 0.04%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1943000 | PA      | $1732977.77   | 0.07%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    620000 | PA      | $505052.29    | 0.02%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    829000 | PA      | $678468.01    | 0.03%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $841612.92    | 0.03%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1146522.59   | 0.05%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    779000 | PA      | $647489.71    | 0.03%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1784000 | PA      | $1472521.34   | 0.06%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1443000 | PA      | $1063360.88   | 0.04%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1354000 | PA      | $965953.17    | 0.04%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $869083.74    | 0.04%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1319000 | PA      | $836925.67    | 0.03%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $722168.50    | 0.03%             | 2060-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1239000 | PA      | $931327.90    | 0.04%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2358000 | PA      | $1585480.29   | 0.07%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1717785.88   | 0.07%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    950000 | PA      | $814663.29    | 0.03%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1406589.39   | 0.06%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    625000 | PA      | $634239.57    | 0.03%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2154902.14   | 0.09%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1605755.98   | 0.07%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1687020.50   | 0.07%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1120321.13   | 0.05%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    900000 | PA      | $884854.34    | 0.04%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2336192.62   | 0.10%             | 2054-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1889429.41   | 0.08%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86782.75     | 0.00%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| University of Pittsburgh-of the Commonwealth System of Higher Education          | UNIV OF PITTSBURGH PA OF THE CMWLTH SYS OF HGR EDU                              | CUSIP: 91335VKQ8<br>LEI: 5493002C83QSGL8ETT42 | Long             | DBT              | MUN               | US        |    113000 | PA      | $70132.07     | 0.00%             | 2119-09-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: —       |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366DF4<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    490000 | PA      | $525114.93    | 0.02%             | 2049-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366EP1<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |     55000 | PA      | $58952.32     | 0.00%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366KC3<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    290000 | PA      | $186214.35    | 0.01%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366KD1<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |   1400000 | PA      | $880725.90    | 0.04%             | 2120-05-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366KW9<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |   1135000 | PA      | $972839.05    | 0.04%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: —       |
| University of California                                                         | UNIV OF CALIFORNIA REVENUES                                                     | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    333000 | PA      | $269814.27    | 0.01%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA REVENUES                                                     | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $185945.73    | 0.01%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                                            | University of Chicago/The                                                       | CUSIP: 91412NBC3<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79200.35     | 0.00%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                                            | University of Chicago/The                                                       | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    400000 | PA      | $315558.14    | 0.01%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                                            | University of Chicago/The                                                       | CUSIP: 91412NBE9<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    164000 | PA      | $106988.57    | 0.00%             | 2050-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| UNIVERSITY OF MIAMI                                                              | University of Miami                                                             | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |    500000 | PA      | $399763.12    | 0.02%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: —       |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                                                             | CUSIP: 914455UF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $470496.18    | 0.02%             | 2040-04-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                                                             | CUSIP: 914455UG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    663000 | PA      | $415705.71    | 0.02%             | 2050-04-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                                                             | CUSIP: 914455UH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $40069.06     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                                                             | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1547000 | PA      | $1204921.34   | 0.05%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                                                             | CUSIP: 914455VJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $498251.41    | 0.02%             | 2047-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| University of Minnesota                                                          | UNIV OF MINNESOTA MN                                                            | CUSIP: 914460WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    318000 | PA      | $255091.23    | 0.01%             | 2052-04-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| University of Nebraska Facilities Corp/The                                       | UNIV OF NEBRASKA NE FACS CORP                                                   | CUSIP: 914639KY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $91181.35     | 0.00%             | 2049-10-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| UNIV OF NOTRE DAME                                                               | University of Notre Dame du Lac                                                 | CUSIP: 914744AD9<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $310034.90    | 0.01%             | 2045-02-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| UNIV OF NOTRE DAME                                                               | University of Notre Dame du Lac                                                 | CUSIP: 914748AA6<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |    278000 | PA      | $209065.06    | 0.01%             | 2048-02-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                                         | Trustees of the University of Pennsylvania/The                                  | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    228000 | PA      | $144173.03    | 0.01%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: —       |
| UNIVERSITY OF PENNSYLVAN                                                         | Trustees of the University of Pennsylvania/The                                  | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    674000 | PA      | $396678.68    | 0.02%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                               | CUSIP: 914886AA4<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    175000 | PA      | $161743.45    | 0.01%             | 2111-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                               | CUSIP: 914886AB2<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    780000 | PA      | $646448.50    | 0.03%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                               | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $800062.02    | 0.03%             | 2047-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                               | CUSIP: 914886AD8<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     61000 | PA      | $34998.21     | 0.00%             | 2120-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                               | CUSIP: 914886AE6<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     63000 | PA      | $40084.16     | 0.00%             | 2050-10-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                               | CUSIP: 914886AF3<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    983000 | PA      | $640009.11    | 0.03%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                               | CUSIP: 914886AH9<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    365000 | PA      | $337973.34    | 0.01%             | 2053-10-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: —       |
| Permanent University Fund - University of Texas System                           | UNIV OF TEXAS TX PERMANENT UNIV FND                                             | CUSIP: 9151158F9<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |    850000 | PA      | $637634.17    | 0.03%             | 2047-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV OF TEXAS TX                                                                | CUSIP: 9151375R0<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |   1505000 | PA      | $1423919.09   | 0.06%             | 2046-08-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VIRGINIA VA UNIV REVENUES                                               | CUSIP: 915217XA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $31111.81     | 0.00%             | 2119-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VIRGINIA VA UNIV REVENUES                                               | CUSIP: 915217XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $287961.94    | 0.01%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VIRGINIA VA UNIV REVENUES                                               | CUSIP: 915217XM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $131628.60    | 0.01%             | 2051-11-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                      | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    413000 | PA      | $411945.58    | 0.02%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                      | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    288000 | PA      | $233914.04    | 0.01%             | 2049-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                      | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $302721.57    | 0.01%             | 2051-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                      | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    530000 | PA      | $527462.26    | 0.02%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                               | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    929000 | PA      | $1051803.66   | 0.04%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                               | CUSIP: 91911TAK9<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    236000 | PA      | $268023.14    | 0.01%             | 2039-11-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                               | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   1675000 | PA      | $1720198.08   | 0.07%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VALE SA                                                                          | Vale SA                                                                         | CUSIP: 91912EAA3<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |    579000 | PA      | $583951.52    | 0.02%             | 2042-09-11      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1903052.34   | 0.08%             | 2037-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YAT7<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    413000 | PA      | $370151.59    | 0.02%             | 2045-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    625000 | PA      | $433401.58    | 0.02%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    119000 | PA      | $87890.28     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| VALMONT INDUSTRIES INC                                                           | Valmont Industries Inc                                                          | CUSIP: 920253AF8<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    729000 | PA      | $671239.62    | 0.03%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    275000 | PA      | $276586.77    | 0.01%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAF4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    350000 | PA      | $294557.39    | 0.01%             | 2045-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAQ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    100000 | PA      | $87616.19     | 0.00%             | 2049-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $362978.56    | 0.01%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    463000 | PA      | $370648.70    | 0.02%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $548334.97    | 0.02%             | 2043-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2084000 | PA      | $1843280.33   | 0.08%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCM4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $962398.97    | 0.04%             | 2054-08-21      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    950000 | PA      | $890212.36    | 0.04%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCX0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1044589.25   | 0.04%             | 2048-09-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCZ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    900000 | PA      | $743230.74    | 0.03%             | 2055-03-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    950000 | PA      | $758443.20    | 0.03%             | 2046-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1342000 | PA      | $1270024.22   | 0.05%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VDS0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $357981.60    | 0.01%             | 2049-04-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1251541.84   | 0.05%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VDV3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480682.62    | 0.02%             | 2047-03-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1279000 | PA      | $971252.84    | 0.04%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3138000 | PA      | $2233433.53   | 0.09%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2523000 | PA      | $1557940.16   | 0.06%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $1467092.44   | 0.06%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4114000 | PA      | $2434500.06   | 0.10%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3849000 | PA      | $2727778.02   | 0.11%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3287000 | PA      | $2211548.39   | 0.09%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3486000 | PA      | $2712910.16   | 0.11%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1288000 | PA      | $924669.19    | 0.04%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1722000 | PA      | $1274858.75   | 0.05%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    360000 | PA      | $344512.38    | 0.01%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VHC1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008374.50   | 0.04%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1811175.63   | 0.07%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3205000 | PA      | $3163370.70   | 0.13%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1236014.28   | 0.05%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    225000 | PA      | $218228.35    | 0.01%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    497000 | PA      | $357750.81    | 0.01%             | 2050-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    563000 | PA      | $549633.23    | 0.02%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    686000 | PA      | $471678.10    | 0.02%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    161000 | PA      | $129534.08    | 0.01%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    163000 | PA      | $119148.72    | 0.00%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    629000 | PA      | $440689.11    | 0.02%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1429000 | PA      | $1098640.09   | 0.05%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1768000 | PA      | $1184262.00   | 0.05%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    629000 | PA      | $588310.49    | 0.02%             | 2052-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    720000 | PA      | $720461.58    | 0.03%             | 2054-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    829000 | PA      | $889182.08    | 0.04%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    663000 | PA      | $710635.06    | 0.03%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    550000 | PA      | $601692.43    | 0.02%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    750000 | PA      | $998061.86    | 0.04%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    638000 | PA      | $525366.63    | 0.02%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    313000 | PA      | $279620.72    | 0.01%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    788000 | PA      | $681890.94    | 0.03%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $247422.95    | 0.01%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FW9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    575000 | PA      | $455996.43    | 0.02%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    663000 | PA      | $508242.29    | 0.02%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    424000 | PA      | $360989.36    | 0.01%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GC2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    859000 | PA      | $589831.29    | 0.02%             | 2049-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1166000 | PA      | $670116.50    | 0.03%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    563000 | PA      | $353345.07    | 0.01%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    779000 | PA      | $655164.04    | 0.03%             | 2052-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    635000 | PA      | $605085.07    | 0.02%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    650000 | PA      | $641513.35    | 0.03%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    575000 | PA      | $541940.42    | 0.02%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    580000 | PA      | $561424.61    | 0.02%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    775000 | PA      | $761525.42    | 0.03%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1040990.94   | 0.04%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2518104.16   | 0.10%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    951000 | PA      | $737187.62    | 0.03%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    729000 | PA      | $558791.21    | 0.02%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1886000 | PA      | $1020652.13   | 0.04%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    449000 | PA      | $488425.62    | 0.02%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBD1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    475000 | PA      | $407402.64    | 0.02%             | 2043-02-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    525000 | PA      | $518876.57    | 0.02%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1350000 | PA      | $1252605.59   | 0.05%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1693000 | PA      | $1483741.04   | 0.06%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBT6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $133202.33    | 0.01%             | 2059-06-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    667000 | PA      | $526627.09    | 0.02%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    875000 | PA      | $842143.70    | 0.03%             | 2053-02-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $573735.04    | 0.02%             | 2063-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1725000 | PA      | $1675650.56   | 0.07%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    875000 | PA      | $851771.64    | 0.03%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                               | Voya Financial Inc                                                              | CUSIP: 929089AC4<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    205000 | PA      | $182861.51    | 0.01%             | 2046-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                             | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    638000 | PA      | $545400.41    | 0.02%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                             | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    500000 | PA      | $439066.22    | 0.02%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                             | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    575000 | PA      | $571955.00    | 0.02%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                              | Wells Fargo Bank NA                                                             | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1421162.83   | 0.06%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                              | Wells Fargo Bank NA                                                             | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    900000 | PA      | $1003254.12   | 0.04%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| WAKEMED                                                                          | WakeMed                                                                         | CUSIP: 931108AA2<br>LEI: 549300RAN6BZ6UMO7Z44 | Long             | DBT              | CORP              | US        |    159000 | PA      | $109880.33    | 0.00%             | 2052-10-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: —       |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142CK7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1155035.74   | 0.05%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142CM3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    626000 | PA      | $703107.41    | 0.03%             | 2038-04-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142CS0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    559000 | PA      | $595406.20    | 0.02%             | 2040-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142CY7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355108.24    | 0.01%             | 2040-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142DB6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    575000 | PA      | $608060.66    | 0.02%             | 2041-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142DG5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    175000 | PA      | $152191.64    | 0.01%             | 2043-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142DQ3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269378.54    | 0.01%             | 2044-04-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142DW0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $194340.54    | 0.01%             | 2047-12-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185552.83    | 0.01%             | 2038-06-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   2093000 | PA      | $1741544.44   | 0.07%             | 2048-06-29      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EP4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    675000 | PA      | $459584.50    | 0.02%             | 2049-09-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $725630.05    | 0.03%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1292000 | PA      | $810658.05    | 0.03%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    800000 | PA      | $702571.18    | 0.03%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1322768.49   | 0.05%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BLACKROCK CASH FUNDS                                                             | BlackRock Cash Funds: Treasury, SL Agency Shares                                | CUSIP: 066922477<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  12998122 | NS      | $13004621.27  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON GAS LIGHT CO                                                          | Washington Gas Light Co                                                         | CUSIP: 93884PDW7<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    275000 | PA      | $213220.61    | 0.01%             | 2046-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WASHINGTON GAS LIGHT CO                                                          | Washington Gas Light Co                                                         | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    438000 | PA      | $318512.16    | 0.01%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                                                            | Washington University/The                                                       | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1054462.07   | 0.04%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: —       |
| WASHINGTON UNIVERSITY                                                            | Washington University/The                                                       | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    129000 | PA      | $97338.54     | 0.00%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAB7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    604000 | PA      | $405702.45    | 0.02%             | 2050-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    875000 | PA      | $565472.56    | 0.02%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBC2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    530000 | PA      | $447336.46    | 0.02%             | 2045-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBK4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    588000 | PA      | $488578.61    | 0.02%             | 2049-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    575000 | PA      | $345195.00    | 0.01%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    520000 | PA      | $396118.48    | 0.02%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $976908.91    | 0.04%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211115.49    | 0.01%             | 2036-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    350000 | PA      | $380151.57    | 0.02%             | 2037-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    975000 | PA      | $873166.44    | 0.04%             | 2042-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    259000 | PA      | $230790.79    | 0.01%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    745000 | PA      | $697975.08    | 0.03%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    888000 | PA      | $780385.01    | 0.03%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2617000 | PA      | $2589767.37   | 0.11%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1061652.23   | 0.04%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1137408.90   | 0.05%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2328000 | PA      | $1883471.96   | 0.08%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1418000 | PA      | $1277146.13   | 0.05%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2106000 | PA      | $1760785.26   | 0.07%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2017921.74   | 0.08%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                              | Wells Fargo Bank NA                                                             | CUSIP: 94980VAG3<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    325000 | PA      | $344965.40    | 0.01%             | 2036-08-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4858000 | PA      | $4437474.37   | 0.18%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4009000 | PA      | $3092745.90   | 0.13%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3606000 | PA      | $3088433.78   | 0.13%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2842497.87   | 0.12%             | 2047-01-23      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    550000 | PA      | $511404.62    | 0.02%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WEST VA HEALTH SYS OBL                                                           | West Virginia United Health System Obligated Group                              | CUSIP: 956708AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $63852.57     | 0.00%             | 2050-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAH3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    575000 | PA      | $488150.01    | 0.02%             | 2042-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAJ9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    400000 | PA      | $335817.43    | 0.01%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAM2<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    311000 | PA      | $258242.05    | 0.01%             | 2045-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    113000 | PA      | $77429.88     | 0.00%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    505000 | PA      | $461435.96    | 0.02%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    525000 | PA      | $456474.89    | 0.02%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    375000 | PA      | $333690.55    | 0.01%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    950000 | PA      | $815585.24    | 0.03%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                             | Western Union Co/The                                                            | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    358000 | PA      | $373533.80    | 0.02%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    820000 | PA      | $709197.66    | 0.03%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AU6<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    465000 | PA      | $363039.80    | 0.01%             | 2047-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    495000 | PA      | $336837.52    | 0.01%             | 2041-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    520000 | PA      | $317006.88    | 0.01%             | 2051-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    470000 | PA      | $279749.53    | 0.01%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413BC5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    550000 | PA      | $543302.50    | 0.02%             | 2055-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1079000 | PA      | $994646.81    | 0.04%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1025000 | PA      | $779667.48    | 0.03%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    901000 | PA      | $680264.18    | 0.03%             | 2041-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| WEYERHAEUSER CO                                                                  | Weyerhaeuser Co                                                                 | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    600000 | PA      | $460750.25    | 0.02%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| BlackRock Funds III                                                              | BlackRock Cash Funds: Institutional, SL Agency Shares                           | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        | 171098810 | NS      | $171184359.40 | 7.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RICE UNIVERSITY                                                                  | William Marsh Rice University                                                   | CUSIP: 96926GAC7<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |    375000 | PA      | $298063.11    | 0.01%             | 2045-05-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: —       |
| RICE UNIVERSITY                                                                  | William Marsh Rice University                                                   | CUSIP: 96926GAD5<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |    265000 | PA      | $201623.04    | 0.01%             | 2055-05-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    779000 | PA      | $774692.89    | 0.03%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $940890.10    | 0.04%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    900000 | PA      | $886004.45    | 0.04%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    395000 | PA      | $400305.63    | 0.02%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CW8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    715000 | PA      | $714872.48    | 0.03%             | 2056-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    845000 | PA      | $777359.95    | 0.03%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    613000 | PA      | $535881.96    | 0.02%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1313000 | PA      | $1413251.95   | 0.06%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99280.78     | 0.00%             | 2043-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    229000 | PA      | $219841.24    | 0.01%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    263000 | PA      | $235786.50    | 0.01%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270320.37    | 0.01%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    630000 | PA      | $473578.09    | 0.02%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    850000 | PA      | $851888.62    | 0.03%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AQ4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199337.01    | 0.01%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WILLIS-KNIGHTON MED CTR                                                          | Willis-Knighton Medical Center                                                  | CUSIP: 97068LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    278000 | PA      | $244085.03    | 0.01%             | 2048-09-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WILLIS-KNIGHTON MED CTR                                                          | Willis-Knighton Medical Center                                                  | CUSIP: 97068LAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $125467.15    | 0.01%             | 2051-03-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656BZ0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $266179.75    | 0.01%             | 2036-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CK2<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    245000 | PA      | $201444.65    | 0.01%             | 2048-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CT3<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    160000 | PA      | $146934.72    | 0.01%             | 2054-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BE6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $220016.41    | 0.01%             | 2037-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BN6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $217997.55    | 0.01%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BT3<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    550000 | PA      | $542452.45    | 0.02%             | 2055-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                         | Wisconsin Public Service Corp                                                   | CUSIP: 976843BH4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79748.64     | 0.00%             | 2042-12-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                         | Wisconsin Public Service Corp                                                   | CUSIP: 976843BJ0<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $314683.74    | 0.01%             | 2044-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                         | Wisconsin Public Service Corp                                                   | CUSIP: 976843BM3<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    516000 | PA      | $359823.94    | 0.01%             | 2049-09-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                         | Wisconsin Public Service Corp                                                   | CUSIP: 976843BN1<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    453000 | PA      | $286743.21    | 0.01%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | WISCONSIN ST GEN FUND ANNUAL APPROP REVENUE                                     | CUSIP: 977100EL6<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    490000 | PA      | $465035.54    | 0.02%             | 2036-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                             | Woodside Finance Ltd                                                            | CUSIP: 980236AS2<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    725000 | PA      | $682446.30    | 0.03%             | 2054-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| WYETH LLC                                                                        | Wyeth LLC                                                                       | CUSIP: 983024AL4<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108016.86    | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                                        | Wyeth LLC                                                                       | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |   1563000 | PA      | $1679895.04   | 0.07%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAH3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $272828.95    | 0.01%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    530000 | PA      | $379315.83    | 0.02%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                                        | Xylem Inc/NY                                                                    | CUSIP: 98419MAK6<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    413000 | PA      | $350288.67    | 0.01%             | 2046-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| XL GROUP LTD                                                                     | XL Group Ltd                                                                    | CUSIP: 98420EAB1<br>LEI: 213800AJ4DD69YLNL348 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $187561.70    | 0.01%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| YALE-NEW HAVEN HLTH SRVC                                                         | Yale-New Haven Health Services Corp                                             | CUSIP: 98459HAA0<br>LEI: 549300AVJD56IH6OKW11 | Long             | DBT              | CORP              | US        |     57000 | PA      | $33579.77     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| YALE UNIVERSITY                                                                  | Yale University                                                                 | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    113000 | PA      | $67513.25     | 0.00%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAB8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206220.01    | 0.01%             | 2039-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAH5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    313000 | PA      | $273470.33    | 0.01%             | 2045-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $917332.16    | 0.04%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    313000 | PA      | $250934.26    | 0.01%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAP8<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    263000 | PA      | $224665.45    | 0.01%             | 2048-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    279000 | PA      | $186018.65    | 0.01%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    900000 | PA      | $738017.53    | 0.03%             | 2047-03-29      | Fixed         | 4.20%                 | 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