# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001410368-26-006958
**Filing Date:** 2026-1
**Character Count:** 1794976
**Document Hash:** 3dfe59af61f5ed4ed728e147e87a2cc3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-006958.hdr.sgml**: 20260123

**ACCESSION NUMBER**: 0001410368-26-006958

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260123

**DATE AS OF CHANGE**: 20260123

**PERIOD START**: 20260228

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09729
- **FILM NUMBER:** 26557073

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

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

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

## Series and Classes Contracts Data

### iShares Core 5-10 Year USD Bond ETF (Series ID: S000055401)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000174365 | iShares Core 5-10 Year USD Bond ETF | IMTB            |

## Nport-Ex

Schedule of Investments (unaudited)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

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

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Collateralized Mortgage Obligations** | **Collateralized Mortgage Obligations** | **Collateralized Mortgage Obligations** |
| **Mortgage-Backed Securities — 0.7%** | **Mortgage-Backed Securities — 0.7%** | **Mortgage-Backed Securities — 0.7%** |
| BBCMS Mortgage Trust, 5.40%, 09/15/57 | &nbsp;&nbsp;&nbsp; $250 | $262594 |
| &nbsp;&nbsp;&nbsp; Benchmark Mortgage Trust, Series 2018-B4, <br> Class A5, 4.12%, 07/15/51<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 199032 |
| Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/25/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 100 | 100214 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/25/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 100 | 104904 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily <br> Structured Pass-Through Certificates, 4.50%, <br> 07/25/33<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 500 | 509084 |
| Morgan Stanley Capital I Trust |  |  |
| &nbsp;&nbsp;&nbsp; 2.32%, 10/15/54 | &nbsp;&nbsp;&nbsp; 250 | 222960 |
| &nbsp;&nbsp;&nbsp; Series 2021-L7, Class A5, 2.57%, 10/15/54 | &nbsp;&nbsp;&nbsp; 500 | 450619 |
|  |  | 1849407 |
| **Total Collateralized Mortgage Obligations — 0.7%** <br>**(Cost: $1,798,037)** | **Total Collateralized Mortgage Obligations — 0.7%** <br>**(Cost: $1,798,037)** | 1849407 |
| **Corporate Bonds & Notes** | **Corporate Bonds & Notes** | **Corporate Bonds & Notes** |
| **Advertising — 0.0%** | **Advertising — 0.0%** | **Advertising — 0.0%** |
| Clear Channel Outdoor Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.13%, 02/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10413 |
| &nbsp;&nbsp;&nbsp; 7.50%, 03/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10543 |
| Dotdash Meredith Inc., 7.63%, 06/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 22618 |
| Interpublic Group of Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/01/31 | &nbsp;&nbsp;&nbsp; 10 | 9017 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/15/33 | &nbsp;&nbsp;&nbsp; 9 | 9129 |
| Lamar Media Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/15/31 | &nbsp;&nbsp;&nbsp; 5 | 4715 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10028 |
| Neptune Bidco U.S. Inc., 10.38%, 05/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10113 |
| Omnicom Group Inc., 2.60%, 08/01/31 | &nbsp;&nbsp;&nbsp; 25 | 22733 |
| &nbsp;&nbsp;&nbsp; Outfront Media Capital LLC/Outfront Media Capital <br> Corp., 7.38%, 02/15/31<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 10604 |
|  |  | 119913 |
| **Aerospace & Defense — 0.3%** | **Aerospace & Defense — 0.3%** | **Aerospace & Defense — 0.3%** |
| ATI Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 10/01/31 | &nbsp;&nbsp;&nbsp; 5 | 5014 |
| &nbsp;&nbsp;&nbsp; 7.25%, 08/15/30 | &nbsp;&nbsp;&nbsp; 10 | 10552 |
| BAE Systems PLC, 5.30%, 03/26/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 31311 |
| Boeing Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/01/35 | &nbsp;&nbsp;&nbsp; 30 | 26280 |
| &nbsp;&nbsp;&nbsp; 3.60%, 05/01/34 | &nbsp;&nbsp;&nbsp; 10 | 9123 |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/01/31 | &nbsp;&nbsp;&nbsp; 25 | 24033 |
| &nbsp;&nbsp;&nbsp; 6.39%, 05/01/31 | &nbsp;&nbsp;&nbsp; 10 | 10895 |
| &nbsp;&nbsp;&nbsp; 6.53%, 05/01/34 | &nbsp;&nbsp;&nbsp; 50 | 55614 |
| Bombardier Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 06/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 21138 |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/01/32<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15809 |
| &nbsp;&nbsp;&nbsp; 7.25%, 07/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15973 |
| &nbsp;&nbsp;&nbsp; 7.45%, 05/01/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 11197 |
| &nbsp;&nbsp;&nbsp; 8.75%, 11/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10794 |
| &nbsp;&nbsp;&nbsp; Efesto Bidco SpA Efesto U.S. LLC, 7.50%, <br> 02/15/32<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 15 | 15282 |
| Embraer Netherlands Finance BV, 5.98%, 02/11/35 | &nbsp;&nbsp;&nbsp; 10 | 10612 |
| General Dynamics Corp., 4.95%, 08/15/35 | &nbsp;&nbsp;&nbsp; 5 | 5138 |
| General Electric Co., 6.75%, 03/15/32 | &nbsp;&nbsp;&nbsp; 25 | 28516 |
| Goat Holdco LLC, 6.75%, 02/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15397 |
| Hexcel Corp., 5.88%, 02/26/35 | &nbsp;&nbsp;&nbsp; 5 | 5272 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** |
| L3Harris Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/27/35 | &nbsp;&nbsp;&nbsp; $10 | $10042 |
| &nbsp;&nbsp;&nbsp; 5.35%, 06/01/34 | &nbsp;&nbsp;&nbsp; 20 | 20806 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/31/33 | &nbsp;&nbsp;&nbsp; 45 | 47207 |
| Lockheed Martin Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/34 | &nbsp;&nbsp;&nbsp; 45 | 45745 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/15/34 | &nbsp;&nbsp;&nbsp; 10 | 10177 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/35 | &nbsp;&nbsp;&nbsp; 20 | 20528 |
| Northrop Grumman Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/15/33 | &nbsp;&nbsp;&nbsp; 40 | 40588 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10431 |
| RTX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/32 | &nbsp;&nbsp;&nbsp; 40 | 35747 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/27/33 | &nbsp;&nbsp;&nbsp; 60 | 62521 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/31 | &nbsp;&nbsp;&nbsp; 50 | 54062 |
| &nbsp;&nbsp;&nbsp; 6.10%, 03/15/34 | &nbsp;&nbsp;&nbsp; 25 | 27598 |
| Spirit AeroSystems Inc., 9.75%, 11/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 21911 |
| TransDigm Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 30700 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/31/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10387 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/31/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 51382 |
| &nbsp;&nbsp;&nbsp; 6.63%, 03/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 36391 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/31/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10468 |
| &nbsp;&nbsp;&nbsp; 6.88%, 12/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 36501 |
| &nbsp;&nbsp;&nbsp; 7.13%, 12/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15748 |
|  |  | 926890 |
| **Agriculture — 0.3%** | **Agriculture — 0.3%** | **Agriculture — 0.3%** |
| Altria Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/04/32 | &nbsp;&nbsp;&nbsp; 60 | 53132 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/06/35 | &nbsp;&nbsp;&nbsp; 15 | 15270 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/06/35 | &nbsp;&nbsp;&nbsp; 15 | 15639 |
| Archer-Daniels-Midland Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/33 | &nbsp;&nbsp;&nbsp; 30 | 30157 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/15/35 | &nbsp;&nbsp;&nbsp; 25 | 26575 |
| BAT Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.73%, 03/25/31 | &nbsp;&nbsp;&nbsp; 25 | 23051 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/22/33 | &nbsp;&nbsp;&nbsp; 5 | 4985 |
| &nbsp;&nbsp;&nbsp; 4.74%, 03/16/32 | &nbsp;&nbsp;&nbsp; 15 | 15185 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/15/35 | &nbsp;&nbsp;&nbsp; 20 | 20964 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/20/34 | &nbsp;&nbsp;&nbsp; 15 | 16132 |
| &nbsp;&nbsp;&nbsp; 6.42%, 08/02/33 | &nbsp;&nbsp;&nbsp; 30 | 33206 |
| &nbsp;&nbsp;&nbsp; 7.75%, 10/19/32 | &nbsp;&nbsp;&nbsp; 20 | 23420 |
| Bunge Ltd. Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/14/31 | &nbsp;&nbsp;&nbsp; 10 | 9227 |
| &nbsp;&nbsp;&nbsp; 3.20%, 04/21/31 | &nbsp;&nbsp;&nbsp; 10 | 9424 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/17/34 | &nbsp;&nbsp;&nbsp; 10 | 9904 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/04/35 | &nbsp;&nbsp;&nbsp; 15 | 15350 |
| Cargill Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 02/02/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 30997 |
| &nbsp;&nbsp;&nbsp; 2.13%, 11/10/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 8893 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/22/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 24546 |
| &nbsp;&nbsp;&nbsp; 5.13%, 10/11/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 31180 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/11/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10405 |
| &nbsp;&nbsp;&nbsp; JBS USA LUX SARL/JBS USA Food Co./JBS USA <br> Foods Group, 5.95%, 04/20/35<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 25 | 26435 |
| Philip Morris International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/29/32 | &nbsp;&nbsp;&nbsp; 25 | 24664 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/29/35 | &nbsp;&nbsp;&nbsp; 25 | 24616 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/30/35 | &nbsp;&nbsp;&nbsp; 25 | 25216 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/13/34 | &nbsp;&nbsp;&nbsp; 60 | 62276 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/15/33 | &nbsp;&nbsp;&nbsp; 50 | 52441 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Agriculture (continued)** | **Agriculture (continued)** | **Agriculture (continued)** |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/17/32 | &nbsp;&nbsp;&nbsp; $85 | $91193 |
| Reynolds American Inc., 5.70%, 08/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10518 |
|  |  | 745001 |
| **Airlines — 0.0%** | **Airlines — 0.0%** | **Airlines — 0.0%** |
| American Airlines Pass-Through Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-1, Class AA, 3.15%, 08/15/33 | &nbsp;&nbsp;&nbsp; 4 | 3297 |
| &nbsp;&nbsp;&nbsp; Series A, Class A, 2.88%, 01/11/36 | &nbsp;&nbsp;&nbsp; 8 | 7683 |
| AS Mileage Plan IP Ltd., 5.31%, 10/20/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5020 |
| British Airways Pass-Through Trust |  |  |
| &nbsp;&nbsp;&nbsp; Class A, 2.90%, 09/15/36<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 8 | 7478 |
| &nbsp;&nbsp;&nbsp; Series 2019-1, Class AA, 3.30%, 06/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 7 | 6948 |
| JetBlue Airways Corp., 9.88%, 09/20/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 44 | 43445 |
| JetBlue Pass-Through Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 1A, 4.00%, 05/15/34 | &nbsp;&nbsp;&nbsp; 7 | 6369 |
| &nbsp;&nbsp;&nbsp; Series 2019-1, Class AA, 2.75%, 11/15/33 | &nbsp;&nbsp;&nbsp; 7 | 6413 |
| Southwest Airlines Co., 5.25%, 11/15/35 | &nbsp;&nbsp;&nbsp; 25 | 24474 |
| United Airlines Pass-Through Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019, Class AA, 4.15%, 02/25/33 | &nbsp;&nbsp;&nbsp; 3 | 3113 |
| &nbsp;&nbsp;&nbsp; Series 2019-2, Class AA, 2.70%, 11/01/33 | &nbsp;&nbsp;&nbsp; 4 | 3350 |
|  |  | 117590 |
| **Apparel — 0.1%** | **Apparel — 0.1%** | **Apparel — 0.1%** |
| &nbsp;&nbsp;&nbsp; Beach Acquisition Bidco LLC, 10.00%, 07/15/33, <br> (10.00% Cash or 10.75% PIK)<sup>(b)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 50 | 54247 |
| Champ Acquisition Corp., 8.38%, 12/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10643 |
| Crocs Inc., 4.13%, 08/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 8 | 7388 |
| Hanesbrands Inc., 9.00%, 02/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10556 |
| Levi Strauss & Co., 3.50%, 03/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9353 |
| S&S Holdings LLC, 8.38%, 10/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9453 |
| Tapestry Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/15/32 | &nbsp;&nbsp;&nbsp; 25 | 22730 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/11/35 | &nbsp;&nbsp;&nbsp; 15 | 15384 |
| VF Corp., 6.00%, 10/15/33 | &nbsp;&nbsp;&nbsp; 5 | 4866 |
|  |  | 144620 |
| **Auto Manufacturers — 0.5%** | **Auto Manufacturers — 0.5%** | **Auto Manufacturers — 0.5%** |
| Allison Transmission Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/30/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 17 | 15857 |
| &nbsp;&nbsp;&nbsp; 5.88%, 12/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15140 |
| American Honda Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/10/34 | &nbsp;&nbsp;&nbsp; 15 | 15129 |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/10/31 | &nbsp;&nbsp;&nbsp; 20 | 20587 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/05/35 | &nbsp;&nbsp;&nbsp; 15 | 15295 |
| BMW U.S. Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 08/12/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 17568 |
| &nbsp;&nbsp;&nbsp; 2.55%, 04/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 13715 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9553 |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/13/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15309 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/11/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10325 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/02/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10237 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/11/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15231 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/21/35<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10400 |
| Cummins Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/15/31 | &nbsp;&nbsp;&nbsp; 25 | 25622 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/20/34 | &nbsp;&nbsp;&nbsp; 25 | 26011 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/09/35 | &nbsp;&nbsp;&nbsp; 20 | 20870 |
| &nbsp;&nbsp;&nbsp; Daimler Truck Finance North America LLC, 5.63%, <br> 01/13/35<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 10391 |
| Ford Motor Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/12/32 | &nbsp;&nbsp;&nbsp; 83 | 72997 |
| &nbsp;&nbsp;&nbsp; 6.10%, 08/19/32 | &nbsp;&nbsp;&nbsp; 95 | 97924 |
| &nbsp;&nbsp;&nbsp; 7.45%, 07/16/31 | &nbsp;&nbsp;&nbsp; 40 | 44295 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Auto Manufacturers (continued)** | **Auto Manufacturers (continued)** | **Auto Manufacturers (continued)** |
| Ford Motor Credit Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/17/31 | &nbsp;&nbsp;&nbsp; $33 | $30143 |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/08/34 | &nbsp;&nbsp;&nbsp; 15 | 15255 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/07/35 | &nbsp;&nbsp;&nbsp; 10 | 10409 |
| General Motors Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/35<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 20 | 19796 |
| &nbsp;&nbsp;&nbsp; 5.60%, 10/15/32 | &nbsp;&nbsp;&nbsp; 25 | 26222 |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/15/35 | &nbsp;&nbsp;&nbsp; 25 | 26791 |
| General Motors Financial Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.35%, 01/08/31 | &nbsp;&nbsp;&nbsp; 10 | 8982 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/10/31 | &nbsp;&nbsp;&nbsp; 19 | 17196 |
| &nbsp;&nbsp;&nbsp; 3.10%, 01/12/32 | &nbsp;&nbsp;&nbsp; 45 | 40994 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/06/34 | &nbsp;&nbsp;&nbsp; 20 | 20370 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/08/31 | &nbsp;&nbsp;&nbsp; 10 | 10529 |
| &nbsp;&nbsp;&nbsp; 5.90%, 01/07/35 | &nbsp;&nbsp;&nbsp; 25 | 26143 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/04/34 | &nbsp;&nbsp;&nbsp; 30 | 31574 |
| &nbsp;&nbsp;&nbsp; 6.10%, 01/07/34 | &nbsp;&nbsp;&nbsp; 45 | 47884 |
| &nbsp;&nbsp;&nbsp; 6.15%, 07/15/35 | &nbsp;&nbsp;&nbsp; 20 | 21223 |
| &nbsp;&nbsp;&nbsp; 6.40%, 01/09/33 | &nbsp;&nbsp;&nbsp; 29 | 31395 |
| Honda Motor Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.97%, 03/10/32 | &nbsp;&nbsp;&nbsp; 50 | 45877 |
| &nbsp;&nbsp;&nbsp; 5.34%, 07/08/35 | &nbsp;&nbsp;&nbsp; 25 | 25693 |
| Hyundai Capital America |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/26/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10085 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/08/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25863 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/24/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5182 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/29/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10380 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/23/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25930 |
| JB Poindexter & Co. Inc., 8.75%, 12/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10445 |
| Mercedes-Benz Finance North America LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/11/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15238 |
| &nbsp;&nbsp;&nbsp; 8.50%, 01/18/31 | &nbsp;&nbsp;&nbsp; 25 | 29784 |
| Nissan Motor Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.81%, 09/17/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 46928 |
| &nbsp;&nbsp;&nbsp; 7.75%, 07/17/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5232 |
| &nbsp;&nbsp;&nbsp; 8.13%, 07/17/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 52971 |
| PACCAR Financial Corp., 5.00%, 03/22/34 | &nbsp;&nbsp;&nbsp; 10 | 10402 |
| Stellantis Finance U.S. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.69%, 09/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 4347 |
| &nbsp;&nbsp;&nbsp; 6.45%, 03/18/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10403 |
| Toyota Motor Corp., 5.05%, 06/30/35 | &nbsp;&nbsp;&nbsp; 20 | 20683 |
| Toyota Motor Credit Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 01/10/31 | &nbsp;&nbsp;&nbsp; 45 | 39856 |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/10/31 | &nbsp;&nbsp;&nbsp; 25 | 25427 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/03/32 | &nbsp;&nbsp;&nbsp; 10 | 10148 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/12/33 | &nbsp;&nbsp;&nbsp; 15 | 15294 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/05/34 | &nbsp;&nbsp;&nbsp; 30 | 30730 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/21/31 | &nbsp;&nbsp;&nbsp; 15 | 15635 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/09/35 | &nbsp;&nbsp;&nbsp; 30 | 31660 |
| Volkswagen Group of America Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/22/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10323 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/27/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5191 |
|  |  | 1407069 |
| **Auto Parts & Equipment — 0.1%** | **Auto Parts & Equipment — 0.1%** | **Auto Parts & Equipment — 0.1%** |
| Adient Global Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 7.50%, 02/15/33<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15538 |
| &nbsp;&nbsp;&nbsp; 8.25%, 04/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10524 |
| American Axle & Manufacturing Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 10/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15120 |
| &nbsp;&nbsp;&nbsp; 7.75%, 10/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15144 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Auto Parts & Equipment (continued)** | **Auto Parts & Equipment (continued)** | **Auto Parts & Equipment (continued)** |
| Aptiv Swiss Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/01/32 | &nbsp;&nbsp;&nbsp; $30 | $27986 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/13/34 | &nbsp;&nbsp;&nbsp; 20 | 20251 |
| BorgWarner Inc., 5.40%, 08/15/34 | &nbsp;&nbsp;&nbsp; 10 | 10350 |
| &nbsp;&nbsp;&nbsp; Clarios Global LP/Clarios U.S. Finance Co., 6.75%, <br> 09/15/32<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 15 | 15441 |
| Dana Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/01/30 | &nbsp;&nbsp;&nbsp; 5 | 4926 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/32<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9814 |
| &nbsp;&nbsp;&nbsp; Garrett Motion Holdings Inc./Garrett LX I SARL, <br> 7.75%, 05/31/32<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 14 | 14820 |
| Goodyear Tire & Rubber Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/30/31 | &nbsp;&nbsp;&nbsp; 10 | 9584 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/31 | &nbsp;&nbsp;&nbsp; 14 | 13210 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/30/33<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9447 |
| IHO Verwaltungs GmbH |  |  |
| &nbsp;&nbsp;&nbsp; 7.75%, 11/15/30, (7.75% Cash or 8.50% PIK)<sup>(b)(d)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10400 |
| &nbsp;&nbsp;&nbsp; 8.00%, 11/15/32, (8.00% Cash or 8.75% PIK)<sup>(b)(d)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10427 |
| Lear Corp., 2.60%, 01/15/32 | &nbsp;&nbsp;&nbsp; 25 | 22308 |
| Magna International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/21/33 | &nbsp;&nbsp;&nbsp; 10 | 10448 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/01/35 | &nbsp;&nbsp;&nbsp; 10 | 10620 |
| Phinia Inc., 6.63%, 10/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5183 |
| Qnity Electronics Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20547 |
| &nbsp;&nbsp;&nbsp; 6.25%, 08/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10374 |
| ZF North America Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/23/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 14253 |
| &nbsp;&nbsp;&nbsp; 7.50%, 03/24/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 19811 |
|  |  | 326526 |
| **Banks — 4.7%** | **Banks — 4.7%** | **Banks — 4.7%** |
| &nbsp;&nbsp;&nbsp; Al Rajhi Sukuk Ltd., 6.25%, (6-year CMT + <br> 1.59%)<sup>(a)(e)(f)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 202210 |
| &nbsp;&nbsp;&nbsp; Australia & New Zealand Banking Group Ltd., 5.20%, <br> 09/30/35, (1-year CMT + 1.47%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 30 | 30345 |
| &nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya Argentaria SA, 6.03%, <br> 03/13/35, (1-year CMT + 0.01)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 15 | 16051 |
| Banco Santander SA |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/03/30 | &nbsp;&nbsp;&nbsp; 150 | 136966 |
| &nbsp;&nbsp;&nbsp; 2.96%, 03/25/31 | &nbsp;&nbsp;&nbsp; 20 | 18623 |
| &nbsp;&nbsp;&nbsp; 6.03%, 01/17/35 | &nbsp;&nbsp;&nbsp; 20 | 21618 |
| &nbsp;&nbsp;&nbsp; Bangkok Bank PCL/Hong Kong, 6.06%, 03/25/40, <br> (5-year CMT + 1.78%)<sup>(a)(f)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 205570 |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 07/21/32, (1-day SOFR + 1.22%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 90 | 80757 |
| &nbsp;&nbsp;&nbsp; 2.48%, 09/21/36, (5-year CMT + 1.20%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 55 | 48427 |
| &nbsp;&nbsp;&nbsp; 2.57%, 10/20/32, (1-day SOFR + 1.21%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 68075 |
| &nbsp;&nbsp;&nbsp; 2.69%, 04/22/32, (1-day SOFR + 1.32%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 69079 |
| &nbsp;&nbsp;&nbsp; 2.97%, 02/04/33, (1-day SOFR + 1.33%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 65 | 59796 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/08/37, (5-year CMT + 2.00%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 28373 |
| &nbsp;&nbsp;&nbsp; 4.57%, 04/27/33, (1-day SOFR + 1.83%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 95 | 95417 |
| &nbsp;&nbsp;&nbsp; 5.02%, 07/22/33, (1-day SOFR + 2.16%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 100 | 102829 |
| &nbsp;&nbsp;&nbsp; 5.29%, 04/25/34, (1-day SOFR + 1.91%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 95 | 98925 |
| &nbsp;&nbsp;&nbsp; 5.43%, 08/15/35, (1-day SOFR + 1.91%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 45 | 46368 |
| &nbsp;&nbsp;&nbsp; 5.46%, 05/09/36, (1-day SOFR + 1.64%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 52711 |
| &nbsp;&nbsp;&nbsp; 5.47%, 01/23/35, (1-day SOFR + 1.65%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 120 | 126375 |
| &nbsp;&nbsp;&nbsp; 5.51%, 01/24/36, (1-day SOFR + 1.31%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 95 | 100148 |
| &nbsp;&nbsp;&nbsp; 5.52%, 10/25/35, (1-day SOFR + 1.74%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 70 | 72330 |
| &nbsp;&nbsp;&nbsp; 5.74%, 02/12/36, (1-day SOFR + 1.70%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 60 | 63017 |
| &nbsp;&nbsp;&nbsp; 5.87%, 09/15/34, (1-day SOFR + 1.84%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 80 | 86237 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series N, 2.65%, 03/11/32, (1-day SOFR + <br> 1.22%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; $45 | $41497 |
| Bank of Montreal |  |  |
| &nbsp;&nbsp;&nbsp; 3.09%, 01/10/37, (5-year CMT + 1.40%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 22498 |
| &nbsp;&nbsp;&nbsp; 5.51%, 06/04/31 | &nbsp;&nbsp;&nbsp; 50 | 52845 |
| Bank of New York Mellon Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 07/28/31 | &nbsp;&nbsp;&nbsp; 5 | 4423 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/26/32 | &nbsp;&nbsp;&nbsp; 25 | 22820 |
| &nbsp;&nbsp;&nbsp; 4.71%, 02/01/34, (1-day SOFR + 1.51%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20222 |
| &nbsp;&nbsp;&nbsp; 4.97%, 04/26/34, (1-day SOFR + 1.61%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20509 |
| &nbsp;&nbsp;&nbsp; 5.06%, 07/22/32, (1-day SOFR + 1.23%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 80 | 83090 |
| &nbsp;&nbsp;&nbsp; 5.19%, 03/14/35, (1-day SOFR + 1.42%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25906 |
| &nbsp;&nbsp;&nbsp; 5.23%, 11/20/35, (1-day SOFR + 1.25%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 31182 |
| &nbsp;&nbsp;&nbsp; 5.32%, 06/06/36, (1-day SOFR + 1.35%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20857 |
| &nbsp;&nbsp;&nbsp; 5.83%, 10/25/33, (1-day SOFR Index + 2.74%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 32455 |
| &nbsp;&nbsp;&nbsp; 6.47%, 10/25/34, (1-day SOFR + 1.85%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 33662 |
| Bank of Nova Scotia (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/02/32 | &nbsp;&nbsp;&nbsp; 45 | 40280 |
| &nbsp;&nbsp;&nbsp; 4.74%, 11/10/32, (1-day SOFR + 1.44%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25369 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/01/34 | &nbsp;&nbsp;&nbsp; 15 | 16045 |
| Barclays PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.34%, 09/10/35, (1-day SOFR + 1.91%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10223 |
| &nbsp;&nbsp;&nbsp; 5.79%, 02/25/36, (1-day SOFR + 1.59%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 21126 |
| &nbsp;&nbsp;&nbsp; 6.22%, 05/09/34, (1-day SOFR + 2.98%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 216455 |
| Blackstone Reg Finance Co. LLC, 5.00%, 12/06/34 | &nbsp;&nbsp;&nbsp; 10 | 10078 |
| BNP Paribas SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.87%, 04/19/32, (3-mo. CME Term SOFR + <br> 1.38%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 182985 |
| &nbsp;&nbsp;&nbsp; 3.13%, 01/20/33, (1-day SOFR + 1.56%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 13720 |
| &nbsp;&nbsp;&nbsp; 5.74%, 02/20/35, (1-day SOFR + 1.88%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10592 |
| &nbsp;&nbsp;&nbsp; 5.79%, 01/13/33, (1-day SOFR + 1.62%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15824 |
| &nbsp;&nbsp;&nbsp; 5.89%, 12/05/34, (1-day SOFR + 1.86%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10711 |
| BPCE SA |  |  |
| &nbsp;&nbsp;&nbsp; 5.94%, 05/30/35, (1-day SOFR + 1.85%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 263833 |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/19/34, (1-day SOFR + 2.59%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 11234 |
| CaixaBank SA |  |  |
| &nbsp;&nbsp;&nbsp; 5.58%, 07/03/36, (1-day SOFR + 1.79%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5183 |
| &nbsp;&nbsp;&nbsp; 6.04%, 06/15/35, (1-day SOFR + 2.76%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10724 |
| Canadian Imperial Bank of Commerce |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/07/32 | &nbsp;&nbsp;&nbsp; 16 | 15288 |
| &nbsp;&nbsp;&nbsp; 6.09%, 10/03/33 | &nbsp;&nbsp;&nbsp; 25 | 27332 |
| Citibank N.A., 5.57%, 04/30/34 | &nbsp;&nbsp;&nbsp; 50 | 53259 |
| Citigroup Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.52%, 11/03/32, (1-day SOFR + 1.18%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 44891 |
| &nbsp;&nbsp;&nbsp; 2.56%, 05/01/32, (1-day SOFR + 1.17%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 110 | 100187 |
| &nbsp;&nbsp;&nbsp; 3.06%, 01/25/33, (1-day SOFR + 1.35%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 60 | 55203 |
| &nbsp;&nbsp;&nbsp; 3.79%, 03/17/33, (1-day SOFR + 1.94%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 90 | 86132 |
| &nbsp;&nbsp;&nbsp; 4.91%, 05/24/33, (1-day SOFR + 2.09%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 45 | 45828 |
| &nbsp;&nbsp;&nbsp; 5.17%, 09/11/36, (1-day SOFR + 1.49%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 70 | 71460 |
| &nbsp;&nbsp;&nbsp; 5.33%, 03/27/36, (1-day SOFR + 1.47%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 65 | 67118 |
| &nbsp;&nbsp;&nbsp; 5.41%, 09/19/39, (5-year CMT + 1.73%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10103 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/11/35, (1-day SOFR + 1.45%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 65 | 67828 |
| &nbsp;&nbsp;&nbsp; 5.83%, 02/13/35, (1-day SOFR + 2.06%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 45 | 47024 |
| &nbsp;&nbsp;&nbsp; 6.02%, 01/24/36, (1-day SOFR + 1.83%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 55 | 57990 |
| &nbsp;&nbsp;&nbsp; 6.17%, 05/25/34, (1-day SOFR + 2.66%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 70 | 74846 |
| &nbsp;&nbsp;&nbsp; 6.27%, 11/17/33, (1-day SOFR + 2.34%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 60 | 65743 |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/15/32 | &nbsp;&nbsp;&nbsp; 30 | 33391 |
| Citizens Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.64%, 05/21/37, (5-year CMT + 2.75%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20357 |
| &nbsp;&nbsp;&nbsp; 5.72%, 07/23/32, (1-day SOFR + 1.91%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5248 |
| &nbsp;&nbsp;&nbsp; 6.65%, 04/25/35, (1-day SOFR + 2.33%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 16519 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Commonwealth Bank of Australia |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 09/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $20 | $17799 |
| &nbsp;&nbsp;&nbsp; 2.69%, 03/11/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9124 |
| &nbsp;&nbsp;&nbsp; 5.84%, 03/13/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15892 |
| Credit Agricole SA |  |  |
| &nbsp;&nbsp;&nbsp; 5.37%, 03/11/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5267 |
| &nbsp;&nbsp;&nbsp; 5.86%, 01/09/36, (1-day SOFR + 1.74%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 21237 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/10/35, (1-day SOFR + 2.67%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10642 |
| Deutsche Bank AG/New York NY |  |  |
| &nbsp;&nbsp;&nbsp; 3.73%, 01/14/32, (1-day SOFR + 2.76%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9479 |
| &nbsp;&nbsp;&nbsp; 3.74%, 01/07/33, (1-day SOFR + 2.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 23332 |
| Dresdner Funding Trust I, 8.15%, 06/30/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 22054 |
| Fifth Third Bancorp |  |  |
| &nbsp;&nbsp;&nbsp; 4.34%, 04/25/33, (1-day SOFR + 1.66%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 14688 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/29/32, (1-day SOFR + 1.84%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 26273 |
| Freedom Mortgage Corp., 12.25%, 10/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 8 | 8875 |
| Goldman Sachs Capital I, 6.35%, 02/15/34 | &nbsp;&nbsp;&nbsp; 20 | 21343 |
| Goldman Sachs Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.99%, 01/27/32, (1-day SOFR + 1.09%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 22268 |
| &nbsp;&nbsp;&nbsp; 2.38%, 07/21/32, (1-day SOFR + 1.25%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 44948 |
| &nbsp;&nbsp;&nbsp; 2.62%, 04/22/32, (1-day SOFR + 1.28%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 85 | 77770 |
| &nbsp;&nbsp;&nbsp; 2.65%, 10/21/32, (1-day SOFR + 1.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 65 | 58857 |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/24/33, (1-day SOFR + 1.41%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 80 | 74025 |
| &nbsp;&nbsp;&nbsp; 4.94%, 10/21/36, (1-day SOFR + 1.33%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 75324 |
| &nbsp;&nbsp;&nbsp; 5.02%, 10/23/35, (1-day SOFR + 1.42%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 110 | 111688 |
| &nbsp;&nbsp;&nbsp; 5.33%, 07/23/35, (1-day SOFR + 1.55%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 51904 |
| &nbsp;&nbsp;&nbsp; 5.54%, 01/28/36, (1-day SOFR + 1.38%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 65 | 68167 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/25/35, (1-day SOFR + 1.55%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 53688 |
| &nbsp;&nbsp;&nbsp; 6.13%, 02/15/33 | &nbsp;&nbsp;&nbsp; 70 | 77142 |
| &nbsp;&nbsp;&nbsp; 6.56%, 10/24/34, (1-day SOFR + 1.95%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 84350 |
| HSBC Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/24/32, (1-day SOFR + 1.19%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 183230 |
| &nbsp;&nbsp;&nbsp; 2.87%, 11/22/32, (1-day SOFR + 1.41%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 18205 |
| &nbsp;&nbsp;&nbsp; 4.76%, 03/29/33, (1-day SOFR + 2.53%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199476 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/03/36, (1-day SOFR + 1.56%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 31164 |
| &nbsp;&nbsp;&nbsp; 5.79%, 05/13/36, (1-day SOFR + 1.88%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 21242 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/09/34, (1-day SOFR + 2.39%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 218800 |
| &nbsp;&nbsp;&nbsp; 8.11%, 11/03/33, (1-day SOFR + 4.25%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 11777 |
| Huntington Bancshares Inc./Ohio |  |  |
| &nbsp;&nbsp;&nbsp; 2.49%, 08/15/36, (5-year CMT + 1.17%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 12986 |
| &nbsp;&nbsp;&nbsp; 5.02%, 05/17/33, (1-day SOFR + 2.05%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20221 |
| &nbsp;&nbsp;&nbsp; 5.71%, 02/02/35, (1-day SOFR Index + 1.87%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 40 | 42069 |
| &nbsp;&nbsp;&nbsp; 6.14%, 11/18/39, (5-year CMT + 1.70%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5203 |
| ING Groep NV |  |  |
| &nbsp;&nbsp;&nbsp; 2.73%, 04/01/32, (1-day SOFR + 1.32%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 184710 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/19/35, (1-day SOFR + 1.77%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5233 |
| Intesa Sanpaolo SpA |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/01/32, (1-year CMT + 2.60%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9539 |
| &nbsp;&nbsp;&nbsp; 7.20%, 11/28/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 34435 |
| &nbsp;&nbsp;&nbsp; 8.25%, 11/21/33, (1-year CMT + 4.40%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 17780 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 02/04/32, (1-day SOFR + 1.07%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 55 | 49045 |
| &nbsp;&nbsp;&nbsp; 2.55%, 11/08/32, (1-day SOFR + 1.18%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 60 | 54279 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.58%, 04/22/32, (3-mo. CME Term SOFR + <br> 1.25%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 70 | 64303 |
| &nbsp;&nbsp;&nbsp; 2.96%, 01/25/33, (1-day SOFR + 1.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 65 | 59945 |
| &nbsp;&nbsp;&nbsp; 4.59%, 04/26/33, (1-day SOFR + 1.80%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 50444 |
| &nbsp;&nbsp;&nbsp; 4.81%, 10/22/36, (1-day SOFR + 1.19%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 95 | 95558 |
| &nbsp;&nbsp;&nbsp; 4.91%, 07/25/33, (1-day SOFR + 2.08%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 80 | 82167 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/22/35, (1-day SOFR + 1.34%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 70 | 71329 |
| &nbsp;&nbsp;&nbsp; 5.29%, 07/22/35, (1-day SOFR + 1.46%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 110 | 114715 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 5.34%, 01/23/35, (1-day SOFR + 1.62%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $75 | $78489 |
| &nbsp;&nbsp;&nbsp; 5.35%, 06/01/34, (1-day SOFR + 1.85%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 85 | 89220 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/24/36, (1-day SOFR + 1.32%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 70 | 73929 |
| &nbsp;&nbsp;&nbsp; 5.57%, 04/22/36, (1-day SOFR + 1.68%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 90 | 95668 |
| &nbsp;&nbsp;&nbsp; 5.58%, 07/23/36, (1-day SOFR + 1.64%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 65 | 68029 |
| &nbsp;&nbsp;&nbsp; 5.72%, 09/14/33, (1-day SOFR + 2.58%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 53382 |
| &nbsp;&nbsp;&nbsp; 5.77%, 04/22/35, (1-day SOFR + 1.49%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 60 | 64575 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/23/34, (1-day SOFR + 1.81%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 55 | 60947 |
| KeyCorp |  |  |
| &nbsp;&nbsp;&nbsp; 4.79%, 06/01/33, (1-day SOFR Index + 2.06%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10006 |
| &nbsp;&nbsp;&nbsp; 6.40%, 03/06/35, (1-day SOFR Index + 2.42%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10897 |
| KKR Group Finance Co. XII LLC, 4.85%, 05/17/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20110 |
| Kreditanstalt fuer Wiederaufbau |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/15/33 | &nbsp;&nbsp;&nbsp; 65 | 65993 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/28/34 | &nbsp;&nbsp;&nbsp; 50 | 51517 |
| Landwirtschaftliche Rentenbank, 4.13%, 02/06/31<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 35 | 35631 |
| Lloyds Banking Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.98%, 08/11/33, (1-year CMT + 2.30%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20420 |
| &nbsp;&nbsp;&nbsp; 5.59%, 11/26/35, (1-year CMT + 1.20%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15733 |
| &nbsp;&nbsp;&nbsp; 5.68%, 01/05/35, (1-year CMT + 1.75%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10584 |
| &nbsp;&nbsp;&nbsp; 7.95%, 11/15/33, (1-year CMT + 3.75%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 17543 |
| M&T Bank Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 01/27/34, (1-day SOFR + 1.85%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15136 |
| &nbsp;&nbsp;&nbsp; 5.39%, 01/16/36, (1-day SOFR + 1.61%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 30586 |
| &nbsp;&nbsp;&nbsp; 6.08%, 03/13/32, (1-day SOFR + 2.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 35 | 37240 |
| &nbsp;&nbsp;&nbsp; Macquarie Bank Ltd., 3.05%, 03/03/36, (5-year CMT + <br> 1.70%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 9128 |
| Macquarie Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.69%, 06/23/32, (1-day SOFR + 1.44%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9113 |
| &nbsp;&nbsp;&nbsp; 2.87%, 01/14/33, (1-day SOFR + 1.53%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 33 | 29989 |
| &nbsp;&nbsp;&nbsp; 4.44%, 06/21/33, (1-day SOFR + 2.40%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 33 | 32658 |
| &nbsp;&nbsp;&nbsp; 5.49%, 11/09/33, (1-day SOFR + 2.86%)<sup>(a)(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 30 | 31475 |
| &nbsp;&nbsp;&nbsp; 5.89%, 06/15/34, (1-day SOFR + 2.38%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 26775 |
| Mitsubishi UFJ Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/20/33, (1-year CMT + 2.13%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10338 |
| &nbsp;&nbsp;&nbsp; 5.43%, 04/17/35, (1-year CMT + 1.00%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 209388 |
| &nbsp;&nbsp;&nbsp; 5.62%, 04/24/36, (1-year CMT + 1.27%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5292 |
| Mizuho Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.56%, 09/13/31 | &nbsp;&nbsp;&nbsp; 45 | 40343 |
| &nbsp;&nbsp;&nbsp; 5.67%, 09/13/33, (1-year CMT + 2.40%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 95 | 101054 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp; 1.79%, 02/13/32, (1-day SOFR + 1.03%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 54 | 47564 |
| &nbsp;&nbsp;&nbsp; 1.93%, 04/28/32, (1-day SOFR + 1.02%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 44021 |
| &nbsp;&nbsp;&nbsp; 2.24%, 07/21/32, (1-day SOFR + 1.18%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 135 | 120435 |
| &nbsp;&nbsp;&nbsp; 2.48%, 09/16/36, (1-day SOFR + 1.36%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 65 | 57264 |
| &nbsp;&nbsp;&nbsp; 2.51%, 10/20/32, (1-day SOFR + 1.20%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 70 | 63063 |
| &nbsp;&nbsp;&nbsp; 2.94%, 01/21/33, (1-day SOFR + 1.29%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 55 | 50477 |
| &nbsp;&nbsp;&nbsp; 4.89%, 07/20/33, (1-day SOFR + 2.08%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25599 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/21/34, (1-day SOFR + 1.87%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 65 | 67484 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/20/37, (1-day SOFR + 2.62%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5123 |
| &nbsp;&nbsp;&nbsp; 5.32%, 07/19/35, (1-day SOFR + 1.56%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 60 | 62344 |
| &nbsp;&nbsp;&nbsp; 5.42%, 07/21/34, (1-day SOFR + 1.88%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 78679 |
| &nbsp;&nbsp;&nbsp; 5.47%, 01/18/35, (1-day SOFR + 1.73%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 52379 |
| &nbsp;&nbsp;&nbsp; 5.59%, 01/18/36, (1-day SOFR + 1.42%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 70 | 73916 |
| &nbsp;&nbsp;&nbsp; 5.66%, 04/17/36, (1-day SOFR + 1.76%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 60 | 63706 |
| &nbsp;&nbsp;&nbsp; 5.83%, 04/19/35, (1-day SOFR + 1.58%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 55 | 59006 |
| &nbsp;&nbsp;&nbsp; 5.94%, 02/07/39, (5-year CMT + 1.80%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 35 | 36916 |
| &nbsp;&nbsp;&nbsp; 5.95%, 01/19/38, (5-year CMT + 2.43%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 35 | 37015 |
| &nbsp;&nbsp;&nbsp; 6.34%, 10/18/33, (1-day SOFR + 2.56%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 45 | 49717 |
| &nbsp;&nbsp;&nbsp; 6.63%, 11/01/34, (1-day SOFR + 2.05%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 35 | 39357 |
| &nbsp;&nbsp;&nbsp; 7.25%, 04/01/32 | &nbsp;&nbsp;&nbsp; 80 | 92807 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series I, 4.89%, 10/22/36, (1-day SOFR + <br> 1.31%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; $75 | $75265 |
| &nbsp;&nbsp;&nbsp; National Australia Bank Ltd., 5.90%, 01/14/36, (1-year <br> CMT + 1.30%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 20 | 21179 |
| &nbsp;&nbsp;&nbsp; NatWest Group PLC, 6.02%, 03/02/34, (1-year CMT + <br> 2.10%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 100 | 107934 |
| Norinchukin Bank (The), 2.08%, 09/22/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 13125 |
| PNC Financial Services Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.31%, 04/23/32, (1-day SOFR + 0.98%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9024 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/06/33, (1-day SOFR Index + 1.85%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7 | 6960 |
| &nbsp;&nbsp;&nbsp; 4.81%, 10/21/32, (1-day SOFR + 1.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25522 |
| &nbsp;&nbsp;&nbsp; 5.07%, 01/24/34, (1-day SOFR + 1.93%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25666 |
| &nbsp;&nbsp;&nbsp; 5.37%, 07/21/36, (1-day SOFR + 1.42%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 40 | 41458 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/23/35, (1-day SOFR + 1.60%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20828 |
| &nbsp;&nbsp;&nbsp; 5.58%, 01/29/36, (1-day SOFR + 1.39%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 45 | 47278 |
| &nbsp;&nbsp;&nbsp; 5.68%, 01/22/35, (1-day SOFR + 1.90%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15874 |
| &nbsp;&nbsp;&nbsp; 5.94%, 08/18/34, (1-day SOFR + 1.95%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 40 | 43169 |
| &nbsp;&nbsp;&nbsp; 6.04%, 10/28/33, (1-day SOFR Index + 2.14%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 45 | 48717 |
| &nbsp;&nbsp;&nbsp; 6.88%, 10/20/34, (1-day SOFR + 2.28%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 34088 |
| &nbsp;&nbsp;&nbsp; Regions Financial Corp., 5.50%, 09/06/35, (1-day <br> SOFR +2.06%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 10328 |
| Royal Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/03/31 | &nbsp;&nbsp;&nbsp; 45 | 40571 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/01/33 | &nbsp;&nbsp;&nbsp; 70 | 72384 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/02/33 | &nbsp;&nbsp;&nbsp; 55 | 56853 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/01/34 | &nbsp;&nbsp;&nbsp; 40 | 42019 |
| &nbsp;&nbsp;&nbsp; Santander Holdings USA Inc., 6.34%, 05/31/35, <br> (1-day SOFR + 2.14%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 15 | 16103 |
| Societe Generale SA |  |  |
| &nbsp;&nbsp;&nbsp; 5.44%, 10/03/36, (1-day SOFR + 1.73%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5050 |
| &nbsp;&nbsp;&nbsp; 6.69%, 01/10/34, (1-year CMT + 2.95%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 218796 |
| Standard Chartered PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.27%, 02/18/36, (5-year CMT + 2.30%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 13943 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/12/36, (1-year CMT + 1.20%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5126 |
| &nbsp;&nbsp;&nbsp; 5.91%, 05/14/35, (1-year CMT + 1.45%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 31920 |
| &nbsp;&nbsp;&nbsp; 6.10%, 01/11/35, (1-year CMT + 2.10%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10780 |
| State Street Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/03/31 | &nbsp;&nbsp;&nbsp; 25 | 22500 |
| &nbsp;&nbsp;&nbsp; 2.62%, 02/07/33, (1-day SOFR + 1.00%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 40 | 36247 |
| &nbsp;&nbsp;&nbsp; 4.16%, 08/04/33, (1-day SOFR + 1.73%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 14751 |
| &nbsp;&nbsp;&nbsp; 4.42%, 05/13/33, (1-day SOFR + 1.61%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5003 |
| &nbsp;&nbsp;&nbsp; 4.68%, 10/22/32, (1-day SOFR + 1.05%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 35 | 35735 |
| &nbsp;&nbsp;&nbsp; 4.78%, 10/23/36, (1-day SOFR + 1.22%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25071 |
| &nbsp;&nbsp;&nbsp; 4.82%, 01/26/34, (1-day SOFR + 1.57%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25455 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/28/36, (1-day SOFR + 1.22%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10305 |
| &nbsp;&nbsp;&nbsp; 5.16%, 05/18/34, (1-day SOFR + 1.89%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15608 |
| Sumitomo Mitsui Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/08/36, (1-day SOFR + 1.50%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206425 |
| &nbsp;&nbsp;&nbsp; 5.56%, 07/09/34 | &nbsp;&nbsp;&nbsp; 25 | 26515 |
| &nbsp;&nbsp;&nbsp; 5.77%, 01/13/33 | &nbsp;&nbsp;&nbsp; 15 | 16077 |
| Sumitomo Mitsui Trust Bank Ltd., 5.05%, 03/13/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10218 |
| Toronto-Dominion Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/10/31 | &nbsp;&nbsp;&nbsp; 20 | 17910 |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/12/32 | &nbsp;&nbsp;&nbsp; 40 | 35829 |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/10/32 | &nbsp;&nbsp;&nbsp; 45 | 42084 |
| &nbsp;&nbsp;&nbsp; 4.46%, 06/08/32 | &nbsp;&nbsp;&nbsp; 55 | 55145 |
| &nbsp;&nbsp;&nbsp; 4.93%, 10/15/35 | &nbsp;&nbsp;&nbsp; 55 | 55626 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/30/32 | &nbsp;&nbsp;&nbsp; 25 | 26230 |
| Truist Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.92%, 07/28/33, (1-day SOFR + 2.24%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25056 |
| &nbsp;&nbsp;&nbsp; 4.96%, 10/23/36, (1-day SOFR + 1.40%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 29863 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 5.12%, 01/26/34, (1-day SOFR + 1.85%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $35 | $35726 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/05/32, (1-day SOFR + 1.57%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20657 |
| &nbsp;&nbsp;&nbsp; 5.71%, 01/24/35, (1-day SOFR + 1.92%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 40 | 42278 |
| &nbsp;&nbsp;&nbsp; 5.87%, 06/08/34, (1-day SOFR + 2.36%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 40 | 42641 |
| &nbsp;&nbsp;&nbsp; 6.12%, 10/28/33, (1-day SOFR + 2.30%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 21631 |
| U.S. Bancorp |  |  |
| &nbsp;&nbsp;&nbsp; 2.49%, 11/03/36, (5-year CMT + 0.95%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 26174 |
| &nbsp;&nbsp;&nbsp; 2.68%, 01/27/33, (1-day SOFR + 1.02%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 13547 |
| &nbsp;&nbsp;&nbsp; 4.84%, 02/01/34, (1-day SOFR + 1.60%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 30385 |
| &nbsp;&nbsp;&nbsp; 4.97%, 07/22/33, (1-day SOFR + 2.11%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25221 |
| &nbsp;&nbsp;&nbsp; 5.42%, 02/12/36, (1-day SOFR + 1.41%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 26148 |
| &nbsp;&nbsp;&nbsp; 5.68%, 01/23/35, (1-day SOFR + 1.86%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 40 | 42498 |
| &nbsp;&nbsp;&nbsp; 5.84%, 06/12/34, (1-day SOFR + 2.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 35 | 37565 |
| &nbsp;&nbsp;&nbsp; 5.85%, 10/21/33, (1-day SOFR + 2.09%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 32163 |
| UBS Group AG |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 02/11/32, (1-year CMT + 1.00%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 177965 |
| &nbsp;&nbsp;&nbsp; 4.99%, 08/05/33, (1-year CMT + 2.40%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203810 |
| &nbsp;&nbsp;&nbsp; 5.58%, 05/09/36, (1-day SOFR + 1.76%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10483 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/08/35, (1-year CMT + 1.77%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10597 |
| &nbsp;&nbsp;&nbsp; 6.54%, 08/12/33, (1-day SOFR + 3.92%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 11095 |
| &nbsp;&nbsp;&nbsp; UniCredit SpA, 3.13%, 06/03/32, (1-year CMT + <br> 1.55%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 9299 |
| Walker & Dunlop Inc., 6.63%, 04/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10296 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/02/33, (1-day SOFR + 1.50%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 70482 |
| &nbsp;&nbsp;&nbsp; 4.89%, 09/15/36, (1-day SOFR + 1.34%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 50453 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/25/33, (1-day SOFR + 2.10%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 76690 |
| &nbsp;&nbsp;&nbsp; 5.21%, 12/03/35, (1-day SOFR + 1.38%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 60 | 61951 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/07/35 | &nbsp;&nbsp;&nbsp; 55 | 58540 |
| &nbsp;&nbsp;&nbsp; 5.39%, 04/24/34, (1-day SOFR + 2.02%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 90 | 94336 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/23/35, (1-day SOFR + 1.78%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 78908 |
| &nbsp;&nbsp;&nbsp; 5.56%, 07/25/34, (1-day SOFR + 1.99%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 85 | 89901 |
| &nbsp;&nbsp;&nbsp; 5.61%, 04/23/36, (1-day SOFR + 1.74%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 70 | 74163 |
| &nbsp;&nbsp;&nbsp; 6.49%, 10/23/34, (1-day SOFR + 2.06%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 83863 |
| Westpac Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 06/03/31 | &nbsp;&nbsp;&nbsp; 85 | 77264 |
| &nbsp;&nbsp;&nbsp; 3.02%, 11/18/36, (5-year CMT + 1.53%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 22620 |
| &nbsp;&nbsp;&nbsp; 5.62%, 11/20/35, (1-year CMT + 1.20%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 55 | 57132 |
|  |  | 12818488 |
| **Beverages — 0.2%** | **Beverages — 0.2%** | **Beverages — 0.2%** |
| Anheuser-Busch InBev Worldwide Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/34 | &nbsp;&nbsp;&nbsp; 25 | 25992 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/15/35 | &nbsp;&nbsp;&nbsp; 25 | 27563 |
| Coca-Cola Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 03/15/31 | &nbsp;&nbsp;&nbsp; 40 | 35134 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/05/32 | &nbsp;&nbsp;&nbsp; 45 | 40847 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/14/34 | &nbsp;&nbsp;&nbsp; 25 | 25687 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/13/34 | &nbsp;&nbsp;&nbsp; 10 | 10495 |
| Coca-Cola Femsa SAB de CV, 5.10%, 05/06/35 | &nbsp;&nbsp;&nbsp; 5 | 5076 |
| Constellation Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 08/01/31 | &nbsp;&nbsp;&nbsp; 15 | 13303 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/01/33 | &nbsp;&nbsp;&nbsp; 25 | 25187 |
| Diageo Investment Corp., 7.45%, 04/15/35 | &nbsp;&nbsp;&nbsp; 5 | 6053 |
| Keurig Dr Pepper Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 04/15/32 | &nbsp;&nbsp;&nbsp; 15 | 14442 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/35 | &nbsp;&nbsp;&nbsp; 20 | 20119 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/15/34 | &nbsp;&nbsp;&nbsp; 30 | 30607 |
| PepsiCo Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 10/21/31 | &nbsp;&nbsp;&nbsp; 40 | 35569 |
| &nbsp;&nbsp;&nbsp; 3.90%, 07/18/32 | &nbsp;&nbsp;&nbsp; 25 | 24693 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/15/33 | &nbsp;&nbsp;&nbsp; 10 | 10208 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Beverages (continued)** | **Beverages (continued)** | **Beverages (continued)** |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/07/35 | &nbsp;&nbsp;&nbsp; $25 | $25835 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/23/35 | &nbsp;&nbsp;&nbsp; 15 | 15477 |
| &nbsp;&nbsp;&nbsp; Pepsico Singapore Financing I Pte Ltd., 4.70%, <br> 02/16/34<br>| &nbsp;&nbsp;&nbsp; 35 | 35422 |
| &nbsp;&nbsp;&nbsp; Pernod Ricard International Finance LLC, 1.63%, <br> 04/01/31<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 8691 |
|  |  | 436400 |
| **Biotechnology — 0.1%** | **Biotechnology — 0.1%** | **Biotechnology — 0.1%** |
| Amgen Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/15/32 | &nbsp;&nbsp;&nbsp; 75 | 65488 |
| &nbsp;&nbsp;&nbsp; 3.35%, 02/22/32 | &nbsp;&nbsp;&nbsp; 35 | 33094 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/02/33 | &nbsp;&nbsp;&nbsp; 90 | 93837 |
| Biogen Inc., 5.75%, 05/15/35 | &nbsp;&nbsp;&nbsp; 25 | 26589 |
| Bio-Rad Laboratories Inc., 3.70%, 03/15/32 | &nbsp;&nbsp;&nbsp; 25 | 23591 |
| CSL Finance PLC, 4.25%, 04/27/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 29640 |
| Gilead Sciences Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 09/01/35 | &nbsp;&nbsp;&nbsp; 25 | 24949 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/15/35 | &nbsp;&nbsp;&nbsp; 25 | 25869 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/15/33 | &nbsp;&nbsp;&nbsp; 10 | 10550 |
| Royalty Pharma PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 09/02/31 | &nbsp;&nbsp;&nbsp; 25 | 21951 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/25/35 | &nbsp;&nbsp;&nbsp; 25 | 25285 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/02/34 | &nbsp;&nbsp;&nbsp; 5 | 5142 |
|  |  | 385985 |
| **Building Materials — 0.3%** | **Building Materials — 0.3%** | **Building Materials — 0.3%** |
| &nbsp;&nbsp;&nbsp; AmeriTex HoldCo Intermediate LLC, 7.63%, <br> 08/15/33<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 15 | 15792 |
| Amrize Finance U.S. LLC, 5.40%, 04/07/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20736 |
| Builders FirstSource Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 27 | 25691 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10406 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20797 |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/15/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10562 |
| Carlisle Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/01/32 | &nbsp;&nbsp;&nbsp; 5 | 4364 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/15/35 | &nbsp;&nbsp;&nbsp; 20 | 20443 |
| Carrier Global Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/15/31 | &nbsp;&nbsp;&nbsp; 35 | 32413 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/15/34 | &nbsp;&nbsp;&nbsp; 10 | 10798 |
| Eagle Materials Inc., 2.50%, 07/01/31 | &nbsp;&nbsp;&nbsp; 10 | 9090 |
| EMRLD Borrower LP/Emerald Co-Issuer Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 12/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 51825 |
| &nbsp;&nbsp;&nbsp; 6.75%, 07/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10475 |
| Fortune Brands Innovations Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/25/32 | &nbsp;&nbsp;&nbsp; 10 | 9598 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/01/33 | &nbsp;&nbsp;&nbsp; 26 | 27590 |
| Jeld-Wen Inc., 7.00%, 09/01/32<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 5 | 3396 |
| &nbsp;&nbsp;&nbsp; Johnson Controls International PLC/Tyco Fire & <br> Security Finance SCA<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/16/31 | &nbsp;&nbsp;&nbsp; 35 | 30872 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/01/32 | &nbsp;&nbsp;&nbsp; 5 | 5121 |
| Knife River Corp., 7.75%, 05/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5255 |
| Martin Marietta Materials Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 07/15/31 | &nbsp;&nbsp;&nbsp; 10 | 9036 |
| &nbsp;&nbsp;&nbsp; 5.15%, 12/01/34 | &nbsp;&nbsp;&nbsp; 15 | 15405 |
| Masco Corp., 2.00%, 02/15/31 | &nbsp;&nbsp;&nbsp; 25 | 22185 |
| Masterbrand Inc., 7.00%, 07/15/32<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15488 |
| &nbsp;&nbsp;&nbsp; Miter Brands Acquisition Holdco Inc./MIWD <br> Borrower LLC, 6.75%, 04/01/32<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 15 | 15351 |
| Owens Corning, 5.70%, 06/15/34<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 20 | 21114 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Building Materials (continued)** | **Building Materials (continued)** | **Building Materials (continued)** |
| Quikrete Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $80 | $83162 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20846 |
| Smyrna Ready Mix Concrete LLC, 8.88%, 11/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 21225 |
| Standard Building Solutions Inc., 6.25%, 08/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20525 |
| Standard Industries Inc./New York |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 18 | 16510 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 27 | 26196 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 30965 |
| Trane Technologies Financing Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/13/34 | &nbsp;&nbsp;&nbsp; 20 | 20666 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/03/33 | &nbsp;&nbsp;&nbsp; 5 | 5231 |
| Vulcan Materials Co., 5.35%, 12/01/34 | &nbsp;&nbsp;&nbsp; 15 | 15627 |
| Wilsonart LLC, 11.00%, 08/15/32<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9268 |
|  |  | 694024 |
| **Chemicals — 0.3%** | **Chemicals — 0.3%** | **Chemicals — 0.3%** |
| Air Products and Chemicals Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/03/33 | &nbsp;&nbsp;&nbsp; 25 | 25639 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/08/34 | &nbsp;&nbsp;&nbsp; 20 | 20455 |
| Albemarle Corp., 5.05%, 06/01/32<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5022 |
| Ashland Inc., 3.38%, 09/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 18000 |
| &nbsp;&nbsp;&nbsp; Axalta Coating Systems Dutch Holding B BV, 7.25%, <br> 02/15/31<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 10578 |
| Braskem Netherlands Finance BV, 7.25%, 02/13/33<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 72948 |
| Celanese U.S. Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/15/33<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 15 | 14940 |
| &nbsp;&nbsp;&nbsp; 6.88%, 07/15/32 | &nbsp;&nbsp;&nbsp; 25 | 25511 |
| &nbsp;&nbsp;&nbsp; 7.05%, 11/15/30 | &nbsp;&nbsp;&nbsp; 35 | 36274 |
| &nbsp;&nbsp;&nbsp; 7.20%, 11/15/33 | &nbsp;&nbsp;&nbsp; 20 | 20897 |
| Cerdia Finanz GmbH, 9.38%, 10/03/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15480 |
| CF Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/34 | &nbsp;&nbsp;&nbsp; 15 | 15143 |
| &nbsp;&nbsp;&nbsp; 5.30%, 11/26/35 | &nbsp;&nbsp;&nbsp; 25 | 25186 |
| Chemours Co. (The), 8.00%, 01/15/33<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9729 |
| &nbsp;&nbsp;&nbsp; Consolidated Energy Finance SA, 12.00%, <br> 02/15/31<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 6836 |
| Dow Chemical Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/01/34 | &nbsp;&nbsp;&nbsp; 20 | 18450 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/15/31 | &nbsp;&nbsp;&nbsp; 5 | 4988 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/34<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25010 |
| &nbsp;&nbsp;&nbsp; 6.30%, 03/15/33 | &nbsp;&nbsp;&nbsp; 25 | 26741 |
| Eastman Chemical Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/20/34 | &nbsp;&nbsp;&nbsp; 20 | 20681 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/08/33 | &nbsp;&nbsp;&nbsp; 10 | 10502 |
| Ecolab Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 02/01/32 | &nbsp;&nbsp;&nbsp; 25 | 22125 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/35 | &nbsp;&nbsp;&nbsp; 25 | 25689 |
| EIDP Inc., 4.80%, 05/15/33 | &nbsp;&nbsp;&nbsp; 20 | 20105 |
| FMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 05/18/33<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 15 | 13729 |
| &nbsp;&nbsp;&nbsp; 8.45%, 11/01/55, (5-year CMT + 4.37%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 11606 |
| Huntsman International LLC, 2.95%, 06/15/31 | &nbsp;&nbsp;&nbsp; 10 | 8374 |
| Inversion Escrow Issuer LLC, 6.75%, 08/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 14669 |
| LYB International Finance III LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/34 | &nbsp;&nbsp;&nbsp; 35 | 34928 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/15/33 | &nbsp;&nbsp;&nbsp; 10 | 10170 |
| Methanex U.S. Operations Inc., 6.25%, 03/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10262 |
| Nutrien Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/35 | &nbsp;&nbsp;&nbsp; 10 | 9333 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/21/34 | &nbsp;&nbsp;&nbsp; 10 | 10372 |
| Olin Corp., 6.63%, 04/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 24867 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Chemicals (continued)** | **Chemicals (continued)** | **Chemicals (continued)** |
| Olympus Water U.S. Holding Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 06/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $15 | $15033 |
| &nbsp;&nbsp;&nbsp; Series 144\*, 7.25%, 02/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 34764 |
| RPM International Inc., 2.95%, 01/15/32 | &nbsp;&nbsp;&nbsp; 20 | 18226 |
| Sherwin-Williams Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/15/32 | &nbsp;&nbsp;&nbsp; 20 | 17601 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/01/31 | &nbsp;&nbsp;&nbsp; 15 | 15386 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10249 |
| Solstice Advanced Materials Inc., 5.63%, 09/30/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5031 |
| Westlake Corp., 5.55%, 11/15/35 | &nbsp;&nbsp;&nbsp; 25 | 25150 |
| WR Grace Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 08/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 24834 |
| &nbsp;&nbsp;&nbsp; 7.38%, 03/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5085 |
| YPF SA, 7.00%, 09/30/33<sup>(f)(g)</sup> | &nbsp;&nbsp;&nbsp; 50 | 48478 |
|  |  | 865076 |
| **Commercial Services — 0.5%** | **Commercial Services — 0.5%** | **Commercial Services — 0.5%** |
| ADT Security Corp., 5.88%, 10/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15256 |
| ADT Security Corp. (The), 4.88%, 07/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 14538 |
| Allied Universal Holdco LLC, 7.88%, 02/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 47442 |
| Ashtead Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/30/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5184 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15795 |
| Automatic Data Processing Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/09/34 | &nbsp;&nbsp;&nbsp; 20 | 20040 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/08/32 | &nbsp;&nbsp;&nbsp; 25 | 25688 |
| Avis Budget Car Rental LLC/Avis Budget Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 02/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10235 |
| &nbsp;&nbsp;&nbsp; 8.38%, 06/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20587 |
| Block Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/31<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 18 | 16916 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15419 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/15/32 | &nbsp;&nbsp;&nbsp; 40 | 41823 |
| Boost Newco Borrower LLC, 7.50%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 42540 |
| Brink's Co. (The), 6.75%, 06/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5213 |
| Cimpress PLC, 7.38%, 09/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10222 |
| DP World Crescent Ltd., 5.50%, 05/08/35<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 207230 |
| Equifax Inc., 2.35%, 09/15/31 | &nbsp;&nbsp;&nbsp; 30 | 26734 |
| EquipmentShare.com Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 03/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10204 |
| &nbsp;&nbsp;&nbsp; 8.63%, 05/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10298 |
| ERAC USA Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 35640 |
| &nbsp;&nbsp;&nbsp; 5.20%, 10/30/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10341 |
| Garda World Security Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 8.25%, 08/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25576 |
| &nbsp;&nbsp;&nbsp; 8.38%, 11/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20508 |
| GEO Group Inc. (The), 10.25%, 04/15/31 | &nbsp;&nbsp;&nbsp; 10 | 10970 |
| Global Payments Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 11/15/31 | &nbsp;&nbsp;&nbsp; 15 | 13436 |
| &nbsp;&nbsp;&nbsp; 5.20%, 11/15/32 | &nbsp;&nbsp;&nbsp; 25 | 25094 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/32 | &nbsp;&nbsp;&nbsp; 15 | 15267 |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/15/35 | &nbsp;&nbsp;&nbsp; 25 | 24975 |
| Graham Holdings Co., 5.63%, 12/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15022 |
| GXO Logistics Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 07/15/31 | &nbsp;&nbsp;&nbsp; 20 | 17896 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/06/34 | &nbsp;&nbsp;&nbsp; 10 | 10765 |
| Herc Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 26273 |
| &nbsp;&nbsp;&nbsp; 7.25%, 06/15/33<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 25 | 26452 |
| ION Platform Finance U.S. Inc., 7.88%, 09/30/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 4757 |
| J Paul Getty Trust (The), 4.91%, 04/01/35 | &nbsp;&nbsp;&nbsp; 10 | 10310 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Commercial Services (continued)** | **Commercial Services (continued)** | **Commercial Services (continued)** |
| Moody's Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/08/32 | &nbsp;&nbsp;&nbsp; $25 | $24740 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/05/34 | &nbsp;&nbsp;&nbsp; 10 | 10267 |
| PayPal Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/01/32 | &nbsp;&nbsp;&nbsp; 30 | 30068 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/01/34 | &nbsp;&nbsp;&nbsp; 20 | 20633 |
| &nbsp;&nbsp;&nbsp; President and Fellows of Harvard College, 4.61%, <br> 02/15/35<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 15 | 15296 |
| Quanta Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.35%, 01/15/32 | &nbsp;&nbsp;&nbsp; 25 | 22128 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/31 | &nbsp;&nbsp;&nbsp; 5 | 5018 |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/09/35 | &nbsp;&nbsp;&nbsp; 25 | 25339 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/09/34 | &nbsp;&nbsp;&nbsp; 15 | 15526 |
| Raven Acquisition Holdings LLC, 6.88%, 11/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25791 |
| RELX Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/20/32 | &nbsp;&nbsp;&nbsp; 5 | 5108 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/27/35 | &nbsp;&nbsp;&nbsp; 15 | 15592 |
| Rollins Inc., 5.25%, 02/24/35 | &nbsp;&nbsp;&nbsp; 10 | 10243 |
| &nbsp;&nbsp;&nbsp; RRD Parent Inc., 10.00%, 10/15/31, (10.00% <br> PIK)<sup>(b)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 8 | 13946 |
| S&P Global Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/01/32 | &nbsp;&nbsp;&nbsp; 45 | 41674 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/15/33 | &nbsp;&nbsp;&nbsp; 5 | 5285 |
| Service Corp. International/U.S. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/30 | &nbsp;&nbsp;&nbsp; 20 | 18747 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/15/31 | &nbsp;&nbsp;&nbsp; 10 | 9547 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/15/32 | &nbsp;&nbsp;&nbsp; 15 | 15337 |
| &nbsp;&nbsp;&nbsp; Shift4 Payments LLC/Shift4 Payments Finance <br> Sub Inc., 6.75%, 08/15/32<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 20 | 20812 |
| Transurban Finance Co. Pty. Ltd., 2.45%, 03/16/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 18264 |
| TriNet Group Inc., 7.13%, 08/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5176 |
| Triton Container International Ltd., 3.15%, 06/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 22605 |
| &nbsp;&nbsp;&nbsp; Triton Container International Ltd./TAL International <br> Container Corp., 3.25%, 03/15/32<br>| &nbsp;&nbsp;&nbsp; 10 | 9033 |
| United Rentals North America Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/15/32 | &nbsp;&nbsp;&nbsp; 11 | 10331 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/15/31 | &nbsp;&nbsp;&nbsp; 33 | 31561 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/15/30 | &nbsp;&nbsp;&nbsp; 10 | 9660 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 40152 |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20920 |
| Valvoline Inc., 3.63%, 06/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9220 |
| Verisk Analytics Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/05/34 | &nbsp;&nbsp;&nbsp; 25 | 25767 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/35 | &nbsp;&nbsp;&nbsp; 15 | 15346 |
| Veritiv Operating Co., 10.50%, 11/30/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 16144 |
| Wand NewCo 3 Inc., 7.63%, 01/30/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 21084 |
| WEX Inc., 6.50%, 03/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15291 |
| Williams Scotsman Inc., 7.38%, 10/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10439 |
|  |  | 1486736 |
| **Computers — 0.3%** | **Computers — 0.3%** | **Computers — 0.3%** |
| Accenture Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/04/31 | &nbsp;&nbsp;&nbsp; 80 | 80218 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/04/34 | &nbsp;&nbsp;&nbsp; 30 | 29779 |
| Amentum Holdings Inc., 7.25%, 08/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15752 |
| Apple Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 08/05/31 | &nbsp;&nbsp;&nbsp; 25 | 22258 |
| &nbsp;&nbsp;&nbsp; 3.35%, 08/08/32 | &nbsp;&nbsp;&nbsp; 30 | 28884 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/10/33 | &nbsp;&nbsp;&nbsp; 20 | 20387 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/12/32 | &nbsp;&nbsp;&nbsp; 25 | 25660 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/12/35 | &nbsp;&nbsp;&nbsp; 25 | 25799 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Computers (continued)** | **Computers (continued)** | **Computers (continued)** |
| Booz Allen Hamilton Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/04/33 | &nbsp;&nbsp;&nbsp; $10 | $10522 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/15/35<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10406 |
| CACI International Inc., 6.38%, 06/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10426 |
| CGI Inc., 2.30%, 09/14/31 | &nbsp;&nbsp;&nbsp; 10 | 8896 |
| Dell International LLC/EMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/31 | &nbsp;&nbsp;&nbsp; 25 | 24985 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/06/32 | &nbsp;&nbsp;&nbsp; 30 | 30073 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/01/35 | &nbsp;&nbsp;&nbsp; 25 | 24769 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/15/36 | &nbsp;&nbsp;&nbsp; 25 | 24985 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/32 | &nbsp;&nbsp;&nbsp; 35 | 36183 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/15/34 | &nbsp;&nbsp;&nbsp; 20 | 20649 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/35 | &nbsp;&nbsp;&nbsp; 25 | 25942 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/01/33 | &nbsp;&nbsp;&nbsp; 20 | 21161 |
| Fortinet Inc., 2.20%, 03/15/31 | &nbsp;&nbsp;&nbsp; 5 | 4489 |
| Fortress Intermediate 3 Inc., 7.50%, 06/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15678 |
| Hewlett Packard Enterprise Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/15/31 | &nbsp;&nbsp;&nbsp; 30 | 30361 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/15/34 | &nbsp;&nbsp;&nbsp; 45 | 44801 |
| HP Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/17/31 | &nbsp;&nbsp;&nbsp; 75 | 67863 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/33 | &nbsp;&nbsp;&nbsp; 30 | 31135 |
| IBM International Capital Pte Ltd., 4.90%, 02/05/34 | &nbsp;&nbsp;&nbsp; 10 | 10187 |
| Insight Enterprises Inc., 6.63%, 05/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10241 |
| International Business Machines Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.72%, 02/09/32 | &nbsp;&nbsp;&nbsp; 10 | 9117 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/27/32 | &nbsp;&nbsp;&nbsp; 10 | 10037 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/10/32 | &nbsp;&nbsp;&nbsp; 15 | 15516 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/10/35 | &nbsp;&nbsp;&nbsp; 10 | 10354 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/29/32 | &nbsp;&nbsp;&nbsp; 5 | 5443 |
| Kyndryl Holdings Inc., 3.15%, 10/15/31 | &nbsp;&nbsp;&nbsp; 15 | 13661 |
| Leidos Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/15/31 | &nbsp;&nbsp;&nbsp; 15 | 13504 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10464 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/33 | &nbsp;&nbsp;&nbsp; 20 | 21213 |
| NetApp Inc., 5.70%, 03/17/35 | &nbsp;&nbsp;&nbsp; 15 | 15776 |
| &nbsp;&nbsp;&nbsp; Science Applications International Corp., 5.88%, <br> 11/01/33<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 20 | 19942 |
| Seagate Data Storage Technology Pte Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/15/31<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 5 | 4724 |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/01/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10320 |
| &nbsp;&nbsp;&nbsp; 8.50%, 07/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5323 |
| &nbsp;&nbsp;&nbsp; 9.63%, 12/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 12 | 13663 |
| Unisys Corp., 10.63%, 01/15/31<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10126 |
| Western Digital Corp., 3.10%, 02/01/32 | &nbsp;&nbsp;&nbsp; 15 | 13741 |
|  |  | 915413 |
| **Cosmetics & Personal Care — 0.1%** | **Cosmetics & Personal Care — 0.1%** | **Cosmetics & Personal Care — 0.1%** |
| Colgate-Palmolive Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/15/32 | &nbsp;&nbsp;&nbsp; 10 | 9479 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/01/33 | &nbsp;&nbsp;&nbsp; 4 | 4109 |
| Estee Lauder Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/15/33 | &nbsp;&nbsp;&nbsp; 15 | 15118 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/14/34 | &nbsp;&nbsp;&nbsp; 50 | 51081 |
| Kenvue Inc., 4.90%, 03/22/33 | &nbsp;&nbsp;&nbsp; 35 | 35887 |
| Opal Bidco SAS, 6.50%, 03/31/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20614 |
| Perrigo Finance Unlimited Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/15/30 | &nbsp;&nbsp;&nbsp; 10 | 9637 |
| &nbsp;&nbsp;&nbsp; 6.13%, 09/30/32 | &nbsp;&nbsp;&nbsp; 15 | 14670 |
| Prestige Brands Inc., 3.75%, 04/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 7 | 6516 |
| Procter & Gamble Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 04/23/31 | &nbsp;&nbsp;&nbsp; 25 | 22634 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Cosmetics & Personal Care (continued)** | **Cosmetics & Personal Care (continued)** | **Cosmetics & Personal Care (continued)** |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/01/32 | &nbsp;&nbsp;&nbsp; $35 | $32131 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/03/35 | &nbsp;&nbsp;&nbsp; 25 | 24931 |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/29/34 | &nbsp;&nbsp;&nbsp; 10 | 10212 |
| &nbsp;&nbsp;&nbsp; 5.80%, 08/15/34 | &nbsp;&nbsp;&nbsp; 5 | 5514 |
| Unilever Capital Corp., 1.75%, 08/12/31 | &nbsp;&nbsp;&nbsp; 100 | 88434 |
|  |  | 350967 |
| **Distribution & Wholesale — 0.0%** | **Distribution & Wholesale — 0.0%** | **Distribution & Wholesale — 0.0%** |
| Ferguson Finance PLC, 4.65%, 04/20/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5007 |
| LKQ Corp., 6.25%, 06/15/33 | &nbsp;&nbsp;&nbsp; 25 | 26736 |
| Mitsubishi Corp., 4.88%, 09/09/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5034 |
| RB Global Holdings Inc., 7.75%, 03/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10481 |
| Resideo Funding Inc., 6.50%, 07/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10247 |
|  |  | 57505 |
| **Diversified Financial Services — 1.0%** | **Diversified Financial Services — 1.0%** | **Diversified Financial Services — 1.0%** |
| &nbsp;&nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 01/30/32 | &nbsp;&nbsp;&nbsp; 150 | 139086 |
| &nbsp;&nbsp;&nbsp; 3.40%, 10/29/33 | &nbsp;&nbsp;&nbsp; 10 | 9069 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/10/34 | &nbsp;&nbsp;&nbsp; 20 | 19991 |
| Air Lease Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/15/32 | &nbsp;&nbsp;&nbsp; 10 | 8982 |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/01/30 | &nbsp;&nbsp;&nbsp; 80 | 74333 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/15/31 | &nbsp;&nbsp;&nbsp; 5 | 5100 |
| Ally Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.55%, 07/31/33, (1-day SOFR + 1.78%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10072 |
| &nbsp;&nbsp;&nbsp; 6.18%, 07/26/35, (1-day SOFR + 2.29%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10353 |
| &nbsp;&nbsp;&nbsp; 6.65%, 01/17/40, (5-year CMT + 2.45%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10052 |
| &nbsp;&nbsp;&nbsp; 6.70%, 02/14/33 | &nbsp;&nbsp;&nbsp; 10 | 10470 |
| 8.00%, 11/01/31 | &nbsp;&nbsp;&nbsp; 55 | 62662 |
| American Express Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.42%, 08/03/33, (1-day SOFR + 1.76%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 40 | 39879 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/24/36, (1-day SOFR + 1.24%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 49810 |
| &nbsp;&nbsp;&nbsp; 4.92%, 07/20/33, (1-day SOFR + 1.22%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10244 |
| &nbsp;&nbsp;&nbsp; 4.99%, 05/26/33, (1-day SOFR + 2.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25573 |
| &nbsp;&nbsp;&nbsp; 5.04%, 05/01/34, (1-day SOFR + 1.84%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 35 | 36112 |
| &nbsp;&nbsp;&nbsp; 5.28%, 07/26/35, (1-day SOFR + 1.42%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 45 | 46675 |
| &nbsp;&nbsp;&nbsp; 5.44%, 01/30/36, (1-day SOFR Index + 1.32%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 26126 |
| &nbsp;&nbsp;&nbsp; 5.67%, 04/25/36, (1-day SOFR + 1.79%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 31863 |
| &nbsp;&nbsp;&nbsp; 5.92%, 04/25/35, (1-day SOFR + 1.63%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5361 |
| Ameriprise Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/13/32 | &nbsp;&nbsp;&nbsp; 5 | 5046 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/33 | &nbsp;&nbsp;&nbsp; 15 | 15632 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/35 | &nbsp;&nbsp;&nbsp; 15 | 15378 |
| Apollo Global Management Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/12/35 | &nbsp;&nbsp;&nbsp; 20 | 20045 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/15/54, (5-year CMT + 2.17%)<sup>(a)(c)</sup> | &nbsp;&nbsp;&nbsp; 5 | 4905 |
| &nbsp;&nbsp;&nbsp; 6.38%, 11/15/33 | &nbsp;&nbsp;&nbsp; 10 | 11039 |
| Avolon Holdings Funding Ltd., 4.95%, 10/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 4961 |
| Blackstone Holdings Finance Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/30/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 25830 |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/30/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 4442 |
| &nbsp;&nbsp;&nbsp; 6.20%, 04/22/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 32588 |
| Blue Owl Finance LLC, 4.38%, 02/15/32 | &nbsp;&nbsp;&nbsp; 35 | 33515 |
| Brookfield Asset Management Ltd., 5.80%, 04/24/35 | &nbsp;&nbsp;&nbsp; 10 | 10503 |
| Brookfield Capital Finance LLC, 6.09%, 06/14/33 | &nbsp;&nbsp;&nbsp; 5 | 5366 |
| Brookfield Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.68%, 01/15/35 | &nbsp;&nbsp;&nbsp; 5 | 5184 |
| &nbsp;&nbsp;&nbsp; 6.35%, 01/05/34 | &nbsp;&nbsp;&nbsp; 35 | 38058 |
| &nbsp;&nbsp;&nbsp; Burford Capital Global Finance LLC, 9.25%, <br> 07/01/31<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 20 | 20800 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |
| Capital One Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.36%, 07/29/32, (1-day SOFR + 1.34%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $45 | $39305 |
| &nbsp;&nbsp;&nbsp; 2.62%, 11/02/32, (1-day SOFR + 1.27%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 26854 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/11/36, (1-day SOFR + 1.63%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 49922 |
| &nbsp;&nbsp;&nbsp; 5.27%, 05/10/33, (1-day SOFR + 2.37%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20512 |
| &nbsp;&nbsp;&nbsp; 5.82%, 02/01/34, (1-day SOFR + 2.60%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 21048 |
| &nbsp;&nbsp;&nbsp; 5.88%, 07/26/35, (1-day SOFR +1.99%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 26407 |
| &nbsp;&nbsp;&nbsp; 6.05%, 02/01/35, (1-day SOFR + 2.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 26665 |
| &nbsp;&nbsp;&nbsp; 6.18%, 01/30/36, (1-day SOFR + 2.04%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 35 | 36723 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/08/34, (1-day SOFR + 2.86%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 32624 |
| &nbsp;&nbsp;&nbsp; 6.70%, 11/29/32 | &nbsp;&nbsp;&nbsp; 15 | 16622 |
| &nbsp;&nbsp;&nbsp; 7.96%, 11/02/34, (1-day SOFR Index + 3.37%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 29594 |
| Cboe Global Markets Inc., 3.00%, 03/16/32 | &nbsp;&nbsp;&nbsp; 10 | 9270 |
| Charles Schwab Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 12/01/31 | &nbsp;&nbsp;&nbsp; 30 | 26302 |
| &nbsp;&nbsp;&nbsp; 2.30%, 05/13/31 | &nbsp;&nbsp;&nbsp; 20 | 18154 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/03/32 | &nbsp;&nbsp;&nbsp; 70 | 64343 |
| &nbsp;&nbsp;&nbsp; 4.91%, 11/14/36, (1-day SOFR + 1.23%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25049 |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/19/34, (1-day SOFR + 2.50%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 35 | 37598 |
| &nbsp;&nbsp;&nbsp; 6.14%, 08/24/34, (1-day SOFR + 2.01%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10927 |
| CI Financial Corp., 3.20%, 12/17/30 | &nbsp;&nbsp;&nbsp; 25 | 22557 |
| Citadel LP, 6.38%, 01/23/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10554 |
| CME Group Inc., 2.65%, 03/15/32 | &nbsp;&nbsp;&nbsp; 5 | 4576 |
| Coinbase Global Inc., 3.63%, 10/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 13342 |
| Credit Suisse USA LLC, 7.13%, 07/15/32 | &nbsp;&nbsp;&nbsp; 25 | 28747 |
| &nbsp;&nbsp;&nbsp; CrossCountry Intermediate HoldCo LLC, 6.75%, <br> 12/01/32<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 25 | 25288 |
| Focus Financial Partners LLC, 6.75%, 09/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15504 |
| Freedom Mortgage Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 04/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5163 |
| &nbsp;&nbsp;&nbsp; 8.38%, 04/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15756 |
| &nbsp;&nbsp;&nbsp; 9.13%, 05/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 16068 |
| goeasy Ltd., Series 144\*, 6.88%, 05/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 4787 |
| Intercontinental Exchange Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 09/15/32 | &nbsp;&nbsp;&nbsp; 40 | 34225 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/15/33 | &nbsp;&nbsp;&nbsp; 50 | 50694 |
| Jane Street Group/JSG Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 30529 |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 47021 |
| &nbsp;&nbsp;&nbsp; 7.13%, 04/30/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 26337 |
| &nbsp;&nbsp;&nbsp; Janus Henderson U.S. Holdings Inc., 5.45%, <br> 09/10/34<br>| &nbsp;&nbsp;&nbsp; 10 | 10200 |
| &nbsp;&nbsp;&nbsp; Jefferies Finance LLC/JFIN Co-Issuer Corp., 6.63%, <br> 10/15/31<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 9774 |
| Jefferies Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 10/15/31 | &nbsp;&nbsp;&nbsp; 55 | 48562 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/15/32 | &nbsp;&nbsp;&nbsp; 25 | 21845 |
| Lazard Group LLC, 6.00%, 03/15/31 | &nbsp;&nbsp;&nbsp; 5 | 5306 |
| LPL Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 8 | 7797 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10252 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10338 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/20/34 | &nbsp;&nbsp;&nbsp; 10 | 10497 |
| LSEG U.S. Fin Corp., 5.30%, 03/28/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5207 |
| &nbsp;&nbsp;&nbsp; Macquarie Airfinance Holdings Ltd., 6.50%, <br> 03/26/31<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 10733 |
| Mastercard Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/18/31 | &nbsp;&nbsp;&nbsp; 15 | 13352 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/15/32 | &nbsp;&nbsp;&nbsp; 15 | 15140 |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/15/35 | &nbsp;&nbsp;&nbsp; 30 | 30198 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/09/33 | &nbsp;&nbsp;&nbsp; 15 | 15488 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/09/34 | &nbsp;&nbsp;&nbsp; $25 | $25745 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/32 | &nbsp;&nbsp;&nbsp; 10 | 10415 |
| &nbsp;&nbsp;&nbsp; Mitsubishi HC Finance America LLC, 5.66%, <br> 02/28/33<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 10527 |
| Nasdaq Inc., 5.55%, 02/15/34 | &nbsp;&nbsp;&nbsp; 35 | 36896 |
| Navient Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/01/33 | &nbsp;&nbsp;&nbsp; 10 | 9009 |
| &nbsp;&nbsp;&nbsp; 7.88%, 06/15/32 | &nbsp;&nbsp;&nbsp; 15 | 15532 |
| &nbsp;&nbsp;&nbsp; 9.38%, 07/25/30 | &nbsp;&nbsp;&nbsp; 10 | 11061 |
| &nbsp;&nbsp;&nbsp; 11.50%, 03/15/31 | &nbsp;&nbsp;&nbsp; 8 | 8939 |
| Nomura Holdings Inc., 5.78%, 07/03/34 | &nbsp;&nbsp;&nbsp; 200 | 213152 |
| Nuveen LLC, 5.85%, 04/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 26427 |
| OneMain Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/15/30 | &nbsp;&nbsp;&nbsp; 11 | 10327 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/15/33 | &nbsp;&nbsp;&nbsp; 15 | 15086 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/32 | &nbsp;&nbsp;&nbsp; 25 | 25587 |
| &nbsp;&nbsp;&nbsp; 7.13%, 11/15/31 | &nbsp;&nbsp;&nbsp; 5 | 5199 |
| &nbsp;&nbsp;&nbsp; 7.13%, 09/15/32 | &nbsp;&nbsp;&nbsp; 5 | 5185 |
| &nbsp;&nbsp;&nbsp; 7.50%, 05/15/31 | &nbsp;&nbsp;&nbsp; 15 | 15753 |
| ORIX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/13/32 | &nbsp;&nbsp;&nbsp; 5 | 4872 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/13/32 | &nbsp;&nbsp;&nbsp; 25 | 25977 |
| Osaic Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 08/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5179 |
| &nbsp;&nbsp;&nbsp; 8.00%, 08/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5141 |
| PennyMac Financial Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 12 | 12089 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10319 |
| &nbsp;&nbsp;&nbsp; 6.88%, 05/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20917 |
| &nbsp;&nbsp;&nbsp; 6.88%, 02/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15649 |
| &nbsp;&nbsp;&nbsp; 7.13%, 11/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15771 |
| Rocket Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 08/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 41525 |
| &nbsp;&nbsp;&nbsp; 6.38%, 08/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15735 |
| Rocket Cos. Inc, 7.13%, 02/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 26285 |
| Rocket Mortgage LLC/Rocket Mortgage Co-Issuer Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 18952 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/33<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 19 | 17609 |
| StoneX Group Inc., 7.88%, 03/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10593 |
| Synchrony Financial |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/28/31 | &nbsp;&nbsp;&nbsp; 25 | 22365 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/29/36, (1-day SOFR + 2.07%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10277 |
| &nbsp;&nbsp;&nbsp; 7.25%, 02/02/33 | &nbsp;&nbsp;&nbsp; 15 | 16075 |
| TPG Operating Group II LP, 5.88%, 03/05/34 | &nbsp;&nbsp;&nbsp; 10 | 10488 |
| &nbsp;&nbsp;&nbsp; VFH Parent LLC/Valor Co-Issuer Inc., 7.50%, <br> 06/15/31<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 10502 |
| Visa Inc., 1.10%, 02/15/31 | &nbsp;&nbsp;&nbsp; 20 | 17436 |
| Voya Financial Inc., 5.00%, 09/20/34 | &nbsp;&nbsp;&nbsp; 25 | 25053 |
| Western Union Co. (The), 2.75%, 03/15/31<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 20 | 18085 |
|  |  | 2800595 |
| **Electric — 1.7%** | **Electric — 1.7%** | **Electric — 1.7%** |
| AEP Texas Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/15/32 | &nbsp;&nbsp;&nbsp; 10 | 10066 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/33 | &nbsp;&nbsp;&nbsp; 5 | 5179 |
| AEP Transmission Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/01/34 | &nbsp;&nbsp;&nbsp; 10 | 10257 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10397 |
| AES Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/15/31 | &nbsp;&nbsp;&nbsp; 30 | 27213 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/32 | &nbsp;&nbsp;&nbsp; 5 | 5138 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| Alabama Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/15/32 | &nbsp;&nbsp;&nbsp; $5 | $4652 |
| &nbsp;&nbsp;&nbsp; 3.94%, 09/01/32 | &nbsp;&nbsp;&nbsp; 5 | 4879 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/02/35 | &nbsp;&nbsp;&nbsp; 10 | 10273 |
| Alliant Energy Finance LLC, 3.60%, 03/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 23314 |
| Alpha Generation LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20038 |
| &nbsp;&nbsp;&nbsp; 6.75%, 10/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15440 |
| Ameren Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/15/31 | &nbsp;&nbsp;&nbsp; 30 | 28860 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/15/35 | &nbsp;&nbsp;&nbsp; 20 | 20623 |
| American Electric Power Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 03/01/33 | &nbsp;&nbsp;&nbsp; 18 | 19029 |
| &nbsp;&nbsp;&nbsp; 5.95%, 11/01/32 | &nbsp;&nbsp;&nbsp; 15 | 16207 |
| &nbsp;&nbsp;&nbsp; 6.95%, 12/15/54, (5-year CMT + 2.68%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5390 |
| &nbsp;&nbsp;&nbsp; American Transmission Systems Inc., 2.65%, <br> 01/15/32<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 28 | 25280 |
| Appalachian Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/01/32 | &nbsp;&nbsp;&nbsp; 10 | 9953 |
| &nbsp;&nbsp;&nbsp; 5.65%, 04/01/34 | &nbsp;&nbsp;&nbsp; 45 | 47377 |
| Arizona Public Service Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 12/15/31 | &nbsp;&nbsp;&nbsp; 30 | 26470 |
| &nbsp;&nbsp;&nbsp; 5.70%, 08/15/34 | &nbsp;&nbsp;&nbsp; 15 | 15844 |
| Baltimore Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/01/34 | &nbsp;&nbsp;&nbsp; 10 | 10460 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/35 | &nbsp;&nbsp;&nbsp; 15 | 15695 |
| Black Hills Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10684 |
| &nbsp;&nbsp;&nbsp; 6.15%, 05/15/34 | &nbsp;&nbsp;&nbsp; 10 | 10775 |
| &nbsp;&nbsp;&nbsp; California Buyer Ltd./Atlantica Sustainable <br> Infrastructure PLC, 6.38%, 02/15/32<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 9991 |
| Calpine Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 17 | 16400 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 16 | 16053 |
| Capital Power U.S. Holdings Inc., 6.19%, 06/01/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10508 |
| CenterPoint Energy Houston Electric LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/01/33 | &nbsp;&nbsp;&nbsp; 20 | 20487 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/01/34 | &nbsp;&nbsp;&nbsp; 10 | 10341 |
| &nbsp;&nbsp;&nbsp; Series ai., 4.45%, 10/01/32 | &nbsp;&nbsp;&nbsp; 10 | 9993 |
| &nbsp;&nbsp;&nbsp; Series AQ, 4.95%, 08/15/35 | &nbsp;&nbsp;&nbsp; 25 | 25332 |
| &nbsp;&nbsp;&nbsp; Series K2, 6.95%, 03/15/33 | &nbsp;&nbsp;&nbsp; 10 | 11410 |
| &nbsp;&nbsp;&nbsp; CenterPoint Energy Inc., Series B, 6.85%, 02/15/55, <br> (5-year CMT + 2.95%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 10671 |
| Clearway Energy Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 18628 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 4570 |
| &nbsp;&nbsp;&nbsp; CMS Energy Corp., 6.50%, 06/01/55, (5-year CMT + <br> 1.96%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 25 | 25823 |
| Comision Federal de Electricidad, 3.88%, 07/26/33<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 176414 |
| Connecticut Light and Power Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/34 | &nbsp;&nbsp;&nbsp; 10 | 10163 |
| &nbsp;&nbsp;&nbsp; Series A, 2.05%, 07/01/31 | &nbsp;&nbsp;&nbsp; 20 | 17834 |
| Consolidated Edison Co. of New York Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 06/15/31 | &nbsp;&nbsp;&nbsp; 36 | 32953 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/15/35 | &nbsp;&nbsp;&nbsp; 15 | 15426 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/33 | &nbsp;&nbsp;&nbsp; 15 | 15709 |
| &nbsp;&nbsp;&nbsp; Constellation Energy Generation LLC, 6.13%, <br> 01/15/34<br>| &nbsp;&nbsp;&nbsp; 25 | 27223 |
| Consumers Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 08/15/32 | &nbsp;&nbsp;&nbsp; 30 | 28637 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/31 | &nbsp;&nbsp;&nbsp; 10 | 10135 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/33 | &nbsp;&nbsp;&nbsp; $20 | $20158 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/15/35 | &nbsp;&nbsp;&nbsp; 15 | 15377 |
| Dominion Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/35 | &nbsp;&nbsp;&nbsp; 20 | 20655 |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/15/55, (5-year CMT + 2.21%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20696 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series B, 7.00%, 06/01/54, (5-year CMT + <br> 2.51%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 15 | 16370 |
| &nbsp;&nbsp;&nbsp; Series F, 5.25%, 08/01/33 | &nbsp;&nbsp;&nbsp; 10 | 10318 |
| Dominion Energy South Carolina Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/33 | &nbsp;&nbsp;&nbsp; 10 | 10504 |
| &nbsp;&nbsp;&nbsp; 6.63%, 02/01/32 | &nbsp;&nbsp;&nbsp; 10 | 11233 |
| &nbsp;&nbsp;&nbsp; Series 2025, 5.30%, 01/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10430 |
| DTE Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/33 | &nbsp;&nbsp;&nbsp; 25 | 26141 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/35 | &nbsp;&nbsp;&nbsp; 20 | 20722 |
| &nbsp;&nbsp;&nbsp; Series A, 3.00%, 03/01/32 | &nbsp;&nbsp;&nbsp; 15 | 13933 |
| DTE Energy Co., 5.85%, 06/01/34 | &nbsp;&nbsp;&nbsp; 35 | 37484 |
| Duke Energy Carolinas LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/15/34 | &nbsp;&nbsp;&nbsp; 10 | 10178 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/33 | &nbsp;&nbsp;&nbsp; 15 | 15526 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/35 | &nbsp;&nbsp;&nbsp; 15 | 15621 |
| Duke Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 06/15/31 | &nbsp;&nbsp;&nbsp; 40 | 36470 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/32 | &nbsp;&nbsp;&nbsp; 20 | 20020 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/35 | &nbsp;&nbsp;&nbsp; 25 | 25022 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/15/34 | &nbsp;&nbsp;&nbsp; 25 | 26211 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/15/33 | &nbsp;&nbsp;&nbsp; 20 | 21323 |
| &nbsp;&nbsp;&nbsp; 6.45%, 09/01/54, (5-year CMT + 2.59%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 31482 |
| Duke Energy Florida LLC, 2.40%, 12/15/31 | &nbsp;&nbsp;&nbsp; 15 | 13566 |
| Duke Energy Indiana LLC, 6.12%, 10/15/35 | &nbsp;&nbsp;&nbsp; 5 | 5465 |
| Duke Energy Ohio Inc., 5.25%, 04/01/33 | &nbsp;&nbsp;&nbsp; 10 | 10433 |
| Duke Energy Progress LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 04/01/32 | &nbsp;&nbsp;&nbsp; 30 | 28477 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/35 | &nbsp;&nbsp;&nbsp; 15 | 15368 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/33 | &nbsp;&nbsp;&nbsp; 20 | 20949 |
| Duquesne Light Holdings Inc., 2.78%, 01/07/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 8919 |
| Edison International, 5.25%, 03/15/32<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5009 |
| El Paso Electric Co., 6.00%, 05/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10494 |
| Electricite de France SA |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/13/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 24801 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/13/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 21039 |
| Enel Finance International NV |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/26/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15668 |
| &nbsp;&nbsp;&nbsp; 7.50%, 10/14/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 11552 |
| &nbsp;&nbsp;&nbsp; EnfraGen Energia Sur SA/EnfraGen Spain SA/Prime <br> Energia SpA, 5.38%, 12/30/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5 | 4640 |
| Entergy Arkansas LLC, 5.15%, 01/15/33 | &nbsp;&nbsp;&nbsp; 40 | 41477 |
| Entergy Louisiana LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.35%, 06/15/32 | &nbsp;&nbsp;&nbsp; 15 | 13251 |
| &nbsp;&nbsp;&nbsp; 3.05%, 06/01/31 | &nbsp;&nbsp;&nbsp; 15 | 14107 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/33 | &nbsp;&nbsp;&nbsp; 40 | 38707 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/15/34 | &nbsp;&nbsp;&nbsp; 25 | 25724 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/34 | &nbsp;&nbsp;&nbsp; 10 | 10438 |
| Entergy Texas Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/15/31 | &nbsp;&nbsp;&nbsp; 5 | 4419 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/15/35 | &nbsp;&nbsp;&nbsp; 25 | 25796 |
| Evergy Kansas Central Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10261 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/33 | &nbsp;&nbsp;&nbsp; 5 | 5399 |
| Evergy Metro Inc., 5.40%, 04/01/34 | &nbsp;&nbsp;&nbsp; 10 | 10501 |
| Evergy Missouri West Inc., 5.65%, 06/01/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20861 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| Eversource Energy |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/33 | &nbsp;&nbsp;&nbsp; $25 | $25395 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/01/34 | &nbsp;&nbsp;&nbsp; 30 | 30964 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/15/31 | &nbsp;&nbsp;&nbsp; 25 | 26435 |
| &nbsp;&nbsp;&nbsp; 5.95%, 07/15/34 | &nbsp;&nbsp;&nbsp; 10 | 10623 |
| Exelon Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/15/32 | &nbsp;&nbsp;&nbsp; 30 | 28133 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10001 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/15/33 | &nbsp;&nbsp;&nbsp; 10 | 10432 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/34 | &nbsp;&nbsp;&nbsp; 50 | 52305 |
| &nbsp;&nbsp;&nbsp; 5.63%, 06/15/35 | &nbsp;&nbsp;&nbsp; 15 | 15797 |
| Florida Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/03/32 | &nbsp;&nbsp;&nbsp; 20 | 18134 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/33 | &nbsp;&nbsp;&nbsp; 15 | 15359 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/35 | &nbsp;&nbsp;&nbsp; 10 | 10257 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/34 | &nbsp;&nbsp;&nbsp; 15 | 15410 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/01/33 | &nbsp;&nbsp;&nbsp; 20 | 20801 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/15/34 | &nbsp;&nbsp;&nbsp; 45 | 47366 |
| Georgia Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/15/32 | &nbsp;&nbsp;&nbsp; 43 | 43777 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/35 | &nbsp;&nbsp;&nbsp; 15 | 15477 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/34 | &nbsp;&nbsp;&nbsp; 30 | 31140 |
| Hawaiian Electric Co. Inc., 6.00%, 10/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10110 |
| Idaho Power Co., 5.20%, 08/15/34 | &nbsp;&nbsp;&nbsp; 10 | 10370 |
| Indianapolis Power & Light Co., 5.65%, 12/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20975 |
| Interstate Power & Light Co., 5.60%, 06/29/35 | &nbsp;&nbsp;&nbsp; 10 | 10484 |
| Interstate Power and Light Co., 4.95%, 09/30/34 | &nbsp;&nbsp;&nbsp; 10 | 10052 |
| IPALCO Enterprises Inc., 5.75%, 04/01/34 | &nbsp;&nbsp;&nbsp; 25 | 25497 |
| ITC Holdings Corp., 5.65%, 05/09/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15723 |
| Jersey Central Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 18038 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/15/35 | &nbsp;&nbsp;&nbsp; 15 | 15250 |
| Lightning Power LLC, 7.25%, 08/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 26484 |
| Louisville Gas and Electric Co., 5.45%, 04/15/33 | &nbsp;&nbsp;&nbsp; 30 | 31566 |
| MidAmerican Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/34 | &nbsp;&nbsp;&nbsp; 5 | 5253 |
| &nbsp;&nbsp;&nbsp; 6.75%, 12/30/31 | &nbsp;&nbsp;&nbsp; 15 | 16971 |
| Narragansett Electric Co. (The), 5.35%, 05/01/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10369 |
| National Grid PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.42%, 01/11/34 | &nbsp;&nbsp;&nbsp; 20 | 20851 |
| &nbsp;&nbsp;&nbsp; 5.81%, 06/12/33 | &nbsp;&nbsp;&nbsp; 10 | 10700 |
| National Grid USA, 5.80%, 04/01/35 | &nbsp;&nbsp;&nbsp; 5 | 5258 |
| National Rural Utilities Cooperative Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.35%, 03/15/31 | &nbsp;&nbsp;&nbsp; 15 | 12952 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/15/32 | &nbsp;&nbsp;&nbsp; 20 | 18120 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/07/31 | &nbsp;&nbsp;&nbsp; 15 | 15509 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/34 | &nbsp;&nbsp;&nbsp; 30 | 30721 |
| &nbsp;&nbsp;&nbsp; Series C, 8.00%, 03/01/32 | &nbsp;&nbsp;&nbsp; 10 | 11873 |
| &nbsp;&nbsp;&nbsp; New York State Electric & Gas Corp., 2.15%, <br> 10/01/31<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 35 | 30905 |
| NextEra Energy Capital Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.44%, 01/15/32 | &nbsp;&nbsp;&nbsp; 20 | 17821 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/32 | &nbsp;&nbsp;&nbsp; 15 | 15426 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/28/33 | &nbsp;&nbsp;&nbsp; 30 | 30853 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/34 | &nbsp;&nbsp;&nbsp; 35 | 36102 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/35 | &nbsp;&nbsp;&nbsp; 30 | 31193 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/15/55, (5-year CMT + 1.98%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15878 |
| &nbsp;&nbsp;&nbsp; 6.75%, 06/15/54, (5-year CMT + 2.46%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10711 |
| Niagara Mohawk Power Corp., 5.29%, 01/17/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25524 |
| NRG Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 27 | 25289 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $10 | $9357 |
| &nbsp;&nbsp;&nbsp; 5.41%, 10/15/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25007 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15101 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15335 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/01/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15460 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 38865 |
| NSTAR Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 08/15/31 | &nbsp;&nbsp;&nbsp; 10 | 8854 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/35 | &nbsp;&nbsp;&nbsp; 20 | 20533 |
| Ohio Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/01/33 | &nbsp;&nbsp;&nbsp; 25 | 25524 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/34 | &nbsp;&nbsp;&nbsp; 5 | 5236 |
| &nbsp;&nbsp;&nbsp; Series Q, 1.63%, 01/15/31 | &nbsp;&nbsp;&nbsp; 10 | 8760 |
| Oncor Electric Delivery Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/15/32 | &nbsp;&nbsp;&nbsp; 20 | 20097 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/01/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10414 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/15/33 | &nbsp;&nbsp;&nbsp; 10 | 10707 |
| &nbsp;&nbsp;&nbsp; 7.00%, 05/01/32 | &nbsp;&nbsp;&nbsp; 20 | 22771 |
| Pacific Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/01/31 | &nbsp;&nbsp;&nbsp; 45 | 40510 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/01/32 | &nbsp;&nbsp;&nbsp; 20 | 19526 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/01/35 | &nbsp;&nbsp;&nbsp; 20 | 20678 |
| &nbsp;&nbsp;&nbsp; 5.90%, 06/15/32 | &nbsp;&nbsp;&nbsp; 15 | 15764 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/15/35 | &nbsp;&nbsp;&nbsp; 20 | 21117 |
| &nbsp;&nbsp;&nbsp; 6.15%, 01/15/33 | &nbsp;&nbsp;&nbsp; 40 | 42615 |
| &nbsp;&nbsp;&nbsp; 6.40%, 06/15/33 | &nbsp;&nbsp;&nbsp; 35 | 37973 |
| PacifiCorp |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/15/34 | &nbsp;&nbsp;&nbsp; 50 | 51119 |
| &nbsp;&nbsp;&nbsp; 7.70%, 11/15/31 | &nbsp;&nbsp;&nbsp; 30 | 34412 |
| PECO Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/15/35 | &nbsp;&nbsp;&nbsp; 25 | 25303 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/15/33 | &nbsp;&nbsp;&nbsp; 18 | 18529 |
| Pike Corp., 8.63%, 01/31/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10611 |
| Potomac Electric Power Co., 5.20%, 03/15/34 | &nbsp;&nbsp;&nbsp; 10 | 10353 |
| PPL Capital Funding Inc., 5.25%, 09/01/34 | &nbsp;&nbsp;&nbsp; 15 | 15452 |
| Progress Energy Inc., 7.75%, 03/01/31 | &nbsp;&nbsp;&nbsp; 20 | 23027 |
| PSEG Power LLC, 5.75%, 05/15/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10514 |
| Public Service Co. of Colorado |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 06/15/31 | &nbsp;&nbsp;&nbsp; 25 | 21995 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/15/35 | &nbsp;&nbsp;&nbsp; 30 | 30580 |
| &nbsp;&nbsp;&nbsp; 5.35%, 05/15/34 | &nbsp;&nbsp;&nbsp; 10 | 10366 |
| &nbsp;&nbsp;&nbsp; Series 35, 1.90%, 01/15/31 | &nbsp;&nbsp;&nbsp; 5 | 4463 |
| &nbsp;&nbsp;&nbsp; Public Service Co. of New Hampshire, Series V, <br> 2.20%, 06/15/31<br>| &nbsp;&nbsp;&nbsp; 10 | 9005 |
| Public Service Co. of Oklahoma, 5.20%, 01/15/35 | &nbsp;&nbsp;&nbsp; 15 | 15239 |
| Public Service Electric & Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 08/15/31 | &nbsp;&nbsp;&nbsp; 20 | 17711 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/33 | &nbsp;&nbsp;&nbsp; 10 | 10107 |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/01/34 | &nbsp;&nbsp;&nbsp; 10 | 10145 |
| Public Service Enterprise Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 11/15/31 | &nbsp;&nbsp;&nbsp; 30 | 26860 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/35 | &nbsp;&nbsp;&nbsp; 15 | 15525 |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/01/34 | &nbsp;&nbsp;&nbsp; 20 | 20843 |
| &nbsp;&nbsp;&nbsp; 6.13%, 10/15/33 | &nbsp;&nbsp;&nbsp; 5 | 5418 |
| Puget Energy Inc., 5.73%, 03/15/35 | &nbsp;&nbsp;&nbsp; 15 | 15464 |
| Puget Sound Energy Inc., 5.33%, 06/15/34 | &nbsp;&nbsp;&nbsp; 10 | 10367 |
| RWE Finance U.S. LLC, 5.88%, 04/16/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5273 |
| San Diego Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/15/35 | &nbsp;&nbsp;&nbsp; 15 | 15626 |
| &nbsp;&nbsp;&nbsp; Series XXX, 3.00%, 03/15/32 | &nbsp;&nbsp;&nbsp; 10 | 9195 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; Saudi Electricity Sukuk Programme Co., 5.49%, <br> 02/18/35<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; $200 | $209094 |
| Sempra |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/01/33 | &nbsp;&nbsp;&nbsp; 45 | 47241 |
| &nbsp;&nbsp;&nbsp; 6.40%, 10/01/54, (5-year CMT + 2.63%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15283 |
| &nbsp;&nbsp;&nbsp; 6.55%, 04/01/55, (5-year CMT + 2.14%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10127 |
| Southern California Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/01/32 | &nbsp;&nbsp;&nbsp; 10 | 8894 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/34 | &nbsp;&nbsp;&nbsp; 15 | 15135 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/31 | &nbsp;&nbsp;&nbsp; 10 | 10348 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/35 | &nbsp;&nbsp;&nbsp; 20 | 20413 |
| &nbsp;&nbsp;&nbsp; 5.95%, 11/01/32 | &nbsp;&nbsp;&nbsp; 35 | 37166 |
| &nbsp;&nbsp;&nbsp; Series G, 2.50%, 06/01/31 | &nbsp;&nbsp;&nbsp; 20 | 17927 |
| Southern Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/15/35 | &nbsp;&nbsp;&nbsp; 15 | 14953 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/15/33 | &nbsp;&nbsp;&nbsp; 25 | 25841 |
| &nbsp;&nbsp;&nbsp; 5.70%, 10/15/32 | &nbsp;&nbsp;&nbsp; 15 | 15968 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/34 | &nbsp;&nbsp;&nbsp; 20 | 21144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025, 6.38%, 03/15/55, (5-year CMT + <br> 2.07%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 50 | 52903 |
| Southern Power Co., Series B, 4.90%, 10/01/35 | &nbsp;&nbsp;&nbsp; 5 | 4967 |
| Southwestern Public Service Co., 5.30%, 05/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10277 |
| Tampa Electric Co., 5.15%, 03/01/35 | &nbsp;&nbsp;&nbsp; 15 | 15301 |
| Tucson Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/32 | &nbsp;&nbsp;&nbsp; 10 | 9316 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/34 | &nbsp;&nbsp;&nbsp; 10 | 10299 |
| Union Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 03/15/32 | &nbsp;&nbsp;&nbsp; 10 | 8795 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/34 | &nbsp;&nbsp;&nbsp; 25 | 25899 |
| Virginia Electric & Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/15/31 | &nbsp;&nbsp;&nbsp; 50 | 44597 |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/30/32 | &nbsp;&nbsp;&nbsp; 35 | 31211 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/33 | &nbsp;&nbsp;&nbsp; 25 | 25672 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/34 | &nbsp;&nbsp;&nbsp; 25 | 25519 |
| &nbsp;&nbsp;&nbsp; 5.05%, 08/15/34 | &nbsp;&nbsp;&nbsp; 10 | 10201 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/35 | &nbsp;&nbsp;&nbsp; 20 | 20471 |
| &nbsp;&nbsp;&nbsp; Virginia Electric and Power Co., Series C, 4.90%, <br> 09/15/35<br>| &nbsp;&nbsp;&nbsp; 25 | 25061 |
| Vistra Operations Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/15/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 24943 |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/30/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15501 |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 21030 |
| &nbsp;&nbsp;&nbsp; 6.95%, 10/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 27911 |
| &nbsp;&nbsp;&nbsp; 7.75%, 10/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 26572 |
| Wisconsin Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/01/34 | &nbsp;&nbsp;&nbsp; 5 | 5008 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/15/33 | &nbsp;&nbsp;&nbsp; 15 | 16156 |
| Wisconsin Power and Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/01/33 | &nbsp;&nbsp;&nbsp; 5 | 5090 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/30/34 | &nbsp;&nbsp;&nbsp; 5 | 5196 |
| Xcel Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/01/32 | &nbsp;&nbsp;&nbsp; 20 | 19970 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/15/33 | &nbsp;&nbsp;&nbsp; 10 | 10393 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/34 | &nbsp;&nbsp;&nbsp; 15 | 15564 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/15/35 | &nbsp;&nbsp;&nbsp; 15 | 15637 |
| XPLR Infrastructure Operating Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 7.75%, 04/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10161 |
| &nbsp;&nbsp;&nbsp; 8.38%, 01/15/31<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10480 |
| &nbsp;&nbsp;&nbsp; 8.63%, 03/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20938 |
|  |  | 4752302 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electrical Components & Equipment — 0.0%** | **Electrical Components & Equipment — 0.0%** | **Electrical Components & Equipment — 0.0%** |
| Emerson Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 12/21/31 | &nbsp;&nbsp;&nbsp; $40 | $35771 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/35 | &nbsp;&nbsp;&nbsp; 20 | 20712 |
| Energizer Holdings Inc., 6.00%, 09/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 23655 |
| EnerSys, 6.63%, 01/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5193 |
| WESCO Distribution Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10478 |
| &nbsp;&nbsp;&nbsp; 6.63%, 03/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15738 |
|  |  | 111547 |
| **Electronics — 0.2%** | **Electronics — 0.2%** | **Electronics — 0.2%** |
| Allegion U.S. Holding Co. Inc., 5.41%, 07/01/32 | &nbsp;&nbsp;&nbsp; 20 | 20930 |
| Amphenol Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 09/15/31 | &nbsp;&nbsp;&nbsp; 40 | 35859 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/15/33 | &nbsp;&nbsp;&nbsp; 25 | 24889 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/36 | &nbsp;&nbsp;&nbsp; 25 | 24750 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/35 | &nbsp;&nbsp;&nbsp; 15 | 15416 |
| Arrow Electronics Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 02/15/32 | &nbsp;&nbsp;&nbsp; 20 | 17954 |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/10/34 | &nbsp;&nbsp;&nbsp; 25 | 26127 |
| Atkore Inc., 4.25%, 06/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 8 | 7707 |
| Avnet Inc., 5.50%, 06/01/32 | &nbsp;&nbsp;&nbsp; 10 | 10192 |
| Flex Ltd., 5.25%, 01/15/32 | &nbsp;&nbsp;&nbsp; 10 | 10212 |
| Honeywell International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/01/31 | &nbsp;&nbsp;&nbsp; 45 | 39480 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/34 | &nbsp;&nbsp;&nbsp; 25 | 24909 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/33 | &nbsp;&nbsp;&nbsp; 30 | 31111 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/35 | &nbsp;&nbsp;&nbsp; 30 | 30757 |
| Jabil Inc., 3.00%, 01/15/31 | &nbsp;&nbsp;&nbsp; 15 | 13940 |
| Sensata Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 26 | 24379 |
| &nbsp;&nbsp;&nbsp; 6.63%, 07/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10459 |
| TD SYNNEX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 08/09/31 | &nbsp;&nbsp;&nbsp; 20 | 18006 |
| &nbsp;&nbsp;&nbsp; 6.10%, 04/12/34 | &nbsp;&nbsp;&nbsp; 10 | 10622 |
| Trimble Inc., 6.10%, 03/15/33 | &nbsp;&nbsp;&nbsp; 20 | 21577 |
| Tyco Electronics Group SA |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/04/32 | &nbsp;&nbsp;&nbsp; 5 | 4506 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/09/35 | &nbsp;&nbsp;&nbsp; 10 | 10171 |
| Vontier Corp., 2.95%, 04/01/31 | &nbsp;&nbsp;&nbsp; 22 | 20131 |
|  |  | 454084 |
| **Engineering & Construction — 0.0%** | **Engineering & Construction — 0.0%** | **Engineering & Construction — 0.0%** |
| AECOM, 6.00%, 08/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20541 |
| Arcosa Inc., 6.88%, 08/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15779 |
| Artera Services LLC, 8.50%, 02/15/31<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 10 | 8573 |
| &nbsp;&nbsp;&nbsp; Brundage-Bone Concrete Pumping Holdings Inc., <br> 7.50%, 02/01/32<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 10113 |
| CIMIC Finance USA Pty. Ltd., 7.00%, 03/25/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10971 |
| &nbsp;&nbsp;&nbsp; Global Infrastructure Solutions Inc., 7.50%, <br> 04/15/32<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 7 | 7359 |
| Jacobs Engineering Group Inc., 5.90%, 03/01/33 | &nbsp;&nbsp;&nbsp; 10 | 10571 |
| TopBuild Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9526 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/31/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15209 |
|  |  | 108642 |
| **Entertainment — 0.1%** | **Entertainment — 0.1%** | **Entertainment — 0.1%** |
| Caesars Entertainment Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/15/32<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 20 | 19086 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 35623 |
| Churchill Downs Inc., 6.75%, 05/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10321 |
| Cinemark USA Inc., 7.00%, 08/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10436 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Entertainment (continued)** | **Entertainment (continued)** | **Entertainment (continued)** |
| Light & Wonder International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $10 | $10070 |
| &nbsp;&nbsp;&nbsp; 7.50%, 09/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10487 |
| &nbsp;&nbsp;&nbsp; Merlin Entertainments Group U.S. Holdings Inc., <br> 7.38%, 02/15/31<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 8475 |
| &nbsp;&nbsp;&nbsp; Mohegan Tribal Gaming Authority/MS Digital <br> Entertainment Holdings LLC, 11.88%, 04/15/31<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 10462 |
| Motion Finco SARL, 8.38%, 02/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 8600 |
| &nbsp;&nbsp;&nbsp; Premier Entertainment Sub LLC/Premier <br> Entertainment Finance Corp., 5.88%, 09/01/31<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 13 | 6400 |
| &nbsp;&nbsp;&nbsp; Rivers Enterprise Borrower LLC/Rivers Enterprise <br> Finance Corp., 6.63%, 02/01/33<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5 | 5071 |
| Six Flags Entertainment Corp., 7.25%, 05/15/31<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 15 | 14293 |
| &nbsp;&nbsp;&nbsp; Six Flags Entertainment Corp./Six Flags Theme <br> Parks Inc./Canada's Wonderland Co., 6.63%, <br> 05/01/32<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 15 | 14981 |
| Vail Resorts Inc., 6.50%, 05/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10391 |
| Voyager Parent LLC, 9.25%, 07/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 42383 |
| Warnermedia Holdings Inc., 4.28%, 03/15/32 | &nbsp;&nbsp;&nbsp; 61 | 55785 |
| WMG Acquisition Corp., 3.00%, 02/15/31<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 11 | 10249 |
| &nbsp;&nbsp;&nbsp; Wynn Resorts Finance LLC/Wynn Resorts <br> Capital Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25596 |
| &nbsp;&nbsp;&nbsp; 7.13%, 02/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 16203 |
|  |  | 324912 |
| **Environmental Control — 0.2%** | **Environmental Control — 0.2%** | **Environmental Control — 0.2%** |
| Clean Harbors Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10230 |
| &nbsp;&nbsp;&nbsp; 6.38%, 02/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10287 |
| GFL Environmental Inc., 6.75%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15758 |
| Republic Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/15/32 | &nbsp;&nbsp;&nbsp; 25 | 21644 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/34 | &nbsp;&nbsp;&nbsp; 35 | 36186 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/35 | &nbsp;&nbsp;&nbsp; 20 | 20844 |
| &nbsp;&nbsp;&nbsp; 5.20%, 11/15/34 | &nbsp;&nbsp;&nbsp; 10 | 10432 |
| Veralto Corp., 5.45%, 09/18/33 | &nbsp;&nbsp;&nbsp; 10 | 10500 |
| Waste Connections Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 01/15/32 | &nbsp;&nbsp;&nbsp; 20 | 17723 |
| &nbsp;&nbsp;&nbsp; 3.20%, 06/01/32 | &nbsp;&nbsp;&nbsp; 15 | 13999 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/34 | &nbsp;&nbsp;&nbsp; 30 | 30746 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/01/35 | &nbsp;&nbsp;&nbsp; 5 | 5208 |
| Waste Management Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/15/32 | &nbsp;&nbsp;&nbsp; 65 | 64702 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/32 | &nbsp;&nbsp;&nbsp; 70 | 71939 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/34 | &nbsp;&nbsp;&nbsp; 25 | 25767 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/35 | &nbsp;&nbsp;&nbsp; 40 | 41000 |
| Waste Pro USA Inc., 7.00%, 02/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10429 |
| Wrangler Holdco Corp., 6.63%, 04/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10475 |
|  |  | 427869 |
| **Food — 0.6%** | **Food — 0.6%** | **Food — 0.6%** |
| &nbsp;&nbsp;&nbsp; Albertsons Companies Inc./Safeway Inc./New <br> Albertsons LP/Albertsons LLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/31/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25208 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10370 |
| Campbell's Company/The |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/23/35 | &nbsp;&nbsp;&nbsp; 15 | 14671 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/21/34 | &nbsp;&nbsp;&nbsp; 25 | 25727 |
| Conagra Brands Inc., 5.75%, 08/01/35 | &nbsp;&nbsp;&nbsp; 10 | 10292 |
| Fiesta Purchaser Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 03/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10520 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Food (continued)** | **Food (continued)** | **Food (continued)** |
| &nbsp;&nbsp;&nbsp; 9.63%, 09/15/32<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; $10 | $10729 |
| Flowers Foods Inc., 5.75%, 03/15/35<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10091 |
| General Mills Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/29/33 | &nbsp;&nbsp;&nbsp; 30 | 30558 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/30/35<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15414 |
| Hershey Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/04/33 | &nbsp;&nbsp;&nbsp; 20 | 20184 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/24/35 | &nbsp;&nbsp;&nbsp; 10 | 10345 |
| Ingles Markets Inc., 4.00%, 06/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 8 | 7536 |
| J M Smucker Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 03/15/32 | &nbsp;&nbsp;&nbsp; 20 | 17304 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/35 | &nbsp;&nbsp;&nbsp; 10 | 9488 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/15/33 | &nbsp;&nbsp;&nbsp; 20 | 21765 |
| &nbsp;&nbsp;&nbsp; JBS USA Holding Lux Sarl/JBS USA Foods Group <br> Holdings Inc./JBS USA Food Co.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/32 | &nbsp;&nbsp;&nbsp; 20 | 18067 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/01/31 | &nbsp;&nbsp;&nbsp; 20 | 19015 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/33 | &nbsp;&nbsp;&nbsp; 32 | 33512 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/34 | &nbsp;&nbsp;&nbsp; 38 | 42210 |
| Kellanova, 5.25%, 03/01/33 | &nbsp;&nbsp;&nbsp; 15 | 15593 |
| Kraft Heinz Foods Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/01/31 | &nbsp;&nbsp;&nbsp; 20 | 19832 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10325 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/32 | &nbsp;&nbsp;&nbsp; 5 | 5574 |
| Kroger Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 01/15/31 | &nbsp;&nbsp;&nbsp; 5 | 4406 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/34 | &nbsp;&nbsp;&nbsp; 40 | 40594 |
| &nbsp;&nbsp;&nbsp; 7.50%, 04/01/31<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 25 | 28644 |
| Lamb Weston Holdings Inc., 4.38%, 01/31/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 22 | 21038 |
| Mars Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 07/16/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 8558 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/01/34<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9310 |
| &nbsp;&nbsp;&nbsp; 4.65%, 04/20/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5126 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/20/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 45689 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 41326 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 95 | 98242 |
| McCormick & Co. Inc./MD |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 02/15/31 | &nbsp;&nbsp;&nbsp; 35 | 30945 |
| &nbsp;&nbsp;&nbsp; 4.70%, 10/15/34 | &nbsp;&nbsp;&nbsp; 10 | 9914 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/15/33 | &nbsp;&nbsp;&nbsp; 5 | 5101 |
| Minerva Luxembourg SA, 8.88%, 09/13/33<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 218681 |
| Mondelez International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/17/32 | &nbsp;&nbsp;&nbsp; 25 | 23001 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/28/34 | &nbsp;&nbsp;&nbsp; 10 | 10017 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/06/35 | &nbsp;&nbsp;&nbsp; 10 | 10277 |
| Nestle Capital Corp., 4.88%, 03/12/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 155762 |
| Performance Food Group Inc., 6.13%, 09/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20607 |
| Pilgrim's Pride Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/32 | &nbsp;&nbsp;&nbsp; 30 | 27698 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/15/31 | &nbsp;&nbsp;&nbsp; 20 | 19438 |
| &nbsp;&nbsp;&nbsp; 6.88%, 05/15/34 | &nbsp;&nbsp;&nbsp; 25 | 27745 |
| Post Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 23635 |
| &nbsp;&nbsp;&nbsp; 6.25%, 02/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15502 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15262 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20289 |
| Safeway Inc., 7.25%, 02/01/31 | &nbsp;&nbsp;&nbsp; 3 | 3264 |
| Smithfield Foods Inc., 2.63%, 09/13/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 22170 |
| Sysco Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 12/14/31 | &nbsp;&nbsp;&nbsp; 5 | 4482 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/21/35 | &nbsp;&nbsp;&nbsp; 25 | 26040 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Food (continued)** | **Food (continued)** | **Food (continued)** |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/23/35 | &nbsp;&nbsp;&nbsp; $10 | $10414 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/17/34 | &nbsp;&nbsp;&nbsp; 15 | 16343 |
| Tyson Foods Inc., 5.70%, 03/15/34 | &nbsp;&nbsp;&nbsp; 25 | 26430 |
| U.S. Foods Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 4927 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10181 |
| &nbsp;&nbsp;&nbsp; 7.25%, 01/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10538 |
| &nbsp;&nbsp;&nbsp; Viking Baked Goods Acquisition Corp., 8.63%, <br> 11/01/31<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 15 | 15140 |
|  |  | 1501066 |
| **Forest Products & Paper — 0.0%** | **Forest Products & Paper — 0.0%** | **Forest Products & Paper — 0.0%** |
| Georgia-Pacific LLC, 8.88%, 05/15/31 | &nbsp;&nbsp;&nbsp; 10 | 12203 |
| International Paper Co., 5.00%, 09/15/35 | &nbsp;&nbsp;&nbsp; 20 | 20087 |
| Magnera Corp., 7.25%, 11/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 19084 |
| Suzano Austria GmbH |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 01/15/32 | &nbsp;&nbsp;&nbsp; 25 | 22353 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/15/31 | &nbsp;&nbsp;&nbsp; 30 | 28241 |
|  |  | 101968 |
| **Gas — 0.2%** | **Gas — 0.2%** | **Gas — 0.2%** |
| &nbsp;&nbsp;&nbsp; AltaGas Ltd., 7.20%, 10/15/54, (5-year CMT + <br> 3.57%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 20 | 20644 |
| APA Infrastructure Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/23/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5030 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/16/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15248 |
| Atmos Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 01/15/31 | &nbsp;&nbsp;&nbsp; 45 | 39521 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/15/35 | &nbsp;&nbsp;&nbsp; 20 | 20739 |
| Boston Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.76%, 03/16/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 14288 |
| &nbsp;&nbsp;&nbsp; 5.84%, 01/10/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15952 |
| CenterPoint Energy Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/01/32 | &nbsp;&nbsp;&nbsp; 20 | 19867 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/01/34 | &nbsp;&nbsp;&nbsp; 15 | 15571 |
| KeySpan Gas East Corp., 5.99%, 03/06/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15930 |
| National Fuel Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/01/31 | &nbsp;&nbsp;&nbsp; 5 | 4571 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10529 |
| NiSource Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 02/15/31 | &nbsp;&nbsp;&nbsp; 40 | 35042 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/01/34 | &nbsp;&nbsp;&nbsp; 10 | 10358 |
| &nbsp;&nbsp;&nbsp; 5.35%, 07/15/35 | &nbsp;&nbsp;&nbsp; 25 | 25675 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/31/55, (5-year CMT + 2.52%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10327 |
| ONE Gas Inc., 4.25%, 09/01/32 | &nbsp;&nbsp;&nbsp; 5 | 4960 |
| Piedmont Natural Gas Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/15/31 | &nbsp;&nbsp;&nbsp; 5 | 4549 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10233 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/15/33 | &nbsp;&nbsp;&nbsp; 5 | 5232 |
| Southern California Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/01/34 | &nbsp;&nbsp;&nbsp; 15 | 15371 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/33 | &nbsp;&nbsp;&nbsp; 10 | 10370 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10460 |
| Southern Co. Gas Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/34 | &nbsp;&nbsp;&nbsp; 15 | 15119 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/15/32 | &nbsp;&nbsp;&nbsp; 30 | 30942 |
| &nbsp;&nbsp;&nbsp; Series B, 5.10%, 09/15/35 | &nbsp;&nbsp;&nbsp; 20 | 20243 |
| Southwest Gas Corp., 4.05%, 03/15/32 | &nbsp;&nbsp;&nbsp; 30 | 29074 |
| Spire Missouri Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/33 | &nbsp;&nbsp;&nbsp; 10 | 10118 |
| &nbsp;&nbsp;&nbsp; Series 2034, 5.15%, 08/15/34 | &nbsp;&nbsp;&nbsp; 5 | 5174 |
|  |  | 451137 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Hand & Machine Tools — 0.0%** | **Hand & Machine Tools — 0.0%** | **Hand & Machine Tools — 0.0%** |
| Stanley Black & Decker Inc., 3.00%, 05/15/32 | &nbsp;&nbsp;&nbsp; $25 | $22610 |
| **Health Care - Products — 0.2%** | **Health Care - Products — 0.2%** | **Health Care - Products — 0.2%** |
| Agilent Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/12/31 | &nbsp;&nbsp;&nbsp; 30 | 27167 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/09/34 | &nbsp;&nbsp;&nbsp; 5 | 5017 |
| Alcon Finance Corp., 5.38%, 12/06/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5266 |
| Baxter International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.73%, 04/01/31 | &nbsp;&nbsp;&nbsp; 30 | 25724 |
| &nbsp;&nbsp;&nbsp; 2.54%, 02/01/32 | &nbsp;&nbsp;&nbsp; 25 | 21859 |
| GE HealthCare Technologies Inc., 5.91%, 11/22/32 | &nbsp;&nbsp;&nbsp; 100 | 108015 |
| Insulet Corp., 6.50%, 04/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5227 |
| Medtronic Global Holdings SCA, 4.50%, 03/30/33 | &nbsp;&nbsp;&nbsp; 40 | 40264 |
| Medtronic Inc., 4.38%, 03/15/35 | &nbsp;&nbsp;&nbsp; 25 | 24770 |
| Revvity Inc., 2.25%, 09/15/31 | &nbsp;&nbsp;&nbsp; 10 | 8826 |
| Smith & Nephew PLC, 5.40%, 03/20/34 | &nbsp;&nbsp;&nbsp; 10 | 10438 |
| Solventum Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/13/31 | &nbsp;&nbsp;&nbsp; 35 | 36586 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/23/34 | &nbsp;&nbsp;&nbsp; 30 | 31361 |
| Stryker Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/11/34 | &nbsp;&nbsp;&nbsp; 15 | 15027 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/10/35 | &nbsp;&nbsp;&nbsp; 30 | 31156 |
| Thermo Fisher Scientific Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/15/31 | &nbsp;&nbsp;&nbsp; 50 | 44688 |
| &nbsp;&nbsp;&nbsp; 5.09%, 08/10/33 | &nbsp;&nbsp;&nbsp; 30 | 31292 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/31/34 | &nbsp;&nbsp;&nbsp; 10 | 10468 |
| Zimmer Biomet Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 11/24/31 | &nbsp;&nbsp;&nbsp; 36 | 32536 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/34 | &nbsp;&nbsp;&nbsp; 10 | 10263 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/19/35 | &nbsp;&nbsp;&nbsp; 10 | 10445 |
|  |  | 536395 |
| **Health Care - Services — 0.7%** | **Health Care - Services — 0.7%** | **Health Care - Services — 0.7%** |
| Acadia Healthcare Co. Inc., 7.38%, 03/15/33<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10233 |
| Adventist Health System/West |  |  |
| &nbsp;&nbsp;&nbsp; 5.43%, 03/01/32 | &nbsp;&nbsp;&nbsp; 15 | 15465 |
| &nbsp;&nbsp;&nbsp; 5.76%, 12/01/34 | &nbsp;&nbsp;&nbsp; 20 | 20773 |
| Centene Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/01/31 | &nbsp;&nbsp;&nbsp; 61 | 52602 |
| &nbsp;&nbsp;&nbsp; 2.63%, 08/01/31 | &nbsp;&nbsp;&nbsp; 63 | 54010 |
| &nbsp;&nbsp;&nbsp; Charles River Laboratories International Inc., 4.00%, <br> 03/15/31<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 9467 |
| CHS/Community Health Systems Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 23 | 20651 |
| &nbsp;&nbsp;&nbsp; 9.75%, 01/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 42608 |
| &nbsp;&nbsp;&nbsp; 10.88%, 01/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 48638 |
| Cigna Group (The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/15/32 | &nbsp;&nbsp;&nbsp; 25 | 25452 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/31 | &nbsp;&nbsp;&nbsp; 20 | 20720 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/34 | &nbsp;&nbsp;&nbsp; 20 | 20706 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/36 | &nbsp;&nbsp;&nbsp; 25 | 25636 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/33 | &nbsp;&nbsp;&nbsp; 55 | 57616 |
| CommonSpirit Health |  |  |
| &nbsp;&nbsp;&nbsp; 5.21%, 12/01/31 | &nbsp;&nbsp;&nbsp; 5 | 5195 |
| &nbsp;&nbsp;&nbsp; 5.32%, 12/01/34 | &nbsp;&nbsp;&nbsp; 15 | 15443 |
| Concentra Health Services Inc., 6.88%, 07/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10500 |
| DaVita Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 26 | 24120 |
| &nbsp;&nbsp;&nbsp; 6.75%, 07/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20822 |
| &nbsp;&nbsp;&nbsp; 6.88%, 09/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20826 |
| Elevance Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/15/31 | &nbsp;&nbsp;&nbsp; 35 | 32005 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Health Care - Services (continued)** | **Health Care - Services (continued)** | **Health Care - Services (continued)** |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/33 | &nbsp;&nbsp;&nbsp; $20 | $20157 |
| &nbsp;&nbsp;&nbsp; 4.95%, 11/01/31 | &nbsp;&nbsp;&nbsp; 30 | 30746 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/35 | &nbsp;&nbsp;&nbsp; 30 | 30741 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/15/34 | &nbsp;&nbsp;&nbsp; 30 | 31121 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/15/32 | &nbsp;&nbsp;&nbsp; 40 | 42205 |
| Encompass Health Corp., 4.63%, 04/01/31 | &nbsp;&nbsp;&nbsp; 10 | 9863 |
| HAH Group Holding Co. LLC, 9.75%, 10/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9436 |
| HCA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 07/15/31 | &nbsp;&nbsp;&nbsp; 50 | 44826 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/15/32 | &nbsp;&nbsp;&nbsp; 100 | 94841 |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/01/31 | &nbsp;&nbsp;&nbsp; 5 | 5234 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/15/34 | &nbsp;&nbsp;&nbsp; 30 | 31165 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/33 | &nbsp;&nbsp;&nbsp; 5 | 5246 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/01/34 | &nbsp;&nbsp;&nbsp; 35 | 36661 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/01/35 | &nbsp;&nbsp;&nbsp; 30 | 31672 |
| Horizon Mutual Holdings Inc., 6.20%, 11/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9952 |
| Humana Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 02/03/32 | &nbsp;&nbsp;&nbsp; 45 | 39046 |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/01/35 | &nbsp;&nbsp;&nbsp; 25 | 25666 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/01/33 | &nbsp;&nbsp;&nbsp; 15 | 15833 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/34 | &nbsp;&nbsp;&nbsp; 30 | 31671 |
| IQVIA Inc., 6.25%, 06/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15699 |
| Laboratory Corp. of America Holdings |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/01/31 | &nbsp;&nbsp;&nbsp; 10 | 9191 |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/01/32 | &nbsp;&nbsp;&nbsp; 15 | 15048 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/01/34 | &nbsp;&nbsp;&nbsp; 15 | 14936 |
| LifePoint Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 8.38%, 02/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 21506 |
| &nbsp;&nbsp;&nbsp; 9.88%, 08/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 16149 |
| &nbsp;&nbsp;&nbsp; 10.00%, 06/01/32<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 20 | 21170 |
| &nbsp;&nbsp;&nbsp; 11.00%, 10/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 16548 |
| Molina Healthcare Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 13881 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 13 | 11714 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20047 |
| MPH Acquisition Holdings LLC, 5.75%, 12/31/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 13216 |
| OhioHealth Corp., 2.30%, 11/15/31 | &nbsp;&nbsp;&nbsp; 5 | 4516 |
| Piedmont Healthcare Inc., 2.04%, 01/01/32 | &nbsp;&nbsp;&nbsp; 15 | 13055 |
| &nbsp;&nbsp;&nbsp; Providence St. Joseph Health Obligated Group, <br> 5.40%, 10/01/33<br>| &nbsp;&nbsp;&nbsp; 5 | 5195 |
| Quest Diagnostics Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/30/31 | &nbsp;&nbsp;&nbsp; 25 | 23120 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/15/34 | &nbsp;&nbsp;&nbsp; 10 | 10200 |
| &nbsp;&nbsp;&nbsp; 6.40%, 11/30/33 | &nbsp;&nbsp;&nbsp; 20 | 22275 |
| Radiology Partners Inc., 8.50%, 07/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 26135 |
| Roche Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.08%, 12/13/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 17749 |
| &nbsp;&nbsp;&nbsp; 4.99%, 03/08/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10369 |
| Select Medical Corp., 6.25%, 12/01/32<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9925 |
| Sotera Health Holdings LLC, 7.38%, 06/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15828 |
| Surgery Center Holdings Inc., 7.25%, 04/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20535 |
| Sutter Health |  |  |
| &nbsp;&nbsp;&nbsp; 5.16%, 08/15/33 | &nbsp;&nbsp;&nbsp; 15 | 15543 |
| &nbsp;&nbsp;&nbsp; Series 2025, 5.21%, 08/15/32 | &nbsp;&nbsp;&nbsp; 5 | 5213 |
| Tenet Healthcare Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15241 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10325 |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/15/31 | &nbsp;&nbsp;&nbsp; 25 | 26054 |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/15/31 | &nbsp;&nbsp;&nbsp; 8 | 8692 |
| UnitedHealth Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/15/32 | &nbsp;&nbsp;&nbsp; 50 | 49599 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Health Care - Services (continued)** | **Health Care - Services (continued)** | **Health Care - Services (continued)** |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/33 | &nbsp;&nbsp;&nbsp; $50 | $49818 |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/15/35 | &nbsp;&nbsp;&nbsp; 20 | 19924 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/15/31 | &nbsp;&nbsp;&nbsp; 25 | 25451 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/15/31 | &nbsp;&nbsp;&nbsp; 20 | 20599 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/32 | &nbsp;&nbsp;&nbsp; 60 | 61768 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/34 | &nbsp;&nbsp;&nbsp; 65 | 66518 |
| &nbsp;&nbsp;&nbsp; 5.15%, 07/15/34 | &nbsp;&nbsp;&nbsp; 35 | 36165 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/15/35 | &nbsp;&nbsp;&nbsp; 20 | 20845 |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/15/33 | &nbsp;&nbsp;&nbsp; 45 | 47180 |
| Universal Health Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 01/15/32 | &nbsp;&nbsp;&nbsp; 15 | 13234 |
| &nbsp;&nbsp;&nbsp; 5.05%, 10/15/34 | &nbsp;&nbsp;&nbsp; 10 | 9857 |
| UPMC, 5.04%, 05/15/33 | &nbsp;&nbsp;&nbsp; 5 | 5137 |
|  |  | 1974740 |
| **Holding Companies - Diversified — 0.2%** | **Holding Companies - Diversified — 0.2%** | **Holding Companies - Diversified — 0.2%** |
| Apollo Debt Solutions BDC |  |  |
| &nbsp;&nbsp;&nbsp; 6.55%, 03/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10395 |
| &nbsp;&nbsp;&nbsp; 6.70%, 07/29/31 | &nbsp;&nbsp;&nbsp; 25 | 26270 |
| Ares Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 11/15/31 | &nbsp;&nbsp;&nbsp; 35 | 31042 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/08/32 | &nbsp;&nbsp;&nbsp; 25 | 25288 |
| Ares Strategic Income Fund, 6.20%, 03/21/32 | &nbsp;&nbsp;&nbsp; 15 | 15388 |
| Blackstone Private Credit Fund |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/29/32 | &nbsp;&nbsp;&nbsp; 30 | 30677 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/22/34<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15246 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/25/31 | &nbsp;&nbsp;&nbsp; 5 | 5179 |
| Blue Owl Credit Income Corp., 6.65%, 03/15/31 | &nbsp;&nbsp;&nbsp; 15 | 15503 |
| Clue Opco LLC, 9.50%, 10/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 12 | 12451 |
| &nbsp;&nbsp;&nbsp; Compass Group Diversified Holdings LLC, 5.00%, <br> 01/15/32<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; 5 | 4593 |
| Gaci First Investment Co., 5.25%, 01/29/34<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206433 |
| &nbsp;&nbsp;&nbsp; HA Sustainable Infrastructure Capital Inc., 6.38%, <br> 07/01/34<br>| &nbsp;&nbsp;&nbsp; 20 | 20439 |
| MDGH GMTN RSC Ltd., 3.38%, 03/28/32<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 189560 |
| Stena International SA |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10200 |
| &nbsp;&nbsp;&nbsp; 7.63%, 02/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10214 |
|  |  | 628878 |
| **Home Builders — 0.1%** | **Home Builders — 0.1%** | **Home Builders — 0.1%** |
| &nbsp;&nbsp;&nbsp; Ashton Woods USA LLC/Ashton Woods Finance Co., <br> 6.88%, 08/01/33<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 15 | 15090 |
| Beazer Homes USA Inc., 7.50%, 03/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5082 |
| Century Communities Inc., 6.63%, 09/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10144 |
| DR Horton Inc., 5.00%, 10/15/34 | &nbsp;&nbsp;&nbsp; 20 | 20377 |
| Forestar Group Inc., 6.50%, 03/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25760 |
| K Hovnanian Enterprises Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 04/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5156 |
| &nbsp;&nbsp;&nbsp; 8.38%, 10/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15454 |
| KB Home, 4.00%, 06/15/31 | &nbsp;&nbsp;&nbsp; 5 | 4728 |
| LGI Homes Inc., 7.00%, 11/15/32<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9846 |
| Meritage Homes Corp., 5.65%, 03/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10256 |
| PulteGroup Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/15/33 | &nbsp;&nbsp;&nbsp; 20 | 21990 |
| &nbsp;&nbsp;&nbsp; 7.88%, 06/15/32 | &nbsp;&nbsp;&nbsp; 10 | 11719 |
| Sekisui House U.S., Inc., 2.50%, 01/15/31 | &nbsp;&nbsp;&nbsp; 10 | 8922 |
| Taylor Morrison Communities Inc., 5.75%, 11/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10315 |
| Toll Brothers Finance Corp., 5.60%, 06/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10339 |
|  |  | 185178 |
| **Home Furnishings — 0.0%** | **Home Furnishings — 0.0%** | **Home Furnishings — 0.0%** |
| Somnigroup International Inc., 3.88%, 10/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 17 | 15939 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Home Furnishings (continued)** | **Home Furnishings (continued)** | **Home Furnishings (continued)** |
| Whirlpool Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 05/15/31 | &nbsp;&nbsp;&nbsp; $5 | $4225 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/14/32 | &nbsp;&nbsp;&nbsp; 15 | 13901 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/33 | &nbsp;&nbsp;&nbsp; 5 | 4780 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/15/33 | &nbsp;&nbsp;&nbsp; 10 | 9935 |
|  |  | 48780 |
| **Household Products & Wares — 0.1%** | **Household Products & Wares — 0.1%** | **Household Products & Wares — 0.1%** |
| Avery Dennison Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 02/15/32 | &nbsp;&nbsp;&nbsp; 35 | 30699 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/33 | &nbsp;&nbsp;&nbsp; 10 | 10611 |
| Church & Dwight Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 12/15/31 | &nbsp;&nbsp;&nbsp; 15 | 13386 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/15/32 | &nbsp;&nbsp;&nbsp; 25 | 26687 |
| Clorox Co. (The), 4.60%, 05/01/32 | &nbsp;&nbsp;&nbsp; 25 | 25300 |
| Kimberly-Clark Corp., 4.50%, 02/16/33 | &nbsp;&nbsp;&nbsp; 10 | 10176 |
| Kronos Acquisition Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 8.25%, 06/30/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 6727 |
| &nbsp;&nbsp;&nbsp; 10.75%, 06/30/32<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 10 | 4415 |
|  |  | 128001 |
| **Housewares — 0.0%** | **Housewares — 0.0%** | **Housewares — 0.0%** |
| Central Garden & Pet Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/15/30<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9587 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/30/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 4723 |
| Newell Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/15/30<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9602 |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/15/32<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9432 |
| Scotts Miracle-Gro Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/31 | &nbsp;&nbsp;&nbsp; 8 | 7499 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/01/32 | &nbsp;&nbsp;&nbsp; 9 | 8418 |
|  |  | 49261 |
| **Insurance — 1.0%** | **Insurance — 1.0%** | **Insurance — 1.0%** |
| Acrisure LLC/Acrisure Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 07/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15380 |
| &nbsp;&nbsp;&nbsp; 7.50%, 11/06/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20788 |
| AIA Group Ltd., 4.95%, 04/04/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10348 |
| &nbsp;&nbsp;&nbsp; Alliant Holdings Intermediate LLC/Alliant Holdings <br> Co-Issuer<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20571 |
| &nbsp;&nbsp;&nbsp; 7.00%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 26008 |
| &nbsp;&nbsp;&nbsp; 7.38%, 10/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15501 |
| &nbsp;&nbsp;&nbsp; Allianz SE, 6.35%, 09/06/53, (5-year CMT + <br> 3.23%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 10748 |
| Allstate Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/30/33 | &nbsp;&nbsp;&nbsp; 35 | 36501 |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/09/35 | &nbsp;&nbsp;&nbsp; 15 | 15811 |
| American Financial Group Inc., 5.00%, 09/23/35 | &nbsp;&nbsp;&nbsp; 25 | 24547 |
| American International Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/15/35 | &nbsp;&nbsp;&nbsp; 10 | 9420 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/27/33 | &nbsp;&nbsp;&nbsp; 30 | 31024 |
| &nbsp;&nbsp;&nbsp; 5.45%, 05/07/35 | &nbsp;&nbsp;&nbsp; 20 | 20952 |
| American National Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/15/35 | &nbsp;&nbsp;&nbsp; 50 | 50630 |
| &nbsp;&nbsp;&nbsp; 6.14%, 06/13/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15728 |
| Americo Life Inc., 3.45%, 04/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 18223 |
| AmFam Holdings Inc., 2.81%, 03/11/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 26300 |
| Aon Corp./Aon Global Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 08/23/31 | &nbsp;&nbsp;&nbsp; 15 | 13258 |
| &nbsp;&nbsp;&nbsp; 2.60%, 12/02/31 | &nbsp;&nbsp;&nbsp; 10 | 9047 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/12/32 | &nbsp;&nbsp;&nbsp; 10 | 10287 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| Aon North America Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/01/31 | &nbsp;&nbsp;&nbsp; $20 | $20864 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/34 | &nbsp;&nbsp;&nbsp; 40 | 41833 |
| Arch Capital Group Ltd., 7.35%, 05/01/34 | &nbsp;&nbsp;&nbsp; 10 | 11722 |
| Ardonagh Finco Ltd., 7.75%, 02/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 26145 |
| Ardonagh Group Finance Ltd., 8.88%, 02/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25829 |
| Arthur J Gallagher & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/32 | &nbsp;&nbsp;&nbsp; 5 | 5115 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/35 | &nbsp;&nbsp;&nbsp; 30 | 30471 |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/15/34 | &nbsp;&nbsp;&nbsp; 25 | 26029 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/02/33 | &nbsp;&nbsp;&nbsp; 10 | 10452 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/34 | &nbsp;&nbsp;&nbsp; 5 | 5541 |
| Ascot Group Ltd., 4.25%, 12/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9256 |
| Assurant Inc., 2.65%, 01/15/32 | &nbsp;&nbsp;&nbsp; 25 | 22153 |
| &nbsp;&nbsp;&nbsp; Assured Guaranty U.S. Holdings Inc., 3.15%, <br> 06/15/31<br>| &nbsp;&nbsp;&nbsp; 25 | 23591 |
| Athene Global Funding |  |  |
| &nbsp;&nbsp;&nbsp; 2.67%, 06/07/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 8920 |
| &nbsp;&nbsp;&nbsp; 5.32%, 11/13/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10160 |
| &nbsp;&nbsp;&nbsp; 5.53%, 07/11/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5133 |
| &nbsp;&nbsp;&nbsp; 5.54%, 08/22/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 65 | 65483 |
| Athene Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/15/31 | &nbsp;&nbsp;&nbsp; 30 | 28422 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/15/34 | &nbsp;&nbsp;&nbsp; 10 | 10385 |
| &nbsp;&nbsp;&nbsp; 6.63%, 10/15/54, (5-year CMT + 2.61%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 19500 |
| &nbsp;&nbsp;&nbsp; 6.65%, 02/01/33 | &nbsp;&nbsp;&nbsp; 20 | 21620 |
| AXA SA, 8.60%, 12/15/30 | &nbsp;&nbsp;&nbsp; 25 | 29588 |
| &nbsp;&nbsp;&nbsp; Baldwin Insurance Group Holdings LLC/Baldwin <br> Insurance Group Holdings Finance, 7.13%, <br> 05/15/31<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 10368 |
| Berkshire Hathaway Finance Corp., 2.88%, 03/15/32 | &nbsp;&nbsp;&nbsp; 40 | 37586 |
| Brown & Brown Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/31 | &nbsp;&nbsp;&nbsp; 15 | 13434 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/17/32 | &nbsp;&nbsp;&nbsp; 15 | 14512 |
| &nbsp;&nbsp;&nbsp; 5.55%, 06/23/35 | &nbsp;&nbsp;&nbsp; 20 | 20563 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/11/34 | &nbsp;&nbsp;&nbsp; 15 | 15563 |
| Chubb INA Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/15/35 | &nbsp;&nbsp;&nbsp; 30 | 30356 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/34 | &nbsp;&nbsp;&nbsp; 55 | 56575 |
| Cincinnati Financial Corp., 6.13%, 11/01/34 | &nbsp;&nbsp;&nbsp; 10 | 10817 |
| CNA Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/34 | &nbsp;&nbsp;&nbsp; 15 | 15149 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10110 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/33 | &nbsp;&nbsp;&nbsp; 10 | 10402 |
| CNO Financial Group Inc., 6.45%, 06/15/34 | &nbsp;&nbsp;&nbsp; 15 | 15905 |
| Corebridge Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/05/32 | &nbsp;&nbsp;&nbsp; 35 | 33296 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/34 | &nbsp;&nbsp;&nbsp; 50 | 52212 |
| &nbsp;&nbsp;&nbsp; 6.05%, 09/15/33 | &nbsp;&nbsp;&nbsp; 10 | 10650 |
| DaVinciRe Holdings Ltd., 5.95%, 04/15/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20626 |
| &nbsp;&nbsp;&nbsp; Doctors Co. An Interinsurance Exchange (The), <br> 4.50%, 01/18/32<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 9071 |
| Empower Finance 2020 LP, 1.78%, 03/17/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 13426 |
| Enstar Group Ltd., 3.10%, 09/01/31 | &nbsp;&nbsp;&nbsp; 15 | 13524 |
| Equitable Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.59%, 01/11/33 | &nbsp;&nbsp;&nbsp; 25 | 26184 |
| &nbsp;&nbsp;&nbsp; 6.70%, 03/28/55, (5-year CMT + 2.39%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5209 |
| F&G Annuities & Life Inc., 6.25%, 10/04/34 | &nbsp;&nbsp;&nbsp; 10 | 10153 |
| Fairfax Financial Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/03/31 | &nbsp;&nbsp;&nbsp; 15 | 14130 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/16/32 | &nbsp;&nbsp;&nbsp; 25 | 26141 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/20/35 | &nbsp;&nbsp;&nbsp; $20 | $20913 |
| Fidelity National Financial Inc., 2.45%, 03/15/31 | &nbsp;&nbsp;&nbsp; 5 | 4469 |
| First American Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 08/15/31 | &nbsp;&nbsp;&nbsp; 15 | 13148 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/30/34 | &nbsp;&nbsp;&nbsp; 10 | 10129 |
| Genworth Holdings Inc., 6.50%, 06/15/34 | &nbsp;&nbsp;&nbsp; 5 | 5091 |
| Global Atlantic Fin Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 31537 |
| &nbsp;&nbsp;&nbsp; 7.95%, 06/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 14 | 15991 |
| Globe Life Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/32 | &nbsp;&nbsp;&nbsp; 25 | 25187 |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/15/34 | &nbsp;&nbsp;&nbsp; 10 | 10509 |
| &nbsp;&nbsp;&nbsp; Hanover Insurance Group Inc. (The), 5.50%, <br> 09/01/35<br>| &nbsp;&nbsp;&nbsp; 20 | 20416 |
| &nbsp;&nbsp;&nbsp; Howden U.K. Refinance PLC/Howden U.K. Refinance <br> 2 PLC/Howden U.S. Refinance LLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 02/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15369 |
| &nbsp;&nbsp;&nbsp; 8.13%, 02/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10108 |
| HUB International Ltd., 7.38%, 01/31/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 36472 |
| Jackson Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/23/31 | &nbsp;&nbsp;&nbsp; 5 | 4553 |
| &nbsp;&nbsp;&nbsp; 5.67%, 06/08/32 | &nbsp;&nbsp;&nbsp; 10 | 10370 |
| Kemper Corp., 3.80%, 02/23/32 | &nbsp;&nbsp;&nbsp; 20 | 18471 |
| Lincoln National Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/15/31 | &nbsp;&nbsp;&nbsp; 20 | 18962 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/01/32 | &nbsp;&nbsp;&nbsp; 15 | 13942 |
| &nbsp;&nbsp;&nbsp; 5.85%, 03/15/34 | &nbsp;&nbsp;&nbsp; 10 | 10518 |
| Loews Corp., 6.00%, 02/01/35 | &nbsp;&nbsp;&nbsp; 10 | 10854 |
| Manulife Financial Corp., 3.70%, 03/16/32 | &nbsp;&nbsp;&nbsp; 25 | 24068 |
| Marsh & McLennan Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 11/15/31 | &nbsp;&nbsp;&nbsp; 25 | 25666 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/35 | &nbsp;&nbsp;&nbsp; 50 | 50884 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/34 | &nbsp;&nbsp;&nbsp; 15 | 15543 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/15/33 | &nbsp;&nbsp;&nbsp; 10 | 10536 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/01/32 | &nbsp;&nbsp;&nbsp; 10 | 10761 |
| &nbsp;&nbsp;&nbsp; Meiji Yasuda Life Insurance Co., 5.80%, 09/11/54, <br> (5-year CMT + 3.03%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 25 | 25471 |
| MetLife Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/15/34 | &nbsp;&nbsp;&nbsp; 30 | 31305 |
| &nbsp;&nbsp;&nbsp; 5.38%, 07/15/33 | &nbsp;&nbsp;&nbsp; 29 | 30613 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/15/35 | &nbsp;&nbsp;&nbsp; 45 | 48257 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/15/34 | &nbsp;&nbsp;&nbsp; 40 | 45002 |
| &nbsp;&nbsp;&nbsp; 6.50%, 12/15/32 | &nbsp;&nbsp;&nbsp; 9 | 10145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series G, 6.35%, 03/15/55, (5-year CMT + <br> 2.08%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 20 | 21120 |
| Metropolitan Life Global Funding I, 5.15%, 03/28/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10362 |
| Nationwide Mutual Insurance Co., 7.88%, 04/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5703 |
| New York Life Global Funding |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/28/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 39993 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/09/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 35794 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/23/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 52361 |
| New York Life Insurance Co., 5.88%, 05/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 37372 |
| &nbsp;&nbsp;&nbsp; Nippon Life Insurance Co., 5.95%, 04/16/54, (5-year <br> CMT + 2.59%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 20 | 20826 |
| Old Republic International Corp., 5.75%, 03/28/34 | &nbsp;&nbsp;&nbsp; 10 | 10466 |
| Pacific Life Global Funding II, 2.45%, 01/11/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 8926 |
| Pacific LifeCorp, 6.60%, 09/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 16762 |
| Panther Escrow Issuer LLC, 7.13%, 06/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 61 | 63138 |
| Pricoa Global Funding I, 5.35%, 05/28/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5182 |
| Primerica Inc., 2.80%, 11/19/31 | &nbsp;&nbsp;&nbsp; 5 | 4537 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| Progressive Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/15/32 | &nbsp;&nbsp;&nbsp; $25 | $23179 |
| &nbsp;&nbsp;&nbsp; 6.25%, 12/01/32 | &nbsp;&nbsp;&nbsp; 10 | 11149 |
| Protective Life Global Funding, 5.43%, 01/14/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5236 |
| Prudential Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/14/35 | &nbsp;&nbsp;&nbsp; 20 | 20595 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/33 | &nbsp;&nbsp;&nbsp; 50 | 54136 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/01/52, (5-year CMT + 3.23%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 65 | 67309 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/15/54, (5-year CMT + 2.40%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5263 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/01/53, (5-year CMT + 2.85%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15949 |
| Prudential Funding Asia PLC, 3.63%, 03/24/32 | &nbsp;&nbsp;&nbsp; 10 | 9523 |
| Reinsurance Group of America Inc., 5.75%, 09/15/34 | &nbsp;&nbsp;&nbsp; 40 | 41765 |
| RenaissanceRe Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/05/33 | &nbsp;&nbsp;&nbsp; 25 | 26267 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/35 | &nbsp;&nbsp;&nbsp; 10 | 10504 |
| RGA Global Funding |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/25/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10064 |
| &nbsp;&nbsp;&nbsp; 5.05%, 12/06/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5121 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/11/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15664 |
| Ryan Specialty LLC, 5.88%, 08/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20440 |
| Sammons Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 04/16/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 27901 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/08/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 14739 |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 16615 |
| SBL Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/18/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 13818 |
| &nbsp;&nbsp;&nbsp; 7.20%, 10/30/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 38777 |
| Selective Insurance Group Inc., 5.90%, 04/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10481 |
| Stewart Information Services Corp., 3.60%, 11/15/31 | &nbsp;&nbsp;&nbsp; 10 | 8953 |
| &nbsp;&nbsp;&nbsp; Sumitomo Life Insurance Co., 5.88%, (5-year CMT + <br> 2.84%)<sup>(a)(b)(e)</sup><br>| &nbsp;&nbsp;&nbsp; 5 | 5112 |
| Travelers Companies Inc. (The), 5.05%, 07/24/35 | &nbsp;&nbsp;&nbsp; 15 | 15351 |
| USI Inc./New York, 7.50%, 01/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10428 |
| &nbsp;&nbsp;&nbsp; Western & Southern Financial Group Inc., 5.75%, <br> 07/15/33<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 10554 |
|  |  | 2837941 |
| **Internet — 0.5%** | **Internet — 0.5%** | **Internet — 0.5%** |
| Alibaba Group Holding Ltd., 2.13%, 02/09/31 | &nbsp;&nbsp;&nbsp; 20 | 18242 |
| Alphabet Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/35 | &nbsp;&nbsp;&nbsp; 30 | 30229 |
| &nbsp;&nbsp;&nbsp; 4.70%, 11/15/35 | &nbsp;&nbsp;&nbsp; 75 | 76224 |
| Amazon.com Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 05/12/31 | &nbsp;&nbsp;&nbsp; 140 | 126766 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/13/32 | &nbsp;&nbsp;&nbsp; 95 | 92478 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/20/33 | &nbsp;&nbsp;&nbsp; 25 | 25182 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/20/35 | &nbsp;&nbsp;&nbsp; 25 | 25269 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/01/32 | &nbsp;&nbsp;&nbsp; 45 | 46408 |
| &nbsp;&nbsp;&nbsp; 4.80%, 12/05/34 | &nbsp;&nbsp;&nbsp; 30 | 31095 |
| AppLovin Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 12/01/31 | &nbsp;&nbsp;&nbsp; 15 | 15598 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/34 | &nbsp;&nbsp;&nbsp; 15 | 15517 |
| &nbsp;&nbsp;&nbsp; Cogent Communications Group LLC/Cogent <br> Finance Inc., 6.50%, 07/01/32<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; 25 | 22771 |
| eBay Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 05/10/31 | &nbsp;&nbsp;&nbsp; 20 | 18320 |
| &nbsp;&nbsp;&nbsp; 6.30%, 11/22/32 | &nbsp;&nbsp;&nbsp; 10 | 10991 |
| Expedia Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/15/31 | &nbsp;&nbsp;&nbsp; 27 | 25118 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/15/35 | &nbsp;&nbsp;&nbsp; 25 | 25819 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Internet (continued)** | **Internet (continued)** | **Internet (continued)** |
| Gen Digital Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $15 | $15447 |
| &nbsp;&nbsp;&nbsp; 7.13%, 09/30/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15510 |
| Match Group Holdings II LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 13741 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 4742 |
| &nbsp;&nbsp;&nbsp; 6.13%, 09/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15199 |
| Meta Platforms Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 08/15/32 | &nbsp;&nbsp;&nbsp; 55 | 53691 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/15/31 | &nbsp;&nbsp;&nbsp; 25 | 25552 |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/15/32 | &nbsp;&nbsp;&nbsp; 25 | 25383 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/15/34 | &nbsp;&nbsp;&nbsp; 50 | 50884 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/35 | &nbsp;&nbsp;&nbsp; 135 | 136520 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/33 | &nbsp;&nbsp;&nbsp; 30 | 31063 |
| Prosus NV, 3.06%, 07/13/31<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 181591 |
| &nbsp;&nbsp;&nbsp; Rakuten Group Inc., 6.25%, (5-year CMT + <br> 4.96%)<sup>(a)(b)(e)</sup><br>| &nbsp;&nbsp;&nbsp; 18 | 17107 |
| Snap Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 03/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25786 |
| &nbsp;&nbsp;&nbsp; 6.88%, 03/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10248 |
| Uber Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/15/31 | &nbsp;&nbsp;&nbsp; 25 | 24906 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/15/34 | &nbsp;&nbsp;&nbsp; 20 | 20100 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/15/35 | &nbsp;&nbsp;&nbsp; 25 | 24980 |
| VeriSign Inc., 5.25%, 06/01/32 | &nbsp;&nbsp;&nbsp; 20 | 20563 |
| Wayfair LLC, 6.75%, 11/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10205 |
|  |  | 1329245 |
| **Iron & Steel — 0.1%** | **Iron & Steel — 0.1%** | **Iron & Steel — 0.1%** |
| ArcelorMittal SA |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/17/34<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10787 |
| &nbsp;&nbsp;&nbsp; 6.80%, 11/29/32 | &nbsp;&nbsp;&nbsp; 30 | 33598 |
| Carpenter Technology Corp., 5.63%, 03/01/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15250 |
| Cleveland-Cliffs Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 4740 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25644 |
| &nbsp;&nbsp;&nbsp; 7.38%, 05/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15488 |
| &nbsp;&nbsp;&nbsp; 7.50%, 09/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 26220 |
| &nbsp;&nbsp;&nbsp; 7.63%, 01/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15583 |
| Commercial Metals Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/15/31 | &nbsp;&nbsp;&nbsp; 5 | 4731 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/32 | &nbsp;&nbsp;&nbsp; 3 | 2873 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10223 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/15/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10181 |
| Gerdau Trade Inc., 5.75%, 06/09/35 | &nbsp;&nbsp;&nbsp; 10 | 10346 |
| Mineral Resources Ltd., 7.00%, 04/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5199 |
| Nucor Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 04/01/32 | &nbsp;&nbsp;&nbsp; 10 | 9308 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/01/35 | &nbsp;&nbsp;&nbsp; 10 | 10255 |
| &nbsp;&nbsp;&nbsp; Samarco Mineracao SA, 9.50%, 06/30/31, (9.00% <br> Cash and 9.00% PIK)<sup>(d)(f)</sup><br>| &nbsp;&nbsp;&nbsp; 59 | 58957 |
| Steel Dynamics Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/35 | &nbsp;&nbsp;&nbsp; 35 | 35957 |
| &nbsp;&nbsp;&nbsp; 5.38%, 08/15/34 | &nbsp;&nbsp;&nbsp; 10 | 10415 |
| Vale Overseas Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 06/12/33 | &nbsp;&nbsp;&nbsp; 35 | 37519 |
| &nbsp;&nbsp;&nbsp; 8.25%, 01/17/34 | &nbsp;&nbsp;&nbsp; 5 | 6013 |
|  |  | 359287 |
| **Leisure Time — 0.2%** | **Leisure Time — 0.2%** | **Leisure Time — 0.2%** |
| Acushnet Co., 5.63%, 12/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10078 |
| Amer Sports Co., 6.75%, 02/16/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20883 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Leisure Time (continued)** | **Leisure Time (continued)** | **Leisure Time (continued)** |
| Brunswick Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 08/18/31 | &nbsp;&nbsp;&nbsp; $15 | $13162 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/15/32 | &nbsp;&nbsp;&nbsp; 10 | 9558 |
| Carnival Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 60 | 61519 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20604 |
| &nbsp;&nbsp;&nbsp; 6.13%, 02/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 36019 |
| &nbsp;&nbsp;&nbsp; Kingpin Intermediate Holdings LLC, 7.25%, <br> 10/15/32<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 25 | 23189 |
| Life Time Inc., 6.00%, 11/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10203 |
| NCL Corp. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 14816 |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9889 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 35557 |
| Patrick Industries Inc., 6.38%, 11/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10256 |
| Royal Caribbean Cruises Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/30/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 30627 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 36041 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25851 |
| Viking Cruises Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25428 |
| &nbsp;&nbsp;&nbsp; 9.13%, 07/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10723 |
|  |  | 404403 |
| **Lodging — 0.2%** | **Lodging — 0.2%** | **Lodging — 0.2%** |
| Boyd Gaming Corp., 4.75%, 06/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 17 | 16566 |
| Choice Hotels International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 01/15/31 | &nbsp;&nbsp;&nbsp; 15 | 14192 |
| &nbsp;&nbsp;&nbsp; 5.85%, 08/01/34 | &nbsp;&nbsp;&nbsp; 15 | 15413 |
| Hilton Domestic Operating Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 26 | 24160 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 18 | 17201 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15373 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20621 |
| &nbsp;&nbsp;&nbsp; 6.13%, 04/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20738 |
| &nbsp;&nbsp;&nbsp; Hilton Grand Vacations Borrower Escrow LLC/Hilton <br> Grand Vacations Borrower Esc<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9265 |
| &nbsp;&nbsp;&nbsp; 6.63%, 01/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15255 |
| Hyatt Hotels Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 12/15/31 | &nbsp;&nbsp;&nbsp; 5 | 5149 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/30/34 | &nbsp;&nbsp;&nbsp; 15 | 15501 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/30/32 | &nbsp;&nbsp;&nbsp; 20 | 20987 |
| Las Vegas Sands Corp., 6.20%, 08/15/34 | &nbsp;&nbsp;&nbsp; 10 | 10536 |
| Marriott International Inc./MD |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/34 | &nbsp;&nbsp;&nbsp; 25 | 25926 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/35 | &nbsp;&nbsp;&nbsp; 20 | 20682 |
| &nbsp;&nbsp;&nbsp; Series GG, 3.50%, 10/15/32 | &nbsp;&nbsp;&nbsp; 30 | 28074 |
| &nbsp;&nbsp;&nbsp; Series HH, 2.85%, 04/15/31 | &nbsp;&nbsp;&nbsp; 5 | 4640 |
| &nbsp;&nbsp;&nbsp; Series II, 2.75%, 10/15/33 | &nbsp;&nbsp;&nbsp; 5 | 4381 |
| Marriott Ownership Resorts Inc., 6.50%, 10/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 14269 |
| Melco Resorts Finance Ltd., 7.63%, 04/17/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15583 |
| MGM China Holdings Ltd., 7.13%, 06/26/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5264 |
| MGM Resorts International, 6.50%, 04/15/32 | &nbsp;&nbsp;&nbsp; 15 | 15400 |
| Sands China Ltd., 3.25%, 08/08/31 | &nbsp;&nbsp;&nbsp; 10 | 9156 |
| Station Casinos LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 8 | 7571 |
| &nbsp;&nbsp;&nbsp; 6.63%, 03/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10230 |
| Travel + Leisure Co., 6.13%, 09/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15241 |
|  |  | 397374 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Machinery — 0.2%** | **Machinery — 0.2%** | **Machinery — 0.2%** |
| AGCO Corp., 5.80%, 03/21/34 | &nbsp;&nbsp;&nbsp; $15 | $15672 |
| Caterpillar Inc., 5.20%, 05/15/35 | &nbsp;&nbsp;&nbsp; 35 | 36632 |
| Chart Industries Inc., 9.50%, 01/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 7 | 7471 |
| Deere & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/16/35 | &nbsp;&nbsp;&nbsp; 25 | 26563 |
| &nbsp;&nbsp;&nbsp; 7.13%, 03/03/31 | &nbsp;&nbsp;&nbsp; 20 | 22745 |
| Flowserve Corp., 2.80%, 01/15/32 | &nbsp;&nbsp;&nbsp; 30 | 26929 |
| IDEX Corp., 2.63%, 06/15/31 | &nbsp;&nbsp;&nbsp; 15 | 13737 |
| Ingersoll Rand Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.31%, 06/15/31 | &nbsp;&nbsp;&nbsp; 25 | 26249 |
| &nbsp;&nbsp;&nbsp; 5.70%, 08/14/33 | &nbsp;&nbsp;&nbsp; 25 | 26674 |
| John Deere Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.45%, 01/15/31 | &nbsp;&nbsp;&nbsp; 25 | 22084 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/17/31 | &nbsp;&nbsp;&nbsp; 30 | 26918 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/07/32 | &nbsp;&nbsp;&nbsp; 30 | 29516 |
| &nbsp;&nbsp;&nbsp; 4.35%, 09/15/32 | &nbsp;&nbsp;&nbsp; 25 | 25193 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/08/31 | &nbsp;&nbsp;&nbsp; 30 | 30372 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/11/34 | &nbsp;&nbsp;&nbsp; 30 | 31263 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/08/33 | &nbsp;&nbsp;&nbsp; 30 | 31530 |
| Manitowoc Co. Inc. (The), 9.25%, 10/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5342 |
| Nordson Corp., 5.80%, 09/15/33 | &nbsp;&nbsp;&nbsp; 10 | 10701 |
| nVent Finance SARL, 5.65%, 05/15/33 | &nbsp;&nbsp;&nbsp; 10 | 10477 |
| Regal Rexnord Corp., 6.40%, 04/15/33 | &nbsp;&nbsp;&nbsp; 25 | 26966 |
| Rockwell Automation Inc., 1.75%, 08/15/31 | &nbsp;&nbsp;&nbsp; 15 | 13205 |
| Terex Corp., 6.25%, 10/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15330 |
| Westinghouse Air Brake Technologies Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/29/35 | &nbsp;&nbsp;&nbsp; 15 | 15724 |
| &nbsp;&nbsp;&nbsp; 5.61%, 03/11/34 | &nbsp;&nbsp;&nbsp; 10 | 10610 |
| Xylem Inc./New York, 2.25%, 01/30/31<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 5 | 4551 |
|  |  | 512454 |
| **Manufacturing — 0.1%** | **Manufacturing — 0.1%** | **Manufacturing — 0.1%** |
| 3M Co., 5.15%, 03/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10349 |
| Amsted Industries Inc., 4.63%, 05/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 8 | 7885 |
| Avient Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10212 |
| &nbsp;&nbsp;&nbsp; 7.13%, 08/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15485 |
| Axon Enterprise Inc., 6.25%, 03/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15608 |
| Eaton Corp., 4.15%, 03/15/33 | &nbsp;&nbsp;&nbsp; 50 | 49499 |
| Enpro Inc., 6.13%, 06/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5162 |
| Hillenbrand Inc., 3.75%, 03/01/31<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 8 | 7993 |
| Parker-Hannifin Corp., 4.20%, 11/21/34 | &nbsp;&nbsp;&nbsp; 10 | 9794 |
| Teledyne Technologies Inc., 2.75%, 04/01/31 | &nbsp;&nbsp;&nbsp; 30 | 27819 |
| Textron Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 03/15/31 | &nbsp;&nbsp;&nbsp; 15 | 13624 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10432 |
|  |  | 183862 |
| **Media — 0.6%** | **Media — 0.6%** | **Media — 0.6%** |
| AMC Networks Inc., 10.50%, 07/15/32<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 25 | 26731 |
| Cable One Inc., 4.00%, 11/15/30<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 10 | 7959 |
| CCO Holdings LLC/CCO Holdings Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 51 | 46985 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/34<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 50 | 42415 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 42306 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/01/32 | &nbsp;&nbsp;&nbsp; 59 | 53238 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/33<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 30 | 26354 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 18394 |
| &nbsp;&nbsp;&nbsp; 7.38%, 03/01/31<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20425 |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter <br> Communications Operating Capital<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/01/32 | &nbsp;&nbsp;&nbsp; 30 | 25769 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Media (continued)** | **Media (continued)** | **Media (continued)** |
| &nbsp;&nbsp;&nbsp; 4.40%, 04/01/33 | &nbsp;&nbsp;&nbsp; $15 | $14133 |
| &nbsp;&nbsp;&nbsp; 6.38%, 10/23/35 | &nbsp;&nbsp;&nbsp; 40 | 41353 |
| &nbsp;&nbsp;&nbsp; 6.55%, 06/01/34 | &nbsp;&nbsp;&nbsp; 25 | 26371 |
| &nbsp;&nbsp;&nbsp; 6.65%, 02/01/34 | &nbsp;&nbsp;&nbsp; 25 | 26454 |
| Comcast Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 01/15/31 | &nbsp;&nbsp;&nbsp; 5 | 4456 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/15/34 | &nbsp;&nbsp;&nbsp; 35 | 33600 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/33 | &nbsp;&nbsp;&nbsp; 70 | 68595 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/15/33 | &nbsp;&nbsp;&nbsp; 50 | 50241 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/33 | &nbsp;&nbsp;&nbsp; 35 | 35433 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/01/34 | &nbsp;&nbsp;&nbsp; 25 | 25840 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/35 | &nbsp;&nbsp;&nbsp; 40 | 41247 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/15/32 | &nbsp;&nbsp;&nbsp; 30 | 31795 |
| Cox Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/01/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 14001 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25220 |
| CSC Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 13877 |
| &nbsp;&nbsp;&nbsp; 4.13%, 12/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 11432 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 17009 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 14270 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 8 | 2808 |
| &nbsp;&nbsp;&nbsp; Directv Financing LLC/Directv Financing <br> Co-Obligor Inc., 10.00%, 02/15/31<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 40 | 39760 |
| Fox Corp., 6.50%, 10/13/33 | &nbsp;&nbsp;&nbsp; 55 | 60947 |
| Gray Media Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 08/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20118 |
| &nbsp;&nbsp;&nbsp; 9.63%, 07/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5198 |
| Gray Television Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 14 | 10862 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 32 | 24074 |
| Grupo Televisa SAB, 8.50%, 03/11/32 | &nbsp;&nbsp;&nbsp; 5 | 5526 |
| iHeartCommunications Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 4061 |
| &nbsp;&nbsp;&nbsp; 7.75%, 08/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 8562 |
| &nbsp;&nbsp;&nbsp; 10.88%, 05/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 8231 |
| McGraw-Hill Education Inc., 7.38%, 09/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10371 |
| Midcontinent Communications, 8.00%, 08/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10101 |
| News Corp., 5.13%, 02/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 7 | 6930 |
| Paramount Global |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/19/32 | &nbsp;&nbsp;&nbsp; 20 | 18634 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/31 | &nbsp;&nbsp;&nbsp; 40 | 39485 |
| Scripps Escrow II Inc., 5.38%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 7 | 5457 |
| Sinclair Television Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 12/31/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 23 | 17926 |
| &nbsp;&nbsp;&nbsp; 8.13%, 02/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 31230 |
| Sirius XM Radio LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/01/31<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 31 | 28273 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 23753 |
| Sunrise FinCo I BV, 4.88%, 07/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 19078 |
| &nbsp;&nbsp;&nbsp; Time Warner Cable Enterprises LLC, 8.38%, <br> 07/15/33<br>| &nbsp;&nbsp;&nbsp; 27 | 31288 |
| &nbsp;&nbsp;&nbsp; TWDC Enterprises 18 Corp., Series B, 7.00%, <br> 03/01/32<br>| &nbsp;&nbsp;&nbsp; 45 | 51602 |
| Univision Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.38%, 06/30/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20312 |
| &nbsp;&nbsp;&nbsp; 8.50%, 07/31/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20710 |
| &nbsp;&nbsp;&nbsp; 9.38%, 08/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10652 |
| Virgin Media Finance PLC, 5.00%, 07/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 13264 |
| &nbsp;&nbsp;&nbsp; Virgin Media Secured Finance PLC, 4.50%, <br> 08/15/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 15 | 13964 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Media (continued)** | **Media (continued)** | **Media (continued)** |
| VZ Secured Financing BV, 5.00%, 01/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $25 | $22558 |
| Walt Disney Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 01/13/31 | &nbsp;&nbsp;&nbsp; 75 | 70300 |
| &nbsp;&nbsp;&nbsp; 6.20%, 12/15/34 | &nbsp;&nbsp;&nbsp; 15 | 16981 |
| &nbsp;&nbsp;&nbsp; 6.55%, 03/15/33 | &nbsp;&nbsp;&nbsp; 20 | 22802 |
|  |  | 1501721 |
| **Metal Fabricate & Hardware — 0.0%** | **Metal Fabricate & Hardware — 0.0%** | **Metal Fabricate & Hardware — 0.0%** |
| Vallourec SACA, 7.50%, 04/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10683 |
| **Mining — 0.4%** | **Mining — 0.4%** | **Mining — 0.4%** |
| Alcoa Nederland Holding BV, 7.13%, 03/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15914 |
| Alumina Pty. Ltd., 6.38%, 09/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10383 |
| Arsenal AIC Parent LLC |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 10/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10628 |
| &nbsp;&nbsp;&nbsp; 11.50%, 10/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 11009 |
| BHP Billiton Finance USA Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/28/33 | &nbsp;&nbsp;&nbsp; 5 | 5119 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/21/32 | &nbsp;&nbsp;&nbsp; 30 | 31145 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/08/33 | &nbsp;&nbsp;&nbsp; 25 | 26086 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/21/35 | &nbsp;&nbsp;&nbsp; 45 | 46828 |
| Capstone Copper Corp., 6.75%, 03/31/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10385 |
| Century Aluminum Co., 6.88%, 08/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15279 |
| Constellium SE, 6.38%, 08/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5141 |
| Corp. Nacional del Cobre de Chile, 3.75%, 01/15/31<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 190865 |
| Fortescue Treasury Pty Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 22 | 21216 |
| &nbsp;&nbsp;&nbsp; 6.13%, 04/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 16 | 16652 |
| Freeport-McMoRan Inc., 5.40%, 11/14/34 | &nbsp;&nbsp;&nbsp; 15 | 15585 |
| Glencore Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 04/27/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 4612 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/04/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 26205 |
| &nbsp;&nbsp;&nbsp; 5.67%, 04/01/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 21016 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/06/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 27745 |
| Kaiser Aluminum Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9612 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/01/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 14986 |
| New Gold Inc., 6.88%, 04/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5323 |
| &nbsp;&nbsp;&nbsp; Newcastle Coal Infrastructure Group Pty. Ltd., 4.70%, <br> 05/12/31<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; 15 | 14357 |
| Newmont Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 07/15/32<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 65 | 59229 |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/01/35 | &nbsp;&nbsp;&nbsp; 25 | 27178 |
| Novelis Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 13703 |
| &nbsp;&nbsp;&nbsp; 6.38%, 08/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15140 |
| Rio Tinto Alcan Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/01/35 | &nbsp;&nbsp;&nbsp; 5 | 5373 |
| &nbsp;&nbsp;&nbsp; 6.13%, 12/15/33 | &nbsp;&nbsp;&nbsp; 10 | 11023 |
| &nbsp;&nbsp;&nbsp; 7.25%, 03/15/31 | &nbsp;&nbsp;&nbsp; 25 | 28656 |
| Rio Tinto Finance USA PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/09/33 | &nbsp;&nbsp;&nbsp; 15 | 15491 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/14/35 | &nbsp;&nbsp;&nbsp; 35 | 36327 |
| South32 Treasury Ltd., 4.35%, 04/14/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 24285 |
| &nbsp;&nbsp;&nbsp; Vedanta Resources Finance II PLC, 11.25%, <br> 12/03/31<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 209989 |
| Yamana Gold Inc., 2.63%, 08/15/31 | &nbsp;&nbsp;&nbsp; 14 | 12582 |
|  |  | 1015067 |
| **Office & Business Equipment — 0.0%** | **Office & Business Equipment — 0.0%** | **Office & Business Equipment — 0.0%** |
| CDW LLC/CDW Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.57%, 12/01/31 | &nbsp;&nbsp;&nbsp; 20 | 18703 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/22/34 | &nbsp;&nbsp;&nbsp; 15 | 15449 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Office & Business Equipment (continued)** | **Office & Business Equipment (continued)** | **Office & Business Equipment (continued)** |
| Xerox Corp., 13.50%, 04/15/31<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; $20 | $18291 |
| Zebra Technologies Corp., 6.50%, 06/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10330 |
|  |  | 62773 |
| **Oil & Gas — 1.3%** | **Oil & Gas — 1.3%** | **Oil & Gas — 1.3%** |
| Aker BP ASA |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 07/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 4588 |
| &nbsp;&nbsp;&nbsp; 5.13%, 10/01/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9884 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/30/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 4938 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/13/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5253 |
| APA Corp., 6.10%, 02/15/35 | &nbsp;&nbsp;&nbsp; 25 | 25758 |
| &nbsp;&nbsp;&nbsp; Ascent Resources Utica Holdings LLC/ARU Finance <br> Corp., 6.63%, 10/15/32<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 10222 |
| Baytex Energy Corp., 7.38%, 03/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10150 |
| BP Capital Markets America Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.72%, 01/12/32 | &nbsp;&nbsp;&nbsp; 40 | 36571 |
| &nbsp;&nbsp;&nbsp; 4.81%, 02/13/33 | &nbsp;&nbsp;&nbsp; 25 | 25448 |
| &nbsp;&nbsp;&nbsp; 4.89%, 09/11/33 | &nbsp;&nbsp;&nbsp; 55 | 56306 |
| &nbsp;&nbsp;&nbsp; 4.99%, 04/10/34 | &nbsp;&nbsp;&nbsp; 20 | 20537 |
| &nbsp;&nbsp;&nbsp; 5.23%, 11/17/34 | &nbsp;&nbsp;&nbsp; 35 | 36429 |
| California Resources Corp., 7.00%, 01/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 4991 |
| Canadian Natural Resources Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 12/15/34 | &nbsp;&nbsp;&nbsp; 25 | 25635 |
| &nbsp;&nbsp;&nbsp; 5.85%, 02/01/35 | &nbsp;&nbsp;&nbsp; 5 | 5239 |
| &nbsp;&nbsp;&nbsp; 7.20%, 01/15/32 | &nbsp;&nbsp;&nbsp; 5 | 5651 |
| Cenovus Energy Inc., 2.65%, 01/15/32 | &nbsp;&nbsp;&nbsp; 20 | 17817 |
| Chevron USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.82%, 04/15/32 | &nbsp;&nbsp;&nbsp; 30 | 30967 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/15/35<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25376 |
| &nbsp;&nbsp;&nbsp; 4.98%, 04/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10298 |
| Chord Energy Corp., 6.75%, 03/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10332 |
| Civitas Resources Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 8.63%, 11/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20949 |
| &nbsp;&nbsp;&nbsp; 8.75%, 07/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 26054 |
| &nbsp;&nbsp;&nbsp; 9.63%, 06/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 16202 |
| &nbsp;&nbsp;&nbsp; CNOOC Petroleum North America ULC, 5.88%, <br> 03/10/35<br>| &nbsp;&nbsp;&nbsp; 200 | 224722 |
| CNX Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 03/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10439 |
| &nbsp;&nbsp;&nbsp; 7.38%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 9 | 9348 |
| ConocoPhillips Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/35 | &nbsp;&nbsp;&nbsp; 25 | 25573 |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/15/33 | &nbsp;&nbsp;&nbsp; 50 | 51837 |
| Continental Resources Inc./OK |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 8741 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 36074 |
| Coterra Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/15/35 | &nbsp;&nbsp;&nbsp; 20 | 20414 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/34 | &nbsp;&nbsp;&nbsp; 10 | 10353 |
| Crescent Energy Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 7.38%, 01/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 14208 |
| &nbsp;&nbsp;&nbsp; 7.63%, 04/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 24366 |
| Devon Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/34<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25100 |
| &nbsp;&nbsp;&nbsp; 7.95%, 04/15/32 | &nbsp;&nbsp;&nbsp; 10 | 11643 |
| Diamondback Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/24/31 | &nbsp;&nbsp;&nbsp; 25 | 23381 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/18/34 | &nbsp;&nbsp;&nbsp; 30 | 30840 |
| &nbsp;&nbsp;&nbsp; 5.55%, 04/01/35 | &nbsp;&nbsp;&nbsp; 25 | 25853 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/33 | &nbsp;&nbsp;&nbsp; 20 | 21653 |
| Ecopetrol SA |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/02/31 | &nbsp;&nbsp;&nbsp; 40 | 35694 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Oil & Gas (continued)** | **Oil & Gas (continued)** | **Oil & Gas (continued)** |
| &nbsp;&nbsp;&nbsp; 7.75%, 02/01/32 | &nbsp;&nbsp;&nbsp; $50 | $51269 |
| &nbsp;&nbsp;&nbsp; 8.88%, 01/13/33 | &nbsp;&nbsp;&nbsp; 70 | 74844 |
| Energian Israel Finance Ltd., 5.88%, 03/30/31<sup>(b)(f)</sup> | &nbsp;&nbsp;&nbsp; 30 | 28968 |
| EOG Resources Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/01/35 | &nbsp;&nbsp;&nbsp; 30 | 28092 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/32 | &nbsp;&nbsp;&nbsp; 25 | 25667 |
| EQT Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9428 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/31 | &nbsp;&nbsp;&nbsp; 20 | 20134 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/01/34 | &nbsp;&nbsp;&nbsp; 20 | 21060 |
| Equinor ASA |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/14/35 | &nbsp;&nbsp;&nbsp; 25 | 25168 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/03/35 | &nbsp;&nbsp;&nbsp; 15 | 15559 |
| Expand Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/32 | &nbsp;&nbsp;&nbsp; 38 | 37599 |
| &nbsp;&nbsp;&nbsp; 5.70%, 01/15/35 | &nbsp;&nbsp;&nbsp; 15 | 15589 |
| Harbour Energy PLC, 6.33%, 04/01/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5130 |
| Helmerich & Payne Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 09/29/31 | &nbsp;&nbsp;&nbsp; 15 | 13410 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/34<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 15 | 14954 |
| Hess Corp., 7.30%, 08/15/31 | &nbsp;&nbsp;&nbsp; 25 | 28945 |
| HF Sinclair Corp., 6.25%, 01/15/35 | &nbsp;&nbsp;&nbsp; 20 | 21073 |
| Hilcorp Energy I LP/Hilcorp Finance Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9425 |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 4707 |
| &nbsp;&nbsp;&nbsp; 6.88%, 05/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 14074 |
| &nbsp;&nbsp;&nbsp; 7.25%, 02/15/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 19025 |
| &nbsp;&nbsp;&nbsp; 8.38%, 11/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15394 |
| Long Ridge Energy LLC, 8.75%, 02/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15692 |
| &nbsp;&nbsp;&nbsp; Magnolia Oil & Gas Operating LLC/Magnolia Oil & <br> Gas Finance Corp., 6.88%, 12/01/32<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 10252 |
| Marathon Petroleum Corp., 5.70%, 03/01/35 | &nbsp;&nbsp;&nbsp; 40 | 41544 |
| Matador Resources Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15015 |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15236 |
| &nbsp;&nbsp;&nbsp; Moss Creek Resources Holdings Inc., 8.25%, <br> 09/01/31<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 15 | 14383 |
| Murphy Oil Corp., 6.00%, 10/01/32<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9922 |
| Nabors Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.63%, 11/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9698 |
| &nbsp;&nbsp;&nbsp; 8.88%, 08/15/31<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9784 |
| Northern Oil & Gas Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 10/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9726 |
| &nbsp;&nbsp;&nbsp; 8.75%, 06/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10220 |
| Occidental Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/01/32 | &nbsp;&nbsp;&nbsp; 25 | 25603 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/01/34<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25498 |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/01/31 | &nbsp;&nbsp;&nbsp; 14 | 14810 |
| &nbsp;&nbsp;&nbsp; 7.50%, 05/01/31 | &nbsp;&nbsp;&nbsp; 16 | 18039 |
| &nbsp;&nbsp;&nbsp; 7.88%, 09/15/31 | &nbsp;&nbsp;&nbsp; 26 | 29900 |
| Ovintiv Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/15/33 | &nbsp;&nbsp;&nbsp; 25 | 26497 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/15/34 | &nbsp;&nbsp;&nbsp; 5 | 5363 |
| &nbsp;&nbsp;&nbsp; 7.20%, 11/01/31 | &nbsp;&nbsp;&nbsp; 5 | 5551 |
| Patterson-UTI Energy Inc., 7.15%, 10/01/33 | &nbsp;&nbsp;&nbsp; 10 | 10675 |
| Permian Resources Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 02/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20518 |
| &nbsp;&nbsp;&nbsp; 7.00%, 01/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20832 |
| &nbsp;&nbsp;&nbsp; 9.88%, 07/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 6 | 6467 |
| Petrobras Global Finance BV, 5.60%, 01/03/31 | &nbsp;&nbsp;&nbsp; 80 | 80585 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Oil & Gas (continued)** | **Oil & Gas (continued)** | **Oil & Gas (continued)** |
| Petroleos Mexicanos |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 01/28/31 | &nbsp;&nbsp;&nbsp; $100 | $96617 |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/15/35 | &nbsp;&nbsp;&nbsp; 50 | 47104 |
| &nbsp;&nbsp;&nbsp; 6.70%, 02/16/32 | &nbsp;&nbsp;&nbsp; 200 | 198502 |
| &nbsp;&nbsp;&nbsp; 10.00%, 02/07/33<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 30 | 34669 |
| Petronas Capital Ltd., 2.48%, 01/28/32<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 180518 |
| Phillips 66 |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 12/15/30 | &nbsp;&nbsp;&nbsp; 20 | 17968 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/15/34 | &nbsp;&nbsp;&nbsp; 20 | 19697 |
| Phillips 66 Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/35 | &nbsp;&nbsp;&nbsp; 35 | 34987 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/30/33 | &nbsp;&nbsp;&nbsp; 40 | 41406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series A, 5.88%, 03/15/56, (5-year CMT + <br> 2.28%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 5 | 4927 |
| Pluspetrol SA, 8.50%, 05/30/32<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 40 | 40159 |
| Raizen Fuels Finance SA, 6.45%, 03/05/34<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 172356 |
| SA Global Sukuk Ltd., 4.63%, 09/17/35<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 195122 |
| Santos Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/13/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25078 |
| &nbsp;&nbsp;&nbsp; 6.88%, 09/19/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 43872 |
| Shell Finance U.S. Inc., 4.13%, 05/11/35 | &nbsp;&nbsp;&nbsp; 25 | 24218 |
| SM Energy Co., 7.00%, 08/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 14635 |
| Suncor Energy Inc., 5.95%, 12/01/34 | &nbsp;&nbsp;&nbsp; 10 | 10623 |
| Sunoco LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 16 | 15601 |
| &nbsp;&nbsp;&nbsp; 5.63%, 03/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20127 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10042 |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25675 |
| &nbsp;&nbsp;&nbsp; 6.63%, 08/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10319 |
| &nbsp;&nbsp;&nbsp; 7.25%, 05/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15841 |
| Talos Production Inc., 9.38%, 02/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10536 |
| TotalEnergies Capital SA |  |  |
| &nbsp;&nbsp;&nbsp; 4.72%, 09/10/34 | &nbsp;&nbsp;&nbsp; 20 | 20306 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/05/34 | &nbsp;&nbsp;&nbsp; 55 | 57477 |
| Transocean International Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 7.50%, 04/15/31 | &nbsp;&nbsp;&nbsp; 5 | 4817 |
| &nbsp;&nbsp;&nbsp; 7.88%, 10/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5217 |
| &nbsp;&nbsp;&nbsp; 8.50%, 05/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25203 |
| Valero Energy Corp., 2.80%, 12/01/31 | &nbsp;&nbsp;&nbsp; 35 | 32067 |
| Vermilion Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 05/01/30<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 8 | 7835 |
| &nbsp;&nbsp;&nbsp; 7.25%, 02/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9478 |
| Viper Energy Partners LLC, 5.70%, 08/01/35 | &nbsp;&nbsp;&nbsp; 20 | 20459 |
| Vital Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 04/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 19406 |
| &nbsp;&nbsp;&nbsp; 9.75%, 10/15/30 | &nbsp;&nbsp;&nbsp; 5 | 5205 |
| Woodside Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/12/34 | &nbsp;&nbsp;&nbsp; 25 | 24899 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/19/35 | &nbsp;&nbsp;&nbsp; 25 | 26217 |
|  |  | 3576343 |
| **Oil & Gas Services — 0.0%** | **Oil & Gas Services — 0.0%** | **Oil & Gas Services — 0.0%** |
| &nbsp;&nbsp;&nbsp; Archrock Partners LP/Archrock Partners Finance <br> Corp., 6.63%, 09/01/32<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 12 | 12371 |
| Kodiak Gas Services LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20400 |
| &nbsp;&nbsp;&nbsp; 6.75%, 10/01/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10273 |
| Schlumberger Holdings Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 05/15/33<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20196 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/01/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5091 |
| Star Holding LLC, 8.75%, 08/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5055 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Oil & Gas Services (continued)** | **Oil & Gas Services (continued)** | **Oil & Gas Services (continued)** |
| &nbsp;&nbsp;&nbsp; USA Compression Partners LP/USA Compression <br> Finance Corp., 6.25%, 10/01/33<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; $10 | $10099 |
| Weatherford International Ltd., 6.75%, 10/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15353 |
|  |  | 98838 |
| **Packaging & Containers — 0.1%** | **Packaging & Containers — 0.1%** | **Packaging & Containers — 0.1%** |
| Amcor Finance USA Inc., 5.63%, 05/26/33 | &nbsp;&nbsp;&nbsp; 10 | 10492 |
| Amcor Flexibles North America Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.69%, 05/25/31 | &nbsp;&nbsp;&nbsp; 20 | 18282 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/17/35 | &nbsp;&nbsp;&nbsp; 15 | 15558 |
| Ball Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 08/15/30 | &nbsp;&nbsp;&nbsp; 27 | 24918 |
| &nbsp;&nbsp;&nbsp; 3.13%, 09/15/31 | &nbsp;&nbsp;&nbsp; 17 | 15651 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/15/33 | &nbsp;&nbsp;&nbsp; 25 | 25438 |
| Berry Global Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/15/34 | &nbsp;&nbsp;&nbsp; 40 | 41946 |
| &nbsp;&nbsp;&nbsp; 5.80%, 06/15/31 | &nbsp;&nbsp;&nbsp; 5 | 5300 |
| &nbsp;&nbsp;&nbsp; Clydesdale Acquisition Holdings Inc., 6.75%, <br> 04/15/32<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 25 | 25253 |
| Crown Americas LLC, 5.88%, 06/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15362 |
| &nbsp;&nbsp;&nbsp; Graphic Packaging International LLC, 6.38%, <br> 07/15/32<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 10182 |
| LABL Inc., 8.63%, 10/01/31<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 15 | 9108 |
| Owens-Brockway Glass Container Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 05/15/31<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15208 |
| &nbsp;&nbsp;&nbsp; 7.38%, 06/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5034 |
| Packaging Corp. of America, 5.20%, 08/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10238 |
| Sealed Air Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5176 |
| &nbsp;&nbsp;&nbsp; 6.88%, 07/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10530 |
| &nbsp;&nbsp;&nbsp; Sealed Air Corp./Sealed Air Corp. U.S., 7.25%, <br> 02/15/31<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 7 | 7288 |
| Smurfit Kappa Treasury ULC, 5.44%, 04/03/34 | &nbsp;&nbsp;&nbsp; 5 | 5199 |
| Sonoco Products Co., 5.00%, 09/01/34<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 20 | 19880 |
| Trivium Packaging Finance BV, 12.25%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15982 |
| WestRock MWV LLC, 7.95%, 02/15/31 | &nbsp;&nbsp;&nbsp; 5 | 5776 |
| WRKCo Inc., 3.00%, 06/15/33 | &nbsp;&nbsp;&nbsp; 25 | 22359 |
|  |  | 340160 |
| **Pharmaceuticals — 0.8%** | **Pharmaceuticals — 0.8%** | **Pharmaceuticals — 0.8%** |
| 1261229 BC Ltd., 10.00%, 04/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 103520 |
| AbbVie Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/14/35 | &nbsp;&nbsp;&nbsp; 55 | 54606 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/15/35 | &nbsp;&nbsp;&nbsp; 40 | 39831 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/31 | &nbsp;&nbsp;&nbsp; 25 | 25955 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/34 | &nbsp;&nbsp;&nbsp; 65 | 67420 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/35 | &nbsp;&nbsp;&nbsp; 25 | 26087 |
| Amneal Pharmaceuticals LLC, 6.88%, 08/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5293 |
| Astrazeneca Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/28/31 | &nbsp;&nbsp;&nbsp; 80 | 72996 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/03/33 | &nbsp;&nbsp;&nbsp; 15 | 15562 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/26/31 | &nbsp;&nbsp;&nbsp; 15 | 15570 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/26/34 | &nbsp;&nbsp;&nbsp; 30 | 31259 |
| Bausch Health Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 8 | 5406 |
| &nbsp;&nbsp;&nbsp; 14.00%, 10/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 6 | 6094 |
| Bayer U.S. Finance II LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 4668 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/30/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20324 |
| Becton Dickinson & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.96%, 02/11/31 | &nbsp;&nbsp;&nbsp; 35 | 31130 |
| &nbsp;&nbsp;&nbsp; 5.11%, 02/08/34 | &nbsp;&nbsp;&nbsp; 20 | 20518 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| Bristol-Myers Squibb Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/15/32 | &nbsp;&nbsp;&nbsp; $25 | $23253 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/22/34 | &nbsp;&nbsp;&nbsp; 70 | 73403 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/01/31 | &nbsp;&nbsp;&nbsp; 25 | 26829 |
| Cardinal Health Inc., 5.35%, 11/15/34 | &nbsp;&nbsp;&nbsp; 25 | 25882 |
| Cencora Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 03/15/31 | &nbsp;&nbsp;&nbsp; 45 | 41617 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10288 |
| CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/28/31 | &nbsp;&nbsp;&nbsp; 15 | 13182 |
| &nbsp;&nbsp;&nbsp; 2.13%, 09/15/31 | &nbsp;&nbsp;&nbsp; 36 | 31682 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/30/31 | &nbsp;&nbsp;&nbsp; 35 | 36253 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/21/33 | &nbsp;&nbsp;&nbsp; 45 | 46502 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/01/33 | &nbsp;&nbsp;&nbsp; 45 | 46542 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/15/35 | &nbsp;&nbsp;&nbsp; 50 | 51575 |
| &nbsp;&nbsp;&nbsp; 5.55%, 06/01/31 | &nbsp;&nbsp;&nbsp; 30 | 31526 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/01/34 | &nbsp;&nbsp;&nbsp; 30 | 31602 |
| &nbsp;&nbsp;&nbsp; 6.75%, 12/10/54, (5-year CMT + 2.52%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15504 |
| Eli Lilly & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/31 | &nbsp;&nbsp;&nbsp; 45 | 45356 |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/15/32 | &nbsp;&nbsp;&nbsp; 25 | 25490 |
| &nbsp;&nbsp;&nbsp; 4.60%, 08/14/34 | &nbsp;&nbsp;&nbsp; 15 | 15184 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/27/33 | &nbsp;&nbsp;&nbsp; 30 | 30825 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/09/34 | &nbsp;&nbsp;&nbsp; 40 | 40778 |
| &nbsp;&nbsp;&nbsp; 4.90%, 10/15/35 | &nbsp;&nbsp;&nbsp; 25 | 25678 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/12/35 | &nbsp;&nbsp;&nbsp; 25 | 26097 |
| Endo Finance Holdings Inc., 8.50%, 04/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20822 |
| GlaxoSmithKline Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/15/35 | &nbsp;&nbsp;&nbsp; 25 | 25464 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/15/34 | &nbsp;&nbsp;&nbsp; 5 | 5321 |
| Johnson & Johnson |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/32 | &nbsp;&nbsp;&nbsp; 30 | 31294 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/01/31 | &nbsp;&nbsp;&nbsp; 25 | 26188 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/33 | &nbsp;&nbsp;&nbsp; 10 | 10613 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/34<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 35 | 37020 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/35 | &nbsp;&nbsp;&nbsp; 35 | 36705 |
| McKesson Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/15/33 | &nbsp;&nbsp;&nbsp; 30 | 31183 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/30/35 | &nbsp;&nbsp;&nbsp; 15 | 15625 |
| Merck & Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 12/10/31 | &nbsp;&nbsp;&nbsp; 65 | 58056 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/17/33 | &nbsp;&nbsp;&nbsp; 35 | 35546 |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/15/32 | &nbsp;&nbsp;&nbsp; 25 | 25404 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/35 | &nbsp;&nbsp;&nbsp; 60 | 61597 |
| Novartis Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/18/31 | &nbsp;&nbsp;&nbsp; 30 | 29966 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/18/34 | &nbsp;&nbsp;&nbsp; 20 | 19672 |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/05/35 | &nbsp;&nbsp;&nbsp; 25 | 25008 |
| Organon & Co./Organon Foreign Debt Co-Issuer BV |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 04/30/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 29340 |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 13561 |
| &nbsp;&nbsp;&nbsp; 7.88%, 05/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 8438 |
| &nbsp;&nbsp;&nbsp; Paradigm Parent LLC and Paradigm Parent <br> CO-Issuer Inc., 8.75%, 04/17/32<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 15 | 14214 |
| Pfizer Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/32 | &nbsp;&nbsp;&nbsp; 25 | 25185 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/35 | &nbsp;&nbsp;&nbsp; 25 | 25315 |
| &nbsp;&nbsp;&nbsp; Pfizer Investment Enterprises Pte Ltd., 4.75%, <br> 05/19/33<br>| &nbsp;&nbsp;&nbsp; 150 | 152983 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| Zoetis Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/17/35 | &nbsp;&nbsp;&nbsp; $50 | $50894 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/16/32 | &nbsp;&nbsp;&nbsp; 10 | 10680 |
|  |  | 2087381 |
| **Pipelines — 0.9%** | **Pipelines — 0.9%** | **Pipelines — 0.9%** |
| &nbsp;&nbsp;&nbsp; Antero Midstream Partners LP/Antero Midstream <br> Finance Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15080 |
| &nbsp;&nbsp;&nbsp; 6.63%, 02/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15554 |
| &nbsp;&nbsp;&nbsp; Blue Racer Midstream LLC/Blue Racer Finance Corp., <br> 7.25%, 07/15/32<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 10635 |
| Boardwalk Pipelines LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/01/32 | &nbsp;&nbsp;&nbsp; 25 | 23147 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/01/34 | &nbsp;&nbsp;&nbsp; 10 | 10449 |
| Cameron LNG LLC, 2.90%, 07/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 23025 |
| Cheniere Energy Inc., 5.65%, 04/15/34 | &nbsp;&nbsp;&nbsp; 30 | 31272 |
| Cheniere Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/31/32 | &nbsp;&nbsp;&nbsp; 20 | 18397 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/31 | &nbsp;&nbsp;&nbsp; 36 | 34978 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/30/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25705 |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/15/34 | &nbsp;&nbsp;&nbsp; 30 | 31390 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/30/33 | &nbsp;&nbsp;&nbsp; 47 | 49952 |
| &nbsp;&nbsp;&nbsp; Columbia Pipelines Holding Co. LLC, 5.68%, <br> 01/15/34<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5 | 5182 |
| Columbia Pipelines Operating Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.44%, 02/15/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10265 |
| &nbsp;&nbsp;&nbsp; 6.04%, 11/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 37591 |
| CQP Holdco LP/BIP-V Chinook Holdco LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 24845 |
| &nbsp;&nbsp;&nbsp; 7.50%, 12/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10846 |
| DCP Midstream Operating LP, 3.25%, 02/15/32 | &nbsp;&nbsp;&nbsp; 8 | 7364 |
| &nbsp;&nbsp;&nbsp; Delek Logistics Partners LP / Delek Logistics Finance <br> Corp., 7.38%, 06/30/33<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 10255 |
| DT Midstream Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9646 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 17 | 16628 |
| &nbsp;&nbsp;&nbsp; 5.80%, 12/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10430 |
| Eastern Energy Gas Holdings LLC, 5.80%, 01/15/35 | &nbsp;&nbsp;&nbsp; 15 | 15873 |
| El Paso Natural Gas Co. LLC, 3.50%, 02/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9301 |
| Enbridge Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/01/33 | &nbsp;&nbsp;&nbsp; 25 | 21486 |
| &nbsp;&nbsp;&nbsp; 5.55%, 06/20/35 | &nbsp;&nbsp;&nbsp; 25 | 26002 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/05/34 | &nbsp;&nbsp;&nbsp; 20 | 20992 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/08/33 | &nbsp;&nbsp;&nbsp; 55 | 58261 |
| &nbsp;&nbsp;&nbsp; 7.20%, 06/27/54, (5-year CMT + 2.97%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10708 |
| Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/35 | &nbsp;&nbsp;&nbsp; 35 | 34353 |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/15/34 | &nbsp;&nbsp;&nbsp; 25 | 25807 |
| &nbsp;&nbsp;&nbsp; 5.60%, 09/01/34 | &nbsp;&nbsp;&nbsp; 20 | 20719 |
| &nbsp;&nbsp;&nbsp; 5.70%, 04/01/35 | &nbsp;&nbsp;&nbsp; 25 | 26000 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/15/33 | &nbsp;&nbsp;&nbsp; 50 | 52745 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/56, (5-year CMT + 2.68%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9867 |
| &nbsp;&nbsp;&nbsp; 6.55%, 12/01/33 | &nbsp;&nbsp;&nbsp; 30 | 33073 |
| &nbsp;&nbsp;&nbsp; 7.38%, 02/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10408 |
| Enterprise Products Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/15/31 | &nbsp;&nbsp;&nbsp; 50 | 50739 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/31/34 | &nbsp;&nbsp;&nbsp; 20 | 20365 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/15/35 | &nbsp;&nbsp;&nbsp; 25 | 25437 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/31/33 | &nbsp;&nbsp;&nbsp; 30 | 31548 |
| Flex Intermediate Holdco LLC, 3.36%, 06/30/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 23135 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pipelines (continued)** | **Pipelines (continued)** | **Pipelines (continued)** |
| &nbsp;&nbsp;&nbsp; Florida Gas Transmission Co. LLC, 5.75%, <br> 07/15/35<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; $20 | $20947 |
| Genesis Energy LP/Genesis Energy Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 05/15/32 | &nbsp;&nbsp;&nbsp; 15 | 15486 |
| &nbsp;&nbsp;&nbsp; 8.00%, 05/15/33 | &nbsp;&nbsp;&nbsp; 10 | 10326 |
| Global Partners LP/GLP Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 7.13%, 07/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10148 |
| &nbsp;&nbsp;&nbsp; 8.25%, 01/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10495 |
| Harvest Midstream I LP, 7.50%, 05/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10406 |
| Howard Midstream Energy Partners LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 01/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15393 |
| &nbsp;&nbsp;&nbsp; 7.38%, 07/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15848 |
| Kinder Morgan Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10568 |
| &nbsp;&nbsp;&nbsp; 7.75%, 03/15/32 | &nbsp;&nbsp;&nbsp; 10 | 11653 |
| Kinder Morgan Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/01/33 | &nbsp;&nbsp;&nbsp; 25 | 25198 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/33 | &nbsp;&nbsp;&nbsp; 40 | 41332 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/01/34 | &nbsp;&nbsp;&nbsp; 10 | 10256 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/01/34 | &nbsp;&nbsp;&nbsp; 35 | 36262 |
| &nbsp;&nbsp;&nbsp; 5.85%, 06/01/35 | &nbsp;&nbsp;&nbsp; 15 | 15914 |
| &nbsp;&nbsp;&nbsp; 7.80%, 08/01/31 | &nbsp;&nbsp;&nbsp; 10 | 11641 |
| MPLX LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/31 | &nbsp;&nbsp;&nbsp; 25 | 25301 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/01/32 | &nbsp;&nbsp;&nbsp; 20 | 20157 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/33 | &nbsp;&nbsp;&nbsp; 25 | 25204 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/33 | &nbsp;&nbsp;&nbsp; 45 | 45419 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/01/35 | &nbsp;&nbsp;&nbsp; 25 | 25331 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/15/35 | &nbsp;&nbsp;&nbsp; 30 | 30385 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/34 | &nbsp;&nbsp;&nbsp; 30 | 30797 |
| &nbsp;&nbsp;&nbsp; NGL Energy Operating LLC/NGL Energy Finance <br> Corp., 8.38%, 02/15/32<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 25 | 25921 |
| NGPL PipeCo LLC, 3.25%, 07/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 4597 |
| Northriver Midstream Finance LP, 6.75%, 07/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10193 |
| ONEOK Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/15/31 | &nbsp;&nbsp;&nbsp; 15 | 15073 |
| &nbsp;&nbsp;&nbsp; 5.05%, 11/01/34 | &nbsp;&nbsp;&nbsp; 25 | 24890 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/15/35 | &nbsp;&nbsp;&nbsp; 50 | 50720 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/01/34 | &nbsp;&nbsp;&nbsp; 10 | 10347 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10544 |
| &nbsp;&nbsp;&nbsp; 6.05%, 09/01/33 | &nbsp;&nbsp;&nbsp; 25 | 26706 |
| &nbsp;&nbsp;&nbsp; 6.10%, 11/15/32 | &nbsp;&nbsp;&nbsp; 20 | 21453 |
| Plains All American Pipeline LP, 5.95%, 06/15/35 | &nbsp;&nbsp;&nbsp; 25 | 26231 |
| Rockies Express Pipeline LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 4901 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15745 |
| Sempra Infrastructure Partners LP, 3.25%, 01/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 4470 |
| &nbsp;&nbsp;&nbsp; South Bow Canadian Infrastructure Holdings Ltd., <br> 7.63%, 03/01/55, (5-year CMT + 3.95%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 10364 |
| &nbsp;&nbsp;&nbsp; South Bow USA Infrastructure Holdings LLC, 5.58%, <br> 10/01/34<br>| &nbsp;&nbsp;&nbsp; 20 | 20239 |
| &nbsp;&nbsp;&nbsp; Tallgrass Energy Partners LP/Tallgrass Energy <br> Finance Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/31/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9997 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9895 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10014 |
| Targa Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/15/35 | &nbsp;&nbsp;&nbsp; 15 | 15389 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/35 | &nbsp;&nbsp;&nbsp; 25 | 25680 |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/15/33 | &nbsp;&nbsp;&nbsp; 30 | 32149 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/30/34 | &nbsp;&nbsp;&nbsp; 5 | 5495 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pipelines (continued)** | **Pipelines (continued)** | **Pipelines (continued)** |
| &nbsp;&nbsp;&nbsp; Targa Resources Partners LP/Targa Resources <br> Partners Finance Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/32 | &nbsp;&nbsp;&nbsp; $10 | $9561 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/01/31 | &nbsp;&nbsp;&nbsp; 55 | 55288 |
| Texas Eastern Transmission LP, 7.00%, 07/15/32 | &nbsp;&nbsp;&nbsp; 5 | 5641 |
| TransCanada PipeLines Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/01/34 | &nbsp;&nbsp;&nbsp; 30 | 29428 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/31/34 | &nbsp;&nbsp;&nbsp; 10 | 10423 |
| Venture Global Calcasieu Pass LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 26268 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 26 | 23857 |
| Venture Global LNG Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 8.38%, 06/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 50118 |
| &nbsp;&nbsp;&nbsp; 9.88%, 02/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 36445 |
| Venture Global Plaquemines LNG LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 41391 |
| &nbsp;&nbsp;&nbsp; 7.50%, 05/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 21838 |
| &nbsp;&nbsp;&nbsp; 7.75%, 05/01/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 27866 |
| Western Midstream Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/15/34 | &nbsp;&nbsp;&nbsp; 25 | 25233 |
| &nbsp;&nbsp;&nbsp; 6.15%, 04/01/33 | &nbsp;&nbsp;&nbsp; 20 | 21222 |
| Whistler Pipeline LLC, 5.95%, 09/30/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20677 |
| Williams Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 03/15/31 | &nbsp;&nbsp;&nbsp; 10 | 9139 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/15/32 | &nbsp;&nbsp;&nbsp; 45 | 45234 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/34 | &nbsp;&nbsp;&nbsp; 35 | 35726 |
| &nbsp;&nbsp;&nbsp; 5.30%, 09/30/35 | &nbsp;&nbsp;&nbsp; 25 | 25597 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/35 | &nbsp;&nbsp;&nbsp; 20 | 20896 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/33 | &nbsp;&nbsp;&nbsp; 5 | 5283 |
| &nbsp;&nbsp;&nbsp; Series A, 7.50%, 01/15/31 | &nbsp;&nbsp;&nbsp; 20 | 22654 |
|  |  | 2394720 |
| **Private Equity — 0.0%** | **Private Equity — 0.0%** | **Private Equity — 0.0%** |
| Carlyle Group Inc. (The), 5.05%, 09/19/35 | &nbsp;&nbsp;&nbsp; 25 | 24679 |
| KKR & Co. Inc., 5.10%, 08/07/35 | &nbsp;&nbsp;&nbsp; 25 | 25038 |
|  |  | 49717 |
| **Real Estate — 0.0%** | **Real Estate — 0.0%** | **Real Estate — 0.0%** |
| CBRE Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/35 | &nbsp;&nbsp;&nbsp; 20 | 20739 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/34 | &nbsp;&nbsp;&nbsp; 15 | 16128 |
| &nbsp;&nbsp;&nbsp; Cushman & Wakefield U.S. Borrower LLC, 8.88%, <br> 09/01/31<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 10717 |
| Howard Hughes Corp. (The), 4.38%, 02/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9563 |
| Kennedy-Wilson Inc., 5.00%, 03/01/31<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 12 | 11514 |
|  |  | 68661 |
| **Real Estate Investment Trusts — 0.9%** | **Real Estate Investment Trusts — 0.9%** | **Real Estate Investment Trusts — 0.9%** |
| Agree LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 06/15/33 | &nbsp;&nbsp;&nbsp; 15 | 12994 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/01/32 | &nbsp;&nbsp;&nbsp; 10 | 10137 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10528 |
| Alexandria Real Estate Equities Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/01/33 | &nbsp;&nbsp;&nbsp; 25 | 20540 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/15/34 | &nbsp;&nbsp;&nbsp; 10 | 8626 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/31 | &nbsp;&nbsp;&nbsp; 35 | 32803 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/35 | &nbsp;&nbsp;&nbsp; 10 | 9691 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/01/35 | &nbsp;&nbsp;&nbsp; 5 | 5107 |
| American Assets Trust LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/01/31 | &nbsp;&nbsp;&nbsp; 20 | 18327 |
| &nbsp;&nbsp;&nbsp; 6.15%, 10/01/34 | &nbsp;&nbsp;&nbsp; 10 | 10236 |
| American Homes 4 Rent LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/15/32 | &nbsp;&nbsp;&nbsp; 20 | 18889 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/35 | &nbsp;&nbsp;&nbsp; $10 | $10196 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/01/34 | &nbsp;&nbsp;&nbsp; 15 | 15556 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/15/34 | &nbsp;&nbsp;&nbsp; 10 | 10380 |
| American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 09/15/31 | &nbsp;&nbsp;&nbsp; 15 | 13370 |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/31 | &nbsp;&nbsp;&nbsp; 35 | 32101 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/35 | &nbsp;&nbsp;&nbsp; 25 | 25770 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/31/35 | &nbsp;&nbsp;&nbsp; 15 | 15536 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/15/34 | &nbsp;&nbsp;&nbsp; 15 | 15632 |
| &nbsp;&nbsp;&nbsp; 5.55%, 07/15/33 | &nbsp;&nbsp;&nbsp; 10 | 10501 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/33 | &nbsp;&nbsp;&nbsp; 10 | 10557 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/33 | &nbsp;&nbsp;&nbsp; 25 | 26809 |
| Americold Realty Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.41%, 09/12/34 | &nbsp;&nbsp;&nbsp; 10 | 9871 |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/15/32 | &nbsp;&nbsp;&nbsp; 10 | 10151 |
| AvalonBay Communities Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/15/31 | &nbsp;&nbsp;&nbsp; 35 | 32083 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/07/33 | &nbsp;&nbsp;&nbsp; 20 | 20911 |
| &nbsp;&nbsp;&nbsp; 5.35%, 06/01/34 | &nbsp;&nbsp;&nbsp; 5 | 5220 |
| Boston Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 10/01/33 | &nbsp;&nbsp;&nbsp; 15 | 12436 |
| &nbsp;&nbsp;&nbsp; 2.55%, 04/01/32 | &nbsp;&nbsp;&nbsp; 45 | 39247 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/30/31 | &nbsp;&nbsp;&nbsp; 40 | 37499 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/35 | &nbsp;&nbsp;&nbsp; 20 | 20579 |
| Brixmor Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/16/31 | &nbsp;&nbsp;&nbsp; 10 | 8988 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/15/33 | &nbsp;&nbsp;&nbsp; 5 | 5014 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10525 |
| Broadstone Net Lease LLC, 2.60%, 09/15/31 | &nbsp;&nbsp;&nbsp; 10 | 8855 |
| Camden Property Trust, 4.90%, 01/15/34 | &nbsp;&nbsp;&nbsp; 10 | 10191 |
| COPT Defense Properties LP, 2.90%, 12/01/33 | &nbsp;&nbsp;&nbsp; 10 | 8564 |
| Cousins Properties LP, 5.88%, 10/01/34 | &nbsp;&nbsp;&nbsp; 10 | 10450 |
| Crown Castle Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/15/31 | &nbsp;&nbsp;&nbsp; 30 | 26856 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/15/31 | &nbsp;&nbsp;&nbsp; 30 | 26846 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/01/33 | &nbsp;&nbsp;&nbsp; 5 | 5065 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/01/34 | &nbsp;&nbsp;&nbsp; 40 | 42104 |
| CubeSmart LP, 2.50%, 02/15/32 | &nbsp;&nbsp;&nbsp; 15 | 13291 |
| Diversified Healthcare Trust, 4.38%, 03/01/31 | &nbsp;&nbsp;&nbsp; 10 | 8817 |
| DOC DR LLC, 2.63%, 11/01/31 | &nbsp;&nbsp;&nbsp; 5 | 4499 |
| EPR Properties, 3.60%, 11/15/31 | &nbsp;&nbsp;&nbsp; 10 | 9302 |
| &nbsp;&nbsp;&nbsp; Equinix Europe 2 Financing Corp. LLC, 5.50%, <br> 06/15/34<br>| &nbsp;&nbsp;&nbsp; 20 | 20821 |
| Equinix Inc., 3.90%, 04/15/32 | &nbsp;&nbsp;&nbsp; 45 | 43382 |
| ERP Operating LP, 4.65%, 09/15/34 | &nbsp;&nbsp;&nbsp; 25 | 24931 |
| Essex Portfolio LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 03/15/32 | &nbsp;&nbsp;&nbsp; 15 | 13438 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/01/35 | &nbsp;&nbsp;&nbsp; 10 | 10391 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/34 | &nbsp;&nbsp;&nbsp; 10 | 10437 |
| Extra Space Storage LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.35%, 03/15/32 | &nbsp;&nbsp;&nbsp; 10 | 8745 |
| &nbsp;&nbsp;&nbsp; 2.40%, 10/15/31 | &nbsp;&nbsp;&nbsp; 30 | 26667 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10261 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/01/34 | &nbsp;&nbsp;&nbsp; 15 | 15450 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10294 |
| GLP Capital LP/GLP Financing II Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/32 | &nbsp;&nbsp;&nbsp; 5 | 4522 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/31 | &nbsp;&nbsp;&nbsp; 10 | 9585 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/15/34 | &nbsp;&nbsp;&nbsp; 10 | 10133 |
| &nbsp;&nbsp;&nbsp; 6.75%, 12/01/33 | &nbsp;&nbsp;&nbsp; 25 | 27095 |
| Goodman U.S. Finance Six LLC, 5.13%, 10/07/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 30513 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| Healthpeak OP LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 12/15/32 | &nbsp;&nbsp;&nbsp; $20 | $20644 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/15/35 | &nbsp;&nbsp;&nbsp; 20 | 20552 |
| Highwoods Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 02/01/31 | &nbsp;&nbsp;&nbsp; 10 | 8937 |
| &nbsp;&nbsp;&nbsp; 7.65%, 02/01/34 | &nbsp;&nbsp;&nbsp; 10 | 11420 |
| Host Hotels & Resorts LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/35 | &nbsp;&nbsp;&nbsp; 15 | 15260 |
| &nbsp;&nbsp;&nbsp; 5.70%, 07/01/34 | &nbsp;&nbsp;&nbsp; 20 | 20696 |
| &nbsp;&nbsp;&nbsp; Series J, 2.90%, 12/15/31 | &nbsp;&nbsp;&nbsp; 5 | 4498 |
| Invitation Homes Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/15/31 | &nbsp;&nbsp;&nbsp; 25 | 21795 |
| &nbsp;&nbsp;&nbsp; 2.70%, 01/15/34 | &nbsp;&nbsp;&nbsp; 10 | 8564 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/15/32 | &nbsp;&nbsp;&nbsp; 15 | 14561 |
| Iron Mountain Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 23 | 21987 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 19 | 18853 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9909 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 30701 |
| &nbsp;&nbsp;&nbsp; Iron Mountain Information Management Services Inc., <br> 5.00%, 07/15/32<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 15 | 14448 |
| Kilroy Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/15/32 | &nbsp;&nbsp;&nbsp; 20 | 16768 |
| &nbsp;&nbsp;&nbsp; 2.65%, 11/15/33 | &nbsp;&nbsp;&nbsp; 5 | 4119 |
| Kimco Realty OP LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 04/01/32 | &nbsp;&nbsp;&nbsp; 20 | 18662 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/01/33 | &nbsp;&nbsp;&nbsp; 15 | 15029 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/35 | &nbsp;&nbsp;&nbsp; 20 | 20023 |
| &nbsp;&nbsp;&nbsp; 6.40%, 03/01/34 | &nbsp;&nbsp;&nbsp; 10 | 11098 |
| Kite Realty Group LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 12/15/31 | &nbsp;&nbsp;&nbsp; 5 | 5084 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/34 | &nbsp;&nbsp;&nbsp; 10 | 10371 |
| &nbsp;&nbsp;&nbsp; Ladder Capital Finance Holdings LLLP/Ladder Capital <br> Finance Corp., 7.00%, 07/15/31<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 10601 |
| Mid-America Apartments LP |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 02/15/31 | &nbsp;&nbsp;&nbsp; 5 | 4397 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/34 | &nbsp;&nbsp;&nbsp; 10 | 10163 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/15/32 | &nbsp;&nbsp;&nbsp; 15 | 15685 |
| Millrose Properties Inc., 6.25%, 09/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10113 |
| MPT Operating Partnership LP/MPT Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/15/31 | &nbsp;&nbsp;&nbsp; 22 | 16155 |
| &nbsp;&nbsp;&nbsp; 8.50%, 02/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 31771 |
| National Health Investors Inc., 3.00%, 02/01/31 | &nbsp;&nbsp;&nbsp; 15 | 13625 |
| NNN REIT Inc., 5.60%, 10/15/33 | &nbsp;&nbsp;&nbsp; 25 | 26270 |
| Omega Healthcare Investors Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/15/33 | &nbsp;&nbsp;&nbsp; 10 | 8913 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/01/31 | &nbsp;&nbsp;&nbsp; 25 | 23363 |
| &nbsp;&nbsp;&nbsp; Phillips Edison Grocery Center Operating Partnership <br> I LP<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 11/15/31 | &nbsp;&nbsp;&nbsp; 10 | 8991 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/35 | &nbsp;&nbsp;&nbsp; 15 | 14892 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/34 | &nbsp;&nbsp;&nbsp; 10 | 10510 |
| Prologis LP |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 03/15/31 | &nbsp;&nbsp;&nbsp; 15 | 13153 |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/01/31 | &nbsp;&nbsp;&nbsp; 10 | 8854 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/15/32 | &nbsp;&nbsp;&nbsp; 20 | 17719 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/15/33 | &nbsp;&nbsp;&nbsp; 25 | 25383 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/34 | &nbsp;&nbsp;&nbsp; 30 | 30711 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/35 | &nbsp;&nbsp;&nbsp; 20 | 20749 |
| &nbsp;&nbsp;&nbsp; Prologis Targeted U.S. Logistics Fund LP, 5.25%, <br> 01/15/35<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 20 | 20548 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| Public Storage Operating Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 05/01/31 | &nbsp;&nbsp;&nbsp; $25 | $22649 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/01/35 | &nbsp;&nbsp;&nbsp; 10 | 10207 |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/01/33 | &nbsp;&nbsp;&nbsp; 5 | 5215 |
| Rayonier LP, 2.75%, 05/17/31 | &nbsp;&nbsp;&nbsp; 15 | 13578 |
| Realty Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 03/15/33 | &nbsp;&nbsp;&nbsp; 10 | 8340 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/31 | &nbsp;&nbsp;&nbsp; 30 | 28590 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/33 | &nbsp;&nbsp;&nbsp; 5 | 4970 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/15/33 | &nbsp;&nbsp;&nbsp; 5 | 5088 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/34 | &nbsp;&nbsp;&nbsp; 10 | 10321 |
| &nbsp;&nbsp;&nbsp; 5.13%, 04/15/35 | &nbsp;&nbsp;&nbsp; 15 | 15350 |
| &nbsp;&nbsp;&nbsp; 5.63%, 10/13/32 | &nbsp;&nbsp;&nbsp; 30 | 31949 |
| Regency Centers LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10186 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/34 | &nbsp;&nbsp;&nbsp; 5 | 5181 |
| Rexford Industrial Realty LP, 2.13%, 12/01/30 | &nbsp;&nbsp;&nbsp; 20 | 17931 |
| RHP Hotel Properties LP/RHP Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20713 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10402 |
| Sabra Health Care LP, 3.20%, 12/01/31 | &nbsp;&nbsp;&nbsp; 15 | 13726 |
| Safehold GL Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/15/31<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 15 | 13822 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10295 |
| &nbsp;&nbsp;&nbsp; 6.10%, 04/01/34 | &nbsp;&nbsp;&nbsp; 15 | 15958 |
| Service Properties Trust |  |  |
| &nbsp;&nbsp;&nbsp; 8.63%, 11/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15760 |
| &nbsp;&nbsp;&nbsp; 8.88%, 06/15/32 | &nbsp;&nbsp;&nbsp; 10 | 9632 |
| Simon Property Group LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/15/32 | &nbsp;&nbsp;&nbsp; 15 | 13241 |
| &nbsp;&nbsp;&nbsp; 2.65%, 02/01/32 | &nbsp;&nbsp;&nbsp; 30 | 27093 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/26/34 | &nbsp;&nbsp;&nbsp; 40 | 40048 |
| &nbsp;&nbsp;&nbsp; 5.13%, 10/01/35 | &nbsp;&nbsp;&nbsp; 25 | 25517 |
| Starwood Property Trust Inc., 6.50%, 07/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15713 |
| Store Capital LLC, 2.70%, 12/01/31 | &nbsp;&nbsp;&nbsp; 20 | 17691 |
| Sun Communities Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 07/15/31 | &nbsp;&nbsp;&nbsp; 15 | 13692 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/15/32 | &nbsp;&nbsp;&nbsp; 15 | 14660 |
| UDR Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 03/15/33 | &nbsp;&nbsp;&nbsp; 5 | 4145 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/15/31 | &nbsp;&nbsp;&nbsp; 25 | 23217 |
| &nbsp;&nbsp;&nbsp; 3.10%, 11/01/34 | &nbsp;&nbsp;&nbsp; 10 | 8738 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/01/34 | &nbsp;&nbsp;&nbsp; 10 | 10197 |
| &nbsp;&nbsp;&nbsp; Uniti Group LP/Uniti Group Finance 2019 Inc./CSL <br> Capital LLC, 8.63%, 06/15/32<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 15 | 14509 |
| Ventas Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/31 | &nbsp;&nbsp;&nbsp; 15 | 13518 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/35 | &nbsp;&nbsp;&nbsp; 15 | 15062 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/01/34 | &nbsp;&nbsp;&nbsp; 5 | 5237 |
| VICI Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/32 | &nbsp;&nbsp;&nbsp; 20 | 20174 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/01/35 | &nbsp;&nbsp;&nbsp; 25 | 25585 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/34 | &nbsp;&nbsp;&nbsp; 35 | 36327 |
| Vornado Realty LP, 3.40%, 06/01/31 | &nbsp;&nbsp;&nbsp; 5 | 4534 |
| Welltower OP LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/15/32 | &nbsp;&nbsp;&nbsp; 20 | 18244 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/15/32 | &nbsp;&nbsp;&nbsp; 20 | 19370 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/01/35 | &nbsp;&nbsp;&nbsp; 25 | 25705 |
| Weyerhaeuser Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/09/33 | &nbsp;&nbsp;&nbsp; 5 | 4586 |
| &nbsp;&nbsp;&nbsp; 7.38%, 03/15/32 | &nbsp;&nbsp;&nbsp; 10 | 11415 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| WP Carey Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 02/01/31 | &nbsp;&nbsp;&nbsp; $5 | $4503 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/01/32 | &nbsp;&nbsp;&nbsp; 5 | 4418 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/30/34 | &nbsp;&nbsp;&nbsp; 15 | 15547 |
|  |  | 2447409 |
| **Retail — 0.6%** | **Retail — 0.6%** | **Retail — 0.6%** |
| 7-Eleven Inc., 1.80%, 02/10/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 17518 |
| Advance Auto Parts Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/15/32 | &nbsp;&nbsp;&nbsp; 10 | 8642 |
| &nbsp;&nbsp;&nbsp; 7.38%, 08/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15271 |
| Asbury Automotive Group Inc., 5.00%, 02/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 13 | 12657 |
| AutoNation Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 08/01/31 | &nbsp;&nbsp;&nbsp; 10 | 8817 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/01/32 | &nbsp;&nbsp;&nbsp; 20 | 18823 |
| &nbsp;&nbsp;&nbsp; 5.89%, 03/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10429 |
| AutoZone Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/33 | &nbsp;&nbsp;&nbsp; 50 | 50294 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/01/33 | &nbsp;&nbsp;&nbsp; 5 | 5151 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/15/34 | &nbsp;&nbsp;&nbsp; 15 | 15628 |
| Bath & Body Works Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 10/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20347 |
| &nbsp;&nbsp;&nbsp; 6.95%, 03/01/33 | &nbsp;&nbsp;&nbsp; 5 | 4981 |
| &nbsp;&nbsp;&nbsp; BCPE Flavor Debt Merger Sub LLC and BCPE Flavor <br> Issuer Inc., 9.50%, 07/01/32<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 25 | 24371 |
| Carvana Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9.00%, 06/01/30, (11.00% PIK or 13.00% <br> Cash)<sup>(b)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 27 | 28821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9.00%, 06/01/31, (13.00% PIK or 13.00% <br> Cash)<sup>(b)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 56 | 62972 |
| Costco Wholesale Corp., 1.75%, 04/20/32 | &nbsp;&nbsp;&nbsp; 20 | 17396 |
| Cougar JV Subsidiary LLC, 8.00%, 05/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10689 |
| Darden Restaurants Inc., 6.30%, 10/10/33 | &nbsp;&nbsp;&nbsp; 10 | 10882 |
| Dick's Sporting Goods Inc., 3.15%, 01/15/32 | &nbsp;&nbsp;&nbsp; 20 | 18411 |
| Dollar General Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/01/32 | &nbsp;&nbsp;&nbsp; 5 | 5069 |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/05/33<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 40 | 41525 |
| Ferguson Enterprises Inc., 5.00%, 10/03/34 | &nbsp;&nbsp;&nbsp; 15 | 15208 |
| FirstCash Inc., 6.88%, 03/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10397 |
| Gap Inc. (The), 3.88%, 10/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 12 | 11167 |
| Genuine Parts Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/01/32 | &nbsp;&nbsp;&nbsp; 25 | 22164 |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/01/33<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 10 | 11167 |
| &nbsp;&nbsp;&nbsp; Global Auto Holdings Ltd./AAG FH U.K. Ltd., 8.75%, <br> 01/15/32<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 9539 |
| Home Depot Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 03/15/31 | &nbsp;&nbsp;&nbsp; 40 | 34771 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/15/32 | &nbsp;&nbsp;&nbsp; 45 | 42423 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/32 | &nbsp;&nbsp;&nbsp; 40 | 40699 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/15/35 | &nbsp;&nbsp;&nbsp; 20 | 19992 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/25/31 | &nbsp;&nbsp;&nbsp; 40 | 41437 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/25/34 | &nbsp;&nbsp;&nbsp; 40 | 41177 |
| Kohl's Corp., 5.13%, 05/01/31 | &nbsp;&nbsp;&nbsp; 10 | 8634 |
| LCM Investments Holdings II LLC, 8.25%, 08/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15838 |
| Lithia Motors Inc., 4.38%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 7 | 6722 |
| Lowe's Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 04/01/31 | &nbsp;&nbsp;&nbsp; 60 | 55101 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/32 | &nbsp;&nbsp;&nbsp; 45 | 43233 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/33 | &nbsp;&nbsp;&nbsp; 40 | 41061 |
| &nbsp;&nbsp;&nbsp; 5.15%, 07/01/33 | &nbsp;&nbsp;&nbsp; 10 | 10361 |
| Lowe's Cos. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/31 | &nbsp;&nbsp;&nbsp; 25 | 24884 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Retail (continued)** | **Retail (continued)** | **Retail (continued)** |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/15/32 | &nbsp;&nbsp;&nbsp; $25 | $24901 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/15/35 | &nbsp;&nbsp;&nbsp; 30 | 29942 |
| Macy's Retail Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10079 |
| &nbsp;&nbsp;&nbsp; 6.70%, 07/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9420 |
| &nbsp;&nbsp;&nbsp; 7.38%, 08/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10529 |
| McDonald's Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 09/09/32 | &nbsp;&nbsp;&nbsp; 55 | 56287 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/03/35 | &nbsp;&nbsp;&nbsp; 30 | 30631 |
| Murphy Oil USA Inc., 3.75%, 02/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9386 |
| Nordstrom Inc., 4.25%, 08/01/31 | &nbsp;&nbsp;&nbsp; 17 | 15658 |
| O'Reilly Automotive Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/15/31 | &nbsp;&nbsp;&nbsp; 5 | 4384 |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/15/32 | &nbsp;&nbsp;&nbsp; 50 | 50529 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/19/34 | &nbsp;&nbsp;&nbsp; 10 | 10133 |
| Park River Holdings Inc., 8.00%, 03/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10342 |
| &nbsp;&nbsp;&nbsp; PetSmart LLC/PetSmart Finance Corp., 10.00%, <br> 09/15/33<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 50 | 51139 |
| QVC Inc., 5.45%, 08/15/34<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 5 | 2011 |
| QXO Building Products Inc., 6.75%, 04/30/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 41879 |
| Ross Stores Inc., 1.88%, 04/15/31 | &nbsp;&nbsp;&nbsp; 5 | 4404 |
| &nbsp;&nbsp;&nbsp; Sally Holdings LLC/Sally Capital Inc., 6.75%, <br> 03/01/32<br>| &nbsp;&nbsp;&nbsp; 10 | 10477 |
| Sonic Automotive Inc., 4.88%, 11/15/31<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 7 | 6742 |
| Starbucks Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/34<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 40 | 41003 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/15/35<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10448 |
| &nbsp;&nbsp;&nbsp; Suburban Propane Partners LP/Suburban Energy <br> Finance Corp., 5.00%, 06/01/31<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 9601 |
| Target Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/15/33 | &nbsp;&nbsp;&nbsp; 25 | 25023 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/32 | &nbsp;&nbsp;&nbsp; 25 | 25274 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/34 | &nbsp;&nbsp;&nbsp; 20 | 19822 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/35<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20374 |
| &nbsp;&nbsp;&nbsp; 6.35%, 11/01/32 | &nbsp;&nbsp;&nbsp; 10 | 11163 |
| Tractor Supply Co., 5.25%, 05/15/33 | &nbsp;&nbsp;&nbsp; 25 | 26056 |
| Walmart Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/15/33 | &nbsp;&nbsp;&nbsp; 25 | 25086 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/09/32 | &nbsp;&nbsp;&nbsp; 25 | 25329 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/28/35 | &nbsp;&nbsp;&nbsp; 30 | 31159 |
| Yum! Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/15/31 | &nbsp;&nbsp;&nbsp; 18 | 17074 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/31/32 | &nbsp;&nbsp;&nbsp; 23 | 22661 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/01/32 | &nbsp;&nbsp;&nbsp; 22 | 22337 |
|  |  | 1635952 |
| **Semiconductors — 0.5%** | **Semiconductors — 0.5%** | **Semiconductors — 0.5%** |
| Advanced Micro Devices Inc., 3.92%, 06/01/32 | &nbsp;&nbsp;&nbsp; 15 | 14766 |
| Amkor Technology Inc., 5.88%, 10/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10198 |
| Analog Devices Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 10/01/31 | &nbsp;&nbsp;&nbsp; 25 | 22245 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/01/34 | &nbsp;&nbsp;&nbsp; 10 | 10428 |
| Broadcom Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/15/31 | &nbsp;&nbsp;&nbsp; 62 | 57041 |
| &nbsp;&nbsp;&nbsp; 2.60%, 02/15/33 | &nbsp;&nbsp;&nbsp; 50 | 44481 |
| &nbsp;&nbsp;&nbsp; 3.14%, 11/15/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 43791 |
| &nbsp;&nbsp;&nbsp; 3.42%, 04/15/33 | &nbsp;&nbsp;&nbsp; 65 | 60942 |
| &nbsp;&nbsp;&nbsp; 3.47%, 04/15/34 | &nbsp;&nbsp;&nbsp; 55 | 50789 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 24679 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/15/32 | &nbsp;&nbsp;&nbsp; 45 | 44739 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/15/32 | &nbsp;&nbsp;&nbsp; 15 | 15160 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/15/34 | &nbsp;&nbsp;&nbsp; 35 | 35470 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Semiconductors (continued)** | **Semiconductors (continued)** | **Semiconductors (continued)** |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/36 | &nbsp;&nbsp;&nbsp; $25 | $25061 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/15/32 | &nbsp;&nbsp;&nbsp; 25 | 25693 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/15/35 | &nbsp;&nbsp;&nbsp; 50 | 52104 |
| Foundry JV Holdco LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/25/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5187 |
| &nbsp;&nbsp;&nbsp; 5.90%, 01/25/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10564 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/25/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 16151 |
| Intel Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/12/31 | &nbsp;&nbsp;&nbsp; 30 | 26416 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/32 | &nbsp;&nbsp;&nbsp; 20 | 19189 |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/05/32 | &nbsp;&nbsp;&nbsp; 30 | 29116 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/21/31 | &nbsp;&nbsp;&nbsp; 30 | 30812 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/10/33<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 70 | 71823 |
| KLA Corp., 4.65%, 07/15/32 | &nbsp;&nbsp;&nbsp; 20 | 20419 |
| Marvell Technology Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/15/31 | &nbsp;&nbsp;&nbsp; 30 | 27840 |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10337 |
| Micron Technology Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/32 | &nbsp;&nbsp;&nbsp; 45 | 40336 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/15/35 | &nbsp;&nbsp;&nbsp; 20 | 21145 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/09/33 | &nbsp;&nbsp;&nbsp; 10 | 10652 |
| &nbsp;&nbsp;&nbsp; 5.88%, 09/15/33 | &nbsp;&nbsp;&nbsp; 35 | 37351 |
| NVIDIA Corp., 2.00%, 06/15/31 | &nbsp;&nbsp;&nbsp; 50 | 45207 |
| NXP BV/NXP Funding LLC/NXP USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/11/31 | &nbsp;&nbsp;&nbsp; 10 | 9060 |
| &nbsp;&nbsp;&nbsp; 2.65%, 02/15/32 | &nbsp;&nbsp;&nbsp; 25 | 22381 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/33 | &nbsp;&nbsp;&nbsp; 27 | 27456 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/19/35 | &nbsp;&nbsp;&nbsp; 10 | 10169 |
| Qorvo Inc., 3.38%, 04/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 4579 |
| QUALCOMM Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 05/20/32<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 25 | 21443 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/20/35 | &nbsp;&nbsp;&nbsp; 25 | 25256 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/20/35 | &nbsp;&nbsp;&nbsp; 15 | 15387 |
| Skyworks Solutions Inc., 3.00%, 06/01/31 | &nbsp;&nbsp;&nbsp; 15 | 13635 |
| Texas Instruments Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 08/16/32 | &nbsp;&nbsp;&nbsp; 5 | 4822 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/08/34 | &nbsp;&nbsp;&nbsp; 25 | 25814 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/14/33 | &nbsp;&nbsp;&nbsp; 20 | 20716 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/23/35 | &nbsp;&nbsp;&nbsp; 10 | 10368 |
| TSMC Global Ltd., 2.25%, 04/23/31<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 182193 |
|  |  | 1353411 |
| **Shipbuilding — 0.0%** | **Shipbuilding — 0.0%** | **Shipbuilding — 0.0%** |
| Huntington Ingalls Industries Inc., 5.75%, 01/15/35 | &nbsp;&nbsp;&nbsp; 15 | 15904 |
| **Software — 0.5%** | **Software — 0.5%** | **Software — 0.5%** |
| Adobe Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/04/34 | &nbsp;&nbsp;&nbsp; 5 | 5190 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/17/35 | &nbsp;&nbsp;&nbsp; 20 | 21203 |
| Atlassian Corp., 5.50%, 05/15/34 | &nbsp;&nbsp;&nbsp; 10 | 10389 |
| Autodesk Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 12/15/31 | &nbsp;&nbsp;&nbsp; 25 | 22346 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10340 |
| Broadridge Financial Solutions Inc., 2.60%, 05/01/31 | &nbsp;&nbsp;&nbsp; 10 | 9105 |
| Cadence Design Systems Inc., 4.70%, 09/10/34 | &nbsp;&nbsp;&nbsp; 15 | 15081 |
| Cloud Software Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 08/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15012 |
| &nbsp;&nbsp;&nbsp; 8.25%, 06/30/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 31687 |
| &nbsp;&nbsp;&nbsp; Constellation Software Inc./Canada, 5.46%, <br> 02/16/34<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 10162 |
| CoreWeave Inc., 9.00%, 02/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 22610 |
| Fair Isaac Corp., 6.00%, 05/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 41184 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Software (continued)** | **Software (continued)** | **Software (continued)** |
| &nbsp;&nbsp;&nbsp; Fidelity National Information Services Inc., 5.10%, <br> 07/15/32<br>| &nbsp;&nbsp;&nbsp; $30 | $30756 |
| Fiserv Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/15/31 | &nbsp;&nbsp;&nbsp; 10 | 9934 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/12/34 | &nbsp;&nbsp;&nbsp; 25 | 24894 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/11/35<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20075 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/34 | &nbsp;&nbsp;&nbsp; 40 | 40735 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/02/33 | &nbsp;&nbsp;&nbsp; 25 | 25806 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/21/33 | &nbsp;&nbsp;&nbsp; 5 | 5168 |
| Intuit Inc., 5.20%, 09/15/33 | &nbsp;&nbsp;&nbsp; 35 | 36746 |
| MSCI Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 13495 |
| &nbsp;&nbsp;&nbsp; 3.63%, 11/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 23571 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 27 | 25909 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/01/35 | &nbsp;&nbsp;&nbsp; 10 | 10122 |
| Open Text Holdings Inc., 4.13%, 12/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9322 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/25/31 | &nbsp;&nbsp;&nbsp; 85 | 77113 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/08/34 | &nbsp;&nbsp;&nbsp; 15 | 13908 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/27/34 | &nbsp;&nbsp;&nbsp; 55 | 52194 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/26/32 | &nbsp;&nbsp;&nbsp; 35 | 34410 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/06/33 | &nbsp;&nbsp;&nbsp; 60 | 58938 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/26/35 | &nbsp;&nbsp;&nbsp; 105 | 102915 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/03/35 | &nbsp;&nbsp;&nbsp; 40 | 40098 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/09/32 | &nbsp;&nbsp;&nbsp; 40 | 42464 |
| Paychex Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/15/32 | &nbsp;&nbsp;&nbsp; 35 | 36404 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/15/35 | &nbsp;&nbsp;&nbsp; 25 | 26262 |
| Roper Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/15/31 | &nbsp;&nbsp;&nbsp; 15 | 13151 |
| &nbsp;&nbsp;&nbsp; 4.90%, 10/15/34 | &nbsp;&nbsp;&nbsp; 25 | 25081 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10157 |
| Salesforce Inc., 1.95%, 07/15/31 | &nbsp;&nbsp;&nbsp; 25 | 22342 |
| SS&C Technologies Inc., 6.50%, 06/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15622 |
| Synopsys Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/32 | &nbsp;&nbsp;&nbsp; 30 | 30752 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/01/35 | &nbsp;&nbsp;&nbsp; 50 | 51096 |
| Take-Two Interactive Software Inc., 4.00%, 04/14/32 | &nbsp;&nbsp;&nbsp; 25 | 24310 |
| Twilio Inc., 3.88%, 03/15/31 | &nbsp;&nbsp;&nbsp; 9 | 8597 |
| UKG Inc., 6.88%, 02/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 46483 |
| VMware LLC, 2.20%, 08/15/31 | &nbsp;&nbsp;&nbsp; 40 | 35641 |
| Workday Inc., 3.80%, 04/01/32 | &nbsp;&nbsp;&nbsp; 30 | 28807 |
|  |  | 1287587 |
| **Telecommunications — 1.0%** | **Telecommunications — 1.0%** | **Telecommunications — 1.0%** |
| Altice France SA |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9725 |
| &nbsp;&nbsp;&nbsp; 6.88%, 07/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 48671 |
| America Movil SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/20/33 | &nbsp;&nbsp;&nbsp; 5 | 5112 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/35 | &nbsp;&nbsp;&nbsp; 10 | 11104 |
| AT&T Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 02/01/32 | &nbsp;&nbsp;&nbsp; 20 | 17644 |
| &nbsp;&nbsp;&nbsp; 2.55%, 12/01/33 | &nbsp;&nbsp;&nbsp; 85 | 72936 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/01/31 | &nbsp;&nbsp;&nbsp; 45 | 41484 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/35 | &nbsp;&nbsp;&nbsp; 55 | 53467 |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/01/32 | &nbsp;&nbsp;&nbsp; 25 | 25028 |
| &nbsp;&nbsp;&nbsp; 4.90%, 11/01/35 | &nbsp;&nbsp;&nbsp; 25 | 24922 |
| &nbsp;&nbsp;&nbsp; 5.38%, 08/15/35 | &nbsp;&nbsp;&nbsp; 30 | 31024 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/15/34 | &nbsp;&nbsp;&nbsp; 70 | 73191 |
| Bell Telephone Co. of Canada or Bell Canada |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/11/33 | &nbsp;&nbsp;&nbsp; 15 | 15300 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Telecommunications (continued)** | **Telecommunications (continued)** | **Telecommunications (continued)** |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/34 | &nbsp;&nbsp;&nbsp; $20 | $20404 |
| &nbsp;&nbsp;&nbsp; 6.88%, 09/15/55, (5-year CMT + 2.39%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20740 |
| British Telecommunications PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/23/81, (5-year CMT + 3.49%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9572 |
| &nbsp;&nbsp;&nbsp; 9.63%, 12/15/30 | &nbsp;&nbsp;&nbsp; 80 | 98496 |
| Cisco Systems Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/24/32 | &nbsp;&nbsp;&nbsp; 25 | 25952 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/26/34 | &nbsp;&nbsp;&nbsp; 90 | 93384 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/24/35 | &nbsp;&nbsp;&nbsp; 25 | 25938 |
| CommScope LLC, 9.50%, 12/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15211 |
| Connect Holding II LLC, 10.50%, 04/03/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 38067 |
| &nbsp;&nbsp;&nbsp; Deutsche Telekom International Finance BV, 9.25%, <br> 06/01/32<br>| &nbsp;&nbsp;&nbsp; 25 | 31324 |
| &nbsp;&nbsp;&nbsp; EchoStar Corp., 6.75%, 11/30/30, (6.75% Cash or <br> 6.75% PIK)<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 47 | 48476 |
| &nbsp;&nbsp;&nbsp; Empresa Nacional de Telecomunicaciones SA, 3.05%, <br> 09/14/32<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 150 | 133143 |
| Fibercop SpA |  |  |
| &nbsp;&nbsp;&nbsp; Series 2033, 6.38%, 11/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 14700 |
| &nbsp;&nbsp;&nbsp; Series 2034, 6.00%, 09/30/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9430 |
| Frontier Communications Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 8.63%, 03/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15845 |
| &nbsp;&nbsp;&nbsp; 8.75%, 05/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 19 | 19842 |
| Iliad Holding SAS |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 04/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15485 |
| &nbsp;&nbsp;&nbsp; 8.50%, 04/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 16121 |
| Juniper Networks Inc., 2.00%, 12/10/30 | &nbsp;&nbsp;&nbsp; 20 | 17681 |
| Level 3 Financing Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 11 | 9871 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/31<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 12 | 10589 |
| &nbsp;&nbsp;&nbsp; 6.88%, 06/30/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 40784 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/31/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 35894 |
| Lumen Technologies Inc., 10.00%, 10/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10074 |
| Motorola Solutions Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/24/31 | &nbsp;&nbsp;&nbsp; 32 | 29295 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/15/32 | &nbsp;&nbsp;&nbsp; 10 | 10323 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/15/34 | &nbsp;&nbsp;&nbsp; 30 | 31047 |
| Orange SA, 9.00%, 03/01/31 | &nbsp;&nbsp;&nbsp; 40 | 48437 |
| Otel Sukuk Ltd., 5.38%, 01/24/31<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203825 |
| Rogers Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/15/32 | &nbsp;&nbsp;&nbsp; 55 | 52026 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/15/34 | &nbsp;&nbsp;&nbsp; 20 | 20293 |
| &nbsp;&nbsp;&nbsp; 7.00%, 04/15/55, (5-year CMT + 2.65%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20888 |
| Sprint Capital Corp., 8.75%, 03/15/32 | &nbsp;&nbsp;&nbsp; 39 | 47483 |
| Telecom Argentina SA |  |  |
| &nbsp;&nbsp;&nbsp; 9.25%, 05/28/33<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 40 | 41068 |
| &nbsp;&nbsp;&nbsp; 9.50%, 07/18/31<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10446 |
| Telecom Italia Capital SA |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/30/34 | &nbsp;&nbsp;&nbsp; 10 | 10262 |
| &nbsp;&nbsp;&nbsp; 6.38%, 11/15/33 | &nbsp;&nbsp;&nbsp; 10 | 10530 |
| TELUS Corp., 3.40%, 05/13/32 | &nbsp;&nbsp;&nbsp; 15 | 13863 |
| T-Mobile USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/15/31 | &nbsp;&nbsp;&nbsp; 25 | 22205 |
| &nbsp;&nbsp;&nbsp; 2.55%, 02/15/31 | &nbsp;&nbsp;&nbsp; 60 | 54980 |
| &nbsp;&nbsp;&nbsp; 2.70%, 03/15/32 | &nbsp;&nbsp;&nbsp; 20 | 18036 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/15/31 | &nbsp;&nbsp;&nbsp; 27 | 25119 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/15/31 | &nbsp;&nbsp;&nbsp; 105 | 100705 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/15/33 | &nbsp;&nbsp;&nbsp; 25 | 25026 |
| &nbsp;&nbsp;&nbsp; 4.95%, 11/15/35 | &nbsp;&nbsp;&nbsp; 25 | 25120 |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/15/33 | &nbsp;&nbsp;&nbsp; 50 | 51326 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/32 | &nbsp;&nbsp;&nbsp; 5 | 5175 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Telecommunications (continued)** | **Telecommunications (continued)** | **Telecommunications (continued)** |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/15/34 | &nbsp;&nbsp;&nbsp; $45 | $46293 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/15/33 | &nbsp;&nbsp;&nbsp; 25 | 25921 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/35 | &nbsp;&nbsp;&nbsp; 50 | 51715 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/34 | &nbsp;&nbsp;&nbsp; 30 | 31978 |
| &nbsp;&nbsp;&nbsp; 6.70%, 12/15/33 | &nbsp;&nbsp;&nbsp; 15 | 16920 |
| Verizon Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 01/20/31 | &nbsp;&nbsp;&nbsp; 55 | 48583 |
| &nbsp;&nbsp;&nbsp; 2.36%, 03/15/32 | &nbsp;&nbsp;&nbsp; 95 | 83962 |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/21/31 | &nbsp;&nbsp;&nbsp; 70 | 64051 |
| &nbsp;&nbsp;&nbsp; 4.40%, 11/01/34 | &nbsp;&nbsp;&nbsp; 35 | 34007 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/10/33 | &nbsp;&nbsp;&nbsp; 25 | 24792 |
| &nbsp;&nbsp;&nbsp; 4.78%, 02/15/35 | &nbsp;&nbsp;&nbsp; 55 | 54602 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/09/33 | &nbsp;&nbsp;&nbsp; 30 | 30940 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/02/35 | &nbsp;&nbsp;&nbsp; 45 | 46090 |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/15/35 | &nbsp;&nbsp;&nbsp; 5 | 5370 |
| &nbsp;&nbsp;&nbsp; 6.40%, 09/15/33 | &nbsp;&nbsp;&nbsp; 10 | 11098 |
| &nbsp;&nbsp;&nbsp; 7.75%, 12/01/30 | &nbsp;&nbsp;&nbsp; 15 | 17268 |
| Viasat Inc., 7.50%, 05/30/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 12 | 11389 |
| Vmed O2 U.K. Financing I PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/31/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 18286 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 23043 |
| &nbsp;&nbsp;&nbsp; 7.75%, 04/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20763 |
| Vodafone Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/04/81, (5-year CMT + 2.77%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 22 | 20729 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/30/32 | &nbsp;&nbsp;&nbsp; 25 | 27263 |
| Windstream Services LLC, 7.50%, 10/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15292 |
| &nbsp;&nbsp;&nbsp; Windstream Services LLC/Windstream Escrow <br> Finance Corp., 8.25%, 10/01/31<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 40 | 41582 |
|  |  | 2856046 |
| **Toys, Games & Hobbies — 0.0%** | **Toys, Games & Hobbies — 0.0%** | **Toys, Games & Hobbies — 0.0%** |
| Hasbro Inc., 6.05%, 05/14/34 | &nbsp;&nbsp;&nbsp; 10 | 10608 |
| **Transportation — 0.2%** | **Transportation — 0.2%** | **Transportation — 0.2%** |
| AP Moller - Maersk A/S, 5.88%, 09/14/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 16037 |
| Canadian National Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 08/05/32 | &nbsp;&nbsp;&nbsp; 15 | 14564 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/18/34 | &nbsp;&nbsp;&nbsp; 15 | 14816 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/01/33 | &nbsp;&nbsp;&nbsp; 5 | 5473 |
| &nbsp;&nbsp;&nbsp; 6.25%, 08/01/34 | &nbsp;&nbsp;&nbsp; 15 | 16747 |
| Canadian Pacific Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 12/02/31 | &nbsp;&nbsp;&nbsp; 45 | 40427 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/30/35 | &nbsp;&nbsp;&nbsp; 15 | 15535 |
| &nbsp;&nbsp;&nbsp; 7.13%, 10/15/31 | &nbsp;&nbsp;&nbsp; 10 | 11411 |
| CSX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/15/32 | &nbsp;&nbsp;&nbsp; 40 | 39478 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10262 |
| &nbsp;&nbsp;&nbsp; Federal Express Corp. Pass-Through Trusts, Series <br> 2020-1, Class AA, 1.88%, 08/20/35<br>| &nbsp;&nbsp;&nbsp; 15 | 12821 |
| FedEx Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 05/15/31<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9038 |
| &nbsp;&nbsp;&nbsp; 3.90%, 02/01/35 | &nbsp;&nbsp;&nbsp; 10 | 9258 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/15/34 | &nbsp;&nbsp;&nbsp; 5 | 5024 |
| Genesee & Wyoming Inc., 6.25%, 04/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10300 |
| Norfolk Southern Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 05/15/31 | &nbsp;&nbsp;&nbsp; 20 | 18157 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/15/32 | &nbsp;&nbsp;&nbsp; 20 | 18526 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/01/33 | &nbsp;&nbsp;&nbsp; 20 | 20049 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/01/35 | &nbsp;&nbsp;&nbsp; 10 | 10296 |
| Ryder System Inc., 6.60%, 12/01/33 | &nbsp;&nbsp;&nbsp; 10 | 11212 |
| Stonepeak Nile Parent LLC, 7.25%, 03/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10575 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Transportation (continued)** | **Transportation (continued)** | **Transportation (continued)** |
| Union Pacific Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 02/14/32 | &nbsp;&nbsp;&nbsp; $55 | $50676 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/20/33 | &nbsp;&nbsp;&nbsp; 15 | 15183 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/20/35 | &nbsp;&nbsp;&nbsp; 25 | 25953 |
| United Parcel Service Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/03/33 | &nbsp;&nbsp;&nbsp; 15 | 15537 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/22/34 | &nbsp;&nbsp;&nbsp; 25 | 26147 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/14/35 | &nbsp;&nbsp;&nbsp; 25 | 26156 |
| Walmart Inc., 1.80%, 09/22/31 | &nbsp;&nbsp;&nbsp; 55 | 49167 |
| &nbsp;&nbsp;&nbsp; Watco Companies LLC/Watco Finance Corp., 7.13%, <br> 08/01/32<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 15 | 15699 |
| XPO CNW Inc., 6.70%, 05/01/34 | &nbsp;&nbsp;&nbsp; 5 | 5312 |
| XPO Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.13%, 06/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10446 |
| &nbsp;&nbsp;&nbsp; 7.13%, 02/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10524 |
|  |  | 570806 |
| **Trucking & Leasing — 0.1%** | **Trucking & Leasing — 0.1%** | **Trucking & Leasing — 0.1%** |
| FTAI Aviation Investors LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10124 |
| &nbsp;&nbsp;&nbsp; 7.00%, 05/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10449 |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15730 |
| &nbsp;&nbsp;&nbsp; 7.88%, 12/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10640 |
| GATX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/32 | &nbsp;&nbsp;&nbsp; 5 | 4672 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/33 | &nbsp;&nbsp;&nbsp; 20 | 20124 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10333 |
| &nbsp;&nbsp;&nbsp; 6.05%, 03/15/34 | &nbsp;&nbsp;&nbsp; 55 | 58903 |
| SMBC Aviation Capital Finance DAC |  |  |
| &nbsp;&nbsp;&nbsp; 5.55%, 04/03/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20777 |
| &nbsp;&nbsp;&nbsp; 5.70%, 07/25/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15766 |
|  |  | 177518 |
| **Water — 0.0%** | **Water — 0.0%** | **Water — 0.0%** |
| American Water Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/01/31 | &nbsp;&nbsp;&nbsp; 15 | 13570 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/01/32 | &nbsp;&nbsp;&nbsp; 20 | 20094 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/01/34 | &nbsp;&nbsp;&nbsp; 5 | 5177 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/35 | &nbsp;&nbsp;&nbsp; 25 | 25904 |
| Essential Utilities Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 05/01/31 | &nbsp;&nbsp;&nbsp; 10 | 9029 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/15/34 | &nbsp;&nbsp;&nbsp; 25 | 25967 |
|  |  | 99741 |
| **Total Corporate Bonds & Notes — 23.3%** <br>**(Cost: $62,560,316)** | **Total Corporate Bonds & Notes — 23.3%** <br>**(Cost: $62,560,316)** | 64091780 |
| **Foreign Government Obligations** | **Foreign Government Obligations** | **Foreign Government Obligations** |
| **Angola — 0.1%** | **Angola — 0.1%** | **Angola — 0.1%** |
| &nbsp;&nbsp;&nbsp; Angolan Government International Bonds, 9.88%, <br> 10/15/35<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 195536 |
| **Argentina — 0.1%** | **Argentina — 0.1%** | **Argentina — 0.1%** |
| &nbsp;&nbsp;&nbsp; Argentina Republic Government International Bonds, <br> 4.75%, 07/09/35<sup>(g)</sup><br>| &nbsp;&nbsp;&nbsp; 600 | 426373 |
| **Bahrain — 0.1%** | **Bahrain — 0.1%** | **Bahrain — 0.1%** |
| &nbsp;&nbsp;&nbsp; Bahrain Government International Bonds, 5.63%, <br> 09/30/31<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 198320 |
| **Bermuda — 0.0%** | **Bermuda — 0.0%** | **Bermuda — 0.0%** |
| &nbsp;&nbsp;&nbsp; Bermuda Government International Bonds, 5.00%, <br> 07/15/32<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 10148 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Brazil — 0.1%** | **Brazil — 0.1%** | **Brazil — 0.1%** |
| Brazil Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/22/32 | &nbsp;&nbsp;&nbsp; $200 | $207151 |
| &nbsp;&nbsp;&nbsp; 8.25%, 01/20/34 | &nbsp;&nbsp;&nbsp; 100 | 116882 |
|  |  | 324033 |
| **Canada — 0.2%** | **Canada — 0.2%** | **Canada — 0.2%** |
| Export Development Canada, 4.75%, 06/05/34 | &nbsp;&nbsp;&nbsp; 25 | 26377 |
| Province of Alberta Canada, 4.50%, 01/24/34 | &nbsp;&nbsp;&nbsp; 85 | 86925 |
| Province of British Columbia Canada |  |  |
| &nbsp;&nbsp;&nbsp; 1.30%, 01/29/31 | &nbsp;&nbsp;&nbsp; 30 | 26466 |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/06/33 | &nbsp;&nbsp;&nbsp; 50 | 50189 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/11/35 | &nbsp;&nbsp;&nbsp; 60 | 61969 |
| Province of Manitoba Canada, 4.90%, 05/31/34 | &nbsp;&nbsp;&nbsp; 20 | 20872 |
| Province of Ontario Canada |  |  |
| &nbsp;&nbsp;&nbsp; 1.60%, 02/25/31 | &nbsp;&nbsp;&nbsp; 5 | 4476 |
| &nbsp;&nbsp;&nbsp; 1.80%, 10/14/31 | &nbsp;&nbsp;&nbsp; 15 | 13337 |
| &nbsp;&nbsp;&nbsp; 2.13%, 01/21/32 | &nbsp;&nbsp;&nbsp; 35 | 31492 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/11/35 | &nbsp;&nbsp;&nbsp; 50 | 51974 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/24/34 | &nbsp;&nbsp;&nbsp; 100 | 105729 |
| Province of Quebec Canada, 4.25%, 09/05/34 | &nbsp;&nbsp;&nbsp; 105 | 104947 |
|  |  | 584753 |
| **Cayman Islands — 0.1%** | **Cayman Islands — 0.1%** | **Cayman Islands — 0.1%** |
| KSA Ijarah Sukuk Ltd., 4.88%, 09/09/35<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202271 |
| **Chile — 0.1%** | **Chile — 0.1%** | **Chile — 0.1%** |
| &nbsp;&nbsp;&nbsp; Chile Government International Bonds, 3.50%, <br> 01/31/34<br>| &nbsp;&nbsp;&nbsp; 200 | 184654 |
| **Colombia — 0.1%** | **Colombia — 0.1%** | **Colombia — 0.1%** |
| &nbsp;&nbsp;&nbsp; Colombia Government International Bonds, 3.25%, <br> 04/22/32<br>| &nbsp;&nbsp;&nbsp; 200 | 169530 |
| **Dominican Republic — 0.0%** | **Dominican Republic — 0.0%** | **Dominican Republic — 0.0%** |
| &nbsp;&nbsp;&nbsp; Dominican Republic International Bonds, 7.05%, <br> 02/03/31<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 150 | 160573 |
| **Ecuador — 0.0%** | **Ecuador — 0.0%** | **Ecuador — 0.0%** |
| &nbsp;&nbsp;&nbsp; Ecuador Government International Bonds, 6.90%, <br> 07/31/35<sup>(f)(g)</sup><br>| &nbsp;&nbsp;&nbsp; 100 | 84894 |
| **Egypt — 0.1%** | **Egypt — 0.1%** | **Egypt — 0.1%** |
| &nbsp;&nbsp;&nbsp; Egypt Government International Bonds, 5.88%, <br> 02/16/31<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 193299 |
| **El Salvador — 0.0%** | **El Salvador — 0.0%** | **El Salvador — 0.0%** |
| &nbsp;&nbsp;&nbsp; El Salvador Government International Bonds, 8.25%, <br> 04/10/32<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 10677 |
| **France — 0.0%** | **France — 0.0%** | **France — 0.0%** |
| &nbsp;&nbsp;&nbsp; Caisse d'Amortissement de la Dette Sociale, 2.13%, <br> 01/26/32<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 30 | 26924 |
| **Ghana — 0.0%** | **Ghana — 0.0%** | **Ghana — 0.0%** |
| &nbsp;&nbsp;&nbsp; Ghana Government International Bonds, 6.00%, <br> 07/03/35<sup>(f)(g)</sup><br>| &nbsp;&nbsp;&nbsp; 30 | 26418 |
| **Hong Kong — 0.1%** | **Hong Kong — 0.1%** | **Hong Kong — 0.1%** |
| Airport Authority, 1.63%, 02/04/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 179791 |
| &nbsp;&nbsp;&nbsp; Hong Kong Government International Bonds, 1.38%, <br> 02/02/31<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 178567 |
|  |  | 358358 |
| **Hungary — 0.1%** | **Hungary — 0.1%** | **Hungary — 0.1%** |
| &nbsp;&nbsp;&nbsp; Hungary Government International Bonds, 2.13%, <br> 09/22/31<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 171738 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Indonesia — 0.1%** | **Indonesia — 0.1%** | **Indonesia — 0.1%** |
| &nbsp;&nbsp;&nbsp; Indonesia Government International Bonds, 2.15%, <br> 07/28/31<br>| &nbsp;&nbsp;&nbsp; $200 | $177034 |
| &nbsp;&nbsp;&nbsp; Perusahaan Penerbit SBSN Indonesia III, 4.70%, <br> 06/06/32<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 202203 |
|  |  | 379237 |
| **Israel — 0.1%** | **Israel — 0.1%** | **Israel — 0.1%** |
| &nbsp;&nbsp;&nbsp; Israel Government International Bonds, 5.63%, <br> 02/19/35<br>| &nbsp;&nbsp;&nbsp; 200 | 209760 |
| **Italy — 0.0%** | **Italy — 0.0%** | **Italy — 0.0%** |
| &nbsp;&nbsp;&nbsp; Republic of Italy Government International Bonds, <br> 5.38%, 06/15/33<br>| &nbsp;&nbsp;&nbsp; 30 | 32020 |
| **Japan — 0.1%** | **Japan — 0.1%** | **Japan — 0.1%** |
| &nbsp;&nbsp;&nbsp; Japan Bank for International Cooperation, 1.88%, <br> 04/15/31<br>| &nbsp;&nbsp;&nbsp; 200 | 180883 |
| **Kenya — 0.1%** | **Kenya — 0.1%** | **Kenya — 0.1%** |
| &nbsp;&nbsp;&nbsp; Republic of Kenya Government International Bonds, <br> 9.75%, 02/16/31<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 212804 |
| **Kuwait — 0.1%** | **Kuwait — 0.1%** | **Kuwait — 0.1%** |
| &nbsp;&nbsp;&nbsp; Kuwait International Government Bonds, 4.65%, <br> 10/09/35<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 200455 |
| **Lebanon — 0.0%** | **Lebanon — 0.0%** | **Lebanon — 0.0%** |
| &nbsp;&nbsp;&nbsp; Lebanon Government International Bonds, 7.00%, <br> 03/23/32<sup>(f)(h)(i)</sup><br>| &nbsp;&nbsp;&nbsp; 16 | 3523 |
| **Mexico — 0.2%** | **Mexico — 0.2%** | **Mexico — 0.2%** |
| Mexico Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/27/32 | &nbsp;&nbsp;&nbsp; 200 | 195651 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/22/35 | &nbsp;&nbsp;&nbsp; 200 | 198245 |
| &nbsp;&nbsp;&nbsp; 5.85%, 07/02/32 | &nbsp;&nbsp;&nbsp; 200 | 206290 |
|  |  | 600186 |
| **Morocco — 0.1%** | **Morocco — 0.1%** | **Morocco — 0.1%** |
| &nbsp;&nbsp;&nbsp; Morocco Government International Bonds, 6.50%, <br> 09/08/33<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 216719 |
| **Nigeria — 0.1%** | **Nigeria — 0.1%** | **Nigeria — 0.1%** |
| &nbsp;&nbsp;&nbsp; Nigeria Government International Bonds, 7.88%, <br> 02/16/32<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 204546 |
| **Panama — 0.1%** | **Panama — 0.1%** | **Panama — 0.1%** |
| &nbsp;&nbsp;&nbsp; Panama Government International Bonds, 2.25%, <br> 09/29/32<br>| &nbsp;&nbsp;&nbsp; 200 | 163201 |
| **Peru — 0.1%** | **Peru — 0.1%** | **Peru — 0.1%** |
| Peru Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 1.86%, 12/01/32 | &nbsp;&nbsp;&nbsp; 10 | 8321 |
| &nbsp;&nbsp;&nbsp; 2.78%, 01/23/31 | &nbsp;&nbsp;&nbsp; 100 | 92745 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/34 | &nbsp;&nbsp;&nbsp; 200 | 174841 |
|  |  | 275907 |
| **Philippines — 0.1%** | **Philippines — 0.1%** | **Philippines — 0.1%** |
| Philippines Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/14/34 | &nbsp;&nbsp;&nbsp; 200 | 208180 |
| &nbsp;&nbsp;&nbsp; 6.38%, 01/15/32 | &nbsp;&nbsp;&nbsp; 100 | 110789 |
|  |  | 318969 |
| **Poland — 0.1%** | **Poland — 0.1%** | **Poland — 0.1%** |
| Bank Gospodarstwa Krajowego, 5.38%, 05/22/33<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 207502 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Poland (continued)** | **Poland (continued)** | **Poland (continued)** |
| Republic of Poland Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/04/33 | &nbsp;&nbsp;&nbsp; $50 | $50871 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/16/32 | &nbsp;&nbsp;&nbsp; 21 | 22609 |
|  |  | 280982 |
| **Qatar — 0.1%** | **Qatar — 0.1%** | **Qatar — 0.1%** |
| &nbsp;&nbsp;&nbsp; Qatar Government International Bonds, 4.88%, <br> 02/27/35<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 210080 |
| **Romania — 0.1%** | **Romania — 0.1%** | **Romania — 0.1%** |
| Romanian Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/14/31<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 20 | 18040 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/27/32<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 42 | 38080 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/24/35<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 50 | 49056 |
| &nbsp;&nbsp;&nbsp; 6.38%, 01/30/34<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 70 | 72206 |
|  |  | 177382 |
| **Saudi Arabia — 0.1%** | **Saudi Arabia — 0.1%** | **Saudi Arabia — 0.1%** |
| Saudi Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/16/34<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205551 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/25/32<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 212536 |
|  |  | 418087 |
| **South Korea — 0.1%** | **South Korea — 0.1%** | **South Korea — 0.1%** |
| Export-Import Bank of Korea, 5.13%, 01/11/33 | &nbsp;&nbsp;&nbsp; 200 | 211236 |
| **Sri Lanka — 0.0%** | **Sri Lanka — 0.0%** | **Sri Lanka — 0.0%** |
| &nbsp;&nbsp;&nbsp; Sri Lanka Government International Bonds, 3.60%, <br> 03/15/33<sup>(f)(g)</sup><br>| &nbsp;&nbsp;&nbsp; 40 | 34660 |
| **Supranational — 0.8%** | **Supranational — 0.8%** | **Supranational — 0.8%** |
| African Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/12/35 | &nbsp;&nbsp;&nbsp; 20 | 20665 |
| &nbsp;&nbsp;&nbsp; 5.75%, , (5-year CMT + 1.58%)<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10046 |
| African Export-Import Bank (The), 3.80%, 05/17/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 8955 |
| Asian Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/04/31 | &nbsp;&nbsp;&nbsp; 40 | 35835 |
| &nbsp;&nbsp;&nbsp; 3.13%, 04/27/32 | &nbsp;&nbsp;&nbsp; 30 | 28825 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/28/32 | &nbsp;&nbsp;&nbsp; 20 | 20043 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/14/33 | &nbsp;&nbsp;&nbsp; 5 | 4993 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/12/33 | &nbsp;&nbsp;&nbsp; 75 | 75598 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/12/34 | &nbsp;&nbsp;&nbsp; 45 | 45546 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/22/35 | &nbsp;&nbsp;&nbsp; 50 | 51321 |
| Asian Infrastructure Investment Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/13/34 | &nbsp;&nbsp;&nbsp; 80 | 81699 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/21/35 | &nbsp;&nbsp;&nbsp; 25 | 25933 |
| &nbsp;&nbsp;&nbsp; European Bank for Reconstruction & Development, <br> 4.25%, 03/13/34<br>| &nbsp;&nbsp;&nbsp; 50 | 50960 |
| European Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 02/14/31 | &nbsp;&nbsp;&nbsp; 25 | 22146 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/14/33 | &nbsp;&nbsp;&nbsp; 92 | 91424 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/13/34 | &nbsp;&nbsp;&nbsp; 185 | 187379 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/16/32 | &nbsp;&nbsp;&nbsp; 35 | 35848 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/10/31 | &nbsp;&nbsp;&nbsp; 30 | 31015 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/12/35 | &nbsp;&nbsp;&nbsp; 75 | 78467 |
| Inter-American Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 01/13/31 | &nbsp;&nbsp;&nbsp; 145 | 127804 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/12/33 | &nbsp;&nbsp;&nbsp; 45 | 43885 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/17/31<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 45 | 44683 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/17/34 | &nbsp;&nbsp;&nbsp; 25 | 25691 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/16/35 | &nbsp;&nbsp;&nbsp; 75 | 76810 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/13/33 | &nbsp;&nbsp;&nbsp; 30 | 31162 |
| International Bank for Reconstruction & Development |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 02/10/31 | &nbsp;&nbsp;&nbsp; 120 | 106242 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Supranational (continued)** | **Supranational (continued)** | **Supranational (continued)** |
| &nbsp;&nbsp;&nbsp; 1.63%, 11/03/31 | &nbsp;&nbsp;&nbsp; $135 | $119771 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/29/32 | &nbsp;&nbsp;&nbsp; 115 | 106641 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/28/34 | &nbsp;&nbsp;&nbsp; 95 | 94266 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/10/31 | &nbsp;&nbsp;&nbsp; 130 | 131890 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/06/32 | &nbsp;&nbsp;&nbsp; 15 | 15152 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/27/35 | &nbsp;&nbsp;&nbsp; 100 | 102420 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/10/31 | &nbsp;&nbsp;&nbsp; 25 | 25958 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/15/32 | &nbsp;&nbsp;&nbsp; 65 | 67936 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/14/33 | &nbsp;&nbsp;&nbsp; 110 | 116135 |
| International Development Association |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/17/32<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5000 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/12/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15466 |
|  |  | 2163610 |
| **Turkey — 0.2%** | **Turkey — 0.2%** | **Turkey — 0.2%** |
| Turkiye Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/03/35 | &nbsp;&nbsp;&nbsp; 200 | 199930 |
| &nbsp;&nbsp;&nbsp; 7.13%, 07/17/32 | &nbsp;&nbsp;&nbsp; 200 | 210812 |
| &nbsp;&nbsp;&nbsp; 9.38%, 01/19/33 | &nbsp;&nbsp;&nbsp; 200 | 235096 |
|  |  | 645838 |
| **Ukraine — 0.0%** | **Ukraine — 0.0%** | **Ukraine — 0.0%** |
| Ukraine Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/34<sup>(f)(g)</sup> | &nbsp;&nbsp;&nbsp; 74 | 43349 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/35<sup>(f)(g)</sup> | &nbsp;&nbsp;&nbsp; 60 | 34580 |
| &nbsp;&nbsp;&nbsp; 7.75%, 02/01/34<sup>(f)(g)</sup> | &nbsp;&nbsp;&nbsp; 60 | 27357 |
|  |  | 105286 |
| **United Arab Emirates — 0.2%** | **United Arab Emirates — 0.2%** | **United Arab Emirates — 0.2%** |
| &nbsp;&nbsp;&nbsp; Abu Dhabi Government International Bonds, 5.00%, <br> 04/30/34<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 210958 |
| Sharjah Sukuk Program Ltd., 6.09%, 03/19/34<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 212905 |
| &nbsp;&nbsp;&nbsp; UAE International Government Bonds, 4.86%, <br> 07/02/34<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 210160 |
|  |  | 634023 |
| **Uruguay — 0.0%** | **Uruguay — 0.0%** | **Uruguay — 0.0%** |
| Uruguay Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/23/31 | &nbsp;&nbsp;&nbsp; 70 | 70964 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/28/34 | &nbsp;&nbsp;&nbsp; 50 | 53418 |
|  |  | 124382 |
| **Zambia — 0.0%** | **Zambia — 0.0%** | **Zambia — 0.0%** |
| &nbsp;&nbsp;&nbsp; Zambia Government International Bonds, 7.50%, <br> 06/30/33<sup>(f)(g)</sup><br>| &nbsp;&nbsp;&nbsp; 42 | 40844 |
| **Total Foreign Government Obligations — 4.1%** <br>**(Cost: $10,959,694)** | **Total Foreign Government Obligations — 4.1%** <br>**(Cost: $10,959,694)** | 11373119 |
| **Municipal Debt Obligations** | **Municipal Debt Obligations** | **Municipal Debt Obligations** |
| **California — 0.1%** | **California — 0.1%** | **California — 0.1%** |
| State of California GO |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/01/29 | &nbsp;&nbsp;&nbsp; 50 | 47810 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/01/31 | &nbsp;&nbsp;&nbsp; 50 | 54601 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/01/33 | &nbsp;&nbsp;&nbsp; 15 | 16638 |
|  |  | 119049 |
| **Illinois — 0.0%** | **Illinois — 0.0%** | **Illinois — 0.0%** |
| State of Illinois GO, 5.10%, 06/01/33 | &nbsp;&nbsp;&nbsp; 109 | 111789 |
| **Total Municipal Debt Obligations — 0.1%** <br>**(Cost: $224,967)** | **Total Municipal Debt Obligations — 0.1%** <br>**(Cost: $224,967)** | 230838 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **U.S. Government & Agency Obligations** | **U.S. Government & Agency Obligations** | **U.S. Government & Agency Obligations** |
| **Mortgage Securities — 0.2%** | **Mortgage Securities — 0.2%** | **Mortgage Securities — 0.2%** |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp., 2.00%, <br> 07/01/38<br>| &nbsp;&nbsp;&nbsp; $96 | $89211 |
| &nbsp;&nbsp;&nbsp; Federal National Mortgage Association, 6.00%, <br> 10/01/55<br>| &nbsp;&nbsp;&nbsp; 472 | 488069 |
|  |  | 577280 |
| **Mortgage-Backed Securities — 48.6%** | **Mortgage-Backed Securities — 48.6%** | **Mortgage-Backed Securities — 48.6%** |
| Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/01/52 | &nbsp;&nbsp;&nbsp; 2979 | 2438361 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/01/33 | &nbsp;&nbsp;&nbsp; 5 | 4695 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/51 | &nbsp;&nbsp;&nbsp; 126 | 108367 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/52 | &nbsp;&nbsp;&nbsp; 960 | 821461 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/01/52 | &nbsp;&nbsp;&nbsp; 158 | 134975 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/46 | &nbsp;&nbsp;&nbsp; 90 | 81938 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/46 | &nbsp;&nbsp;&nbsp; 6 | 5586 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/01/46 | &nbsp;&nbsp;&nbsp; 41 | 37366 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/01/46 | &nbsp;&nbsp;&nbsp; 28 | 26289 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/46 | &nbsp;&nbsp;&nbsp; 15 | 13945 |
| 3.00%, 12/01/46 | &nbsp;&nbsp;&nbsp; 143 | 130534 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/01/47 | &nbsp;&nbsp;&nbsp; 24 | 21495 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/47 | &nbsp;&nbsp;&nbsp; 78 | 70882 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/47 | &nbsp;&nbsp;&nbsp; 70 | 63542 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/01/47 | &nbsp;&nbsp;&nbsp; 9 | 8381 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/01/47 | &nbsp;&nbsp;&nbsp; 19 | 17363 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/47 | &nbsp;&nbsp;&nbsp; 16 | 14697 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/52 | &nbsp;&nbsp;&nbsp; 740 | 659355 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/34 | &nbsp;&nbsp;&nbsp; 4 | 4401 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/38 | &nbsp;&nbsp;&nbsp; 37 | 36048 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/01/42 | &nbsp;&nbsp;&nbsp; 32 | 30176 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/01/44 | &nbsp;&nbsp;&nbsp; 14 | 12915 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/46 | &nbsp;&nbsp;&nbsp; 73 | 69229 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/46 | &nbsp;&nbsp;&nbsp; 9 | 8653 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/01/47 | &nbsp;&nbsp;&nbsp; 14 | 13505 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/47 | &nbsp;&nbsp;&nbsp; 23 | 21300 |
| 3.50%, 07/01/47 | &nbsp;&nbsp;&nbsp; 21 | 19767 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/47 | &nbsp;&nbsp;&nbsp; 3 | 3209 |
| 3.50%, 09/01/47 | &nbsp;&nbsp;&nbsp; 51 | 48547 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/47 | &nbsp;&nbsp;&nbsp; 3 | 2592 |
| 3.50%, 02/01/48 | &nbsp;&nbsp;&nbsp; 51 | 47282 |
| 3.50%, 03/01/48 | &nbsp;&nbsp;&nbsp; 22 | 20478 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/48 | &nbsp;&nbsp;&nbsp; 13 | 12571 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/49 | &nbsp;&nbsp;&nbsp; 36 | 33842 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/49 | &nbsp;&nbsp;&nbsp; 9 | 8064 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/49 | &nbsp;&nbsp;&nbsp; 12 | 11023 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/45 | &nbsp;&nbsp;&nbsp; 9 | 8308 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/46 | &nbsp;&nbsp;&nbsp; 70 | 68008 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/46 | &nbsp;&nbsp;&nbsp; 4 | 3955 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/47 | &nbsp;&nbsp;&nbsp; 2 | 1833 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/01/48 | &nbsp;&nbsp;&nbsp; 15 | 14078 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/48 | &nbsp;&nbsp;&nbsp; 7 | 6828 |
| 4.00%, 06/01/48 | &nbsp;&nbsp;&nbsp; 17 | 16698 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/48 | &nbsp;&nbsp;&nbsp; 10 | 9542 |
| 4.00%, 01/01/49 | &nbsp;&nbsp;&nbsp; 3 | 2658 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/54 | &nbsp;&nbsp;&nbsp; 755 | 718965 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/48 | &nbsp;&nbsp;&nbsp; 17 | 17148 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/01/49 | &nbsp;&nbsp;&nbsp; 8 | 7485 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/01/41 | &nbsp;&nbsp;&nbsp; 135 | 139007 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/55 | &nbsp;&nbsp;&nbsp; 739 | 758948 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/01/55 | &nbsp;&nbsp;&nbsp; 147 | 150184 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/01/53 | &nbsp;&nbsp;&nbsp; 30 | 30485 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/01/54 | &nbsp;&nbsp;&nbsp; $118 | $121257 |
| 6.00%, 09/01/54 | &nbsp;&nbsp;&nbsp; 296 | 306872 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/01/55 | &nbsp;&nbsp;&nbsp; 175 | 179364 |
| 6.00%, 06/01/55 | &nbsp;&nbsp;&nbsp; 721 | 742757 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/01/55 | &nbsp;&nbsp;&nbsp; 261 | 267641 |
| 6.00%, 08/01/55 | &nbsp;&nbsp;&nbsp; 649 | 665738 |
| 6.00%, 09/01/55 | &nbsp;&nbsp;&nbsp; 1112 | 1149096 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/01/54 | &nbsp;&nbsp;&nbsp; 497 | 513450 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/01/54 | &nbsp;&nbsp;&nbsp; 28 | 29404 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/01/55 | &nbsp;&nbsp;&nbsp; 82 | 85755 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily <br> Structured Pass-Through Certificates<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 04/25/32 | &nbsp;&nbsp;&nbsp; 400 | 363741 |
| &nbsp;&nbsp;&nbsp; Series K-1512, Class A2, 2.99%, 05/25/31 | &nbsp;&nbsp;&nbsp; 70 | 66690 |
| Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/51 | &nbsp;&nbsp;&nbsp; 991 | 844673 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/47 | &nbsp;&nbsp;&nbsp; 21 | 19260 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/01/51 | &nbsp;&nbsp;&nbsp; 224 | 210950 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/47 | &nbsp;&nbsp;&nbsp; 19 | 19029 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/57 | &nbsp;&nbsp;&nbsp; 17 | 16381 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/54 | &nbsp;&nbsp;&nbsp; 444 | 443008 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/01/55 | &nbsp;&nbsp;&nbsp; 295 | 300245 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/55 | &nbsp;&nbsp;&nbsp; 745 | 758145 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/01/53 | &nbsp;&nbsp;&nbsp; 927 | 958356 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/54 | &nbsp;&nbsp;&nbsp; 338 | 348590 |
| &nbsp;&nbsp;&nbsp; Series 2018-M12, Class A2, 3.75%, 08/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 279 | 275987 |
| &nbsp;&nbsp;&nbsp; Series 2021-M17, Class A2, 1.71%, 07/25/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 221975 |
| Freddie Mac Pool |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/01/54 | &nbsp;&nbsp;&nbsp; 593 | 592844 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/01/55 | &nbsp;&nbsp;&nbsp; 598 | 612728 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/55 | &nbsp;&nbsp;&nbsp; 693 | 706700 |
| Government National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/20/50 | &nbsp;&nbsp;&nbsp; 132 | 109977 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/20/50 | &nbsp;&nbsp;&nbsp; 365 | 304491 |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/20/51 | &nbsp;&nbsp;&nbsp; 533 | 444530 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/20/51 | &nbsp;&nbsp;&nbsp; 784 | 654168 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/20/51 | &nbsp;&nbsp;&nbsp; 395 | 329106 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/20/51 | &nbsp;&nbsp;&nbsp; 948 | 790527 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/20/52 | &nbsp;&nbsp;&nbsp; 2239 | 1866902 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/20/52 | &nbsp;&nbsp;&nbsp; 433 | 360750 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/18/55<sup>(j)</sup> | &nbsp;&nbsp;&nbsp; 550 | 457804 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/20/46 | &nbsp;&nbsp;&nbsp; 30 | 26160 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/20/47 | &nbsp;&nbsp;&nbsp; 14 | 12548 |
| 2.50%, 08/20/50 | &nbsp;&nbsp;&nbsp; 114 | 97967 |
| 2.50%, 09/20/50 | &nbsp;&nbsp;&nbsp; 177 | 151767 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/20/51 | &nbsp;&nbsp;&nbsp; 165 | 143832 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/20/51 | &nbsp;&nbsp;&nbsp; 584 | 508043 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/20/51 | &nbsp;&nbsp;&nbsp; 254 | 220529 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/20/51 | &nbsp;&nbsp;&nbsp; 738 | 641291 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/20/51 | &nbsp;&nbsp;&nbsp; 760 | 660078 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/20/51 | &nbsp;&nbsp;&nbsp; 792 | 687838 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/20/51 | &nbsp;&nbsp;&nbsp; 252 | 219250 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/20/52 | &nbsp;&nbsp;&nbsp; 550 | 477472 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/20/52 | &nbsp;&nbsp;&nbsp; 1175 | 1020957 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/18/55<sup>(j)</sup> | &nbsp;&nbsp;&nbsp; 400 | 347077 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/20/45 | &nbsp;&nbsp;&nbsp; 26 | 23535 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/20/45 | &nbsp;&nbsp;&nbsp; 57 | 51950 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/20/45 | &nbsp;&nbsp;&nbsp; 49 | 44659 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/20/45 | &nbsp;&nbsp;&nbsp; 5 | 4864 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/20/45 | &nbsp;&nbsp;&nbsp; 169 | 154776 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/20/45 | &nbsp;&nbsp;&nbsp; 15 | 14198 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/20/46 | &nbsp;&nbsp;&nbsp; $8 | $7402 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/20/46 | &nbsp;&nbsp;&nbsp; 19 | 17119 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/20/46 | &nbsp;&nbsp;&nbsp; 45 | 40878 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/20/46 | &nbsp;&nbsp;&nbsp; 22 | 20244 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/20/46 | &nbsp;&nbsp;&nbsp; 16 | 14473 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/20/46 | &nbsp;&nbsp;&nbsp; 13 | 12218 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/20/46 | &nbsp;&nbsp;&nbsp; 72 | 65891 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/20/46 | &nbsp;&nbsp;&nbsp; 43 | 39077 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/20/46 | &nbsp;&nbsp;&nbsp; 182 | 166509 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/20/46 | &nbsp;&nbsp;&nbsp; 66 | 60296 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/20/47 | &nbsp;&nbsp;&nbsp; 14 | 13187 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/20/47 | &nbsp;&nbsp;&nbsp; 21 | 19271 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/20/47 | &nbsp;&nbsp;&nbsp; 85 | 77907 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/20/48 | &nbsp;&nbsp;&nbsp; 14 | 13064 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/20/49 | &nbsp;&nbsp;&nbsp; 274 | 249970 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/20/49 | &nbsp;&nbsp;&nbsp; 12 | 10444 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/20/50 | &nbsp;&nbsp;&nbsp; 83 | 75625 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/20/50 | &nbsp;&nbsp;&nbsp; 89 | 80815 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/20/50 | &nbsp;&nbsp;&nbsp; 38 | 34407 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/20/50 | &nbsp;&nbsp;&nbsp; 51 | 46209 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/20/51 | &nbsp;&nbsp;&nbsp; 8 | 7035 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/20/51 | &nbsp;&nbsp;&nbsp; 152 | 137302 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/20/52 | &nbsp;&nbsp;&nbsp; 21 | 19370 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/20/52 | &nbsp;&nbsp;&nbsp; 413 | 369838 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/20/52 | &nbsp;&nbsp;&nbsp; 1004 | 906664 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/20/52 | &nbsp;&nbsp;&nbsp; 253 | 228525 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/18/55<sup>(j)</sup> | &nbsp;&nbsp;&nbsp; 575 | 518695 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/20/42 | &nbsp;&nbsp;&nbsp; 163 | 154566 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/20/42 | &nbsp;&nbsp;&nbsp; 7 | 6433 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/20/42 | &nbsp;&nbsp;&nbsp; 67 | 63718 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/20/43 | &nbsp;&nbsp;&nbsp; 49 | 46249 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/20/45 | &nbsp;&nbsp;&nbsp; 9 | 8580 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/20/45 | &nbsp;&nbsp;&nbsp; 32 | 29792 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/20/45 | &nbsp;&nbsp;&nbsp; 3 | 2876 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/20/46 | &nbsp;&nbsp;&nbsp; 35 | 33188 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/20/46 | &nbsp;&nbsp;&nbsp; 16 | 15479 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/20/46 | &nbsp;&nbsp;&nbsp; 58 | 54289 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/20/46 | &nbsp;&nbsp;&nbsp; 15 | 14068 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/20/47 | &nbsp;&nbsp;&nbsp; 4 | 3733 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/20/47 | &nbsp;&nbsp;&nbsp; 10 | 9297 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/20/47 | &nbsp;&nbsp;&nbsp; 4 | 4221 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/20/47 | &nbsp;&nbsp;&nbsp; 14 | 12981 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/20/47 | &nbsp;&nbsp;&nbsp; 22 | 20704 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/20/48 | &nbsp;&nbsp;&nbsp; 13 | 12050 |
| 3.50%, 04/20/48 | &nbsp;&nbsp;&nbsp; 42 | 39472 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/20/48 | &nbsp;&nbsp;&nbsp; 32 | 29954 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/20/48 | &nbsp;&nbsp;&nbsp; 27 | 25615 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/20/48 | &nbsp;&nbsp;&nbsp; 3 | 2712 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/20/49 | &nbsp;&nbsp;&nbsp; 12 | 11205 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/20/49 | &nbsp;&nbsp;&nbsp; 150 | 140219 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/20/49 | &nbsp;&nbsp;&nbsp; 31 | 29004 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/20/49 | &nbsp;&nbsp;&nbsp; 17 | 16153 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/20/50 | &nbsp;&nbsp;&nbsp; 551 | 515053 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/20/50 | &nbsp;&nbsp;&nbsp; 37 | 34883 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/20/52 | &nbsp;&nbsp;&nbsp; 550 | 512278 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/18/55<sup>(j)</sup> | &nbsp;&nbsp;&nbsp; 1244 | 1140252 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/20/47 | &nbsp;&nbsp;&nbsp; 59 | 57297 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/20/47 | &nbsp;&nbsp;&nbsp; 40 | 38413 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/20/47 | &nbsp;&nbsp;&nbsp; 105 | 101324 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/20/47 | &nbsp;&nbsp;&nbsp; 21 | 20471 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/20/48 | &nbsp;&nbsp;&nbsp; 27 | 26326 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/20/48 | &nbsp;&nbsp;&nbsp; $13 | $12320 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/15/48 | &nbsp;&nbsp;&nbsp; 5 | 5238 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/20/48 | &nbsp;&nbsp;&nbsp; 33 | 31627 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/20/48 | &nbsp;&nbsp;&nbsp; 35 | 34151 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/20/48 | &nbsp;&nbsp;&nbsp; 14 | 13675 |
| 4.00%, 11/20/48 | &nbsp;&nbsp;&nbsp; 78 | 75028 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/20/50 | &nbsp;&nbsp;&nbsp; 186 | 178796 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/20/50 | &nbsp;&nbsp;&nbsp; 48 | 45967 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/20/52 | &nbsp;&nbsp;&nbsp; 83 | 79036 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/18/55<sup>(j)</sup> | &nbsp;&nbsp;&nbsp; 1425 | 1350895 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/20/41 | &nbsp;&nbsp;&nbsp; 36 | 36288 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/20/46 | &nbsp;&nbsp;&nbsp; 33 | 33326 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/20/47 | &nbsp;&nbsp;&nbsp; 4 | 3518 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/20/48 | &nbsp;&nbsp;&nbsp; 8 | 8399 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/20/48 | &nbsp;&nbsp;&nbsp; 4 | 4010 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/20/48 | &nbsp;&nbsp;&nbsp; 32 | 31846 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/20/48 | &nbsp;&nbsp;&nbsp; 62 | 61385 |
| 4.50%, 12/20/48 | &nbsp;&nbsp;&nbsp; 12 | 11609 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/20/49 | &nbsp;&nbsp;&nbsp; 116 | 115802 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/20/49 | &nbsp;&nbsp;&nbsp; 56 | 55824 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/20/49 | &nbsp;&nbsp;&nbsp; 15 | 14651 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/20/49 | &nbsp;&nbsp;&nbsp; 3 | 3443 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/20/52 | &nbsp;&nbsp;&nbsp; 537 | 529400 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/20/52 | &nbsp;&nbsp;&nbsp; 134 | 132348 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/20/54 | &nbsp;&nbsp;&nbsp; 541 | 529723 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/18/55<sup>(j)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 977910 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/20/48 | &nbsp;&nbsp;&nbsp; 9 | 9545 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/20/48 | &nbsp;&nbsp;&nbsp; 17 | 17576 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/20/48 | &nbsp;&nbsp;&nbsp; 3 | 3113 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/20/48 | &nbsp;&nbsp;&nbsp; 19 | 19361 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/20/49 | &nbsp;&nbsp;&nbsp; 27 | 26955 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/20/49 | &nbsp;&nbsp;&nbsp; 2 | 2398 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/20/49 | &nbsp;&nbsp;&nbsp; 74 | 74946 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/20/52 | &nbsp;&nbsp;&nbsp; 22 | 22124 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/20/52 | &nbsp;&nbsp;&nbsp; 610 | 612857 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/20/53 | &nbsp;&nbsp;&nbsp; 151 | 151395 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/20/53 | &nbsp;&nbsp;&nbsp; 165 | 165777 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/20/53 | &nbsp;&nbsp;&nbsp; 286 | 286565 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/20/54 | &nbsp;&nbsp;&nbsp; 152 | 151901 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/20/54 | &nbsp;&nbsp;&nbsp; 147 | 146803 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/20/54 | &nbsp;&nbsp;&nbsp; 526 | 525433 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/20/54 | &nbsp;&nbsp;&nbsp; 599 | 598407 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/20/55 | &nbsp;&nbsp;&nbsp; 431 | 430784 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/20/55 | &nbsp;&nbsp;&nbsp; 175 | 174786 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/18/55<sup>(j)</sup> | &nbsp;&nbsp;&nbsp; 300 | 299639 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/20/52 | &nbsp;&nbsp;&nbsp; 93 | 94561 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/20/53 | &nbsp;&nbsp;&nbsp; 286 | 290627 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/20/53 | &nbsp;&nbsp;&nbsp; 187 | 189680 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/20/53 | &nbsp;&nbsp;&nbsp; 131 | 133534 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/20/53 | &nbsp;&nbsp;&nbsp; 88 | 89770 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/20/53 | &nbsp;&nbsp;&nbsp; 20 | 20347 |
| 5.50%, 07/20/53 | &nbsp;&nbsp;&nbsp; 124 | 125434 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/20/53 | &nbsp;&nbsp;&nbsp; 531 | 539564 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/20/54 | &nbsp;&nbsp;&nbsp; 260 | 262563 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/20/54 | &nbsp;&nbsp;&nbsp; 432 | 436572 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/20/54 | &nbsp;&nbsp;&nbsp; 344 | 347795 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/20/55 | &nbsp;&nbsp;&nbsp; 70 | 70755 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/20/55 | &nbsp;&nbsp;&nbsp; 298 | 301072 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/20/55 | &nbsp;&nbsp;&nbsp; 100 | 100864 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/18/55<sup>(j)</sup> | &nbsp;&nbsp;&nbsp; 1378 | 1391611 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/20/53 | &nbsp;&nbsp;&nbsp; 101 | 103524 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/20/53 | &nbsp;&nbsp;&nbsp; $153 | $157294 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/20/54 | &nbsp;&nbsp;&nbsp; 327 | 333296 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/20/54 | &nbsp;&nbsp;&nbsp; 951 | 969697 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/15/54<sup>(j)</sup> | &nbsp;&nbsp;&nbsp; 750 | 764400 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/20/55 | &nbsp;&nbsp;&nbsp; 154 | 157254 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/20/53 | &nbsp;&nbsp;&nbsp; 18 | 18762 |
| &nbsp;&nbsp;&nbsp; 6.50%, 12/15/54<sup>(j)</sup> | &nbsp;&nbsp;&nbsp; 1025 | 1056590 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/20/55 | &nbsp;&nbsp;&nbsp; 104 | 107443 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/20/55 | &nbsp;&nbsp;&nbsp; 57 | 59086 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/20/55 | &nbsp;&nbsp;&nbsp; 57 | 59322 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/20/55 | &nbsp;&nbsp;&nbsp; 370 | 382128 |
| Uniform Mortgage-Backed Securities |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/01/36 | &nbsp;&nbsp;&nbsp; 4 | 3297 |
| 1.50%, 02/01/37 | &nbsp;&nbsp;&nbsp; 85 | 76124 |
| 1.50%, 03/01/37 | &nbsp;&nbsp;&nbsp; 56 | 51359 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/01/37 | &nbsp;&nbsp;&nbsp; 7 | 6009 |
| &nbsp;&nbsp;&nbsp; 1.50%, 12/16/40<sup>(j)</sup> | &nbsp;&nbsp;&nbsp; 300 | 270217 |
| &nbsp;&nbsp;&nbsp; 1.50%, 11/01/50 | &nbsp;&nbsp;&nbsp; 159 | 123854 |
| &nbsp;&nbsp;&nbsp; 1.50%, 01/01/51 | &nbsp;&nbsp;&nbsp; 364 | 283402 |
| &nbsp;&nbsp;&nbsp; 1.50%, 07/01/51 | &nbsp;&nbsp;&nbsp; 119 | 92492 |
| &nbsp;&nbsp;&nbsp; 1.50%, 11/01/51 | &nbsp;&nbsp;&nbsp; 156 | 121431 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/01/35 | &nbsp;&nbsp;&nbsp; 24 | 22582 |
| 2.00%, 02/01/36 | &nbsp;&nbsp;&nbsp; 130 | 122429 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/01/36 | &nbsp;&nbsp;&nbsp; 14 | 13118 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/01/36 | &nbsp;&nbsp;&nbsp; 94 | 86892 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/01/36 | &nbsp;&nbsp;&nbsp; 15 | 13695 |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/01/36 | &nbsp;&nbsp;&nbsp; 74 | 68204 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/01/36 | &nbsp;&nbsp;&nbsp; 16 | 15024 |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/01/37 | &nbsp;&nbsp;&nbsp; 16 | 14750 |
| 2.00%, 02/01/37 | &nbsp;&nbsp;&nbsp; 142 | 131499 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/01/37 | &nbsp;&nbsp;&nbsp; 47 | 43112 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/16/40<sup>(j)</sup> | &nbsp;&nbsp;&nbsp; 1036 | 957901 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/01/50 | &nbsp;&nbsp;&nbsp; 189 | 157655 |
| &nbsp;&nbsp;&nbsp; 2.00%, 07/01/50 | &nbsp;&nbsp;&nbsp; 199 | 163772 |
| 2.00%, 09/01/50 | &nbsp;&nbsp;&nbsp; 728 | 599605 |
| 2.00%, 10/01/50 | &nbsp;&nbsp;&nbsp; 251 | 207677 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/01/50 | &nbsp;&nbsp;&nbsp; 1230 | 1020765 |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/01/51 | &nbsp;&nbsp;&nbsp; 205 | 170350 |
| 2.00%, 02/01/51 | &nbsp;&nbsp;&nbsp; 800 | 657895 |
| 2.00%, 03/01/51 | &nbsp;&nbsp;&nbsp; 606 | 500843 |
| 2.00%, 04/01/51 | &nbsp;&nbsp;&nbsp; 2850 | 2343782 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/01/51 | &nbsp;&nbsp;&nbsp; 71 | 58568 |
| 2.00%, 06/01/51 | &nbsp;&nbsp;&nbsp; 203 | 167993 |
| 2.00%, 07/01/51 | &nbsp;&nbsp;&nbsp; 792 | 650991 |
| 2.00%, 08/01/51 | &nbsp;&nbsp;&nbsp; 183 | 150826 |
| 2.00%, 10/01/51 | &nbsp;&nbsp;&nbsp; 2145 | 1768384 |
| 2.00%, 11/01/51 | &nbsp;&nbsp;&nbsp; 192 | 158053 |
| 2.00%, 12/01/51 | &nbsp;&nbsp;&nbsp; 437 | 357742 |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/01/52 | &nbsp;&nbsp;&nbsp; 786 | 645882 |
| 2.00%, 02/01/52 | &nbsp;&nbsp;&nbsp; 1163 | 952943 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/01/52 | &nbsp;&nbsp;&nbsp; 1210 | 990191 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/01/52 | &nbsp;&nbsp;&nbsp; 2582 | 2113387 |
| 2.00%, 05/01/52 | &nbsp;&nbsp;&nbsp; 4240 | 3471105 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/13/53<sup>(j)</sup> | &nbsp;&nbsp;&nbsp; 2500 | 2033660 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/32 | &nbsp;&nbsp;&nbsp; 15 | 14311 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/01/35 | &nbsp;&nbsp;&nbsp; 19 | 18592 |
| 2.50%, 10/01/35 | &nbsp;&nbsp;&nbsp; 42 | 40370 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/01/36 | &nbsp;&nbsp;&nbsp; 25 | 23537 |
| 2.50%, 07/01/36 | &nbsp;&nbsp;&nbsp; 65 | 62074 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/16/40<sup>(j)</sup> | &nbsp;&nbsp;&nbsp; 475 | 448822 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/47 | &nbsp;&nbsp;&nbsp; 27 | 23916 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/01/50 | &nbsp;&nbsp;&nbsp; $45 | $38076 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/01/50 | &nbsp;&nbsp;&nbsp; 55 | 47756 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/01/50 | &nbsp;&nbsp;&nbsp; 82 | 71432 |
| 2.50%, 09/01/50 | &nbsp;&nbsp;&nbsp; 484 | 418114 |
| 2.50%, 10/01/50 | &nbsp;&nbsp;&nbsp; 344 | 299167 |
| 2.50%, 11/01/50 | &nbsp;&nbsp;&nbsp; 1019 | 879150 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/50 | &nbsp;&nbsp;&nbsp; 39 | 33555 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/01/51 | &nbsp;&nbsp;&nbsp; 58 | 49793 |
| 2.50%, 02/01/51 | &nbsp;&nbsp;&nbsp; 431 | 370421 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/51 | &nbsp;&nbsp;&nbsp; 40 | 34062 |
| 2.50%, 07/01/51 | &nbsp;&nbsp;&nbsp; 1255 | 1075775 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/01/51 | &nbsp;&nbsp;&nbsp; 35 | 30481 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/51 | &nbsp;&nbsp;&nbsp; 616 | 527579 |
| 2.50%, 11/01/51 | &nbsp;&nbsp;&nbsp; 96 | 82745 |
| 2.50%, 12/01/51 | &nbsp;&nbsp;&nbsp; 2505 | 2144254 |
| 2.50%, 01/01/52 | &nbsp;&nbsp;&nbsp; 3377 | 2894399 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/01/52 | &nbsp;&nbsp;&nbsp; 53 | 45721 |
| 2.50%, 04/01/52 | &nbsp;&nbsp;&nbsp; 1611 | 1380440 |
| 2.50%, 05/01/52 | &nbsp;&nbsp;&nbsp; 1263 | 1080311 |
| 2.50%, 07/01/52 | &nbsp;&nbsp;&nbsp; 756 | 646401 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/01/52 | &nbsp;&nbsp;&nbsp; 1042 | 891572 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/11/55<sup>(j)</sup> | &nbsp;&nbsp;&nbsp; 1150 | 978261 |
| 3.00%, 03/01/30 | &nbsp;&nbsp;&nbsp; 14 | 13611 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/01/31 | &nbsp;&nbsp;&nbsp; 13 | 12871 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/31 | &nbsp;&nbsp;&nbsp; 4 | 3675 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/32 | &nbsp;&nbsp;&nbsp; 4 | 4112 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/32 | &nbsp;&nbsp;&nbsp; 4 | 3911 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/01/32 | &nbsp;&nbsp;&nbsp; 5 | 4994 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/01/32 | &nbsp;&nbsp;&nbsp; 4 | 3702 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/01/33 | &nbsp;&nbsp;&nbsp; 4 | 3861 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/33 | &nbsp;&nbsp;&nbsp; 5 | 4567 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/01/34 | &nbsp;&nbsp;&nbsp; 34 | 33349 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/01/34 | &nbsp;&nbsp;&nbsp; 31 | 30459 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/01/35 | &nbsp;&nbsp;&nbsp; 186 | 180108 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/16/40<sup>(j)</sup> | &nbsp;&nbsp;&nbsp; 175 | 168408 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/01/42 | &nbsp;&nbsp;&nbsp; 4 | 3418 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/01/43 | &nbsp;&nbsp;&nbsp; 5 | 4618 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/01/44 | &nbsp;&nbsp;&nbsp; 7 | 6666 |
| 3.00%, 10/01/44 | &nbsp;&nbsp;&nbsp; 82 | 76279 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/45 | &nbsp;&nbsp;&nbsp; 43 | 39363 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/45 | &nbsp;&nbsp;&nbsp; 20 | 18935 |
| 3.00%, 07/01/46 | &nbsp;&nbsp;&nbsp; 229 | 209265 |
| 3.00%, 08/01/46 | &nbsp;&nbsp;&nbsp; 18 | 16569 |
| 3.00%, 11/01/46 | &nbsp;&nbsp;&nbsp; 153 | 140484 |
| 3.00%, 12/01/46 | &nbsp;&nbsp;&nbsp; 34 | 30448 |
| 3.00%, 01/01/47 | &nbsp;&nbsp;&nbsp; 48 | 44275 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/47 | &nbsp;&nbsp;&nbsp; 152 | 138467 |
| 3.00%, 03/01/47 | &nbsp;&nbsp;&nbsp; 84 | 76381 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/47 | &nbsp;&nbsp;&nbsp; 42 | 38218 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/01/47 | &nbsp;&nbsp;&nbsp; 6 | 5572 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/01/47 | &nbsp;&nbsp;&nbsp; 32 | 29480 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/48 | &nbsp;&nbsp;&nbsp; 14 | 12686 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/01/48 | &nbsp;&nbsp;&nbsp; 49 | 44646 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/49 | &nbsp;&nbsp;&nbsp; 705 | 645294 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/01/49 | &nbsp;&nbsp;&nbsp; 82 | 74072 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/01/49 | &nbsp;&nbsp;&nbsp; 6 | 5765 |
| 3.00%, 12/01/49 | &nbsp;&nbsp;&nbsp; 698 | 628583 |
| 3.00%, 02/01/50 | &nbsp;&nbsp;&nbsp; 830 | 747500 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/50 | &nbsp;&nbsp;&nbsp; 81 | 72904 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/50 | &nbsp;&nbsp;&nbsp; 69 | 61963 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/01/50 | &nbsp;&nbsp;&nbsp; 25 | 22107 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/51 | &nbsp;&nbsp;&nbsp; $267 | $242443 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/51 | &nbsp;&nbsp;&nbsp; 926 | 830004 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/51 | &nbsp;&nbsp;&nbsp; 232 | 208934 |
| 3.00%, 08/01/51 | &nbsp;&nbsp;&nbsp; 102 | 91763 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/01/51 | &nbsp;&nbsp;&nbsp; 83 | 74547 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/52 | &nbsp;&nbsp;&nbsp; 697 | 627008 |
| 3.00%, 04/01/52 | &nbsp;&nbsp;&nbsp; 560 | 502073 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/52 | &nbsp;&nbsp;&nbsp; 412 | 368934 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/11/55<sup>(j)</sup> | &nbsp;&nbsp;&nbsp; 2325 | 2064635 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/33 | &nbsp;&nbsp;&nbsp; 5 | 5261 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/33 | &nbsp;&nbsp;&nbsp; 7 | 6928 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/33 | &nbsp;&nbsp;&nbsp; 5 | 4704 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/34 | &nbsp;&nbsp;&nbsp; 13 | 13219 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/34 | &nbsp;&nbsp;&nbsp; 2 | 1737 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/34 | &nbsp;&nbsp;&nbsp; 5 | 5196 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/16/40<sup>(j)</sup> | &nbsp;&nbsp;&nbsp; 75 | 72940 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/45 | &nbsp;&nbsp;&nbsp; 8 | 8127 |
| 3.50%, 01/01/46 | &nbsp;&nbsp;&nbsp; 14 | 12453 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/46 | &nbsp;&nbsp;&nbsp; 38 | 35984 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/46 | &nbsp;&nbsp;&nbsp; 6 | 5695 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/46 | &nbsp;&nbsp;&nbsp; 198 | 187711 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/01/46 | &nbsp;&nbsp;&nbsp; 43 | 40444 |
| 3.50%, 12/01/46 | &nbsp;&nbsp;&nbsp; 44 | 41443 |
| 3.50%, 01/01/47 | &nbsp;&nbsp;&nbsp; 53 | 50609 |
| 3.50%, 02/01/47 | &nbsp;&nbsp;&nbsp; 17 | 16019 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/47 | &nbsp;&nbsp;&nbsp; 12 | 11504 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/47 | &nbsp;&nbsp;&nbsp; 10 | 8984 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/01/47 | &nbsp;&nbsp;&nbsp; 8 | 7331 |
| 3.50%, 01/01/48 | &nbsp;&nbsp;&nbsp; 288 | 270839 |
| 3.50%, 02/01/48 | &nbsp;&nbsp;&nbsp; 111 | 104142 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/48 | &nbsp;&nbsp;&nbsp; 4 | 3616 |
| 3.50%, 04/01/48 | &nbsp;&nbsp;&nbsp; 31 | 29226 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/48 | &nbsp;&nbsp;&nbsp; 9 | 8971 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/48 | &nbsp;&nbsp;&nbsp; 23 | 21930 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/01/48 | &nbsp;&nbsp;&nbsp; 9 | 8095 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/01/49 | &nbsp;&nbsp;&nbsp; 42 | 39406 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/49 | &nbsp;&nbsp;&nbsp; 7 | 6783 |
| 3.50%, 06/01/49 | &nbsp;&nbsp;&nbsp; 71 | 66304 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/49 | &nbsp;&nbsp;&nbsp; 30 | 28038 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/49 | &nbsp;&nbsp;&nbsp; 496 | 466415 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/50 | &nbsp;&nbsp;&nbsp; 135 | 125874 |
| 3.50%, 06/01/50 | &nbsp;&nbsp;&nbsp; 836 | 781346 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/50 | &nbsp;&nbsp;&nbsp; 105 | 97757 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/51 | &nbsp;&nbsp;&nbsp; 351 | 327754 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/52 | &nbsp;&nbsp;&nbsp; 93 | 87617 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/52 | &nbsp;&nbsp;&nbsp; 408 | 382352 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/52 | &nbsp;&nbsp;&nbsp; 855 | 794448 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/11/55<sup>(j)</sup> | &nbsp;&nbsp;&nbsp; 2675 | 2473962 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/32 | &nbsp;&nbsp;&nbsp; 0 | 377 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/33 | &nbsp;&nbsp;&nbsp; 3 | 3111 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/33 | &nbsp;&nbsp;&nbsp; 3 | 3029 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/33 | &nbsp;&nbsp;&nbsp; 2 | 1994 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/33 | &nbsp;&nbsp;&nbsp; 0 | 282 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/37 | &nbsp;&nbsp;&nbsp; 3 | 3254 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/37 | &nbsp;&nbsp;&nbsp; 5 | 5210 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/01/37 | &nbsp;&nbsp;&nbsp; 6 | 6233 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/38 | &nbsp;&nbsp;&nbsp; 3 | 2789 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/38 | &nbsp;&nbsp;&nbsp; 4 | 3768 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/01/38 | &nbsp;&nbsp;&nbsp; 1 | 1354 |
| 4.00%, 12/01/39 | &nbsp;&nbsp;&nbsp; 49 | 48128 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/39<sup>(j)</sup> | &nbsp;&nbsp;&nbsp; 219 | 216017 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| 4.00%, 01/01/45 | &nbsp;&nbsp;&nbsp; $33 | $31706 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/45 | &nbsp;&nbsp;&nbsp; 5 | 5261 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/45 | &nbsp;&nbsp;&nbsp; 14 | 13424 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/46 | &nbsp;&nbsp;&nbsp; 58 | 56916 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/46 | &nbsp;&nbsp;&nbsp; 129 | 125048 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/46 | &nbsp;&nbsp;&nbsp; 7 | 6460 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/47 | &nbsp;&nbsp;&nbsp; 4 | 3833 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/47 | &nbsp;&nbsp;&nbsp; 3 | 2493 |
| 4.00%, 09/01/47 | &nbsp;&nbsp;&nbsp; 28 | 27232 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/47 | &nbsp;&nbsp;&nbsp; 40 | 39025 |
| 4.00%, 01/01/48 | &nbsp;&nbsp;&nbsp; 35 | 34302 |
| 4.00%, 09/01/48 | &nbsp;&nbsp;&nbsp; 156 | 150845 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/48 | &nbsp;&nbsp;&nbsp; 15 | 14268 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/01/48 | &nbsp;&nbsp;&nbsp; 19 | 18197 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/48 | &nbsp;&nbsp;&nbsp; 10 | 9313 |
| 4.00%, 01/01/49 | &nbsp;&nbsp;&nbsp; 393 | 379753 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/49 | &nbsp;&nbsp;&nbsp; 5 | 4450 |
| 4.00%, 03/01/49 | &nbsp;&nbsp;&nbsp; 21 | 20593 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/49 | &nbsp;&nbsp;&nbsp; 33 | 31730 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/49 | &nbsp;&nbsp;&nbsp; 20 | 19446 |
| 4.00%, 06/01/49 | &nbsp;&nbsp;&nbsp; 45 | 43007 |
| 4.00%, 07/01/49 | &nbsp;&nbsp;&nbsp; 102 | 98969 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/49 | &nbsp;&nbsp;&nbsp; 15 | 14269 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/50 | &nbsp;&nbsp;&nbsp; 3 | 3300 |
| 4.00%, 04/01/50 | &nbsp;&nbsp;&nbsp; 157 | 151125 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/50 | &nbsp;&nbsp;&nbsp; 17 | 16158 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/51 | &nbsp;&nbsp;&nbsp; 162 | 156339 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/52 | &nbsp;&nbsp;&nbsp; 60 | 57223 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/52 | &nbsp;&nbsp;&nbsp; 78 | 74435 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/52 | &nbsp;&nbsp;&nbsp; 770 | 737642 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/52 | &nbsp;&nbsp;&nbsp; 104 | 99141 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/52 | &nbsp;&nbsp;&nbsp; 399 | 384407 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/53 | &nbsp;&nbsp;&nbsp; 462 | 445699 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/11/55<sup>(j)</sup> | &nbsp;&nbsp;&nbsp; 2671 | 2543689 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/01/44 | &nbsp;&nbsp;&nbsp; 83 | 82969 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/46 | &nbsp;&nbsp;&nbsp; 12 | 12002 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/47 | &nbsp;&nbsp;&nbsp; 5 | 5387 |
| 4.50%, 10/01/47 | &nbsp;&nbsp;&nbsp; 12 | 12311 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/48 | &nbsp;&nbsp;&nbsp; 8 | 8256 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/48 | &nbsp;&nbsp;&nbsp; 7 | 7137 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/48 | &nbsp;&nbsp;&nbsp; 2 | 1782 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/01/48 | &nbsp;&nbsp;&nbsp; 20 | 19716 |
| 4.50%, 10/01/48 | &nbsp;&nbsp;&nbsp; 25 | 24847 |
| 4.50%, 11/01/48 | &nbsp;&nbsp;&nbsp; 31 | 31556 |
| 4.50%, 12/01/48 | &nbsp;&nbsp;&nbsp; 41 | 41010 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/01/49 | &nbsp;&nbsp;&nbsp; 15 | 14799 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/49 | &nbsp;&nbsp;&nbsp; 43 | 42964 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/49 | &nbsp;&nbsp;&nbsp; 58 | 58059 |
| 4.50%, 05/01/49 | &nbsp;&nbsp;&nbsp; 20 | 20284 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/50 | &nbsp;&nbsp;&nbsp; 161 | 159799 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/52 | &nbsp;&nbsp;&nbsp; 172 | 169623 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/01/52 | &nbsp;&nbsp;&nbsp; 97 | 96347 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/52 | &nbsp;&nbsp;&nbsp; 485 | 479619 |
| 4.50%, 10/01/52 | &nbsp;&nbsp;&nbsp; 234 | 231488 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/01/52 | &nbsp;&nbsp;&nbsp; 146 | 144079 |
| 4.50%, 12/01/52 | &nbsp;&nbsp;&nbsp; 689 | 682142 |
| 4.50%, 08/01/53 | &nbsp;&nbsp;&nbsp; 135 | 132565 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/01/53 | &nbsp;&nbsp;&nbsp; 200 | 196890 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/11/55<sup>(j)</sup> | &nbsp;&nbsp;&nbsp; 1474 | 1442824 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/48 | &nbsp;&nbsp;&nbsp; 4 | 3782 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/48 | &nbsp;&nbsp;&nbsp; 10 | 10636 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/01/48 | &nbsp;&nbsp;&nbsp; $8 | $7765 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/01/48 | &nbsp;&nbsp;&nbsp; 9 | 9033 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/01/49 | &nbsp;&nbsp;&nbsp; 7 | 6878 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/49 | &nbsp;&nbsp;&nbsp; 12 | 11794 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/52 | &nbsp;&nbsp;&nbsp; 39 | 38944 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/52 | &nbsp;&nbsp;&nbsp; 115 | 116504 |
| 5.00%, 10/01/52 | &nbsp;&nbsp;&nbsp; 369 | 369533 |
| 5.00%, 11/01/52 | &nbsp;&nbsp;&nbsp; 138 | 139101 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/01/52 | &nbsp;&nbsp;&nbsp; 115 | 116397 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/01/53 | &nbsp;&nbsp;&nbsp; 79 | 79695 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/53 | &nbsp;&nbsp;&nbsp; 58 | 58665 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/01/53 | &nbsp;&nbsp;&nbsp; 177 | 179045 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/54 | &nbsp;&nbsp;&nbsp; 205 | 206446 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/01/54 | &nbsp;&nbsp;&nbsp; 956 | 954062 |
| 5.00%, 11/01/54 | &nbsp;&nbsp;&nbsp; 2279 | 2277129 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/01/54 | &nbsp;&nbsp;&nbsp; 73 | 72743 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/01/55 | &nbsp;&nbsp;&nbsp; 151 | 151570 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/11/55<sup>(j)</sup> | &nbsp;&nbsp;&nbsp; 350 | 349257 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/01/47 | &nbsp;&nbsp;&nbsp; 9 | 9314 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/52 | &nbsp;&nbsp;&nbsp; 56 | 57639 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/01/52 | &nbsp;&nbsp;&nbsp; 82 | 84516 |
| 5.50%, 12/01/52 | &nbsp;&nbsp;&nbsp; 229 | 236015 |
| 5.50%, 01/01/53 | &nbsp;&nbsp;&nbsp; 238 | 245471 |
| 5.50%, 02/01/53 | &nbsp;&nbsp;&nbsp; 281 | 289164 |
| 5.50%, 03/01/53 | &nbsp;&nbsp;&nbsp; 207 | 213607 |
| 5.50%, 04/01/53 | &nbsp;&nbsp;&nbsp; 631 | 647035 |
| 5.50%, 05/01/53 | &nbsp;&nbsp;&nbsp; 459 | 466717 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/53 | &nbsp;&nbsp;&nbsp; 42 | 43242 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/01/53 | &nbsp;&nbsp;&nbsp; 205 | 207829 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/54 | &nbsp;&nbsp;&nbsp; 725 | 736614 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/01/54 | &nbsp;&nbsp;&nbsp; 294 | 297939 |
| 5.50%, 06/01/54 | &nbsp;&nbsp;&nbsp; 213 | 216532 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/01/54 | &nbsp;&nbsp;&nbsp; 640 | 653114 |
| 5.50%, 10/01/54 | &nbsp;&nbsp;&nbsp; 357 | 361549 |
| 5.50%, 11/01/54 | &nbsp;&nbsp;&nbsp; 682 | 695497 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/15/54<sup>(j)</sup> | &nbsp;&nbsp;&nbsp; 850 | 860715 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/55 | &nbsp;&nbsp;&nbsp; 286 | 291980 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/49 | &nbsp;&nbsp;&nbsp; 20 | 21022 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/01/52 | &nbsp;&nbsp;&nbsp; 62 | 64076 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/01/53 | &nbsp;&nbsp;&nbsp; 53 | 55830 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/53 | &nbsp;&nbsp;&nbsp; 30 | 31348 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/01/53 | &nbsp;&nbsp;&nbsp; 156 | 160047 |
| 6.00%, 08/01/53 | &nbsp;&nbsp;&nbsp; 609 | 633378 |
| 6.00%, 09/01/53 | &nbsp;&nbsp;&nbsp; 246 | 254236 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/01/53 | &nbsp;&nbsp;&nbsp; 219 | 225077 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/01/53 | &nbsp;&nbsp;&nbsp; 73 | 75397 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/54 | &nbsp;&nbsp;&nbsp; 45 | 46198 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/01/54 | &nbsp;&nbsp;&nbsp; 645 | 666590 |
| 6.00%, 08/01/54 | &nbsp;&nbsp;&nbsp; 620 | 635957 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/01/54 | &nbsp;&nbsp;&nbsp; 421 | 432752 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/15/54<sup>(j)</sup> | &nbsp;&nbsp;&nbsp; 875 | 895868 |
| 6.00%, 02/01/55 | &nbsp;&nbsp;&nbsp; 381 | 392505 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/01/55 | &nbsp;&nbsp;&nbsp; 233 | 241302 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/01/55 | &nbsp;&nbsp;&nbsp; 171 | 176340 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/01/53 | &nbsp;&nbsp;&nbsp; 36 | 36993 |
| 6.50%, 11/01/53 | &nbsp;&nbsp;&nbsp; 337 | 349382 |
| 6.50%, 12/01/53 | &nbsp;&nbsp;&nbsp; 327 | 341267 |
| 6.50%, 01/01/54 | &nbsp;&nbsp;&nbsp; 196 | 204465 |
| 6.50%, 02/01/54 | &nbsp;&nbsp;&nbsp; 215 | 225887 |
| 6.50%, 03/01/54 | &nbsp;&nbsp;&nbsp; 260 | 273653 |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/01/54 | &nbsp;&nbsp;&nbsp; 165 | 173608 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/01/54 | &nbsp;&nbsp;&nbsp; $108 | $114141 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/01/54 | &nbsp;&nbsp;&nbsp; 195 | 202781 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/01/54 | &nbsp;&nbsp;&nbsp; 90 | 94056 |
| &nbsp;&nbsp;&nbsp; 6.50%, 12/15/54<sup>(j)</sup> | &nbsp;&nbsp;&nbsp; 125 | 129488 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/01/55 | &nbsp;&nbsp;&nbsp; 181 | 188992 |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/01/55 | &nbsp;&nbsp;&nbsp; 727 | 756639 |
|  |  | 133760141 |
| **U.S. Government Agency Obligations — 0.0%** | **U.S. Government Agency Obligations — 0.0%** | **U.S. Government Agency Obligations — 0.0%** |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp., 6.25%, <br> 07/15/32<br>| &nbsp;&nbsp;&nbsp; 50 | 57028 |
| **U.S. Government Obligations — 21.9%** | **U.S. Government Obligations — 21.9%** | **U.S. Government Obligations — 21.9%** |
| U.S. Treasury Note/Bond |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 02/15/31 | &nbsp;&nbsp;&nbsp; 1180 | 1043102 |
| &nbsp;&nbsp;&nbsp; 1.25%, 08/15/31 | &nbsp;&nbsp;&nbsp; 2713 | 2375783 |
| &nbsp;&nbsp;&nbsp; 1.38%, 11/15/31 | &nbsp;&nbsp;&nbsp; 2500 | 2190820 |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/15/31 | &nbsp;&nbsp;&nbsp; 1770 | 1593968 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/15/32 | &nbsp;&nbsp;&nbsp; 2070 | 1858634 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/15/32 | &nbsp;&nbsp;&nbsp; 1490 | 1400367 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/15/32 | &nbsp;&nbsp;&nbsp; 2750 | 2613359 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/15/33 | &nbsp;&nbsp;&nbsp; 1879 | 1824392 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/33 | &nbsp;&nbsp;&nbsp; 1700 | 1667328 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/30/31 | &nbsp;&nbsp;&nbsp; 550 | 548281 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/31/30 | &nbsp;&nbsp;&nbsp; 600 | 603563 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/31/31 | &nbsp;&nbsp;&nbsp; 1010 | 1013709 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/31/32 | &nbsp;&nbsp;&nbsp; 700 | 698578 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/30/32 | &nbsp;&nbsp;&nbsp; 450 | 449033 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/31/32 | &nbsp;&nbsp;&nbsp; 870 | 875437 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/30/32 | &nbsp;&nbsp;&nbsp; 526 | 529123 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/33 | &nbsp;&nbsp;&nbsp; 2149 | 2153701 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/34 | &nbsp;&nbsp;&nbsp; 2123 | 2115039 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/31/31 | &nbsp;&nbsp;&nbsp; 1121 | 1140442 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/30/32 | &nbsp;&nbsp;&nbsp; 797 | 808893 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/30/32 | &nbsp;&nbsp;&nbsp; 736 | 746580 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/31/32 | &nbsp;&nbsp;&nbsp; 635 | 643830 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/15/34 | &nbsp;&nbsp;&nbsp; 2000 | 2016562 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/35 | &nbsp;&nbsp;&nbsp; 840 | 838950 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/31/31 | &nbsp;&nbsp;&nbsp; 850 | 869855 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/31/31 | &nbsp;&nbsp;&nbsp; 750 | 767344 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/31/31 | &nbsp;&nbsp;&nbsp; 818 | 836533 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/30/31 | &nbsp;&nbsp;&nbsp; 650 | 664727 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/29/32 | &nbsp;&nbsp;&nbsp; 833 | 851417 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/31/32 | &nbsp;&nbsp;&nbsp; 1122 | 1146631 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/31/32 | &nbsp;&nbsp;&nbsp; 917 | 936916 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/15/32 | &nbsp;&nbsp;&nbsp; 1629 | 1662853 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/28/31 | &nbsp;&nbsp;&nbsp; 870 | 895488 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/30/31 | &nbsp;&nbsp;&nbsp; 500 | 514727 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/15/34 | &nbsp;&nbsp;&nbsp; 2283 | 2335081 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/35 | &nbsp;&nbsp;&nbsp; 2164 | 2209647 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/15/35 | &nbsp;&nbsp;&nbsp; 2159 | 2202180 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/31/32 | &nbsp;&nbsp;&nbsp; 833 | 862936 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/34 | &nbsp;&nbsp;&nbsp; 3295 | 3408266 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/31/31 | &nbsp;&nbsp;&nbsp; 390 | 406666 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/33 | &nbsp;&nbsp;&nbsp; 2249 | 2347745 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/30/31 | &nbsp;&nbsp;&nbsp; 1456 | 1525615 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/31/31 | &nbsp;&nbsp;&nbsp; 900 | 943102 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/35 | &nbsp;&nbsp;&nbsp; 2777 | 2918453 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **U.S. Government Obligations (continued)** | **U.S. Government Obligations (continued)** | **U.S. Government Obligations (continued)** |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/15/31 | &nbsp;&nbsp;&nbsp; $300 | $324023 |
|  |  | 60379679 |
| **Total U.S. Government & Agency Obligations — 70.7%** <br>**(Cost: $197,151,643)** | **Total U.S. Government & Agency Obligations — 70.7%** <br>**(Cost: $197,151,643)** | 194774128 |
| **Total Long-Term Investments — 98.9%** <br>**(Cost: $272,694,657)** | **Total Long-Term Investments — 98.9%** <br>**(Cost: $272,694,657)** | 272319272 |
|  | &nbsp;&nbsp; *Shares* |  |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Money Market Funds — 9.9%** | **Money Market Funds — 9.9%** | **Money Market Funds — 9.9%** |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institutional, SL Agency <br> Shares, 4.11%<sup>(k)(l)</sup><br>| &nbsp;&nbsp;&nbsp; 25947768 | 25960742 |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL Agency Shares, <br> 3.94%<sup>(k)(l)(m)</sup><br>| &nbsp;&nbsp;&nbsp; 1363630 | 1363630 |
| **Total Short-Term Securities — 9.9%** <br>**(Cost: $27,315,482)** | **Total Short-Term Securities — 9.9%** <br>**(Cost: $27,315,482)** | 27324372 |
| **Total Investments Before TBA Sales Commitments — 108.8%** <br>**(Cost: $300,010,139)** | **Total Investments Before TBA Sales Commitments — 108.8%** <br>**(Cost: $300,010,139)** | 299643644 |
|  | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>|  |
| **TBA Sales Commitments**<sup>(j)</sup> | **TBA Sales Commitments**<sup>(j)</sup> | **TBA Sales Commitments**<sup>(j)</sup> |
| **Mortgage-Backed Securities — (0.2)%** | **Mortgage-Backed Securities — (0.2)%** | **Mortgage-Backed Securities — (0.2)%** |
| &nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Securities, 6.00%, <br> 12/15/54<br>| &nbsp;&nbsp;&nbsp; $(500)<br>| (511925)<br>|
| **Total TBA Sales Commitments — (0.2)%** <br>**(Proceeds: $(510645))** | **Total TBA Sales Commitments — (0.2)%** <br>**(Proceeds: $(510645))** | (511925)<br>|
| **Total Investments, Net of TBA Sales Commitments — 108.6%** <br>**(Cost: $299,499,494)** | **Total Investments, Net of TBA Sales Commitments — 108.6%** <br>**(Cost: $299,499,494)** | 299131719 |
| **Liabilities in Excess of Other Assets — (8.6)%** | **Liabilities in Excess of Other Assets — (8.6)%** | (23628497)<br>|
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | $275503222 |

---

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

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

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

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

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

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

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

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

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

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

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

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

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

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

**Affiliates**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at* <br>*02/28/25*<br>| *Purchases* <br>*at Cost*<br>| *Proceeds* <br>*from Sales*<br>| &nbsp;&nbsp; *Net Realized* <br>*Gain (Loss)*<br>| *Change in* <br>*Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>| *Value at* <br>*11/30/25*<br>| *Shares* <br>*Held at* <br>*11/30/25*<br>| *Income* | &nbsp;&nbsp; *Capital* <br>*Gain* <br>*Distributions* <br>*from* <br>*Underlying* <br>*Funds*<br>|
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institutional, SL <br> Agency Shares<br>| $28457512 | $— | &nbsp;&nbsp; $(2497042 )<sup>(a)</sup><br>| $365 | $(93)<br>| $25960742 | 25947768 | $1040061 | $— |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL <br> Agency Shares<br>| &nbsp;&nbsp;&nbsp; 1313962 | 49668 <br><sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1363630 | 1363630 | 10500 <br><sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
|  |  |  |  | $365 | $(93) | $27324372 |  | $1050561 | $— |

---

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

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

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

**Fair Value Hierarchy as of Period End** 

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

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

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

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

The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable 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; Collateralized Mortgage Obligations | &nbsp;&nbsp; $— | &nbsp;&nbsp; $1849407 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $1849407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds & Notes | &nbsp;&nbsp; — | &nbsp;&nbsp; 64091780 | &nbsp;&nbsp; — | &nbsp;&nbsp; 64091780 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Government Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 11373119 | &nbsp;&nbsp; — | &nbsp;&nbsp; 11373119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Municipal Debt Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 230838 | &nbsp;&nbsp; — | &nbsp;&nbsp; 230838 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Government & Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 194774128 | &nbsp;&nbsp; — | &nbsp;&nbsp; 194774128 |
| &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; 27324372 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 27324372 |
| Liabilities |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA Sales Commitments | &nbsp;&nbsp; — | &nbsp;&nbsp; (511925)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (511925)<br>|
|  | &nbsp;&nbsp; $27324372 | &nbsp;&nbsp; $271807347 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $299131719 |

---

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

---

| | |
|:---|:---|
| **Portfolio Abbreviation** | **Portfolio Abbreviation** |
| CME | Chicago Mercantile Exchange |
| CMT | Constant Maturity Treasury |

---

 <br> GO General Obligation <br> PIK Payment-in-kind

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 5-10 Year USD Bond ETF**

---

| | |
|:---|:---|
| **Portfolio Abbreviation (continued)** | **Portfolio Abbreviation (continued)** |
| RB | Revenue Bonds |
| REIT | Real Estate Investment Trust |
| SCA | Svenska Celluosa Aktiebolaget |

---

 <br> SOFR Secured Overnight Financing Rate <br> TBA To-Be-Announced

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

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

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

- **a. Name of Series:** iShares Core 5-10 Year USD Bond ETF

- **b. EDGAR series identifier (if any):** S000055401

- **c. LEI of Series:** 549300E5GUSCE00FIQ17

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $303424987.97

**Total Liabilities:** $27918902.70

**Net Assets:** $275506085.27

**Delayed Delivery Securities:** $40000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.48000000 | **1-Year:** 1114.79000000 | **5-Year:** 73018.83000000 | **10-Year:** 36987.11000000 | **30-Year:** 173.24000000

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

- **3-Month:** 375.91000000 | **1-Year:** 102.06000000 | **5-Year:** 6057.26000000 | **10-Year:** 461.40000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000174365 | 0.99%                | 0.75%                | 0.74%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $495274.38               | $1021581.60                                |
| Month 2  | $494.90                  | $972277.32                                 |
| Month 3  | $123173.75               | $946771.85                                 |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Universal 5-10 Years Index

- **Index Identifier:** BUH5TRUU

### Schedule of Portfolio Investments

| Name                                              | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GLOBAL AUTO HO/AAG FH UK                          | Global Auto Holdings Ltd/AAG FH UK Ltd                                          | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     10000 | PA      | $9538.96      | 0.00%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                         | AGCO Corp                                                                       | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15671.87     | 0.01%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                     | AEP Texas Inc                                                                   | CUSIP: 00108WAP5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10065.95     | 0.00%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                     | AEP Texas Inc                                                                   | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5179.43      | 0.00%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                      | ADT Security Corp/The                                                           | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15256.30     | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                           | AEP Transmission Co LLC                                                         | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10257.12     | 0.00%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                           | AEP Transmission Co LLC                                                         | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10396.77     | 0.00%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                      | AES Corp/The                                                                    | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27213.26     | 0.01%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                      | AES Corp/The                                                                    | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5138.37      | 0.00%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                     | AIA Group Ltd                                                                   | CUSIP: 00131LAP0<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |     10000 | PA      | $10348.05     | 0.00%             | 2033-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                  | AMC Networks Inc                                                                | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26731.03     | 0.01%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| APA INFRASTRUCTURE LTD                            | APA Infrastructure Ltd                                                          | CUSIP: 00188LAA5<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     15000 | PA      | $15247.77     | 0.01%             | 2034-09-16      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AP MOLLER-MAERSK A/S                              | AP Moller - Maersk A/S                                                          | CUSIP: 00203QAF4<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |     15000 | PA      | $16036.71     | 0.01%             | 2033-09-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                            | APA Infrastructure Ltd                                                          | CUSIP: 00205GAC1<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      5000 | PA      | $5029.72      | 0.00%             | 2035-03-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53466.88     | 0.02%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                        | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41484.38     | 0.02%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                        | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17644.19     | 0.01%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     85000 | PA      | $72936.29     | 0.03%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                        | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73191.44     | 0.03%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                        | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31023.71     | 0.01%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                        | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25027.64     | 0.01%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                        | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24921.53     | 0.01%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                          | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 00217GAB9<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |     30000 | PA      | $27986.19     | 0.01%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                            | AS Mileage Plan IP Ltd                                                          | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      5000 | PA      | $5020.51      | 0.00%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                      | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54606.29     | 0.02%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                      | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39830.53     | 0.01%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                      | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25954.83     | 0.01%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                      | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67419.94     | 0.02%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                      | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26086.91     | 0.01%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                          | Acadia Healthcare Co Inc                                                        | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10232.64     | 0.00%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| ACCENTURE CAPITAL INC                             | Accenture Capital Inc                                                           | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80217.72     | 0.03%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                             | Accenture Capital Inc                                                           | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29779.10     | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                            | Acrisure LLC / Acrisure Finance Inc                                             | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20787.82     | 0.01%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                            | Acrisure LLC / Acrisure Finance Inc                                             | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15379.91     | 0.01%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                       | Acushnet Co                                                                     | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10078.33     | 0.00%             | 2033-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                            | Adient Global Holdings Ltd                                                      | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     10000 | PA      | $10523.66     | 0.00%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                            | Adient Global Holdings Ltd                                                      | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     15000 | PA      | $15538.38     | 0.01%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| ADOBE INC                                         | Adobe Inc                                                                       | CUSIP: 00724PAG4<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5190.23      | 0.00%             | 2034-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                         | Adobe Inc                                                                       | CUSIP: 00724PAK5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21202.67     | 0.01%             | 2035-01-17      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                | Advance Auto Parts Inc                                                          | CUSIP: 00751YAG1<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8641.87      | 0.00%             | 2032-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                | Advance Auto Parts Inc                                                          | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15270.71     | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AECOM                                             | AECOM                                                                           | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20540.28     | 0.01%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $139085.55    | 0.05%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     10000 | PA      | $9069.24      | 0.00%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     20000 | PA      | $19990.80     | 0.01%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                            | Advanced Micro Devices Inc                                                      | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14765.72     | 0.01%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                | Osaic Holdings Inc                                                              | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5178.50      | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                | Osaic Holdings Inc                                                              | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5141.12      | 0.00%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ADVENTIST HEALTH SYS/W                            | Adventist Health System/West                                                    | CUSIP: 007944AH4<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15464.54     | 0.01%             | 2032-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| ADVENTIST HEALTH SYS/W                            | Adventist Health System/West                                                    | CUSIP: 007944AK7<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20773.31     | 0.01%             | 2034-12-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                          | African Development Bank                                                        | CUSIP: 008281BF3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |     10000 | PA      | $10045.51     | 0.00%             | 2034-05-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                          | African Development Bank                                                        | CUSIP: 00828EFJ3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |     20000 | PA      | $20665.17     | 0.01%             | 2035-06-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                          | African Export-Import Bank/The                                                  | CUSIP: 00831TAC5<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | XX        |     10000 | PA      | $8955.22      | 0.00%             | 2031-05-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                          | Agilent Technologies Inc                                                        | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27166.83     | 0.01%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                          | Agilent Technologies Inc                                                        | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5017.32      | 0.00%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                          | Agree LP                                                                        | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |     15000 | PA      | $12993.83     | 0.00%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                          | Agree LP                                                                        | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |     10000 | PA      | $10136.85     | 0.00%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                          | Agree LP                                                                        | CUSIP: 008513AF0<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |     10000 | PA      | $10527.79     | 0.00%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                    | Air Lease Corp                                                                  | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74333.40     | 0.03%             | 2030-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                    | Air Lease Corp                                                                  | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8981.97      | 0.00%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                    | Air Lease Corp                                                                  | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5099.72      | 0.00%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                          | Air Products and Chemicals Inc                                                  | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25638.84     | 0.01%             | 2033-03-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                          | Air Products and Chemicals Inc                                                  | CUSIP: 009158BK1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20454.94     | 0.01%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                              | Airport Authority                                                               | CUSIP: 00946AAA2<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    200000 | PA      | $179791.50    | 0.07%             | 2031-02-04      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                       | Aker BP ASA                                                                     | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      5000 | PA      | $5253.49      | 0.00%             | 2033-06-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                       | Aker BP ASA                                                                     | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     10000 | PA      | $9884.21      | 0.00%             | 2034-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                       | Aker BP ASA                                                                     | CUSIP: 00973RAQ6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      5000 | PA      | $4938.49      | 0.00%             | 2035-10-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                  | Alabama Power Co                                                                | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4652.41      | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                  | Alabama Power Co                                                                | CUSIP: 010392FZ6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4879.30      | 0.00%             | 2032-09-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                  | Alabama Power Co                                                                | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10272.52     | 0.00%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                    | Albemarle Corp                                                                  | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5021.66      | 0.00%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| PROVINCE OF ALBERTA                               | Province of Alberta Canada                                                      | CUSIP: 013051ET0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     85000 | PA      | $86924.68     | 0.03%             | 2034-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAB4<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10370.45     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25207.60     | 0.01%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN INC                               | Rio Tinto Alcan Inc                                                             | CUSIP: 013716AQ8<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $28656.02     | 0.01%             | 2031-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN INC                               | Rio Tinto Alcan Inc                                                             | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $11022.83     | 0.00%             | 2033-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN INC                               | Rio Tinto Alcan Inc                                                             | CUSIP: 013716AW5<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5373.36      | 0.00%             | 2035-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                           | Alcoa Nederland Holding BV                                                      | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     15000 | PA      | $15913.72     | 0.01%             | 2031-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                | Alcon Finance Corp                                                              | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5265.96      | 0.00%             | 2032-12-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                          | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     35000 | PA      | $32803.41     | 0.01%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                          | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     25000 | PA      | $20539.82     | 0.01%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                          | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     10000 | PA      | $8626.25      | 0.00%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                          | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     10000 | PA      | $9691.22      | 0.00%             | 2035-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                          | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |      5000 | PA      | $5106.90      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                             | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     20000 | PA      | $18241.86     | 0.01%             | 2031-02-09      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ATI INC                                           | ATI Inc                                                                         | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5013.65      | 0.00%             | 2031-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ATI INC                                           | ATI Inc                                                                         | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10552.42     | 0.00%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                            | Allegion US Holding Co Inc                                                      | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20929.55     | 0.01%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                        | Allianz SE                                                                      | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |     10000 | PA      | $10747.60     | 0.00%             | 2053-09-06      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                            | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAD8<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23314.21     | 0.01%             | 2032-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                          | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26008.25     | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                          | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20571.09     | 0.01%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                          | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15500.92     | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                           | Allied Universal Holdco LLC                                                     | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47442.22     | 0.02%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                          | Allison Transmission Inc                                                        | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15857.51     | 0.01%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                          | Allison Transmission Inc                                                        | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15139.70     | 0.01%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0124C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $270216.60    | 0.10%             | 2040-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0204C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1036312 | PA      | $957900.49    | 0.35%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0206C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2033660.35   | 0.74%             | 2053-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0224C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    475000 | PA      | $448822.28    | 0.16%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0226C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1150000 | PA      | $978261.33    | 0.36%             | 2055-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0304C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    175000 | PA      | $168408.10    | 0.06%             | 2040-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0306C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2325000 | PA      | $2064635.06   | 0.75%             | 2055-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0324C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     75000 | PA      | $72940.35     | 0.03%             | 2040-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0326C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2675000 | PA      | $2473962.38   | 0.90%             | 2055-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0404C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    219000 | PA      | $216017.00    | 0.08%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0406C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2671000 | PA      | $2543688.63   | 0.92%             | 2055-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0426C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1474000 | PA      | $1442824.43   | 0.52%             | 2055-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0506C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    350000 | PA      | $349256.57    | 0.13%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0526C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    850000 | PA      | $860715.13    | 0.31%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0606C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    375000 | PA      | $383943.43    | 0.14%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0626C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    125000 | PA      | $129488.17    | 0.05%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                     | Allstate Corp/The                                                               | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15810.94     | 0.01%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                     | Allstate Corp/The                                                               | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36501.26     | 0.01%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                | Ally Financial Inc                                                              | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10470.04     | 0.00%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                | Ally Financial Inc                                                              | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10353.44     | 0.00%             | 2035-07-26      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                | Ally Financial Inc                                                              | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10051.75     | 0.00%             | 2040-01-17      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                | Ally Financial Inc                                                              | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10072.37     | 0.00%             | 2033-07-31      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                              | Alpha Generation LLC                                                            | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15440.25     | 0.01%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                              | Alpha Generation LLC                                                            | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20038.13     | 0.01%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                      | Alphabet Inc                                                                    | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30229.47     | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                      | Alphabet Inc                                                                    | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76223.82     | 0.03%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                  | Altice France SA                                                                | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     10000 | PA      | $9724.68      | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                  | Altice France SA                                                                | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     50000 | PA      | $48671.48     | 0.02%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                       | AltaGas Ltd                                                                     | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20643.64     | 0.01%             | 2054-10-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group Inc                                                                | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53132.19     | 0.02%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group Inc                                                                | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15639.21     | 0.01%             | 2035-02-06      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group Inc                                                                | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15270.07     | 0.01%             | 2035-08-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                   | Alumina Pty Ltd                                                                 | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |     10000 | PA      | $10382.85     | 0.00%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com Inc                                                                  | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31094.66     | 0.01%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com Inc                                                                  | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    140000 | PA      | $126766.17    | 0.05%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com Inc                                                                  | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92478.14     | 0.03%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com Inc                                                                  | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46407.96     | 0.02%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com Inc                                                                  | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25181.74     | 0.01%             | 2033-03-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com Inc                                                                  | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25268.96     | 0.01%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                             | Amcor Finance USA Inc                                                           | CUSIP: 02343UAJ4<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10491.91     | 0.00%             | 2033-05-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                          | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18282.04     | 0.01%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                          | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15557.95     | 0.01%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                              | Amentum Holdings Inc                                                            | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15752.28     | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMER SPORTS COMPANY                               | Amer Sports Co                                                                  | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20882.61     | 0.01%             | 2031-02-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                         | Hess Corp                                                                       | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     25000 | PA      | $28945.17     | 0.01%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                       | Ameren Corp                                                                     | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28860.24     | 0.01%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                       | Ameren Corp                                                                     | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20622.63     | 0.01%             | 2035-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                           | America Movil SAB de CV                                                         | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     10000 | PA      | $11104.11     | 0.00%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                           | America Movil SAB de CV                                                         | CUSIP: 02364WBM6<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      5000 | PA      | $5111.83      | 0.00%             | 2033-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT                           | American Airlines 2019-1 Class AA Pass Through Trust                            | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3508 | PA      | $3297.13      | 0.00%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 21-1A EETC                           | American Airlines 2021-1 Class A Pass Through Trust                             | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8391 | PA      | $7683.17      | 0.00%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                          | American Assets Trust LP                                                        | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |     20000 | PA      | $18326.96     | 0.01%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                          | American Assets Trust LP                                                        | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |     10000 | PA      | $10235.86     | 0.00%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                           | American Axle & Manufacturing Inc                                               | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15120.26     | 0.01%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                           | American Axle & Manufacturing Inc                                               | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15144.10     | 0.01%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                           | American Electric Power Co Inc                                                  | CUSIP: 025537AW1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16207.22     | 0.01%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                           | American Electric Power Co Inc                                                  | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     18000 | PA      | $19029.43     | 0.01%             | 2033-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                           | American Electric Power Co Inc                                                  | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5389.86      | 0.00%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                           | American National Group Inc                                                     | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50630.39     | 0.02%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                             | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25573.22     | 0.01%             | 2033-05-26      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                             | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39878.51     | 0.01%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                             | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36112.14     | 0.01%             | 2034-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                             | CUSIP: 025816DR7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5361.47      | 0.00%             | 2035-04-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                             | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46675.23     | 0.02%             | 2035-07-26      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                             | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26126.08     | 0.01%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                             | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31862.70     | 0.01%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                             | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10244.05     | 0.00%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                             | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49809.58     | 0.02%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                          | American Financial Group Inc/OH                                                 | CUSIP: 025932AQ7<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24546.53     | 0.01%             | 2035-09-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                            | American Honda Finance Corp                                                     | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15129.19     | 0.01%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                            | American Honda Finance Corp                                                     | CUSIP: 02665WFL0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20587.09     | 0.01%             | 2031-07-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                            | American Honda Finance Corp                                                     | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15295.20     | 0.01%             | 2035-03-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                             | American Homes 4 Rent LP                                                        | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     20000 | PA      | $18888.97     | 0.01%             | 2032-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                             | American Homes 4 Rent LP                                                        | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     15000 | PA      | $15555.79     | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                             | American Homes 4 Rent LP                                                        | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     10000 | PA      | $10379.80     | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                             | American Homes 4 Rent LP                                                        | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     10000 | PA      | $10196.44     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                               | American International Group Inc                                                | CUSIP: 026874DC8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9419.93      | 0.00%             | 2035-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                            | American International Group Inc                                                | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31023.81     | 0.01%             | 2033-03-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                            | American International Group Inc                                                | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20951.51     | 0.01%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                           | American National Group Inc                                                     | CUSIP: 02772AAA7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15728.23     | 0.01%             | 2032-06-13      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                             | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     35000 | PA      | $32101.15     | 0.01%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                             | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     15000 | PA      | $13370.29     | 0.00%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                             | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     10000 | PA      | $10557.15     | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                             | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     10000 | PA      | $10501.21     | 0.00%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                             | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     25000 | PA      | $26809.25     | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                             | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     15000 | PA      | $15632.38     | 0.01%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                             | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     15000 | PA      | $15535.54     | 0.01%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                             | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     25000 | PA      | $25769.66     | 0.01%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                          | American Transmission Systems Inc                                               | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $25280.12     | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                          | American Water Capital Corp                                                     | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13570.34     | 0.00%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                          | American Water Capital Corp                                                     | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20094.26     | 0.01%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                          | American Water Capital Corp                                                     | CUSIP: 03040WBD6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5176.56      | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                          | American Water Capital Corp                                                     | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25903.82     | 0.01%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICO LIFE INC                                  | Americo Life Inc                                                                | CUSIP: 03060NAD2<br>LEI: 549300B5C1FRFHBYW144 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18222.52     | 0.01%             | 2031-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA                          | Americold Realty Operating Partnership LP                                       | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              |  | US        |     10000 | PA      | $9871.23      | 0.00%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA                          | Americold Realty Operating Partnership LP                                       | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              |  | US        |     10000 | PA      | $10150.83     | 0.00%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                          | AmeriTex HoldCo Intermediate LLC                                                | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15791.69     | 0.01%             | 2033-08-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                       | Cencora Inc                                                                     | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41617.01     | 0.02%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                       | Cencora Inc                                                                     | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10288.41     | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                          | Ameriprise Financial Inc                                                        | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5045.66      | 0.00%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                          | Ameriprise Financial Inc                                                        | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15631.62     | 0.01%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                          | Ameriprise Financial Inc                                                        | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15378.49     | 0.01%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMFAM HOLDINGS INC                                | AmFam Holdings Inc                                                              | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $26300.44     | 0.01%             | 2031-03-11      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                       | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65487.76     | 0.02%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                       | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33094.23     | 0.01%             | 2032-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                       | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93836.54     | 0.03%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                              | Amkor Technology Inc                                                            | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10198.47     | 0.00%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                          | Amneal Pharmaceuticals LLC                                                      | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5293.19      | 0.00%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                     | Amphenol Corp                                                                   | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35859.12     | 0.01%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                     | Amphenol Corp                                                                   | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15416.32     | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                     | Amphenol Corp                                                                   | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24889.23     | 0.01%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                     | Amphenol Corp                                                                   | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24749.89     | 0.01%             | 2036-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                 | Amsted Industries Inc                                                           | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7885.27      | 0.00%             | 2030-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                | Analog Devices Inc                                                              | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22245.19     | 0.01%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                | Analog Devices Inc                                                              | CUSIP: 032654BB0<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10427.66     | 0.00%             | 2034-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                | Angolan Government International Bond                                           | CUSIP: 035198AJ9<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $195536.30    | 0.07%             | 2035-10-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                          | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25992.30     | 0.01%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                          | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AF7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27562.79     | 0.01%             | 2035-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                             | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32005.12     | 0.01%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                             | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42205.41     | 0.02%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                             | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31120.58     | 0.01%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                             | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30746.46     | 0.01%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                             | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30741.35     | 0.01%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                          | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15554.43     | 0.01%             | 2032-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                          | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15080.42     | 0.01%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                          | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     15000 | PA      | $13257.99     | 0.00%             | 2031-08-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                          | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     10000 | PA      | $9046.52      | 0.00%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                          | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     10000 | PA      | $10287.34     | 0.00%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                             | Aon North America Inc                                                           | CUSIP: 03740MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20864.07     | 0.01%             | 2031-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                             | Aon North America Inc                                                           | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41833.24     | 0.02%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| APA CORP                                          | APA Corp                                                                        | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25757.67     | 0.01%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                          | Apollo Global Management Inc                                                    | CUSIP: 03769MAA4<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11039.10     | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                          | Apollo Global Management Inc                                                    | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4905.19      | 0.00%             | 2054-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| APOLLO GLOBAL MANAGEMENT                          | Apollo Global Management Inc                                                    | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20045.16     | 0.01%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                          | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26269.54     | 0.01%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                          | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAE3<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10395.41     | 0.00%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                              | Appalachian Power Co                                                            | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9953.23      | 0.00%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                              | Appalachian Power Co                                                            | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47376.76     | 0.02%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                         | Apple Inc                                                                       | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22258.17     | 0.01%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                         | Apple Inc                                                                       | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28883.68     | 0.01%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                         | Apple Inc                                                                       | CUSIP: 037833EV8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20386.64     | 0.01%             | 2033-05-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                         | Apple Inc                                                                       | CUSIP: 037833FA3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25659.74     | 0.01%             | 2032-05-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                         | Apple Inc                                                                       | CUSIP: 037833FB1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25798.81     | 0.01%             | 2035-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                     | AppLovin Corp                                                                   | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15598.49     | 0.01%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                     | AppLovin Corp                                                                   | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15516.71     | 0.01%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                          | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03837AAB6<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |     20000 | PA      | $20250.85     | 0.01%             | 2034-09-13      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                            | Arch Capital Group Ltd                                                          | CUSIP: 03937LAA3<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $11721.69     | 0.00%             | 2034-05-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                  | ArcelorMittal SA                                                                | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     30000 | PA      | $33597.54     | 0.01%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                  | ArcelorMittal SA                                                                | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     10000 | PA      | $10787.36     | 0.00%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ARCHER-DANIELS-MIDLAND C                          | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AE4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30157.10     | 0.01%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                          | Archer-Daniels-Midland Co                                                       | CUSIP: 039483AU6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26574.89     | 0.01%             | 2035-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                          | Archrock Partners LP / Archrock Partners Finance Corp                           | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $12370.71     | 0.00%             | 2032-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                        | Arcosa Inc                                                                      | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15779.15     | 0.01%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                | Ardonagh Finco Ltd                                                              | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     25000 | PA      | $26144.95     | 0.01%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE                            | Ardonagh Group Finance Ltd                                                      | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |     25000 | PA      | $25828.84     | 0.01%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                 | Ares Capital Corp                                                               | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31042.17     | 0.01%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                 | Ares Capital Corp                                                               | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25288.26     | 0.01%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds | Argentina Republic Government International Bonds                               | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    600000 | PA      | $426373.01    | 0.15%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                          | Ares Strategic Income Fund                                                      | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15388.41     | 0.01%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                            | Arizona Public Service Co                                                       | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26469.84     | 0.01%             | 2031-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                            | Arizona Public Service Co                                                       | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15844.13     | 0.01%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                             | Arrow Electronics Inc                                                           | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17954.38     | 0.01%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                             | Arrow Electronics Inc                                                           | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26127.21     | 0.01%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                            | Arsenal AIC Parent LLC                                                          | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10628.22     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                            | Arsenal AIC Parent LLC                                                          | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $11009.40     | 0.00%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                               | Artera Services LLC                                                             | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8572.84      | 0.00%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| ARTHUR J GALLAGHER & CO                           | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAD1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10451.92     | 0.00%             | 2033-03-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                           | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5540.58      | 0.00%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                           | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26029.15     | 0.01%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                           | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5115.23      | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                           | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30470.53     | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                           | Asbury Automotive Group Inc                                                     | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12656.92     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                          | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VAX1<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10221.84     | 0.00%             | 2032-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASCOT GROUP LTD                                   | Ascot Group Ltd                                                                 | CUSIP: 04365XAA6<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $9255.74      | 0.00%             | 2030-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                                       | Ashland Inc                                                                     | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17999.53     | 0.01%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                               | Ashtead Capital Inc                                                             | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5184.17      | 0.00%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                               | Ashtead Capital Inc                                                             | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15795.42     | 0.01%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                          | Ashton Woods USA LLC / Ashton Woods Finance Co                                  | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15090.54     | 0.01%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                            | Asian Development Bank                                                          | CUSIP: 045167FB4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     40000 | PA      | $35835.30     | 0.01%             | 2031-03-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                            | Asian Development Bank                                                          | CUSIP: 045167FN8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     30000 | PA      | $28824.78     | 0.01%             | 2032-04-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                            | Asian Development Bank                                                          | CUSIP: 045167FT5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     20000 | PA      | $20043.20     | 0.01%             | 2032-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                            | Asian Development Bank                                                          | CUSIP: 045167FV0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     75000 | PA      | $75597.96     | 0.03%             | 2033-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                            | Asian Development Bank                                                          | CUSIP: 045167GB3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     45000 | PA      | $45545.73     | 0.02%             | 2034-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                            | Asian Development Bank                                                          | CUSIP: 045167GK3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     50000 | PA      | $51321.41     | 0.02%             | 2035-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                            | Asian Development Bank                                                          | CUSIP: 04517PBT8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      5000 | PA      | $4993.38      | 0.00%             | 2033-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                          | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAM8<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |     80000 | PA      | $81699.44     | 0.03%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                          | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAQ9<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |     25000 | PA      | $25932.72     | 0.01%             | 2035-05-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                          | Assured Guaranty US Holdings Inc                                                | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23591.05     | 0.01%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                      | Assurant Inc                                                                    | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22153.09     | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                           | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72996.08     | 0.03%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                           | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAH6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15561.68     | 0.01%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                           | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15569.95     | 0.01%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                           | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31258.99     | 0.01%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                                           | CUSIP: 04685A2Y6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8919.51      | 0.00%             | 2031-06-07      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                                           | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5132.96      | 0.00%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                                           | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10160.29     | 0.00%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                                           | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65482.66     | 0.02%             | 2035-08-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                | Athene Holding Ltd                                                              | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28421.68     | 0.01%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                | Athene Holding Ltd                                                              | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21620.20     | 0.01%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                | Athene Holding Ltd                                                              | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10384.91     | 0.00%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                | Athene Holding Ltd                                                              | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19499.79     | 0.01%             | 2054-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ATKORE INC                                        | Atkore Inc                                                                      | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7706.98      | 0.00%             | 2031-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                             | Atlassian Corp                                                                  | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10389.34     | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                 | Atmos Energy Corp                                                               | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39521.04     | 0.01%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                 | Atmos Energy Corp                                                               | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20738.64     | 0.01%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                           | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AT3<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     30000 | PA      | $30344.60     | 0.01%             | 2035-09-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                      | Autodesk Inc                                                                    | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22346.34     | 0.01%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                      | Autodesk Inc                                                                    | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10340.28     | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                          | Automatic Data Processing Inc                                                   | CUSIP: 053015AH6<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20040.36     | 0.01%             | 2034-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                          | Automatic Data Processing Inc                                                   | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25687.70     | 0.01%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                    | AutoNation Inc                                                                  | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18822.93     | 0.01%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                    | AutoNation Inc                                                                  | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8817.44      | 0.00%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                    | AutoNation Inc                                                                  | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10428.90     | 0.00%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                      | AutoZone Inc                                                                    | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50293.86     | 0.02%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                      | AutoZone Inc                                                                    | CUSIP: 053332BF8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5151.22      | 0.00%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                      | AutoZone Inc                                                                    | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15627.86     | 0.01%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                             | AvalonBay Communities Inc                                                       | CUSIP: 053484AE1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     20000 | PA      | $20910.60     | 0.01%             | 2033-12-07      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                             | AvalonBay Communities Inc                                                       | CUSIP: 053484AF8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |      5000 | PA      | $5219.50      | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                             | AvalonBay Communities Inc                                                       | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     35000 | PA      | $32083.25     | 0.01%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                               | Avery Dennison Corp                                                             | CUSIP: 053611AM1<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30698.50     | 0.01%             | 2032-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                               | Avery Dennison Corp                                                             | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10611.40     | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                       | Avient Corp                                                                     | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15485.57     | 0.01%             | 2030-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                       | Avient Corp                                                                     | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10211.66     | 0.00%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                           | Avis Budget Car Rental LLC / Avis Budget Finance Inc                            | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10234.51     | 0.00%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                           | Avis Budget Car Rental LLC / Avis Budget Finance Inc                            | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20586.47     | 0.01%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                         | Avnet Inc                                                                       | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10191.56     | 0.00%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      5000 | PA      | $4961.20      | 0.00%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AXA SA                                            | AXA SA                                                                          | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |     25000 | PA      | $29588.13     | 0.01%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS D                          | Axalta Coating Systems Dutch Holding B BV                                       | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |     10000 | PA      | $10578.48     | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                               | Axon Enterprise Inc                                                             | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15608.59     | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33206.35     | 0.01%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4985.10      | 0.00%             | 2033-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                   | BAE Systems PLC                                                                 | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $31311.07     | 0.01%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23051.12     | 0.01%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15184.90     | 0.01%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $23420.05     | 0.01%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16132.34     | 0.01%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20964.04     | 0.01%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                          | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      5000 | PA      | $5119.29      | 0.00%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                          | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     25000 | PA      | $26085.80     | 0.01%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                          | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     30000 | PA      | $31144.51     | 0.01%             | 2032-02-21      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                          | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     45000 | PA      | $46828.36     | 0.02%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                | BMW US Capital LLC                                                              | CUSIP: 05565EBS3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13715.15     | 0.00%             | 2031-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                | BMW US Capital LLC                                                              | CUSIP: 05565EBX2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17568.10     | 0.01%             | 2031-08-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                | BMW US Capital LLC                                                              | CUSIP: 05565ECB9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9553.39      | 0.00%             | 2032-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                | BMW US Capital LLC                                                              | CUSIP: 05565ECF0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10324.64     | 0.00%             | 2033-08-11      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                | BMW US Capital LLC                                                              | CUSIP: 05565ECK9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10236.99     | 0.00%             | 2034-04-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                | BMW US Capital LLC                                                              | CUSIP: 05565ECS2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15309.02     | 0.01%             | 2031-08-13      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                | BMW US Capital LLC                                                              | CUSIP: 05565ECZ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10399.84     | 0.00%             | 2035-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| BMW US CAPITAL LLC                                | BMW US Capital LLC                                                              | CUSIP: 05565EDD4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15230.94     | 0.01%             | 2035-08-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                         | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     10000 | PA      | $11234.34     | 0.00%             | 2034-10-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                         | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $263833.31    | 0.10%             | 2035-05-30      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                  | CUSIP: 05581KAG6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     10000 | PA      | $10711.41     | 0.00%             | 2034-12-05      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                             | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10367.52     | 0.00%             | 2031-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                         | Ball Corp                                                                       | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     27000 | PA      | $24917.62     | 0.01%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                         | Ball Corp                                                                       | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15650.90     | 0.01%             | 2031-09-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                         | Ball Corp                                                                       | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25437.59     | 0.01%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                          | Baltimore Gas and Electric Co                                                   | CUSIP: 059165ER7<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10460.10     | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                          | Baltimore Gas and Electric Co                                                   | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15695.50     | 0.01%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                          | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     15000 | PA      | $16051.34     | 0.01%             | 2035-03-13      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                              | CUSIP: 05964HAM7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     20000 | PA      | $18623.46     | 0.01%             | 2031-03-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                              | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     20000 | PA      | $21617.98     | 0.01%             | 2035-01-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                              | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    150000 | PA      | $136965.70    | 0.05%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41496.77     | 0.02%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69078.77     | 0.03%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80757.32     | 0.03%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48427.16     | 0.02%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68075.25     | 0.02%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59795.92     | 0.02%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28372.97     | 0.01%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95417.28     | 0.03%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102829.00    | 0.04%             | 2033-07-22      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98924.55     | 0.04%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     80000 | PA      | $86236.65     | 0.03%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    120000 | PA      | $126375.02    | 0.05%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46368.15     | 0.02%             | 2035-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72329.75     | 0.03%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     95000 | PA      | $100148.12    | 0.04%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63017.28     | 0.02%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52711.20     | 0.02%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                  | Bank of Montreal                                                                | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $22498.05     | 0.01%             | 2037-01-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                  | Bank of Montreal                                                                | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52845.20     | 0.02%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAW7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4422.70      | 0.00%             | 2031-07-28      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBB2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22819.85     | 0.01%             | 2032-01-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32455.50     | 0.01%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20221.72     | 0.01%             | 2034-02-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20509.30     | 0.01%             | 2034-04-26      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33662.34     | 0.01%             | 2034-10-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25905.61     | 0.01%             | 2035-03-14      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83090.00     | 0.03%             | 2032-07-22      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCA3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31182.13     | 0.01%             | 2035-11-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20856.91     | 0.01%             | 2036-06-06      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                               | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $40279.88     | 0.01%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                               | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25369.50     | 0.01%             | 2032-11-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                               | Bank of Nova Scotia/The                                                         | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $16044.81     | 0.01%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                               | BlackRock Cash Funds: Treasury, SL Agency Shares                                | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |   1292061 | NS      | $1292060.82   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                    | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $216454.83    | 0.08%             | 2034-05-09      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                    | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $10223.26     | 0.00%             | 2035-09-10      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                    | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $21125.61     | 0.01%             | 2036-02-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      8000 | PA      | $5405.78      | 0.00%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      6000 | PA      | $6093.58      | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                          | Baxter International Inc                                                        | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25723.77     | 0.01%             | 2031-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                          | Baxter International Inc                                                        | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21858.98     | 0.01%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                           | Bayer US Finance II LLC                                                         | CUSIP: 07274NAZ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4668.15      | 0.00%             | 2034-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                           | Bayer US Finance II LLC                                                         | CUSIP: 07274NBA0<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20324.04     | 0.01%             | 2035-07-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT/ISSUER                           | BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer Inc                      | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24370.67     | 0.01%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                | Baytex Energy Corp                                                              | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10149.71     | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC       | BBCMS Mortgage Trust 2024-C28                                                   | CUSIP: 07336WBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $262594.22    | 0.10%             | 2057-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                           | Beach Acquisition Bidco LLC                                                     | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54246.64     | 0.02%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                  | Beazer Homes USA Inc                                                            | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5081.75      | 0.00%             | 2031-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                             | Becton Dickinson & Co                                                           | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31129.94     | 0.01%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                             | Becton Dickinson & Co                                                           | CUSIP: 075887CS6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20518.32     | 0.01%             | 2034-02-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                       | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15299.57     | 0.01%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                       | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAM1<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20403.84     | 0.01%             | 2034-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                       | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20740.08     | 0.01%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2018-B4 Mortgage Trust                                                | CUSIP: 08161HAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199031.84    | 0.07%             | 2051-07-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                            | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37585.60     | 0.01%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                  | Berry Global Inc                                                                | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5299.92      | 0.00%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                  | Berry Global Inc                                                                | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41946.15     | 0.02%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc                          | Bio-Rad Laboratories Inc                                                        | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23590.80     | 0.01%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                        | Biogen Inc                                                                      | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26588.49     | 0.01%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                  | Black Hills Corp                                                                | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10775.25     | 0.00%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                  | Black Hills Corp                                                                | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10683.63     | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                          | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09261BAD2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25830.45     | 0.01%             | 2032-01-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                          | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09261BAG5<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4441.89      | 0.00%             | 2032-03-30      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                          | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09261BAK6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32588.07     | 0.01%             | 2033-04-22      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                            | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBG1<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5178.59      | 0.00%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                            | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15246.10     | 0.01%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE PRIVATE CRE                            | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30676.62     | 0.01%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE                            | Blackstone Reg Finance Co LLC                                                   | CUSIP: 092914AA8<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10077.64     | 0.00%             | 2034-12-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                          | Blue Racer Midstream LLC / Blue Racer Finance Corp                              | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10635.52     | 0.00%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                              | Blue Owl Finance LLC                                                            | CUSIP: 09581JAS5<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33514.70     | 0.01%             | 2032-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                  | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $182985.25    | 0.07%             | 2032-04-19      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                  | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     15000 | PA      | $13720.48     | 0.00%             | 2033-01-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                  | CUSIP: 09659W2X1<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     10000 | PA      | $10592.25     | 0.00%             | 2035-02-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                  | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     15000 | PA      | $15824.28     | 0.01%             | 2033-01-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                            | Boardwalk Pipelines LP                                                          | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23147.49     | 0.01%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                            | Boardwalk Pipelines LP                                                          | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10448.72     | 0.00%             | 2034-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                   | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9122.88      | 0.00%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                   | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26279.63     | 0.01%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24033.46     | 0.01%             | 2031-02-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                   | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10894.76     | 0.00%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                   | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55614.11     | 0.02%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                  | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $11196.78     | 0.00%             | 2034-05-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                  | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10794.23     | 0.00%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                  | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15972.83     | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                  | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15808.68     | 0.01%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| BOMBARDIER INC                                    | Bombardier Inc                                                                  | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $21138.36     | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                           | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10521.71     | 0.00%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                           | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10405.63     | 0.00%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| BORGWARNER INC                                    | BorgWarner Inc                                                                  | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10350.45     | 0.00%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                | Boston Gas Co                                                                   | CUSIP: 100743AM5<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14287.77     | 0.01%             | 2032-03-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                | Boston Gas Co                                                                   | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15952.15     | 0.01%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                              | Boston Properties LP                                                            | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     40000 | PA      | $37499.23     | 0.01%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                              | Boston Properties LP                                                            | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     45000 | PA      | $39246.69     | 0.01%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                              | Boston Properties LP                                                            | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     15000 | PA      | $12436.17     | 0.00%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                              | Boston Properties LP                                                            | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     20000 | PA      | $20579.02     | 0.01%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                  | Boyd Gaming Corp                                                                | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16566.01     | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                            | BP Capital Markets America Inc                                                  | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36571.51     | 0.01%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                            | BP Capital Markets America Inc                                                  | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25447.93     | 0.01%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                            | BP Capital Markets America Inc                                                  | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56305.85     | 0.02%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                            | BP Capital Markets America Inc                                                  | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20536.74     | 0.01%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                            | BP Capital Markets America Inc                                                  | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36428.81     | 0.01%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds             | Brazil Government International Bonds                                           | CUSIP: 105756BB5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    100000 | PA      | $116881.96    | 0.04%             | 2034-01-20      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds             | Brazil Government International Bonds                                           | CUSIP: 105756CK4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $207151.32    | 0.08%             | 2032-01-22      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                    | Brink's Co/The                                                                  | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5212.81      | 0.00%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                           | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23252.83     | 0.01%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                           | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26828.98     | 0.01%             | 2031-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                           | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73402.99     | 0.03%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 21-1 A PPT                            | British Airways 2021-1 Class A Pass Through Trust                               | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8150 | PA      | $7477.65      | 0.00%             | 2035-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 19-1 AA PTT                           | British Airways 2019-1 Class AA Pass Through Trust                              | CUSIP: 11043XAA1<br>LEI: 2549007HITOHPGVGUX03 | Long             | DBT              | CORP              | US        |      7334 | PA      | $6947.99      | 0.00%             | 2032-12-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                          | Province of British Columbia Canada                                             | CUSIP: 110709AE2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     30000 | PA      | $26466.09     | 0.01%             | 2031-01-29      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                          | Province of British Columbia Canada                                             | CUSIP: 110709AQ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     60000 | PA      | $61969.11     | 0.02%             | 2035-06-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                          | Province of British Columbia Canada                                             | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     50000 | PA      | $50189.40     | 0.02%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                          | British Telecommunications PLC                                                  | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     80000 | PA      | $98495.88     | 0.04%             | 2030-12-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                          | British Telecommunications PLC                                                  | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $9571.89      | 0.00%             | 2081-11-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                            | Brixmor Operating Partnership LP                                                | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     10000 | PA      | $10524.91     | 0.00%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                            | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     10000 | PA      | $8987.74      | 0.00%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                            | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |      5000 | PA      | $5014.37      | 0.00%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                          | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9104.90      | 0.00%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                          | Broadstone Net Lease LLC                                                        | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |     10000 | PA      | $8855.00      | 0.00%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44739.08     | 0.02%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43791.26     | 0.02%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24678.77     | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15159.69     | 0.01%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35469.86     | 0.01%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25692.85     | 0.01%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52104.20     | 0.02%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     62000 | PA      | $57040.82     | 0.02%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44481.10     | 0.02%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50788.64     | 0.02%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60942.04     | 0.02%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25060.51     | 0.01%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CAPITAL FIN                            | Brookfield Capital Finance LLC                                                  | CUSIP: 11259NAA2<br>LEI: 254900P8CLQEIJ039941 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5366.18      | 0.00%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                            | Brookfield Finance Inc                                                          | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $38057.87     | 0.01%             | 2034-01-05      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                            | Brookfield Finance Inc                                                          | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5183.72      | 0.00%             | 2035-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                          | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10503.05     | 0.00%             | 2035-04-24      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                 | Brown & Brown Inc                                                               | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13434.34     | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                 | Brown & Brown Inc                                                               | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14512.12     | 0.01%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                 | Brown & Brown Inc                                                               | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15563.35     | 0.01%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                 | Brown & Brown Inc                                                               | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20563.38     | 0.01%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                    | Brunswick Corp/DE                                                               | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13162.38     | 0.00%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                    | Brunswick Corp/DE                                                               | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9557.59      | 0.00%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                          | Builders FirstSource Inc                                                        | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25691.07     | 0.01%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                          | Builders FirstSource Inc                                                        | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10406.03     | 0.00%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                          | Builders FirstSource Inc                                                        | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20796.57     | 0.01%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                          | Builders FirstSource Inc                                                        | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10561.65     | 0.00%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                            | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9227.18      | 0.00%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                            | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9903.69      | 0.00%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                            | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9424.05      | 0.00%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                            | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15349.75     | 0.01%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                          | Burford Capital Global Finance LLC                                              | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20800.05     | 0.01%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $42306.39     | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $46984.81     | 0.02%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $26353.84     | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $53238.11     | 0.02%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $42414.94     | 0.02%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18393.74     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20425.26     | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| CBOE GLOBAL MARKETS INC                           | Cboe Global Markets Inc                                                         | CUSIP: 12503MAD0<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9269.92      | 0.00%             | 2032-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                 | CBRE Services Inc                                                               | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16128.18     | 0.01%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                 | CBRE Services Inc                                                               | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20738.87     | 0.01%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18702.45     | 0.01%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15449.23     | 0.01%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                 | CF Industries Inc                                                               | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15142.50     | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                 | CF Industries Inc                                                               | CUSIP: 12527GAL7<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25186.27     | 0.01%             | 2035-11-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CGI INC                                           | CGI Inc                                                                         | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $8896.48      | 0.00%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                          | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     23000 | PA      | $20651.16     | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                          | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48637.68     | 0.02%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                          | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42607.56     | 0.02%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                 | CI Financial Corp                                                               | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $22557.12     | 0.01%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                   | Cigna Group/The                                                                 | CUSIP: 125523CS7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57616.26     | 0.02%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                   | Cigna Group/The                                                                 | CUSIP: 125523CU2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20720.48     | 0.01%             | 2031-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                   | Cigna Group/The                                                                 | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20705.79     | 0.01%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                   | Cigna Group/The                                                                 | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25451.72     | 0.01%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                   | Cigna Group/The                                                                 | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25635.73     | 0.01%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                     | CME Group Inc                                                                   | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4575.80      | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                   | CMS Energy Corp                                                                 | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25823.19     | 0.01%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                | CNA Financial Corp                                                              | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10401.57     | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                | CNA Financial Corp                                                              | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15148.90     | 0.01%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                | CNA Financial Corp                                                              | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10109.53     | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| XPO CNW INC                                       | XPO CNW Inc                                                                     | CUSIP: 12612WAB0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5312.17      | 0.00%             | 2034-05-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                           | CNO Financial Group Inc                                                         | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15904.56     | 0.01%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     20000 | PA      | $11431.99     | 0.00%             | 2030-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     40000 | PA      | $14269.57     | 0.01%             | 2030-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     25000 | PA      | $13877.26     | 0.01%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     30000 | PA      | $17009.35     | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      8000 | PA      | $2808.08      | 0.00%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                          | CSX Corp                                                                        | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39477.79     | 0.01%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                          | CSX Corp                                                                        | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10262.48     | 0.00%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                | CNX Resources Corp                                                              | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9347.87      | 0.00%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                | CNX Resources Corp                                                              | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10439.18     | 0.00%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                          | CQP Holdco LP / BIP-V Chinook Holdco LLC                                        | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24845.18     | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                          | CQP Holdco LP / BIP-V Chinook Holdco LLC                                        | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10845.97     | 0.00%             | 2033-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                   | CSL Finance PLC                                                                 | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $29639.99     | 0.01%             | 2032-04-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                 | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13181.96     | 0.00%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                 | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     36000 | PA      | $31682.48     | 0.01%             | 2031-09-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                 | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46502.15     | 0.02%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                 | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36252.88     | 0.01%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                 | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46541.77     | 0.02%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                 | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31526.37     | 0.01%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                 | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31601.59     | 0.01%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                 | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15504.20     | 0.01%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                 | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51574.73     | 0.02%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                     | Cable One Inc                                                                   | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7958.67      | 0.00%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| COTERRA ENERGY INC                                | Coterra Energy Inc                                                              | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10353.39     | 0.00%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                | Coterra Energy Inc                                                              | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20413.57     | 0.01%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                            | CACI International Inc                                                          | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10425.93     | 0.00%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                            | Cadence Design Systems Inc                                                      | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15080.55     | 0.01%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                             | Caesars Entertainment Inc                                                       | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35622.49     | 0.01%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                             | Caesars Entertainment Inc                                                       | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19086.28     | 0.01%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| CAISSE D'AMORT DETTE SOC                          | Caisse d'Amortissement de la Dette Sociale                                      | CUSIP: 12802D2H8<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     30000 | PA      | $26923.74     | 0.01%             | 2032-01-26      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                    | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     10000 | PA      | $10724.42     | 0.00%             | 2035-06-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                    | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      5000 | PA      | $5182.76      | 0.00%             | 2036-07-03      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                          | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                 | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     10000 | PA      | $9991.28      | 0.00%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                          | California Resources Corp                                                       | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4990.53      | 0.00%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| State of California                               | CALIFORNIA ST                                                                   | CUSIP: 13063D3R7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16637.96     | 0.01%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State of California                               | CALIFORNIA ST                                                                   | CUSIP: 13063D7E2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     50000 | PA      | $54601.12     | 0.02%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| State of California                               | CALIFORNIA ST                                                                   | CUSIP: 13063DRE0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     50000 | PA      | $47809.77     | 0.02%             | 2029-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                    | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16053.18     | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                    | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16400.33     | 0.01%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                             | Camden Property Trust                                                           | CUSIP: 133131BB7<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |     10000 | PA      | $10191.25     | 0.00%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                   | Cameron LNG LLC                                                                 | CUSIP: 133434AA8<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23024.81     | 0.01%             | 2031-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                             | Campbell's Company/The                                                          | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25727.47     | 0.01%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                             | Campbell's Company/The                                                          | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14671.41     | 0.01%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                            | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     16000 | PA      | $15288.23     | 0.01%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                            | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $27331.89     | 0.01%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                             | Canadian National Railway Co                                                    | CUSIP: 136375BL5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $16747.43     | 0.01%             | 2034-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                             | Canadian National Railway Co                                                    | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $14564.34     | 0.01%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                             | Canadian National Railway Co                                                    | CUSIP: 136375DH2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5473.39      | 0.00%             | 2033-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                             | Canadian National Railway Co                                                    | CUSIP: 136375DR0<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $14816.14     | 0.01%             | 2034-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                           | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AC5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5651.04      | 0.00%             | 2032-01-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                           | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5239.21      | 0.00%             | 2035-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                           | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25634.66     | 0.01%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                          | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAD6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $11411.52     | 0.00%             | 2031-10-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                          | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $40426.91     | 0.01%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                          | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15534.60     | 0.01%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                      | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39305.45     | 0.01%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                      | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26853.59     | 0.01%             | 2032-11-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                      | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20511.54     | 0.01%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                      | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21047.67     | 0.01%             | 2034-02-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                      | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32624.10     | 0.01%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                      | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26665.11     | 0.01%             | 2035-02-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                      | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26407.38     | 0.01%             | 2035-07-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                      | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36723.42     | 0.01%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                      | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49922.05     | 0.02%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                          | Capital Power US Holdings Inc                                                   | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10507.56     | 0.00%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                              | Capstone Copper Corp                                                            | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10384.68     | 0.00%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                               | Cardinal Health Inc                                                             | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25882.04     | 0.01%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                       | Cargill Inc                                                                     | CUSIP: 141781BQ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30996.54     | 0.01%             | 2031-02-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                       | Cargill Inc                                                                     | CUSIP: 141781BS2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8892.78      | 0.00%             | 2031-11-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                       | Cargill Inc                                                                     | CUSIP: 141781BW3<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24545.70     | 0.01%             | 2032-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                       | Cargill Inc                                                                     | CUSIP: 141781BZ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31180.33     | 0.01%             | 2032-10-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                       | Cargill Inc                                                                     | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10404.79     | 0.00%             | 2035-02-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                  | Carlisle Cos Inc                                                                | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4363.82      | 0.00%             | 2032-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                  | Carlisle Cos Inc                                                                | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20443.06     | 0.01%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CARLYLE GROUP INC/THE                             | Carlyle Group Inc/The                                                           | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24678.35     | 0.01%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                   | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     35000 | PA      | $36019.01     | 0.01%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                   | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     20000 | PA      | $20604.10     | 0.01%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                   | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     60000 | PA      | $61519.47     | 0.02%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                              | Carpenter Technology Corp                                                       | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15250.36     | 0.01%             | 2034-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                               | Carrier Global Corp                                                             | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32413.37     | 0.01%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                               | Carrier Global Corp                                                             | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10797.88     | 0.00%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                        | Carvana Co                                                                      | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     55868 | PA      | $62971.62     | 0.02%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                        | Carvana Co                                                                      | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     27570 | PA      | $28821.28     | 0.01%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                   | Caterpillar Inc                                                                 | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36632.26     | 0.01%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                          | Celanese US Holdings LLC                                                        | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25511.08     | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                          | Celanese US Holdings LLC                                                        | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36274.03     | 0.01%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                          | Celanese US Holdings LLC                                                        | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20896.99     | 0.01%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                          | Celanese US Holdings LLC                                                        | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14940.32     | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CENTENE CORP                                      | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     61000 | PA      | $52602.05     | 0.02%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                      | Centene Corp                                                                    | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     63000 | PA      | $54010.49     | 0.02%             | 2031-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                | Cenovus Energy Inc                                                              | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $17817.27     | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                            | CenterPoint Energy Inc                                                          | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10670.57     | 0.00%             | 2055-02-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                            | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19866.95     | 0.01%             | 2032-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                            | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15570.82     | 0.01%             | 2034-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                          | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAD0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11409.70     | 0.00%             | 2033-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                          | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9993.22      | 0.00%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                          | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20486.74     | 0.01%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                          | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10341.17     | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                          | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25331.93     | 0.01%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                           | Central Garden & Pet Co                                                         | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9586.80      | 0.00%             | 2030-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| CENTRAL GARDEN & PET CO                           | Central Garden & Pet Co                                                         | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4723.36      | 0.00%             | 2031-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                          | Century Aluminum Co                                                             | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15279.38     | 0.01%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                               | Century Communities Inc                                                         | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10143.79     | 0.00%             | 2033-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                | Cerdia Finanz GmbH                                                              | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |     15000 | PA      | $15479.61     | 0.01%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                            | Champ Acquisition Corp                                                          | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10642.60     | 0.00%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                          | Charles River Laboratories International Inc                                    | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9467.27      | 0.00%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                              | Chart Industries Inc                                                            | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7471.02      | 0.00%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41352.69     | 0.02%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $25768.89     | 0.01%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14133.33     | 0.01%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26453.47     | 0.01%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26371.30     | 0.01%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| RRD PARENT INC                                    | RRD Parent Inc                                                                  | CUSIP: 16208CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7860 | PA      | $13946.24     | 0.01%             | 2031-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                       | Chemours Co/The                                                                 | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9729.00      | 0.00%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| CHENIERE ENERGY PARTNERS                          | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34977.70     | 0.01%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                          | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18396.85     | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                          | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     47000 | PA      | $49951.88     | 0.02%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                          | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31390.14     | 0.01%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                          | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25705.54     | 0.01%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                               | Cheniere Energy Inc                                                             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31272.34     | 0.01%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                | Expand Energy Corp                                                              | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15588.78     | 0.01%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                   | Chevron USA Inc                                                                 | CUSIP: 166756BE5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30967.02     | 0.01%             | 2032-04-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                   | Chevron USA Inc                                                                 | CUSIP: 166756BF2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10297.81     | 0.00%             | 2035-04-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                   | Chevron USA Inc                                                                 | CUSIP: 166756BL9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25376.19     | 0.01%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Chile Government International Bonds              | Chile Government International Bonds                                            | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $184653.52    | 0.07%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                            | Choice Hotels International Inc                                                 | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14191.44     | 0.01%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                            | Choice Hotels International Inc                                                 | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15412.81     | 0.01%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                            | Chubb INA Holdings LLC                                                          | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56575.19     | 0.02%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                            | Chubb INA Holdings LLC                                                          | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30356.34     | 0.01%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                            | Church & Dwight Co Inc                                                          | CUSIP: 17136MAA0<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13385.62     | 0.00%             | 2031-12-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                            | Church & Dwight Co Inc                                                          | CUSIP: 17136MAC6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26686.59     | 0.01%             | 2032-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                               | Churchill Downs Inc                                                             | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10320.99     | 0.00%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIMPRESS PLC                                      | Cimpress PLC                                                                    | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |     10000 | PA      | $10221.55     | 0.00%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CIMIC FINANCE USA PTY LT                          | CIMIC Finance USA Pty Ltd                                                       | CUSIP: 171873AB8<br>LEI: 213800GNWSV32LXHCZ50 | Long             | DBT              | CORP              | AU        |     10000 | PA      | $10971.00     | 0.00%             | 2034-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CINCINNATI FINL CORP                              | Cincinnati Financial Corp                                                       | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10816.93     | 0.00%             | 2034-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                  | Cinemark USA Inc                                                                | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10435.54     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                 | Cisco Systems Inc                                                               | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93384.27     | 0.03%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                 | Cisco Systems Inc                                                               | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25951.62     | 0.01%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                 | Cisco Systems Inc                                                               | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25937.81     | 0.01%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                        | Citadel LP                                                                      | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10554.37     | 0.00%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33390.74     | 0.01%             | 2032-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    110000 | PA      | $100187.40    | 0.04%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44890.63     | 0.02%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86132.20     | 0.03%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45827.99     | 0.02%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     60000 | PA      | $65743.03     | 0.02%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47024.43     | 0.02%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67828.19     | 0.02%             | 2035-06-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57989.63     | 0.02%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71459.73     | 0.03%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                       | Citibank NA                                                                     | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53259.03     | 0.02%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55203.38     | 0.02%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74846.17     | 0.03%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10103.17     | 0.00%             | 2039-09-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67118.42     | 0.02%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                          | Citizens Financial Group Inc                                                    | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20356.50     | 0.01%             | 2037-05-21      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                          | Citizens Financial Group Inc                                                    | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16518.86     | 0.01%             | 2035-04-25      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                          | Citizens Financial Group Inc                                                    | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5247.83      | 0.00%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                             | Civitas Resources Inc                                                           | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26054.11     | 0.01%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                             | Civitas Resources Inc                                                           | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20948.87     | 0.01%             | 2030-11-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                             | Civitas Resources Inc                                                           | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16201.82     | 0.01%             | 2033-06-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                          | Clarios Global LP / Clarios US Finance Co                                       | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     15000 | PA      | $15441.35     | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                 | Clean Harbors Inc                                                               | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10286.62     | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                 | Clean Harbors Inc                                                               | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10230.01     | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                          | Clear Channel Outdoor Holdings Inc                                              | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10413.29     | 0.00%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                          | Clear Channel Outdoor Holdings Inc                                              | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10542.89     | 0.00%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                            | Clearway Energy Operating LLC                                                   | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18628.14     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                            | Clearway Energy Operating LLC                                                   | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4570.51      | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4740.09      | 0.00%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25643.97     | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15487.66     | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26219.83     | 0.01%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs Inc                                                            | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15583.23     | 0.01%             | 2034-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                    | Clorox Co/The                                                                   | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25300.11     | 0.01%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                            | Cloud Software Group Inc                                                        | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31686.84     | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                            | Cloud Software Group Inc                                                        | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15012.09     | 0.01%             | 2033-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                            | Clydesdale Acquisition Holdings Inc                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25253.04     | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                  | Coca-Cola Co/The                                                                | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35133.51     | 0.01%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                  | Coca-Cola Co/The                                                                | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40846.79     | 0.01%             | 2032-01-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                  | Coca-Cola Co/The                                                                | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10494.56     | 0.00%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                  | Coca-Cola Co/The                                                                | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25687.43     | 0.01%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                            | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AK4<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |      5000 | PA      | $5076.28      | 0.00%             | 2035-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                            | Cogent Communications Group LLC / Cogent Finance Inc                            | CUSIP: 19240WAB5<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22771.08     | 0.01%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| COINBASE GLOBAL INC                               | Coinbase Global Inc                                                             | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13342.15     | 0.00%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                              | Colgate-Palmolive Co                                                            | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9479.19      | 0.00%             | 2032-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                              | Colgate-Palmolive Co                                                            | CUSIP: 194162AS2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4109.12      | 0.00%             | 2033-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds           | Colombia Government International Bonds                                         | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $169530.44    | 0.06%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                          | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5181.78      | 0.00%             | 2034-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                           | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $37591.24     | 0.01%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                           | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10264.80     | 0.00%             | 2035-02-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                    | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68594.78     | 0.02%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                    | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33599.47     | 0.01%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                    | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4456.39      | 0.00%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                    | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31795.32     | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                    | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50241.30     | 0.02%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                    | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35432.71     | 0.01%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                    | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25840.06     | 0.01%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                    | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41246.50     | 0.01%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                              | Commercial Metals Co                                                            | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4731.48      | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                              | Commercial Metals Co                                                            | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2872.61      | 0.00%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                              | Commercial Metals Co                                                            | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10222.63     | 0.00%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                              | Commercial Metals Co                                                            | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10180.91     | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                               | CommonSpirit Health                                                             | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5194.67      | 0.00%             | 2031-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                               | CommonSpirit Health                                                             | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15442.61     | 0.01%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                            | Commonwealth Bank of Australia                                                  | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     10000 | PA      | $9124.38      | 0.00%             | 2031-03-11      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                            | Commonwealth Bank of Australia                                                  | CUSIP: 202712BV6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     15000 | PA      | $15891.61     | 0.01%             | 2034-03-13      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                            | Commonwealth Bank of Australia                                                  | CUSIP: 2027A0KF5<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $17799.16     | 0.01%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                     | CommScope LLC                                                                   | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15210.94     | 0.01%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                          | Compass Group Diversified Holdings LLC                                          | CUSIP: 20451RAC6<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |      5146 | PA      | $4593.14      | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CONAGRA BRANDS INC                                | Conagra Brands Inc                                                              | CUSIP: 205887CL4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10291.74     | 0.00%             | 2035-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE                          | Concentra Health Services Inc                                                   | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10499.54     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                            | Connect Holding II LLC                                                          | CUSIP: 20753PAD3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38067.04     | 0.01%             | 2031-04-03      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                           | Connecticut Light and Power Co/The                                              | CUSIP: 207597EN1<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17834.14     | 0.01%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                           | Connecticut Light and Power Co/The                                              | CUSIP: 207597ES0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10163.46     | 0.00%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                            | ConocoPhillips Co                                                               | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51837.27     | 0.02%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                            | ConocoPhillips Co                                                               | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25573.01     | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                           | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GA5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     36000 | PA      | $32952.64     | 0.01%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                           | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GE7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15708.68     | 0.01%             | 2033-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                           | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GM9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15425.91     | 0.01%             | 2035-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                           | Consolidated Energy Finance SA                                                  | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |     10000 | PA      | $6836.48      | 0.00%             | 2031-02-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                          | Constellation Brands Inc                                                        | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13303.15     | 0.00%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                          | Constellation Brands Inc                                                        | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25187.14     | 0.01%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE                            | Constellation Software Inc/Canada                                               | CUSIP: 21037XAD2<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10161.87     | 0.00%             | 2034-02-16      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                          | Constellation Energy Generation LLC                                             | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27223.01     | 0.01%             | 2034-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                    | Constellium SE                                                                  | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |      5000 | PA      | $5141.24      | 0.00%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                               | Consumers Energy Co                                                             | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28636.73     | 0.01%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                               | Consumers Energy Co                                                             | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20157.79     | 0.01%             | 2033-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                               | Consumers Energy Co                                                             | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10135.45     | 0.00%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                               | Consumers Energy Co                                                             | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15377.11     | 0.01%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                                    | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36074.08     | 0.01%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                                    | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8740.88      | 0.00%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                          | Corebridge Financial Inc                                                        | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33296.50     | 0.01%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                          | Corebridge Financial Inc                                                        | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10649.73     | 0.00%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                          | Corebridge Financial Inc                                                        | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52212.33     | 0.02%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                     | CoreWeave Inc                                                                   | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22610.17     | 0.01%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                      | CUSIP: 21H0206C4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    550000 | PA      | $457803.71    | 0.17%             | 2055-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                      | CUSIP: 21H0226C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    400000 | PA      | $347077.31    | 0.13%             | 2055-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                      | CUSIP: 21H0306C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    575000 | PA      | $518694.61    | 0.19%             | 2055-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                      | CUSIP: 21H0326C9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1244000 | PA      | $1140252.34   | 0.41%             | 2055-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                      | CUSIP: 21H0406C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1425000 | PA      | $1350895.07   | 0.49%             | 2055-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                      | CUSIP: 21H0426C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $977910.15    | 0.35%             | 2055-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                      | CUSIP: 21H0506C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    300000 | PA      | $299639.25    | 0.11%             | 2055-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                      | CUSIP: 21H0526C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1378000 | PA      | $1391611.40   | 0.51%             | 2055-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                      | CUSIP: 21H0606C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    750000 | PA      | $764400.19    | 0.28%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                      | CUSIP: 21H0626C6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1025000 | PA      | $1056589.74   | 0.38%             | 2054-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                              | COPT Defense Properties LP                                                      | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |     10000 | PA      | $8563.96      | 0.00%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                             | Costco Wholesale Corp                                                           | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17396.49     | 0.01%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                          | Cougar JV Subsidiary LLC                                                        | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10689.36     | 0.00%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                             | Cousins Properties LP                                                           | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |     10000 | PA      | $10450.30     | 0.00%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                            | Cox Communications Inc                                                          | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14001.46     | 0.01%             | 2035-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                            | Cox Communications Inc                                                          | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25220.07     | 0.01%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                              | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     10000 | PA      | $10641.55     | 0.00%             | 2035-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                              | CUSIP: 22534PAK9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      5000 | PA      | $5266.81      | 0.00%             | 2034-03-11      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                              | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     20000 | PA      | $21236.52     | 0.01%             | 2036-01-09      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                    | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     10000 | PA      | $11095.41     | 0.00%             | 2033-08-12      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE USA LLC                             | Credit Suisse USA LLC                                                           | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |     25000 | PA      | $28747.38     | 0.01%             | 2032-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10407.83     | 0.00%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                         | Crocs Inc                                                                       | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7387.95      | 0.00%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                | CrossCountry Intermediate HoldCo LLC                                            | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25288.44     | 0.01%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                | Crown Americas LLC                                                              | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15361.90     | 0.01%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle Inc                                                                | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     30000 | PA      | $26856.27     | 0.01%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle Inc                                                                | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     30000 | PA      | $26846.06     | 0.01%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle Inc                                                                | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |      5000 | PA      | $5065.45      | 0.00%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle Inc                                                                | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     40000 | PA      | $42103.96     | 0.02%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                      | CubeSmart LP                                                                    | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |     15000 | PA      | $13290.61     | 0.00%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                       | Cummins Inc                                                                     | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26010.62     | 0.01%             | 2034-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                       | Cummins Inc                                                                     | CUSIP: 231021AZ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25621.67     | 0.01%             | 2031-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                       | Cummins Inc                                                                     | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20870.25     | 0.01%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                            | Cushman & Wakefield US Borrower LLC                                             | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10716.75     | 0.00%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                           | DCP Midstream Operating LP                                                      | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7364.33      | 0.00%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                   | DR Horton Inc                                                                   | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20376.68     | 0.01%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                     | DTE Energy Co                                                                   | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37484.18     | 0.01%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                   | DTE Electric Co                                                                 | CUSIP: 23338VAQ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13933.00     | 0.01%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                   | DTE Electric Co                                                                 | CUSIP: 23338VAS5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26141.02     | 0.01%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                   | DTE Electric Co                                                                 | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20722.37     | 0.01%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                  | DT Midstream Inc                                                                | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $16628.44     | 0.01%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                  | DT Midstream Inc                                                                | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9645.73      | 0.00%             | 2032-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                  | DT Midstream Inc                                                                | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10429.64     | 0.00%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                              | Mercedes-Benz Finance North America LLC                                         | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     25000 | PA      | $29784.23     | 0.01%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                            | Daimler Truck Finance North America LLC                                         | CUSIP: 233853BF6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10390.78     | 0.00%             | 2035-01-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DANA INC                                          | Dana Inc                                                                        | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4926.07      | 0.00%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DANA INC                                          | Dana Inc                                                                        | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9813.81      | 0.00%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| DARDEN RESTAURANTS INC                            | Darden Restaurants Inc                                                          | CUSIP: 237194AN5<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10882.31     | 0.00%             | 2033-10-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DAVINCIRE HOLDINGS LTD                            | DaVinciRe Holdings Ltd                                                          | CUSIP: 23879AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     20000 | PA      | $20626.34     | 0.01%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                        | DaVita Inc                                                                      | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24120.22     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                        | DaVita Inc                                                                      | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20825.94     | 0.01%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                        | DaVita Inc                                                                      | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20822.44     | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                   | Deere & Co                                                                      | CUSIP: 244199BA2<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22744.79     | 0.01%             | 2031-03-03      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                   | Deere & Co                                                                      | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26562.66     | 0.01%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                           | John Deere Capital Corp                                                         | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22083.69     | 0.01%             | 2031-01-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                           | John Deere Capital Corp                                                         | CUSIP: 24422EVS5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26917.78     | 0.01%             | 2031-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                           | John Deere Capital Corp                                                         | CUSIP: 24422EWH8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29516.17     | 0.01%             | 2032-06-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                           | John Deere Capital Corp                                                         | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25193.21     | 0.01%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                           | John Deere Capital Corp                                                         | CUSIP: 24422EXE4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31529.68     | 0.01%             | 2033-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                           | John Deere Capital Corp                                                         | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31262.68     | 0.01%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                           | John Deere Capital Corp                                                         | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30371.71     | 0.01%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                            | Delek Logistics Partners LP / Delek Logistics Finance Corp                      | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10254.86     | 0.00%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBL4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21161.47     | 0.01%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBN0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20648.66     | 0.01%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBQ3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24769.19     | 0.01%             | 2035-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24984.76     | 0.01%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBT7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30073.50     | 0.01%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24984.67     | 0.01%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36183.20     | 0.01%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25942.46     | 0.01%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     10000 | PA      | $9478.50      | 0.00%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                          | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PAD5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     25000 | PA      | $31323.51     | 0.01%             | 2032-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     25000 | PA      | $23331.96     | 0.01%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                          | Devon Energy Corp                                                               | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11642.70     | 0.00%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                          | Devon Energy Corp                                                               | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25099.77     | 0.01%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| DIAMONDBACK ENERGY INC                            | Diamondback Energy Inc                                                          | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23380.88     | 0.01%             | 2031-03-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                            | Diamondback Energy Inc                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21652.75     | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                            | Diamondback Energy Inc                                                          | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30839.57     | 0.01%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                            | Diamondback Energy Inc                                                          | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25853.27     | 0.01%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                             | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18411.23     | 0.01%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                             | Directv Financing LLC / Directv Financing Co-Obligor Inc                        | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39759.82     | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                           | Walt Disney Co/The                                                              | CUSIP: 254687DV5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22802.29     | 0.01%             | 2033-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                           | Walt Disney Co/The                                                              | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16981.15     | 0.01%             | 2034-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                           | Walt Disney Co/The                                                              | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70299.70     | 0.03%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                          | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PBW5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     45000 | PA      | $51601.50     | 0.02%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                      | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16622.08     | 0.01%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                      | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $29594.28     | 0.01%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                          | Diversified Healthcare Trust                                                    | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              |  | US        |     10000 | PA      | $8816.83      | 0.00%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DOCTORS CO INTERINSURANC                          | Doctors Co An Interinsurance Exchange/The                                       | CUSIP: 256141AB8<br>LEI: MKYKR1GWDRIJRLI1S211 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9070.62      | 0.00%             | 2032-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                               | Dollar General Corp                                                             | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5069.34      | 0.00%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                               | Dollar General Corp                                                             | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41525.22     | 0.02%             | 2033-07-05      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| DOMINION ENERGY SOUTH                             | Dominion Energy South Carolina Inc                                              | CUSIP: 25731VAC8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10429.91     | 0.00%             | 2035-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                                             | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10317.82     | 0.00%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                                             | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16369.79     | 0.01%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                                             | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20695.68     | 0.01%             | 2055-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                                             | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20654.95     | 0.01%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DOTDASH MEREDITH INC                              | Dotdash Meredith Inc                                                            | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22618.05     | 0.01%             | 2032-06-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                               | Dow Chemical Co/The                                                             | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18450.42     | 0.01%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                               | Dow Chemical Co/The                                                             | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26741.04     | 0.01%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                               | Dow Chemical Co/The                                                             | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25009.53     | 0.01%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                               | Dow Chemical Co/The                                                             | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4988.17      | 0.00%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DRESDNER FNDG TRUST I                             | Dresdner Funding Trust I                                                        | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22054.41     | 0.01%             | 2031-06-30      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                          | EIDP Inc                                                                        | CUSIP: 263534CR8<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20105.09     | 0.01%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp                                                                | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36470.41     | 0.01%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp                                                                | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20019.58     | 0.01%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp                                                                | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21322.58     | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp                                                                | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26210.65     | 0.01%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp                                                                | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31482.20     | 0.01%             | 2054-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp                                                                | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25021.94     | 0.01%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                             | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15525.91     | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                             | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBM5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10177.57     | 0.00%             | 2034-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                             | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15621.18     | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                              | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10432.68     | 0.00%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                          | Duke Energy Progress LLC                                                        | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28476.85     | 0.01%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                          | Duke Energy Progress LLC                                                        | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20948.59     | 0.01%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                          | Duke Energy Progress LLC                                                        | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15367.82     | 0.01%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                           | Duke Energy Florida LLC                                                         | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13565.95     | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS                           | Duquesne Light Holdings Inc                                                     | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8918.84      | 0.00%             | 2032-01-07      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                          | Electricite de France SA                                                        | CUSIP: 268317AP9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     25000 | PA      | $24800.89     | 0.01%             | 2035-10-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                          | EMRLD Borrower LP / Emerald Co-Issuer Inc                                       | CUSIP: 26873CAB8<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10474.95     | 0.00%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                 | EOG Resources Inc                                                               | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28092.38     | 0.01%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                 | EOG Resources Inc                                                               | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25667.32     | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                  | ERP Operating LP                                                                | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     25000 | PA      | $24930.77     | 0.01%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                                        | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9428.48      | 0.00%             | 2031-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                                        | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21059.58     | 0.01%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                                        | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20133.59     | 0.01%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                              | ERAC USA Finance LLC                                                            | CUSIP: 26884TAW2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35640.23     | 0.01%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                              | ERAC USA Finance LLC                                                            | CUSIP: 26884TAZ5<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10341.29     | 0.00%             | 2034-10-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                    | EPR Properties                                                                  | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |     10000 | PA      | $9302.29      | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS                                   | Eagle Materials Inc                                                             | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9089.58      | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                          | Permian Resources Operating LLC                                                 | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6467.25      | 0.00%             | 2031-07-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15872.73     | 0.01%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                               | Eastman Chemical Co                                                             | CUSIP: 277432AX8<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10501.95     | 0.00%             | 2033-03-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                               | Eastman Chemical Co                                                             | CUSIP: 277432AY6<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20680.65     | 0.01%             | 2034-02-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                        | Eaton Corp                                                                      | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49498.72     | 0.02%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                          | eBay Inc                                                                        | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18319.75     | 0.01%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                          | eBay Inc                                                                        | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10990.94     | 0.00%             | 2032-11-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                     | EchoStar Corp                                                                   | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     46670 | PA      | $48476.22     | 0.02%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                        | Ecolab Inc                                                                      | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22125.40     | 0.01%             | 2032-02-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                        | Ecolab Inc                                                                      | CUSIP: 278865BS8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25689.32     | 0.01%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                                    | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     40000 | PA      | $35694.21     | 0.01%             | 2031-11-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                                    | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     70000 | PA      | $74843.92     | 0.03%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                                    | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     50000 | PA      | $51269.24     | 0.02%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                              | Edison International                                                            | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5008.67      | 0.00%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| EFESTO BIDCO SPA/US LLC                           | Efesto Bidco SpA Efesto US LLC                                                  | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |     15000 | PA      | $15282.24     | 0.01%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EL PASO ELECTRIC CO                               | El Paso Electric Co                                                             | CUSIP: 283677AW2<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10493.67     | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                 | Kinder Morgan Inc                                                               | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11640.99     | 0.00%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| EL PASO NATURAL GAS                               | El Paso Natural Gas Co LLC                                                      | CUSIP: 283695BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9300.70      | 0.00%             | 2032-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                          | Electricite de France SA                                                        | CUSIP: 28504DAF0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     20000 | PA      | $21038.73     | 0.01%             | 2035-01-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                             | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20156.71     | 0.01%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                          | Embraer Netherlands Finance BV                                                  | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     10000 | PA      | $10612.56     | 0.00%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                               | Emerson Electric Co                                                             | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35770.89     | 0.01%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                               | Emerson Electric Co                                                             | CUSIP: 291011BT0<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20711.84     | 0.01%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                          | EMRLD Borrower LP / Emerald Co-Issuer Inc                                       | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51825.18     | 0.02%             | 2030-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| EMPOWER FINANCE 2020 LP                           | Empower Finance 2020 LP                                                         | CUSIP: 29248HAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13425.60     | 0.00%             | 2031-03-17      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                       | Ovintiv Inc                                                                     | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5363.39      | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                                    | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $21485.71     | 0.01%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                                    | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $58261.37     | 0.02%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                                    | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20991.60     | 0.01%             | 2034-04-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                                    | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10708.07     | 0.00%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                                    | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $26002.43     | 0.01%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                             | Encompass Health Corp                                                           | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9863.10      | 0.00%             | 2031-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                            | Energizer Holdings Inc                                                          | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23654.95     | 0.01%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34352.61     | 0.01%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52744.88     | 0.02%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33072.82     | 0.01%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25807.50     | 0.01%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20718.75     | 0.01%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25999.79     | 0.01%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9866.88      | 0.00%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                           | EnerSys                                                                         | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5192.90      | 0.00%             | 2032-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                              | Enel Finance International NV                                                   | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     10000 | PA      | $11551.93     | 0.00%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                              | Enel Finance International NV                                                   | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     15000 | PA      | $15667.70     | 0.01%             | 2034-06-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                           | EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA                 | CUSIP: 29280LAA1<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |      5000 | PA      | $4639.73      | 0.00%             | 2030-12-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS                             | Endo Finance Holdings Inc                                                       | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20821.95     | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENPRO INC                                         | Enpro Inc                                                                       | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5161.64      | 0.00%             | 2033-06-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                  | Enstar Group Ltd                                                                | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     15000 | PA      | $13524.36     | 0.00%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                             | Entergy Louisiana LLC                                                           | CUSIP: 29364WAX6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14107.37     | 0.01%             | 2031-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                             | Entergy Louisiana LLC                                                           | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38706.94     | 0.01%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                             | Entergy Louisiana LLC                                                           | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13250.52     | 0.00%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                             | Entergy Louisiana LLC                                                           | CUSIP: 29364WBM9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10437.75     | 0.00%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                             | Entergy Louisiana LLC                                                           | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25723.85     | 0.01%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                 | Entergy Texas Inc                                                               | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4419.40      | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                 | Entergy Texas Inc                                                               | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25796.31     | 0.01%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                              | Entergy Arkansas LLC                                                            | CUSIP: 29366MAD0<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41476.74     | 0.02%             | 2033-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                               | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31548.40     | 0.01%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                               | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20364.62     | 0.01%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                               | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25436.93     | 0.01%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                               | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50739.11     | 0.02%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                          | Equinix Europe 2 Financing Corp LLC                                             | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |     20000 | PA      | $20820.66     | 0.01%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                       | Equifax Inc                                                                     | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26733.92     | 0.01%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                       | Equinix Inc                                                                     | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     45000 | PA      | $43381.58     | 0.02%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                       | Equinor ASA                                                                     | CUSIP: 29446MAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     15000 | PA      | $15558.75     | 0.01%             | 2035-06-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                       | Equinor ASA                                                                     | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     25000 | PA      | $25168.35     | 0.01%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                            | EquipmentShare.com Inc                                                          | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10298.37     | 0.00%             | 2032-05-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                            | EquipmentShare.com Inc                                                          | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10204.10     | 0.00%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                            | Equitable Holdings Inc                                                          | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26183.78     | 0.01%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                            | Equitable Holdings Inc                                                          | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5208.57      | 0.00%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                           | Essential Utilities Inc                                                         | CUSIP: 29670GAF9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9028.91      | 0.00%             | 2031-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                           | Essential Utilities Inc                                                         | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25967.54     | 0.01%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                | Essex Portfolio LP                                                              | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     15000 | PA      | $13437.95     | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                | Essex Portfolio LP                                                              | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     10000 | PA      | $10436.89     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                | Essex Portfolio LP                                                              | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     10000 | PA      | $10391.33     | 0.00%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                               | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAT7<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15117.82     | 0.01%             | 2033-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                               | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAV2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51081.01     | 0.02%             | 2034-02-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                           | European Bank for Reconstruction & Development                                  | CUSIP: 29874QFB5<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |     50000 | PA      | $50959.71     | 0.02%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                          | European Investment Bank                                                        | CUSIP: 298785JL1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     25000 | PA      | $22146.25     | 0.01%             | 2031-02-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                          | European Investment Bank                                                        | CUSIP: 298785JV9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     92000 | PA      | $91423.71     | 0.03%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                          | European Investment Bank                                                        | CUSIP: 298785KA3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    185000 | PA      | $187378.79    | 0.07%             | 2034-02-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                          | European Investment Bank                                                        | CUSIP: 298785KE5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     30000 | PA      | $31015.48     | 0.01%             | 2031-10-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                          | European Investment Bank                                                        | CUSIP: 298785KH8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     75000 | PA      | $78467.21     | 0.03%             | 2035-02-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                          | European Investment Bank                                                        | CUSIP: 298785KL9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     35000 | PA      | $35847.82     | 0.01%             | 2032-08-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                             | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAC5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5398.54      | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                             | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10260.93     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                      | Evergy Metro Inc                                                                | CUSIP: 30037DAD7<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10501.31     | 0.00%             | 2034-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC                          | Evergy Missouri West Inc                                                        | CUSIP: 30037EAB9<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20860.61     | 0.01%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                 | Eversource Energy                                                               | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25395.33     | 0.01%             | 2033-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                 | Eversource Energy                                                               | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30964.52     | 0.01%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                 | Eversource Energy                                                               | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10622.54     | 0.00%             | 2034-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                 | Eversource Energy                                                               | CUSIP: 30040WBA5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26434.99     | 0.01%             | 2031-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                       | Exelon Corp                                                                     | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15797.00     | 0.01%             | 2035-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                       | Exelon Corp                                                                     | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10001.50     | 0.00%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                       | Exelon Corp                                                                     | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28132.75     | 0.01%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                       | Exelon Corp                                                                     | CUSIP: 30161NBK6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10431.74     | 0.00%             | 2033-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                       | Exelon Corp                                                                     | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52304.94     | 0.02%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                          | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10152.66     | 0.00%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                 | Expedia Group Inc                                                               | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25117.88     | 0.01%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                 | Expedia Group Inc                                                               | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25818.85     | 0.01%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                          | Export-Import Bank of Korea                                                     | CUSIP: 302154DW6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $211235.63    | 0.08%             | 2033-01-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                          | Export Development Canada                                                       | CUSIP: 30216BKF8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |     25000 | PA      | $26376.57     | 0.01%             | 2034-06-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                            | Extra Space Storage LP                                                          | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     10000 | PA      | $8744.85      | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                            | Extra Space Storage LP                                                          | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     30000 | PA      | $26667.28     | 0.01%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                            | Extra Space Storage LP                                                          | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     15000 | PA      | $15450.06     | 0.01%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                            | Extra Space Storage LP                                                          | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     10000 | PA      | $10261.35     | 0.00%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                            | Extra Space Storage LP                                                          | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     10000 | PA      | $10294.26     | 0.00%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                          | FMC Corp                                                                        | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13728.88     | 0.00%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| FMC CORP                                          | FMC Corp                                                                        | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11605.75     | 0.00%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                          | Fortescue Treasury Pty Ltd                                                      | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     22000 | PA      | $21216.31     | 0.01%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                          | Fortescue Treasury Pty Ltd                                                      | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     16000 | PA      | $16651.57     | 0.01%             | 2032-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms Inc                                                              | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53690.61     | 0.02%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms Inc                                                              | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31062.82     | 0.01%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms Inc                                                              | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25552.54     | 0.01%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms Inc                                                              | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50883.95     | 0.02%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms Inc                                                              | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25382.57     | 0.01%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms Inc                                                              | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136519.84    | 0.05%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                   | Fair Isaac Corp                                                                 | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41183.59     | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                            | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $14130.49     | 0.01%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                            | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $26141.39     | 0.01%             | 2032-08-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                            | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BX9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20912.93     | 0.01%             | 2035-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3128MFKV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4871 | PA      | $4694.97      | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13916 | PA      | $13099.81     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22074 | PA      | $20779.36     | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2T6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1891 | PA      | $1832.54      | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6908 | PA      | $6502.52      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7045 | PA      | $6828.24      | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJVB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13608 | PA      | $12915.33     | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJW71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8517 | PA      | $8308.28      | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJX39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89970 | PA      | $81937.90     | 0.03%             | 2046-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41030 | PA      | $37366.43     | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120929 | PA      | $110132.11    | 0.04%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23602 | PA      | $21494.57     | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77831 | PA      | $70882.38     | 0.03%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4476 | PA      | $4401.23      | 0.00%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8FX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37100 | PA      | $36047.74     | 0.01%             | 2038-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3131XVS48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23444 | PA      | $22105.58     | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 31329PNA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19956 | PA      | $19854.01     | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 31329PS53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14317 | PA      | $14243.79     | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 31329PZC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3464 | PA      | $3446.50      | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 31329QCR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5755 | PA      | $5561.09      | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 31329QHM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5168 | PA      | $4985.34      | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 31329QYG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59735 | PA      | $56233.08     | 0.02%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132A5H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    198333 | PA      | $186477.69    | 0.07%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132A5HX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32455 | PA      | $29479.79     | 0.01%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132A8TN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9183 | PA      | $9047.10      | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132ADPE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17401 | PA      | $17312.26     | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132AEB39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58346 | PA      | $58059.37     | 0.02%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132CW2V5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     91588 | PA      | $84922.81     | 0.03%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132CWC85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1752 | PA      | $1736.62      | 0.00%             | 2034-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132CWCE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34351 | PA      | $33349.41     | 0.01%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132CWM84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14756 | PA      | $14311.15     | 0.01%             | 2032-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132CWMP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13409 | PA      | $13219.29     | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132CWYW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3285 | PA      | $3254.49      | 0.00%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132CXDN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2815 | PA      | $2789.09      | 0.00%             | 2038-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132D54E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31449 | PA      | $30459.13     | 0.01%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132D57D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3646 | PA      | $3296.66      | 0.00%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132D6AC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93712 | PA      | $86891.76     | 0.03%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132D6AM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38082 | PA      | $36085.87     | 0.01%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132D6AU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73606 | PA      | $68203.72     | 0.02%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132D6BH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5901 | PA      | $5320.76      | 0.00%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132D6BM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9421 | PA      | $8485.58      | 0.00%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132D6HX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34705 | PA      | $34249.81     | 0.01%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132D6NR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19485 | PA      | $18591.96     | 0.01%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132D6NW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20442 | PA      | $19489.34     | 0.01%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132D6NX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34454 | PA      | $32161.55     | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132D6NZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25443 | PA      | $23721.14     | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DMKG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    704589 | PA      | $645293.84    | 0.23%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DMSB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61673 | PA      | $51280.01     | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DMT96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39977 | PA      | $34062.41     | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DMUS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    266907 | PA      | $242442.71    | 0.09%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DN2Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156114 | PA      | $154129.99    | 0.06%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DNFK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93468 | PA      | $87617.33     | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DNHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160622 | PA      | $159798.98    | 0.06%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DNVC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38529 | PA      | $38943.63     | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DP5W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77511 | PA      | $78733.86     | 0.03%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DPFY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41460 | PA      | $42805.14     | 0.02%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DPHW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54063 | PA      | $55560.79     | 0.02%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DPHX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92162 | PA      | $94741.83     | 0.03%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DPN87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    399467 | PA      | $384406.80    | 0.14%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DQ6A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35534 | PA      | $35049.30     | 0.01%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DQ7H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69326 | PA      | $72282.87     | 0.03%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DQF76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65431 | PA      | $67194.14     | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DQGN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41561 | PA      | $42315.45     | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DQNA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42330 | PA      | $43241.49     | 0.02%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DQP91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    177140 | PA      | $179045.22    | 0.06%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DQTR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30335 | PA      | $31347.67     | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DS7A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    204761 | PA      | $206446.44    | 0.07%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DSMT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21904 | PA      | $22779.32     | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DT6A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    122167 | PA      | $123952.65    | 0.04%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DTFF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200058 | PA      | $211111.56    | 0.08%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DTGZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    645412 | PA      | $666590.17    | 0.24%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DTVS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    242830 | PA      | $249814.01    | 0.09%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DUAF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90155 | PA      | $94056.14     | 0.03%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DUEJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90788 | PA      | $92578.92     | 0.03%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DUPV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200411 | PA      | $196890.48    | 0.07%             | 2053-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DV5F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3421 | PA      | $3300.22      | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DV5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134561 | PA      | $125873.81    | 0.05%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DV6E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68671 | PA      | $64210.87     | 0.02%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DV6K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68940 | PA      | $61962.94     | 0.02%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DVLA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54782 | PA      | $47755.71     | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DVLS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69629 | PA      | $57758.17     | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DVME2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    392450 | PA      | $389507.47    | 0.14%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DVMH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    461836 | PA      | $445699.17    | 0.16%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWA60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    373897 | PA      | $321242.46    | 0.12%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    407073 | PA      | $334548.50    | 0.12%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWBY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    522362 | PA      | $428750.31    | 0.16%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    483161 | PA      | $413490.48    | 0.15%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWCQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83294 | PA      | $74546.92     | 0.03%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    351660 | PA      | $288025.70    | 0.10%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWD59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    509666 | PA      | $436130.10    | 0.16%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1209669 | PA      | $990190.82    | 0.36%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1158192 | PA      | $948053.85    | 0.34%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    759505 | PA      | $649980.44    | 0.24%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    223022 | PA      | $226616.78    | 0.08%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    177031 | PA      | $179337.96    | 0.07%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1932428 | PA      | $1929361.30   | 0.70%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132E0AC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    191200 | PA      | $198292.50    | 0.07%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132E0BC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    232461 | PA      | $208934.16    | 0.08%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132E0ZP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35545 | PA      | $36993.12     | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3132HNH51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31567 | PA      | $30175.92     | 0.01%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3132L87K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2753 | PA      | $2591.89      | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3132L8T31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7084 | PA      | $6666.98      | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3132L93U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14306 | PA      | $13505.08     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3132L9KW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14524 | PA      | $14077.63     | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3132L9V69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13368 | PA      | $12571.17     | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3132LA2L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35943 | PA      | $33842.10     | 0.01%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3132LAS94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9810 | PA      | $9541.97      | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3132LAV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7515 | PA      | $7485.12      | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3132LAWV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2685 | PA      | $2597.25      | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3132QVTF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69715 | PA      | $68007.93     | 0.02%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3132VQGS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8562 | PA      | $8064.20      | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3132VQLR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11704 | PA      | $11023.26     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3132WEWJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6133 | PA      | $5585.62      | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3132WKQ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5109 | PA      | $4652.82      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3132WMNJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22628 | PA      | $21300.43     | 0.01%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3132WQAT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3409 | PA      | $3208.81      | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCR98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7092 | PA      | $6937.34      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10016 | PA      | $9761.29      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCSD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17196 | PA      | $17148.09     | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3132XVNB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18936 | PA      | $17363.43     | 0.01%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3132XWPW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11704 | PA      | $11017.93     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3132XXHD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8089 | PA      | $7608.56      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 31334YPK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    105883 | PA      | $96972.41     | 0.04%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 31334YPW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    122612 | PA      | $112293.09    | 0.04%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31335APZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72548 | PA      | $69228.63     | 0.03%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31335AWG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    135170 | PA      | $139006.88    | 0.05%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31335AYT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15177 | PA      | $13945.17     | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31335BC20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17155 | PA      | $15749.08     | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31335BN44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31622 | PA      | $29761.45     | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31335BNL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29492 | PA      | $27767.96     | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31335BPG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28409 | PA      | $26289.11     | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31335BPY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9203 | PA      | $8381.06      | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31335BRK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69772 | PA      | $63541.93     | 0.02%             | 2047-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31335BYT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16138 | PA      | $14696.90     | 0.01%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31335CAQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4054 | PA      | $3955.06      | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31335CB78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9159 | PA      | $8653.12      | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31335CBP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        63 | PA      | $60.61        | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31335CEA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13671 | PA      | $12868.67     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133A9HE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57354 | PA      | $47245.83     | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133AAKC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39441 | PA      | $32476.09     | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133AAQB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72416 | PA      | $59628.59     | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133AGDH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50943 | PA      | $41884.53     | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133ALJP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70646 | PA      | $58568.28     | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133APVV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     94497 | PA      | $77996.29     | 0.03%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133ARQD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    126488 | PA      | $108366.70    | 0.04%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133B3L54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    122068 | PA      | $99893.91     | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133B9MX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102178 | PA      | $87443.18     | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133BPXV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37097 | PA      | $37483.20     | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133BTHE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53135 | PA      | $55829.61     | 0.02%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133GGX57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28178 | PA      | $25380.91     | 0.01%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KGGQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29989 | PA      | $28038.06     | 0.01%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KHUP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    188922 | PA      | $157654.96    | 0.06%             | 2050-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KJLB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44644 | PA      | $38075.54     | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KK3T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58400 | PA      | $49792.50     | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KK7E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    110250 | PA      | $90640.39     | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KKLM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    111011 | PA      | $94661.91     | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KKLP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48718 | PA      | $41542.97     | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KKLQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    131974 | PA      | $114134.02    | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KKNC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39392 | PA      | $34067.12     | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KL6J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19015 | PA      | $15757.84     | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KLEZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    304644 | PA      | $251633.33    | 0.09%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KLG35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116183 | PA      | $95965.99     | 0.03%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KLHN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    266435 | PA      | $219437.52    | 0.08%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KM3Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56676 | PA      | $46719.70     | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KM4T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59064 | PA      | $48621.52     | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KM4V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75898 | PA      | $62711.12     | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KMXN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129268 | PA      | $106964.16    | 0.04%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KMXU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129307 | PA      | $106929.49    | 0.04%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KMZD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78414 | PA      | $64550.83     | 0.02%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KN5P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59751 | PA      | $57222.78     | 0.02%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KNWU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53219 | PA      | $45720.82     | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KP6Y9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37570 | PA      | $37961.90     | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KPQR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    769755 | PA      | $737642.23    | 0.27%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KPUC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97355 | PA      | $96346.92     | 0.03%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KPY69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115325 | PA      | $116504.26    | 0.04%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KQDR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81842 | PA      | $84516.06     | 0.03%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KQKY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64824 | PA      | $66910.86     | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KQXX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    313244 | PA      | $321729.48    | 0.12%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KR4Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93027 | PA      | $96776.86     | 0.04%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KRVX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    254502 | PA      | $264397.94    | 0.10%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133USKU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1181672 | PA      | $1013475.72   | 0.37%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                       | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     50000 | PA      | $57028.05     | 0.02%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                    | Fannie Mae-Aces                                                                 | CUSIP: 3136B26W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    279270 | PA      | $275986.69    | 0.10%             | 2030-08-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                    | Fannie Mae-Aces                                                                 | CUSIP: 3136BGFQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $221974.51    | 0.08%             | 2031-07-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FMTS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70000 | PA      | $66690.01     | 0.02%             | 2031-05-25      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H7M91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $363741.11    | 0.13%             | 2032-04-25      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HAMB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $509083.62    | 0.18%             | 2033-07-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HLJ52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $104903.95    | 0.04%             | 2035-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HMCA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $100214.08    | 0.04%             | 2035-06-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3138EQ5W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3740 | PA      | $3674.53      | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3138ER2G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16482 | PA      | $15687.80     | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3138ER5J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14365 | PA      | $13066.49     | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3138ER5V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69604 | PA      | $63313.61     | 0.02%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3138ETY75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57979 | PA      | $56915.95     | 0.02%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3138ETYW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5999 | PA      | $5695.33      | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3138MCXP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3677 | PA      | $3418.40      | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3138W9SE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4996 | PA      | $4618.12      | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3138WGFQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6506 | PA      | $6210.05      | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3138WGHR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6540 | PA      | $6243.01      | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3138WHKY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128803 | PA      | $125048.13    | 0.05%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3138WHVQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198393 | PA      | $187711.10    | 0.07%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3138WJK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18201 | PA      | $17162.22     | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3138WJM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19707 | PA      | $17926.26     | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3138WJNJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25578 | PA      | $24280.95     | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3138WJTG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26323 | PA      | $23944.28     | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3138WKQY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5402 | PA      | $5386.60      | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3138XEGY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82505 | PA      | $82968.74     | 0.03%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140EVUP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8103 | PA      | $7442.04      | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140F5AD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5712 | PA      | $5196.04      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140F5CD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13766 | PA      | $12522.33     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140F9WA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9797 | PA      | $9237.96      | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140F9WL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3794 | PA      | $3577.15      | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140FCTC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3858 | PA      | $3637.95      | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140FRMZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22351 | PA      | $20330.87     | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140FXF23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17073 | PA      | $16381.43     | 0.01%             | 2057-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140FXGJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223578 | PA      | $210949.91    | 0.08%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140FXGM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20837 | PA      | $19259.86     | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140FXGQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19408 | PA      | $19029.46     | 0.01%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140GSNW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13163 | PA      | $12743.29     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140GYJ26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37634 | PA      | $35582.29     | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140H1WA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3720 | PA      | $3782.20      | 0.00%             | 2048-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140H36T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10462 | PA      | $10636.41     | 0.00%             | 2048-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140H6BQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11949 | PA      | $11234.37     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140HFFN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8272 | PA      | $8255.69      | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140HJ2A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7628 | PA      | $7764.71      | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140HJJL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19813 | PA      | $19715.59     | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140HLJX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1791 | PA      | $1782.29      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J75S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7932 | PA      | $7756.48      | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J7K53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39943 | PA      | $39025.43     | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J7S30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12069 | PA      | $11503.53     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J7WU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7734 | PA      | $7331.02      | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J7XT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5111 | PA      | $4994.08      | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J82S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12532 | PA      | $12294.47     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J82T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11915 | PA      | $12001.96     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J8AM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19799 | PA      | $19412.32     | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J8C27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13120 | PA      | $12381.19     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J8CA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20486 | PA      | $18934.96     | 0.01%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J8DM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27250 | PA      | $23916.38     | 0.01%             | 2047-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J8EY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5325 | PA      | $5260.84      | 0.00%             | 2033-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J8GK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42015 | PA      | $38217.57     | 0.01%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J8GN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8497 | PA      | $8126.83      | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J8K93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4677 | PA      | $4566.99      | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J8KW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8937 | PA      | $9314.24      | 0.00%             | 2047-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J8L50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3953 | PA      | $3860.62      | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J8LM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42588 | PA      | $39363.34     | 0.01%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J8LN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42893 | PA      | $40444.47     | 0.01%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J8M34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3790 | PA      | $3701.91      | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J8PJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9450 | PA      | $8970.76      | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J8RJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3986 | PA      | $3911.27      | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J8ST1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7012 | PA      | $6928.34      | 0.00%             | 2033-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J8SW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4770 | PA      | $4703.54      | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J8VQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7212 | PA      | $6665.89      | 0.00%             | 2044-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J8X57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4607 | PA      | $4564.14      | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J92F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4040 | PA      | $3922.02      | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J92G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3933 | PA      | $3832.71      | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J9D32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37687 | PA      | $35984.25     | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J9D65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4189 | PA      | $4111.63      | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J9EY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12380 | PA      | $11442.19     | 0.00%             | 2044-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J9FE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5017 | PA      | $4992.61      | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J9Q53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5398 | PA      | $5261.08      | 0.00%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J9SE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13088 | PA      | $12870.49     | 0.00%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J9SN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49151 | PA      | $44645.76     | 0.02%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J9YJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1916 | PA      | $1906.41      | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140JAFC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13684 | PA      | $13424.40     | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140JGLW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19986 | PA      | $19883.37     | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140JLL28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7373 | PA      | $7162.79      | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140JLMJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14875 | PA      | $14798.99     | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140JNY95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4613 | PA      | $4450.29      | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140JPN35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10667 | PA      | $10070.65     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140K06S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11628 | PA      | $10548.85     | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140K1C87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6354 | PA      | $5764.63      | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140KLLG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    408961 | PA      | $336636.22    | 0.12%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140KQN31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182642 | PA      | $150390.15    | 0.05%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140KVZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51032 | PA      | $41958.17     | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140M2E24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35786 | PA      | $29649.19     | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140MACN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    819698 | PA      | $701500.36    | 0.25%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140MCA75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180449 | PA      | $147708.75    | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140MCAF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    399357 | PA      | $326813.34    | 0.12%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140MGK34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282475 | PA      | $231223.82    | 0.08%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140MGLC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179953 | PA      | $147302.81    | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140MWUP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79404 | PA      | $79695.15     | 0.03%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140Q7EF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2575 | PA      | $2492.50      | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140Q7HS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9555 | PA      | $8983.73      | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140Q7NJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6955 | PA      | $6733.18      | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140Q7RS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9108 | PA      | $9087.51      | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140Q7VR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3234 | PA      | $3222.57      | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140Q8C52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18113 | PA      | $17168.19     | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140Q8DV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31382 | PA      | $30380.39     | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140Q8KB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72917 | PA      | $68559.82     | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140Q8VC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2620 | PA      | $2463.72      | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140Q8VZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9442 | PA      | $8959.30      | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140Q9DC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7165 | PA      | $7137.14      | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140Q9JK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8876 | PA      | $9033.20      | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140Q9UA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1960 | PA      | $1893.83      | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QA2X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20018 | PA      | $19446.13     | 0.01%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QACR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15852 | PA      | $15773.86     | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QAJQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6770 | PA      | $6877.58      | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QAR36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10369 | PA      | $10046.93     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QAW97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7196 | PA      | $6783.21      | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QAXR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32664 | PA      | $31729.90     | 0.01%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QAXY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11599 | PA      | $11793.96     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QBBH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10649 | PA      | $10318.74     | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QBCF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33702 | PA      | $32687.86     | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QBHB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23820 | PA      | $23209.00     | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QBR75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81650 | PA      | $74072.24     | 0.03%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QBZF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13966 | PA      | $12685.50     | 0.00%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QCWN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29673 | PA      | $26464.00     | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QDFR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106864 | PA      | $103085.12    | 0.04%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QDHM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185859 | PA      | $180107.81    | 0.07%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QDX58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    766633 | PA      | $717134.83    | 0.26%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QEKL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82326 | PA      | $71432.25     | 0.03%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QEXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78595 | PA      | $65332.72     | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QEY30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30188 | PA      | $26287.72     | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QFA58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113298 | PA      | $98747.53     | 0.04%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QFFJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137180 | PA      | $118679.31    | 0.04%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QFFK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94482 | PA      | $81740.00     | 0.03%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QFMX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    583478 | PA      | $504606.65    | 0.18%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QG3B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101792 | PA      | $84463.43     | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QGJQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24236 | PA      | $22581.69     | 0.01%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QGLY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205133 | PA      | $170349.73    | 0.06%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QGXX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47889 | PA      | $44620.71     | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QGZ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56914 | PA      | $49179.22     | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QHQ57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14136 | PA      | $13118.28     | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QKC48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1525790 | PA      | $1253953.96   | 0.46%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QKEX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35498 | PA      | $29308.46     | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QKXN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111622 | PA      | $92208.74     | 0.03%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QLF84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27374 | PA      | $25988.32     | 0.01%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QLFF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72634 | PA      | $62298.85     | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QLRW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50134 | PA      | $45235.33     | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QM5D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    475070 | PA      | $408188.79    | 0.15%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QMAE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1503924 | PA      | $1238641.63   | 0.45%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QMBZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37464 | PA      | $30968.34     | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QN4A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    412380 | PA      | $368934.34    | 0.13%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QNAK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15928 | PA      | $14750.40     | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QNLK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    697308 | PA      | $627008.30    | 0.23%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QNW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194780 | PA      | $174236.44    | 0.06%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QNWL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    787325 | PA      | $674717.70    | 0.24%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QNWM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132407 | PA      | $113731.64    | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QNWY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    364641 | PA      | $327837.41    | 0.12%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QPAY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77644 | PA      | $74435.12     | 0.03%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QPK55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172404 | PA      | $169622.66    | 0.06%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QPSF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    854825 | PA      | $794448.39    | 0.29%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QQ2A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    297252 | PA      | $292635.12    | 0.11%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QQF91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55857 | PA      | $57638.55     | 0.02%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QQPZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37305 | PA      | $37069.65     | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QQUJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100612 | PA      | $101618.18    | 0.04%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QRBX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89531 | PA      | $92292.88     | 0.03%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QRHU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131484 | PA      | $134470.76    | 0.05%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QRKD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150395 | PA      | $154692.53    | 0.06%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QRPW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57942 | PA      | $58664.94     | 0.02%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QRR62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149314 | PA      | $153789.07    | 0.06%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QRU68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239663 | PA      | $246572.44    | 0.09%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QS3Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177574 | PA      | $184917.18    | 0.07%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QSEC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128550 | PA      | $130590.85    | 0.05%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QSVP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94379 | PA      | $98404.26     | 0.04%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QT4J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90686 | PA      | $96254.68     | 0.03%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QTJ67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    293185 | PA      | $303194.68    | 0.11%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QTKX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218771 | PA      | $225076.92    | 0.08%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QTU56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52405 | PA      | $54789.28     | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QTW39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34577 | PA      | $35986.50     | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QU7J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    640374 | PA      | $653113.76    | 0.24%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QUH82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165032 | PA      | $173608.18    | 0.06%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QUNH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    293648 | PA      | $297939.03    | 0.11%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QUWS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    337932 | PA      | $348589.91    | 0.13%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QVAL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129732 | PA      | $133450.96    | 0.05%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QVG32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    421453 | PA      | $432751.71    | 0.16%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QVG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157993 | PA      | $162975.87    | 0.06%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QVQ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    347384 | PA      | $347768.42    | 0.13%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QVZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151148 | PA      | $151570.03    | 0.06%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140W17K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    494380 | PA      | $509160.66    | 0.18%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140W1HY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118277 | PA      | $121256.69    | 0.04%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140W2P62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    295272 | PA      | $300244.99    | 0.11%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140W2SF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61942 | PA      | $63585.76     | 0.02%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140W3A58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28125 | PA      | $29403.71     | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140W3CF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    792100 | PA      | $820374.53    | 0.30%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140W3DQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149918 | PA      | $153829.47    | 0.06%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X4DF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8610 | PA      | $8095.23      | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X4EZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5443 | PA      | $5415.25      | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X4GD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19896 | PA      | $21022.29     | 0.01%             | 2049-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X4HG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70149 | PA      | $64837.31     | 0.02%             | 2044-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X4QW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111491 | PA      | $102108.52    | 0.04%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X4Z66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       378 | PA      | $376.69       | 0.00%             | 2032-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X5CH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6589 | PA      | $6460.20      | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X5MC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       283 | PA      | $282.44       | 0.00%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X5S38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43185 | PA      | $42963.64     | 0.02%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X5XL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    800188 | PA      | $721036.31    | 0.26%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X6F63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41911 | PA      | $39405.97     | 0.01%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X7VQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28621 | PA      | $24941.28     | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X7VU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184919 | PA      | $160637.41    | 0.06%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X7VZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239621 | PA      | $206247.84    | 0.07%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X8FV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104525 | PA      | $97757.03     | 0.04%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X8KW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104798 | PA      | $90136.75     | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X8WL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1229525 | PA      | $1020765.02   | 0.37%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X9CL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21929 | PA      | $20880.51     | 0.01%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X9R64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23493 | PA      | $21924.78     | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X9VZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180870 | PA      | $147316.30    | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XAH88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154009 | PA      | $127681.25    | 0.05%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XASY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174170 | PA      | $144395.26    | 0.05%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XBB58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24808 | PA      | $23536.93     | 0.01%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XBJE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162065 | PA      | $156338.77    | 0.06%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XBSH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72464 | PA      | $60025.98     | 0.02%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XBWA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49800 | PA      | $48040.21     | 0.02%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XC3V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    350551 | PA      | $327754.29    | 0.12%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XCGN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78405 | PA      | $75759.85     | 0.03%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XCLX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35290 | PA      | $30480.50     | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XCPY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14754 | PA      | $13694.82     | 0.00%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XCSU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118931 | PA      | $92491.61     | 0.03%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XCUG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52364 | PA      | $46528.13     | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XCWF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    991072 | PA      | $844672.64    | 0.31%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XD6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74530 | PA      | $64280.14     | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XDCU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37116 | PA      | $30706.15     | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XDFV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37655 | PA      | $31053.24     | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XDLB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16204 | PA      | $15024.11     | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XDRM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57278 | PA      | $49436.37     | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XDRQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38607 | PA      | $33308.94     | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XGG94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46545 | PA      | $43112.42     | 0.02%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XGGD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    786233 | PA      | $645882.32    | 0.23%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XH4Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158782 | PA      | $136230.28    | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XHPZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    245680 | PA      | $210270.83    | 0.08%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XJAA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    408143 | PA      | $382352.29    | 0.14%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XJGG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    484731 | PA      | $479619.16    | 0.17%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XJJS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40800 | PA      | $40287.81     | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XJNY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39959 | PA      | $40237.84     | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XJYA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41559 | PA      | $42906.76     | 0.02%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XJYN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115245 | PA      | $116396.84    | 0.04%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XKDQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83429 | PA      | $86267.06     | 0.03%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XKQY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58447 | PA      | $59818.10     | 0.02%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XLE46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    269788 | PA      | $222241.20    | 0.08%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XLFA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    496067 | PA      | $466414.64    | 0.17%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XLFE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2979412 | PA      | $2438361.38   | 0.89%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XLY77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    927150 | PA      | $958355.93    | 0.35%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XM7G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44378 | PA      | $46186.98     | 0.02%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XMA22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98880 | PA      | $97515.70     | 0.04%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XMNZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    959794 | PA      | $821461.15    | 0.30%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XMRG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67633 | PA      | $69318.98     | 0.03%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XMSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1059579 | PA      | $910075.09    | 0.33%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XMY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157705 | PA      | $134975.26    | 0.05%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XNHF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    228853 | PA      | $239564.90    | 0.09%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XNHZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72962 | PA      | $75396.53     | 0.03%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XQT80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194836 | PA      | $202781.05    | 0.07%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XR5E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    496584 | PA      | $513450.15    | 0.19%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140Y66Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181709 | PA      | $186522.32    | 0.07%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140Y6M23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147307 | PA      | $150184.27    | 0.05%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140Y6ZQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82204 | PA      | $85755.37     | 0.03%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31410LQ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6126 | PA      | $5571.98      | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418C3D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14766 | PA      | $14268.14     | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418C4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18832 | PA      | $18197.03     | 0.01%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418C4W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9638 | PA      | $9313.07      | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418C5Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    385598 | PA      | $372590.35    | 0.14%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418CAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10034 | PA      | $9127.30      | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36476 | PA      | $33179.45     | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418CGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152225 | PA      | $138467.35    | 0.05%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59517 | PA      | $55958.96     | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3849 | PA      | $3616.30      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418CV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18949 | PA      | $17802.59     | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418CXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3117 | PA      | $3111.44      | 0.00%             | 2033-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418CXM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23343 | PA      | $21930.13     | 0.01%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418CXT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3809 | PA      | $3767.61      | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418CXX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3034 | PA      | $3028.81      | 0.00%             | 2033-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418CYZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1998 | PA      | $1994.30      | 0.00%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418CZ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154151 | PA      | $148951.28    | 0.05%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88769 | PA      | $72829.65     | 0.03%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    615581 | PA      | $527579.44    | 0.19%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157269 | PA      | $128920.53    | 0.05%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418D6A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156189 | PA      | $121430.49    | 0.04%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85118 | PA      | $69715.92     | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2429555 | PA      | $2079974.21   | 0.75%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DCB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14961 | PA      | $14868.84     | 0.01%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DEM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5292 | PA      | $5196.11      | 0.00%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DJR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    685878 | PA      | $618033.62    | 0.22%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DJT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14792 | PA      | $14268.91     | 0.01%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16781 | PA      | $16157.89     | 0.01%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DQ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198642 | PA      | $163772.14    | 0.06%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DQA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81085 | PA      | $72903.76     | 0.03%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24605 | PA      | $22107.28     | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78080 | PA      | $64291.98     | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159192 | PA      | $123853.99    | 0.04%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DV66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    364297 | PA      | $283401.77    | 0.10%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DVC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39027 | PA      | $33554.86     | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    707651 | PA      | $581575.67    | 0.21%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DZX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    925792 | PA      | $830003.78    | 0.30%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418E3F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60487 | PA      | $62541.35     | 0.02%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418E4M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    443712 | PA      | $443007.67    | 0.16%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418E6X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    754715 | PA      | $718964.67    | 0.26%             | 2054-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    379660 | PA      | $324914.53    | 0.12%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EBD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78526 | PA      | $70802.75     | 0.03%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EBE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50307 | PA      | $46576.22     | 0.02%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418ECC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19420 | PA      | $17491.82     | 0.01%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2581825 | PA      | $2113386.83   | 0.77%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    589566 | PA      | $504547.38    | 0.18%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418ECT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6671 | PA      | $6008.81      | 0.00%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EDB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3082292 | PA      | $2523051.33   | 0.92%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    502889 | PA      | $430330.74    | 0.16%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    739942 | PA      | $659355.37    | 0.24%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103572 | PA      | $99140.95     | 0.04%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EHC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5258 | PA      | $5209.85      | 0.00%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EHV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1041994 | PA      | $891571.82    | 0.32%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    290652 | PA      | $291332.56    | 0.11%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EKK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6290 | PA      | $6232.57      | 0.00%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146438 | PA      | $144078.71    | 0.05%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62334 | PA      | $64075.51     | 0.02%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156155 | PA      | $160046.88    | 0.06%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204751 | PA      | $207829.29    | 0.08%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EYV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1371 | PA      | $1354.38      | 0.00%             | 2038-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247049 | PA      | $252692.13    | 0.09%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418FDA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    955578 | PA      | $954061.67    | 0.35%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179867 | PA      | $182211.18    | 0.07%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72858 | PA      | $72742.68     | 0.03%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418FE60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14062 | PA      | $13877.73     | 0.01%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 31427M5E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    727137 | PA      | $756638.73    | 0.27%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 31427MBU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    597682 | PA      | $612727.89    | 0.22%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 31427MPK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    166865 | PA      | $173604.00    | 0.06%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 31427MYU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    286235 | PA      | $291980.10    | 0.11%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 31427NHQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    175213 | PA      | $179363.49    | 0.07%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 31427NTK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29739 | PA      | $30485.17     | 0.01%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 31427NYL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    164619 | PA      | $170010.36    | 0.06%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 31427P4T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    170444 | PA      | $174892.04    | 0.06%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 31427PDF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    466850 | PA      | $479216.06    | 0.17%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 31427PHQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    592830 | PA      | $592844.30    | 0.22%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 31427PW34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    693081 | PA      | $706700.26    | 0.26%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                        | FedEx Corp                                                                      | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9037.95      | 0.00%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| FEDEX CORP                                        | FedEx Corp                                                                      | CUSIP: 31428XDJ2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5023.98      | 0.00%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                        | FedEx Corp                                                                      | CUSIP: 31428XDK9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9257.72      | 0.00%             | 2035-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3142GQ5B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44765 | PA      | $46198.22     | 0.02%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3142GQ5U2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102463 | PA      | $106852.86    | 0.04%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3142GQSR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25934 | PA      | $26990.90     | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3142GQSU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72245 | PA      | $74711.33     | 0.03%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3142GQYP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16250 | PA      | $16912.14     | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3142GRFH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    725327 | PA      | $736613.62    | 0.27%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3142GRS35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108469 | PA      | $114140.85    | 0.04%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3142GSRY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138172 | PA      | $143895.88    | 0.05%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3142GT3C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    213514 | PA      | $218900.84    | 0.08%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3142GTBQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    227582 | PA      | $231386.83    | 0.08%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3142GTGS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    453678 | PA      | $464110.37    | 0.17%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3142GTVD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    180581 | PA      | $188992.44    | 0.07%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3142GUC84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    738909 | PA      | $758948.39    | 0.28%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3142GUPT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    232985 | PA      | $241302.09    | 0.09%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3142GUSU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    170756 | PA      | $176339.86    | 0.06%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3142J6A60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    261448 | PA      | $267640.65    | 0.10%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDEX 2020-1 PASS TST                             | Federal Express Corp 2020-1 Pass Through Trusts                                 | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14653 | PA      | $12820.81     | 0.00%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                          | Ferguson Enterprises Inc                                                        | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15208.25     | 0.01%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC                              | Ferguson Finance PLC                                                            | CUSIP: 314890AD6<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |      5000 | PA      | $5007.43      | 0.00%             | 2032-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                           | Fidelity National Information Services Inc                                      | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30755.55     | 0.01%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                           | Fidelity National Financial Inc                                                 | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4468.89      | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                              | Fiesta Purchaser Inc                                                            | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10519.50     | 0.00%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                              | Fiesta Purchaser Inc                                                            | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10728.48     | 0.00%             | 2032-09-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: —       |
| FIFTH THIRD BANCORP                               | Fifth Third Bancorp                                                             | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14687.51     | 0.01%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                               | Fifth Third Bancorp                                                             | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26273.46     | 0.01%             | 2032-01-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                          | First American Financial Corp                                                   | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13147.68     | 0.00%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                          | First American Financial Corp                                                   | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10128.64     | 0.00%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                     | FirstCash Inc                                                                   | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10397.02     | 0.00%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                        | Fiserv Inc                                                                      | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25805.93     | 0.01%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                        | Fiserv Inc                                                                      | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5168.02      | 0.00%             | 2033-08-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                        | Fiserv Inc                                                                      | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40735.19     | 0.01%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                        | Fiserv Inc                                                                      | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24893.96     | 0.01%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                        | Fiserv Inc                                                                      | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9934.07      | 0.00%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                        | Fiserv Inc                                                                      | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20074.62     | 0.01%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| FLEX LTD                                          | Flex Ltd                                                                        | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     10000 | PA      | $10212.19     | 0.00%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO                          | Flex Intermediate Holdco LLC                                                    | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23135.20     | 0.01%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION                          | Florida Gas Transmission Co LLC                                                 | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20946.91     | 0.01%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                          | Florida Power & Light Co                                                        | CUSIP: 341081ET0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10256.71     | 0.00%             | 2035-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                          | Florida Power & Light Co                                                        | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18133.52     | 0.01%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                          | Florida Power & Light Co                                                        | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20800.69     | 0.01%             | 2033-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                          | Florida Power & Light Co                                                        | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15359.43     | 0.01%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                          | Florida Power & Light Co                                                        | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47365.60     | 0.02%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                          | Florida Power & Light Co                                                        | CUSIP: 341081GX9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15410.26     | 0.01%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                 | Flowers Foods Inc                                                               | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10091.05     | 0.00%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| FLOWSERVE CORPORATION                             | Flowserve Corp                                                                  | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26928.79     | 0.01%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                          | Focus Financial Partners LLC                                                    | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15503.55     | 0.01%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                | Ford Motor Co                                                                   | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     40000 | PA      | $44294.97     | 0.02%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                | Ford Motor Co                                                                   | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     83000 | PA      | $72996.66     | 0.03%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                | Ford Motor Co                                                                   | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97923.83     | 0.04%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                                  | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30143.43     | 0.01%             | 2031-06-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15254.63     | 0.01%             | 2034-03-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10409.18     | 0.00%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                | Forestar Group Inc                                                              | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25759.86     | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                      | Fortinet Inc                                                                    | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4489.29      | 0.00%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                           | FTAI Aviation Investors LLC                                                     | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10639.84     | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                           | FTAI Aviation Investors LLC                                                     | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10449.42     | 0.00%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                           | FTAI Aviation Investors LLC                                                     | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15729.55     | 0.01%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                           | FTAI Aviation Investors LLC                                                     | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10124.13     | 0.00%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                          | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9598.49      | 0.00%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                          | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27589.99     | 0.01%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                             | Fortress Intermediate 3 Inc                                                     | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15678.05     | 0.01%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                             | Foundry JV Holdco LLC                                                           | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5187.27      | 0.00%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                             | Foundry JV Holdco LLC                                                           | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16150.90     | 0.01%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                             | Foundry JV Holdco LLC                                                           | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10564.29     | 0.00%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                          | Fox Corp                                                                        | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     55000 | PA      | $60947.33     | 0.02%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                         | Orange SA                                                                       | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     40000 | PA      | $48437.40     | 0.02%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                             | Freedom Mortgage Corp                                                           | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8875.32      | 0.00%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                             | Freedom Mortgage Holdings LLC                                                   | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16067.85     | 0.01%             | 2031-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                             | Freedom Mortgage Holdings LLC                                                   | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15755.56     | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                             | Freedom Mortgage Holdings LLC                                                   | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5162.81      | 0.00%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                              | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15584.76     | 0.01%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                           | Frontier Communications Holdings LLC                                            | CUSIP: 35908MAD2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19841.53     | 0.01%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                           | Frontier Communications Holdings LLC                                            | CUSIP: 35908MAE0<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15844.67     | 0.01%             | 2031-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                         | GATX Corp                                                                       | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4672.19      | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                         | GATX Corp                                                                       | CUSIP: 361448BK8<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20124.46     | 0.01%             | 2033-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                         | GATX Corp                                                                       | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58902.56     | 0.02%             | 2034-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                         | GATX Corp                                                                       | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10333.33     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                 | GEO Group Inc/The                                                               | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10969.46     | 0.00%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                             | GFL Environmental Inc                                                           | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15757.79     | 0.01%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179MNH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    163138 | PA      | $154565.92    | 0.06%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179MQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6789 | PA      | $6432.56      | 0.00%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67252 | PA      | $63718.25     | 0.02%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179Q6N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25659 | PA      | $23534.68     | 0.01%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179R4D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44702 | PA      | $40877.88     | 0.01%             | 2046-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35348 | PA      | $33187.86     | 0.01%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16486 | PA      | $15478.95     | 0.01%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56639 | PA      | $51950.43     | 0.02%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179RF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9137 | PA      | $8580.26      | 0.00%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179RJD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48689 | PA      | $44658.61     | 0.02%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179RQZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5303 | PA      | $4864.30      | 0.00%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179RS83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    168744 | PA      | $154776.34    | 0.06%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179RS91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31726 | PA      | $29792.48     | 0.01%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3063 | PA      | $2876.06      | 0.00%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179S2Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     59248 | PA      | $57296.70     | 0.02%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22138 | PA      | $20243.88     | 0.01%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179SEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15827 | PA      | $14473.17     | 0.01%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57823 | PA      | $54289.41     | 0.02%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13361 | PA      | $12218.23     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72055 | PA      | $65890.89     | 0.02%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42732 | PA      | $39076.80     | 0.01%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179SNX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33286 | PA      | $33326.02     | 0.01%             | 2046-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    182086 | PA      | $166509.19    | 0.06%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179SSN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29596 | PA      | $26160.24     | 0.01%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65936 | PA      | $60295.74     | 0.02%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179SSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14984 | PA      | $14068.29     | 0.01%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179SUT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14196 | PA      | $12548.30     | 0.00%             | 2047-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3976 | PA      | $3733.40      | 0.00%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179SWW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14400 | PA      | $13186.52     | 0.00%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179SWX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9902 | PA      | $9297.12      | 0.00%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179SYS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4496 | PA      | $4221.40      | 0.00%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179T7J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27326 | PA      | $25614.56     | 0.01%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179T7K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35337 | PA      | $34150.70     | 0.01%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32021 | PA      | $31845.83     | 0.01%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179TAJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21048 | PA      | $19271.25     | 0.01%             | 2047-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39721 | PA      | $38413.01     | 0.01%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179TAM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3523 | PA      | $3518.29      | 0.00%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179TCY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    104775 | PA      | $101324.48    | 0.04%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13825 | PA      | $12981.19     | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179TLR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85185 | PA      | $77906.81     | 0.03%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22050 | PA      | $20703.75     | 0.01%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21168 | PA      | $20470.99     | 0.01%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179TSF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14295 | PA      | $13064.04     | 0.00%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179TSG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12834 | PA      | $12050.15     | 0.00%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179TUB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27223 | PA      | $26326.07     | 0.01%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179TV69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12748 | PA      | $12320.18     | 0.00%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179TV77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8431 | PA      | $8399.13      | 0.00%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179TV85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9403 | PA      | $9545.42      | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179TXU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31901 | PA      | $29953.91     | 0.01%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179TXV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32725 | PA      | $31626.70     | 0.01%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179TXX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17336 | PA      | $17575.61     | 0.01%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179TZ65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4033 | PA      | $4010.45      | 0.00%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179UCA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2889 | PA      | $2712.43      | 0.00%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179UCB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14150 | PA      | $13674.64     | 0.00%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179UEA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61723 | PA      | $61384.75     | 0.02%             | 2048-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179UGC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     69796 | PA      | $67453.14     | 0.02%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179UGE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3070 | PA      | $3112.85      | 0.00%             | 2048-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179UH54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7745 | PA      | $7702.96      | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179UH62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19097 | PA      | $19361.33     | 0.01%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179UKW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11934 | PA      | $11205.25     | 0.00%             | 2049-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179UKZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26586 | PA      | $26954.82     | 0.01%             | 2049-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179UN99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    149591 | PA      | $140219.31    | 0.05%             | 2049-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    116440 | PA      | $115801.79    | 0.04%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179USW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2366 | PA      | $2398.39      | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179UUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56131 | PA      | $55823.92     | 0.02%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179UUM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     73922 | PA      | $74945.61     | 0.03%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179UWA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14731 | PA      | $14650.49     | 0.01%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179UXV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3462 | PA      | $3443.31      | 0.00%             | 2049-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179UZS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11519 | PA      | $10444.34     | 0.00%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179UZT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31037 | PA      | $29003.59     | 0.01%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    532813 | PA      | $444529.73    | 0.16%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    165315 | PA      | $143832.14    | 0.05%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    784224 | PA      | $654167.86    | 0.24%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179VBG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17285 | PA      | $16152.65     | 0.01%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83449 | PA      | $75624.89     | 0.03%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179VDQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    185586 | PA      | $178796.20    | 0.06%             | 2050-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179VFP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89187 | PA      | $80814.61     | 0.03%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179VFR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47713 | PA      | $45967.41     | 0.02%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179VHT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    551162 | PA      | $515053.03    | 0.19%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179VME7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37329 | PA      | $34883.08     | 0.01%             | 2050-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38005 | PA      | $34407.17     | 0.01%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    131758 | PA      | $109977.46    | 0.04%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51047 | PA      | $46208.99     | 0.02%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    364929 | PA      | $304491.42    | 0.11%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179W2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    432708 | PA      | $360750.10    | 0.13%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1004218 | PA      | $906663.58    | 0.33%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    584497 | PA      | $508042.83    | 0.18%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    253730 | PA      | $220529.40    | 0.08%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    737916 | PA      | $641291.13    | 0.23%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    759574 | PA      | $660078.28    | 0.24%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179WP93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    394611 | PA      | $329105.80    | 0.12%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7788 | PA      | $7034.75      | 0.00%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    791645 | PA      | $687838.48    | 0.25%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    152025 | PA      | $137301.87    | 0.05%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    947919 | PA      | $790527.09    | 0.29%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    252339 | PA      | $219249.95    | 0.08%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2239287 | PA      | $1866901.93   | 0.68%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179WXJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    549590 | PA      | $477472.17    | 0.17%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179WXK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21453 | PA      | $19369.99     | 0.01%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    549895 | PA      | $512278.33    | 0.19%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1175223 | PA      | $1020956.82   | 0.37%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     88406 | PA      | $89769.73     | 0.03%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20040 | PA      | $20346.85     | 0.01%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    537084 | PA      | $529400.47    | 0.19%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179XBV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22009 | PA      | $22123.98     | 0.01%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    134382 | PA      | $132348.18    | 0.05%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179XFE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    253114 | PA      | $228525.15    | 0.08%             | 2052-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82549 | PA      | $79035.91     | 0.03%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179XNF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    609985 | PA      | $612856.82    | 0.22%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     93019 | PA      | $94561.32     | 0.03%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179XQW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    150704 | PA      | $151394.61    | 0.05%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179XQX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    285922 | PA      | $290627.32    | 0.11%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179XVT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    186731 | PA      | $189680.28    | 0.07%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    165083 | PA      | $165777.20    | 0.06%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    131489 | PA      | $133533.76    | 0.05%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179Y2M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    326924 | PA      | $333295.79    | 0.12%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179Y5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    951158 | PA      | $969696.81    | 0.35%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179YAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    116000 | PA      | $117760.83    | 0.04%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179YFL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    531300 | PA      | $539564.39    | 0.20%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179YFM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    101010 | PA      | $103524.46    | 0.04%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179YHT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    153474 | PA      | $157294.17    | 0.06%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179YHU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18172 | PA      | $18762.08     | 0.01%             | 2053-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179YKR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    285825 | PA      | $286564.66    | 0.10%             | 2053-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36179YU69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    259631 | PA      | $262563.43    | 0.10%             | 2054-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3617HP7D0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7849 | PA      | $7575.33      | 0.00%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3617NWHH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     88976 | PA      | $76295.25     | 0.03%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3617NWHS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89026 | PA      | $76337.68     | 0.03%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3617NX3P3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25274 | PA      | $21672.21     | 0.01%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3617QG2H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26331 | PA      | $22578.26     | 0.01%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3617QG3N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61636 | PA      | $52851.23     | 0.02%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36180AAE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    151978 | PA      | $151900.97    | 0.06%             | 2054-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    146905 | PA      | $146803.01    | 0.05%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36180ACA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    431934 | PA      | $436571.87    | 0.16%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |     10000 | PA      | $9584.85      | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |      5000 | PA      | $4522.19      | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AS8<br>LEI: N/A                  | Long             | DBT              |  | US        |     25000 | PA      | $27094.61     | 0.01%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              |  | US        |     10000 | PA      | $10132.72     | 0.00%             | 2034-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                | Ally Financial Inc                                                              | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $34164.78     | 0.01%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3618N5A25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    540861 | PA      | $529723.05    | 0.19%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3618N5A33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    525798 | PA      | $525432.95    | 0.19%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    599007 | PA      | $598406.90    | 0.22%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3618N5C64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    344163 | PA      | $347794.67    | 0.13%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3618N5GN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    431104 | PA      | $430783.55    | 0.16%             | 2055-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3618N5PJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     70026 | PA      | $70755.12     | 0.03%             | 2055-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3618N5PL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    104129 | PA      | $107442.68    | 0.04%             | 2055-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3618N5RF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    297971 | PA      | $301071.78    | 0.11%             | 2055-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3618N5RG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    154019 | PA      | $157253.63    | 0.06%             | 2055-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3618N5RH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57291 | PA      | $59086.01     | 0.02%             | 2055-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3618N5TQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57459 | PA      | $59322.08     | 0.02%             | 2055-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3618N5VT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    370022 | PA      | $382127.62    | 0.14%             | 2055-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 36202FVG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36043 | PA      | $36287.67     | 0.01%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3622A26Q0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8888 | PA      | $8323.82      | 0.00%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3622A26R8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12147 | PA      | $11373.83     | 0.00%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3622A26S6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21127 | PA      | $19774.05     | 0.01%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3622A2MZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48814 | PA      | $46249.41     | 0.02%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3622A2R87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8070 | PA      | $7401.96      | 0.00%             | 2046-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3622A2RT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15480 | PA      | $14198.44     | 0.01%             | 2045-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3622A2SG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18663 | PA      | $17118.60     | 0.01%             | 2046-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3622AABZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3966 | PA      | $3905.62      | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae I Pool                                                               | CUSIP: 3622AAEU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5425 | PA      | $5237.95      | 0.00%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3622AAP40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    273522 | PA      | $249969.77    | 0.09%             | 2049-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3622ACNP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7521 | PA      | $7673.25      | 0.00%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                              | CUSIP: 3622ACP46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    412907 | PA      | $369837.77    | 0.13%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                 | GXO Logistics Inc                                                               | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17896.43     | 0.01%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                 | GXO Logistics Inc                                                               | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10765.42     | 0.00%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                     | Clue Opco LLC                                                                   | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $12450.54     | 0.00%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                            | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108014.88    | 0.04%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                          | Boost Newco Borrower LLC                                                        | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42539.78     | 0.02%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                       | Gap Inc/The                                                                     | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11166.96     | 0.00%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                              | Garda World Security Corp                                                       | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25575.93     | 0.01%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                              | Garda World Security Corp                                                       | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20507.83     | 0.01%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HLD/SARL                           | Garrett Motion Holdings Inc / Garrett LX I Sarl                                 | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14819.54     | 0.01%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                             | General Dynamics Corp                                                           | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5138.53      | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                               | General Electric Co                                                             | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $28515.72     | 0.01%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                 | General Mills Inc                                                               | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30558.08     | 0.01%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                 | General Mills Inc                                                               | CUSIP: 370334DB7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15414.27     | 0.01%             | 2035-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ALLY FINANCIAL INC                                | Ally Financial Inc                                                              | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $28497.49     | 0.01%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                 | General Motors Co                                                               | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19795.68     | 0.01%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS CO                                 | General Motors Co                                                               | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26222.18     | 0.01%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                 | General Motors Co                                                               | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26790.66     | 0.01%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                 | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8981.56      | 0.00%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17196.19     | 0.01%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                 | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40994.13     | 0.01%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                 | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     29000 | PA      | $31395.26     | 0.01%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                 | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47884.13     | 0.02%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                 | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10528.58     | 0.00%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                 | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31573.80     | 0.01%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                 | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20369.75     | 0.01%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                 | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26143.43     | 0.01%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                 | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21222.68     | 0.01%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC                             | Genesee & Wyoming Inc                                                           | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10299.59     | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                             | Genesis Energy LP / Genesis Energy Finance Corp                                 | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15486.03     | 0.01%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                             | Genesis Energy LP / Genesis Energy Finance Corp                                 | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10326.28     | 0.00%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                  | Genuine Parts Co                                                                | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22163.73     | 0.01%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                  | Genuine Parts Co                                                                | CUSIP: 372460AD7<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11166.80     | 0.00%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| GENWORTH HOLDINGS INC                             | Genworth Holdings Inc                                                           | CUSIP: 37247DAB2<br>LEI: PXDECZED7L8SRUP41R09 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5090.55      | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                               | Georgia-Pacific LLC                                                             | CUSIP: 373298BU1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     10000 | PA      | $12202.90     | 0.00%             | 2031-05-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                  | Georgia Power Co                                                                | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43777.40     | 0.02%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                  | Georgia Power Co                                                                | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31140.29     | 0.01%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                  | Georgia Power Co                                                                | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15476.84     | 0.01%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GERDAU TRADE INC                                  | Gerdau Trade Inc                                                                | CUSIP: 37373WAE0<br>LEI: 5493008RWEW71JB0LO29 | Long             | DBT              | CORP              | VG        |     10000 | PA      | $10345.75     | 0.00%             | 2035-06-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| J PAUL GETTY TRUST                                | J Paul Getty Trust/The                                                          | CUSIP: 374288AC2<br>LEI: 72TDDU3K225INPK3EI14 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10309.88     | 0.00%             | 2035-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                              | Wrangler Holdco Corp                                                            | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10474.80     | 0.00%             | 2032-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                               | Gilead Sciences Inc                                                             | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24949.04     | 0.01%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                               | Gilead Sciences Inc                                                             | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10550.04     | 0.00%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                               | Gilead Sciences Inc                                                             | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25869.36     | 0.01%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                           | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AB3<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5321.27      | 0.00%             | 2034-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                           | GLAXOSMITHKLINE CAPITAL                                                         | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25463.96     | 0.01%             | 2035-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                            | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4611.99      | 0.00%             | 2031-04-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                            | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27744.79     | 0.01%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                            | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26204.73     | 0.01%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                            | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21015.61     | 0.01%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                             | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13435.77     | 0.00%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                             | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15267.13     | 0.01%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                             | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25093.73     | 0.01%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                             | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24975.13     | 0.01%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                           | Global Partners LP / GLP Finance Corp                                           | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10494.56     | 0.00%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                           | Global Partners LP / GLP Finance Corp                                           | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10147.73     | 0.00%             | 2033-07-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                    | Globe Life Inc                                                                  | CUSIP: 37959EAB8<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25186.75     | 0.01%             | 2032-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                    | Globe Life Inc                                                                  | CUSIP: 37959EAC6<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10508.78     | 0.00%             | 2034-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                            | Global Atlantic Fin Co                                                          | CUSIP: 37959GAB3<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31537.36     | 0.01%             | 2031-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                            | Global Atlantic Fin Co                                                          | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     14000 | PA      | $15991.34     | 0.01%             | 2033-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                          | Global Infrastructure Solutions Inc                                             | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7359.27      | 0.00%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                   | Goat Holdco LLC                                                                 | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15397.11     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                        | goeasy Ltd                                                                      | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4786.81      | 0.00%             | 2030-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     75000 | PA      | $84350.38     | 0.03%             | 2034-10-24      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53687.89     | 0.02%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51903.56     | 0.02%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111688.09    | 0.04%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68167.13     | 0.02%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GCU6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     70000 | PA      | $77142.18     | 0.03%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75323.83     | 0.03%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22267.92     | 0.01%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77769.83     | 0.03%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44947.93     | 0.02%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58856.51     | 0.02%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74024.96     | 0.03%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS CAPITAL I                           | Goldman Sachs Capital I                                                         | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21343.16     | 0.01%             | 2034-02-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FINANCE SIX                            | Goodman US Finance Six LLC                                                      | CUSIP: 38239EAC6<br>LEI: N/A                  | Long             | DBT              |  | US        |     30000 | PA      | $30513.11     | 0.01%             | 2034-10-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                            | Goodyear Tire & Rubber Co/The                                                   | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9584.36      | 0.00%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                            | Goodyear Tire & Rubber Co/The                                                   | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9447.27      | 0.00%             | 2033-04-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| GOODYEAR TIRE & RUBBER                            | Goodyear Tire & Rubber Co/The                                                   | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13210.46     | 0.00%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GRAHAM HOLDINGS CO                                | Graham Holdings Co                                                              | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15022.14     | 0.01%             | 2033-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                            | Diageo Investment Corp                                                          | CUSIP: 386088AH1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |      5000 | PA      | $6053.25      | 0.00%             | 2035-04-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                          | Graphic Packaging International LLC                                             | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10181.63     | 0.00%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| GRAY MEDIA INC                                    | Gray Media Inc                                                                  | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     32000 | PA      | $24073.60     | 0.01%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                    | Gray Media Inc                                                                  | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     14000 | PA      | $10862.01     | 0.00%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                    | Gray Media Inc                                                                  | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5197.53      | 0.00%             | 2032-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                    | Gray Media Inc                                                                  | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20117.65     | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                | Grupo Televisa SAB                                                              | CUSIP: 40049JAT4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |      5000 | PA      | $5525.76      | 0.00%             | 2032-03-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                  | HF Sinclair Corp                                                                | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21072.93     | 0.01%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44826.28     | 0.02%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94841.28     | 0.03%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5245.87      | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5233.92      | 0.00%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36660.69     | 0.01%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31672.39     | 0.01%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31164.94     | 0.01%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $183229.66    | 0.07%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $18204.80     | 0.01%             | 2032-11-22      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199476.04    | 0.07%             | 2033-03-29      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $11776.65     | 0.00%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $218800.42    | 0.08%             | 2034-03-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $31164.26     | 0.01%             | 2036-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $21242.49     | 0.01%             | 2036-05-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| HP INC                                            | HP Inc                                                                          | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67862.71     | 0.02%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HP INC                                            | HP Inc                                                                          | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31134.64     | 0.01%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                          | HAH Group Holding Co LLC                                                        | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9436.53      | 0.00%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                   | Hanesbrands Inc                                                                 | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10555.69     | 0.00%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                            | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20439.46     | 0.01%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP                           | Hanover Insurance Group Inc/The                                                 | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20415.90     | 0.01%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                | Harbour Energy PLC                                                              | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |      5000 | PA      | $5129.64      | 0.00%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                 | L3Harris Technologies Inc                                                       | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10042.27     | 0.00%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                            | Harvest Midstream I LP                                                          | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10405.54     | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                        | Hasbro Inc                                                                      | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10608.17     | 0.00%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN ELEC CO                                  | Hawaiian Electric Co Inc                                                        | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10110.07     | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                 | Healthpeak OP LLC                                                               | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     20000 | PA      | $20552.13     | 0.01%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                 | Healthpeak OP LLC                                                               | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     20000 | PA      | $20644.03     | 0.01%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                              | Kraft Heinz Foods Co                                                            | CUSIP: 42307TAG3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5574.05      | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                             | Helmerich & Payne Inc                                                           | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13410.40     | 0.00%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                             | Helmerich & Payne Inc                                                           | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14953.77     | 0.01%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| HERC HOLDINGS INC                                 | Herc Holdings Inc                                                               | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26272.91     | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                 | Herc Holdings Inc                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26451.99     | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| HERSHEY COMPANY                                   | Hershey Co/The                                                                  | CUSIP: 427866BJ6<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20183.76     | 0.01%             | 2033-05-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                   | Hershey Co/The                                                                  | CUSIP: 427866BN7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10344.67     | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                  | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30360.52     | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                  | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44801.37     | 0.02%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                       | Hexcel Corp                                                                     | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5271.93      | 0.00%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                               | Highwoods Realty LP                                                             | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     10000 | PA      | $8936.73      | 0.00%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                               | Highwoods Realty LP                                                             | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     10000 | PA      | $11419.51     | 0.00%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9424.67      | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4707.12      | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15393.67     | 0.01%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14074.34     | 0.01%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19025.25     | 0.01%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                                   | Hillenbrand Inc                                                                 | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7992.99      | 0.00%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17201.07     | 0.01%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24160.38     | 0.01%             | 2032-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20737.92     | 0.01%             | 2032-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20621.11     | 0.01%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15372.51     | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                          | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc       | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15254.98     | 0.01%             | 2032-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                          | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc       | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9265.19      | 0.00%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                             | Amrize Finance US LLC                                                           | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20736.14     | 0.01%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                    | Home Depot Inc/The                                                              | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34771.21     | 0.01%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                    | Home Depot Inc/The                                                              | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42422.87     | 0.02%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                    | Home Depot Inc/The                                                              | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40699.14     | 0.01%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                    | Home Depot Inc/The                                                              | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41437.30     | 0.02%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                    | Home Depot Inc/The                                                              | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41177.22     | 0.01%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                    | Home Depot Inc/The                                                              | CUSIP: 437076DK5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19991.59     | 0.01%             | 2035-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                | Honda Motor Co Ltd                                                              | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $45877.42     | 0.02%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                | Honda Motor Co Ltd                                                              | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |     25000 | PA      | $25693.24     | 0.01%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                           | Honeywell International Inc                                                     | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39479.97     | 0.01%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                           | Honeywell International Inc                                                     | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31111.21     | 0.01%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                           | Honeywell International Inc                                                     | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24908.94     | 0.01%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                           | Honeywell International Inc                                                     | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30756.43     | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                         | Hong Kong Government International Bond                                         | CUSIP: 43858AAD2<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    200000 | PA      | $178566.76    | 0.06%             | 2031-02-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HORIZON MUTUAL HOLDINGS                           | Horizon Mutual Holdings Inc                                                     | CUSIP: 43990FAA6<br>LEI: 254900R6BWV4LUXBN549 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9951.57      | 0.00%             | 2034-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                          | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |      5000 | PA      | $4497.63      | 0.00%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                          | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     20000 | PA      | $20696.07     | 0.01%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                          | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     15000 | PA      | $15259.78     | 0.01%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                | Howard Hughes Corp/The                                                          | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9562.67      | 0.00%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                           | Howard Midstream Energy Partners LLC                                            | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15848.43     | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                           | Howard Midstream Energy Partners LLC                                            | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15392.87     | 0.01%             | 2034-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                          | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC   | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     10000 | PA      | $10108.30     | 0.00%             | 2032-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                          | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC   | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     15000 | PA      | $15368.65     | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                             | HUB International Ltd                                                           | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36472.22     | 0.01%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                        | Humana Inc                                                                      | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39046.20     | 0.01%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                        | Humana Inc                                                                      | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15832.99     | 0.01%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                        | Humana Inc                                                                      | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31670.95     | 0.01%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                        | Humana Inc                                                                      | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25665.68     | 0.01%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                             | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12986.30     | 0.00%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                             | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BA1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20220.81     | 0.01%             | 2033-05-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                             | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42068.99     | 0.02%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                             | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5203.37      | 0.00%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                          | Huntington Ingalls Industries Inc                                               | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15904.11     | 0.01%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                          | Huntsman International LLC                                                      | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8374.14      | 0.00%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                 | Hyatt Hotels Corp                                                               | CUSIP: 448579AS1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15500.70     | 0.01%             | 2034-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                 | Hyatt Hotels Corp                                                               | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5148.92      | 0.00%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                 | Hyatt Hotels Corp                                                               | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20987.20     | 0.01%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                         | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25862.73     | 0.01%             | 2031-01-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                         | CUSIP: 44891ADD6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5182.31      | 0.00%             | 2031-06-24      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                         | CUSIP: 44891ADH7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10085.07     | 0.00%             | 2031-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                         | CUSIP: 44891ADR5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10380.48     | 0.00%             | 2032-03-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                         | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25930.28     | 0.01%             | 2032-06-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                              | IBM International Capital Pte Ltd                                               | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |     10000 | PA      | $10187.23     | 0.00%             | 2034-02-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                              | IHO Verwaltungs GmbH                                                            | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     10000 | PA      | $10399.55     | 0.00%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                              | IHO Verwaltungs GmbH                                                            | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     10000 | PA      | $10427.09     | 0.00%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                 | Iliad Holding SAS                                                               | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     15000 | PA      | $16121.04     | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                 | Iliad Holding SAS                                                               | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     15000 | PA      | $15484.52     | 0.01%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                    | Idaho Power Co                                                                  | CUSIP: 45138LBK8<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10370.21     | 0.00%             | 2034-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                         | IDEX Corp                                                                       | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13736.79     | 0.00%             | 2031-06-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                          | iHeartCommunications Inc                                                        | CUSIP: 45174HBK2<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4061.17      | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                          | iHeartCommunications Inc                                                        | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8231.25      | 0.00%             | 2030-05-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                          | iHeartCommunications Inc                                                        | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8562.19      | 0.00%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                 | ILLINOIS ST                                                                     | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    109069 | PA      | $111789.49    | 0.04%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                           | Crescent Energy Finance LLC                                                     | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24366.09     | 0.01%             | 2032-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                           | Crescent Energy Finance LLC                                                     | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14208.42     | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT                          | Indianapolis Power & Light Co                                                   | CUSIP: 455434BV1<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20975.15     | 0.01%             | 2032-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds          | Indonesia Government International Bonds                                        | CUSIP: 455780CY0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $177034.27    | 0.06%             | 2031-07-28      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                      | ING Groep NV                                                                    | CUSIP: 456837AW3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $184709.83    | 0.07%             | 2032-04-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                      | ING Groep NV                                                                    | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      5000 | PA      | $5233.36      | 0.00%             | 2035-03-19      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                | Ingersoll Rand Inc                                                              | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26674.20     | 0.01%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                | Ingersoll Rand Inc                                                              | CUSIP: 45687VAE6<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26249.23     | 0.01%             | 2031-06-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| INGLES MARKETS INC                                | Ingles Markets Inc                                                              | CUSIP: 457030AK0<br>LEI: 549300XH5RYBMYP8TF26 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7536.04      | 0.00%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRS                                  | Insight Enterprises Inc                                                         | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10240.96     | 0.00%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                               | Insulet Corp                                                                    | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5227.14      | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                        | Intel Corp                                                                      | CUSIP: 458140AN0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19189.06     | 0.01%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                        | Intel Corp                                                                      | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26415.71     | 0.01%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                        | Intel Corp                                                                      | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29115.79     | 0.01%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                        | Intel Corp                                                                      | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71823.09     | 0.03%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| INTEL CORP                                        | Intel Corp                                                                      | CUSIP: 458140CN8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30812.47     | 0.01%             | 2031-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                           | Inter-American Development Bank                                                 | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    145000 | PA      | $127803.58    | 0.05%             | 2031-01-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                           | Inter-American Development Bank                                                 | CUSIP: 4581X0EJ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     45000 | PA      | $43884.57     | 0.02%             | 2033-04-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                           | Inter-American Development Bank                                                 | CUSIP: 4581X0EL8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     30000 | PA      | $31161.53     | 0.01%             | 2033-09-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                           | Inter-American Development Bank                                                 | CUSIP: 4581X0EP9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     25000 | PA      | $25690.51     | 0.01%             | 2034-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                           | Inter-American Development Bank                                                 | CUSIP: 4581X0ER5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     45000 | PA      | $44682.84     | 0.02%             | 2031-09-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                           | Inter-American Development Bank                                                 | CUSIP: 4581X0EW4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     75000 | PA      | $76810.35     | 0.03%             | 2035-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                          | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34224.52     | 0.01%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                          | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50694.22     | 0.02%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 459056RA7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $102419.77    | 0.04%             | 2035-08-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 459058JR5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    120000 | PA      | $106241.56    | 0.04%             | 2031-02-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 459058KA0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    135000 | PA      | $119771.34    | 0.04%             | 2031-11-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 459058KY8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    110000 | PA      | $116134.91    | 0.04%             | 2033-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 459058LA9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    130000 | PA      | $131890.48    | 0.05%             | 2031-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 459058LF8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     25000 | PA      | $25958.50     | 0.01%             | 2031-04-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 459058LL5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     95000 | PA      | $94266.14     | 0.03%             | 2034-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 459058LQ4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     65000 | PA      | $67936.26     | 0.02%             | 2032-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 459058LU5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     15000 | PA      | $15151.84     | 0.01%             | 2032-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 45906M3D1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    115000 | PA      | $106641.13    | 0.04%             | 2032-03-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                          | International Business Machines Corp                                            | CUSIP: 459200BB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5443.15      | 0.00%             | 2032-11-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                          | International Business Machines Corp                                            | CUSIP: 459200KN0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9117.39      | 0.00%             | 2032-02-09      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                          | International Business Machines Corp                                            | CUSIP: 459200KU4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10037.10     | 0.00%             | 2032-07-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                          | International Business Machines Corp                                            | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15516.06     | 0.01%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                          | International Business Machines Corp                                            | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10353.85     | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                            | International Development Association                                           | CUSIP: 45939E2D1<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |     15000 | PA      | $15466.14     | 0.01%             | 2035-02-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                            | International Development Association                                           | CUSIP: 45939FAB3<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      5000 | PA      | $4999.79      | 0.00%             | 2032-09-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| INTERNATIONAL PAPER CO                            | International Paper Co                                                          | CUSIP: 460146CM3<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20087.00     | 0.01%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                             | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BT6<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9016.66      | 0.00%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                             | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BU3<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9129.01      | 0.00%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                          | Interstate Power and Light Co                                                   | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10052.29     | 0.00%             | 2034-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                          | Interstate Power and Light Co                                                   | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10484.04     | 0.00%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                               | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     10000 | PA      | $9539.02      | 0.00%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                               | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     15000 | PA      | $17779.52     | 0.01%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                               | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     30000 | PA      | $34434.99     | 0.01%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                        | Intuit Inc                                                                      | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36746.48     | 0.01%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INVERSION ESCROW ISSUER                           | Inversion Escrow Issuer LLC                                                     | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14668.61     | 0.01%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                               | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     25000 | PA      | $21794.95     | 0.01%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                               | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     10000 | PA      | $8564.13      | 0.00%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                               | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     15000 | PA      | $14561.41     | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                           | ION Platform Finance US Inc                                                     | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4756.69      | 0.00%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                            | IPALCO Enterprises Inc                                                          | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25497.40     | 0.01%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                         | IQVIA Inc                                                                       | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15699.13     | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                 | Iron Mountain Inc                                                               | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     19000 | PA      | $18852.66     | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                 | Iron Mountain Inc                                                               | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     10000 | PA      | $9909.16      | 0.00%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                 | Iron Mountain Inc                                                               | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     23000 | PA      | $21986.57     | 0.01%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                 | Iron Mountain Inc                                                               | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     30000 | PA      | $30700.85     | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                           | Iron Mountain Information Management Services Inc                               | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |     15000 | PA      | $14448.19     | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                   | Israel Government International Bond                                            | CUSIP: 46514Y8B6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $209759.93    | 0.08%             | 2035-02-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                              | Republic of Italy Government International Bond                                 | CUSIP: 465410BG2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     30000 | PA      | $32019.49     | 0.01%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                 | ITC Holdings Corp                                                               | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15723.34     | 0.01%             | 2034-05-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                          | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     20000 | PA      | $19014.84     | 0.01%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                          | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     20000 | PA      | $18067.46     | 0.01%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                          | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     32000 | PA      | $33512.35     | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                            | JB Poindexter & Co Inc                                                          | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10444.72     | 0.00%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                         | Jabil Inc                                                                       | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13940.36     | 0.01%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49044.99     | 0.02%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64302.53     | 0.02%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54279.32     | 0.02%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59945.26     | 0.02%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50444.08     | 0.02%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82166.96     | 0.03%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53382.21     | 0.02%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89219.51     | 0.03%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     55000 | PA      | $60947.20     | 0.02%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78489.28     | 0.03%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64575.41     | 0.02%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114714.97    | 0.04%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71328.99     | 0.03%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73928.55     | 0.03%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95668.45     | 0.03%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68028.86     | 0.02%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95557.79     | 0.03%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                             | Jackson Financial Inc                                                           | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4553.03      | 0.00%             | 2031-11-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                             | Jackson Financial Inc                                                           | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10369.75     | 0.00%             | 2032-06-08      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                          | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10571.17     | 0.00%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                           | Jane Street Group / JSG Finance Inc                                             | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26336.85     | 0.01%             | 2031-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                           | Jane Street Group / JSG Finance Inc                                             | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30529.42     | 0.01%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                           | Jane Street Group / JSG Finance Inc                                             | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $47020.53     | 0.02%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JANUS HEND US HLDGS INC                           | Janus Henderson US Holdings Inc                                                 | CUSIP: 47103MAB4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10199.54     | 0.00%             | 2034-09-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                           | Japan Bank for International Cooperation                                        | CUSIP: 471048CM8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $180882.84    | 0.07%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                             | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                        | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26435.23     | 0.01%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                          | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     38000 | PA      | $42209.65     | 0.02%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                          | Jefferies Finance LLC / JFIN Co-Issuer Corp                                     | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9773.66      | 0.00%             | 2031-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                           | Jefferies Financial Group Inc                                                   | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21845.43     | 0.01%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                           | Jefferies Financial Group Inc                                                   | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48562.28     | 0.02%             | 2031-10-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                      | JELD-WEN Inc                                                                    | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3396.15      | 0.00%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| JERSEY CENTRAL PWR & LT                           | Jersey Central Power & Light Co                                                 | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18037.87     | 0.01%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                           | Jersey Central Power & Light Co                                                 | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15250.49     | 0.01%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                           | JetBlue Airways Corp / JetBlue Loyalty LP                                       | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     44000 | PA      | $43445.16     | 0.02%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA                           | JetBlue 2019-1 Class AA Pass Through Trust                                      | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7196 | PA      | $6413.01      | 0.00%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                              | JetBlue 2020-1 Class A Pass Through Trust                                       | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6728 | PA      | $6369.36      | 0.00%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                 | Johnson & Johnson                                                               | CUSIP: 478160AL8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10612.97     | 0.00%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                 | Johnson & Johnson                                                               | CUSIP: 478160CV4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26188.47     | 0.01%             | 2031-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                 | Johnson & Johnson                                                               | CUSIP: 478160CW2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37019.63     | 0.01%             | 2034-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                                 | Johnson & Johnson                                                               | CUSIP: 478160DK7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31293.51     | 0.01%             | 2032-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                 | Johnson & Johnson                                                               | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36704.58     | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                          | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 47837RAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     35000 | PA      | $30872.20     | 0.01%             | 2031-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                          | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 47837RAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      5000 | PA      | $5121.22      | 0.00%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                              | Juniper Networks Inc                                                            | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17681.30     | 0.01%             | 2030-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                          | KLA Corp                                                                        | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20419.38     | 0.01%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                           | K Hovnanian Enterprises Inc                                                     | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5155.85      | 0.00%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                           | K Hovnanian Enterprises Inc                                                     | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15454.34     | 0.01%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                      | KKR & Co Inc                                                                    | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25038.25     | 0.01%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINAN CO XII                            | KKR Group Finance Co XII LLC                                                    | CUSIP: 48255GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20109.58     | 0.01%             | 2032-05-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                              | Kaiser Aluminum Corp                                                            | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9612.38      | 0.00%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                              | Kaiser Aluminum Corp                                                            | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14985.69     | 0.01%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KB HOME                                           | KB Home                                                                         | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4728.48      | 0.00%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                         | Kellanova                                                                       | CUSIP: 487836BZ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15593.20     | 0.01%             | 2033-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                                       | Kemper Corp                                                                     | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18471.31     | 0.01%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                | Kennedy-Wilson Inc                                                              | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11514.04     | 0.00%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| KENVUE INC                                        | Kenvue Inc                                                                      | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35887.38     | 0.01%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                              | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14441.77     | 0.01%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                              | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30606.52     | 0.01%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                              | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20119.02     | 0.01%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                           | KeyCorp                                                                         | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10006.08     | 0.00%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                           | KeyCorp                                                                         | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10896.85     | 0.00%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA                                 | National Grid USA                                                               | CUSIP: 49337WAJ9<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5257.52      | 0.00%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                             | KeySpan Gas East Corp                                                           | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15930.46     | 0.01%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                  | Kilroy Realty LP                                                                | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     20000 | PA      | $16767.99     | 0.01%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                  | Kilroy Realty LP                                                                | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |      5000 | PA      | $4119.35      | 0.00%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                               | Kimberly-Clark Corp                                                             | CUSIP: 494368CE1<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10176.42     | 0.00%             | 2033-02-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                               | Kimco Realty OP LLC                                                             | CUSIP: 49446RAZ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     20000 | PA      | $18662.16     | 0.01%             | 2032-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                               | Kimco Realty OP LLC                                                             | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     15000 | PA      | $15029.11     | 0.01%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                               | Kimco Realty OP LLC                                                             | CUSIP: 49447BAA1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     10000 | PA      | $11097.76     | 0.00%             | 2034-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                               | Kimco Realty OP LLC                                                             | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     20000 | PA      | $20022.66     | 0.01%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                           | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AL0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11653.08     | 0.00%             | 2032-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                           | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10568.15     | 0.00%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                 | Kinder Morgan Inc                                                               | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36262.05     | 0.01%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                 | Kinder Morgan Inc                                                               | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10256.04     | 0.00%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                 | Kinder Morgan Inc                                                               | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25197.85     | 0.01%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                 | Kinder Morgan Inc                                                               | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41332.35     | 0.02%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                 | Kinder Morgan Inc                                                               | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15913.57     | 0.01%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KINGPIN INTERMEDIATE HO                           | Kingpin Intermediate Holdings LLC                                               | CUSIP: 49579RAB4<br>LEI: 549300HRZOJTMNZCST05 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23188.74     | 0.01%             | 2032-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                              | Kite Realty Group LP                                                            | CUSIP: 49803XAE3<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |     10000 | PA      | $10371.30     | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                              | Kite Realty Group LP                                                            | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |      5000 | PA      | $5084.26      | 0.00%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KNIFE RIVER CORP                                  | Knife River Corp                                                                | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5255.38      | 0.00%             | 2031-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                           | Kodiak Gas Services LLC                                                         | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20400.12     | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                           | Kodiak Gas Services LLC                                                         | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10273.41     | 0.00%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                                | Kohl's Corp                                                                     | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8633.55      | 0.00%             | 2031-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KFW                                               | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JY1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     65000 | PA      | $65993.36     | 0.02%             | 2033-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KFW                                               | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     50000 | PA      | $51517.47     | 0.02%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                              | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBF2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19832.09     | 0.01%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                              | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBN5<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10324.65     | 0.00%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                         | Kroger Co/The                                                                   | CUSIP: 501044BZ3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     25000 | PA      | $28643.99     | 0.01%             | 2031-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| KROGER CO                                         | Kroger Co/The                                                                   | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4406.29      | 0.00%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                         | Kroger Co/The                                                                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40593.67     | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                          | Kronos Acquisition Holdings Inc                                                 | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $6726.92      | 0.00%             | 2031-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                          | Kronos Acquisition Holdings Inc                                                 | CUSIP: 50106GAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $4415.18      | 0.00%             | 2032-06-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: —       |
| KUWAIT INTL BOND                                  | Kuwait International Government Bond                                            | CUSIP: 501499AF4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |    200000 | PA      | $200454.58    | 0.07%             | 2035-10-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                              | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13660.80     | 0.00%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LABL INC                                          | LABL Inc                                                                        | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9107.87      | 0.00%             | 2031-10-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: —       |
| BATH & BODY WORKS INC                             | Bath & Body Works Inc                                                           | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20346.57     | 0.01%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                     | LGI Homes Inc                                                                   | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9845.90      | 0.00%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| LKQ CORP                                          | LKQ Corp                                                                        | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26736.05     | 0.01%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                          | LCM Investments Holdings II LLC                                                 | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15837.52     | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                  | LPL Holdings Inc                                                                | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7797.46      | 0.00%             | 2031-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                  | LPL Holdings Inc                                                                | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10497.07     | 0.00%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                  | LPL Holdings Inc                                                                | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10252.44     | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                  | LPL Holdings Inc                                                                | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10337.78     | 0.00%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                  | Lseg US Fin Corp                                                                | CUSIP: 50222CAB6<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5206.56      | 0.00%             | 2034-03-28      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                 | L3Harris Technologies Inc                                                       | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47207.54     | 0.02%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                 | L3Harris Technologies Inc                                                       | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20805.88     | 0.01%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                               | LYB International Finance III LLC                                               | CUSIP: 50249AAL7<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10170.26     | 0.00%             | 2033-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                               | LYB International Finance III LLC                                               | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34927.70     | 0.01%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                           | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAY8<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9191.44      | 0.00%             | 2031-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                           | Laboratory Corp of America Holdings                                             | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15048.51     | 0.01%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                           | Laboratory Corp of America Holdings                                             | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14935.84     | 0.01%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                          | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp              | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              |  | US        |     10000 | PA      | $10600.84     | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                  | Lamar Media Corp                                                                | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4715.09      | 0.00%             | 2031-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                  | Lamar Media Corp                                                                | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10028.42     | 0.00%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                   | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21038.03     | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                  | Vital Energy Inc                                                                | CUSIP: 516806AJ5<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5205.36      | 0.00%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                  | Vital Energy Inc                                                                | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19406.01     | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                              | Las Vegas Sands Corp                                                            | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10535.48     | 0.00%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                  | Lazard Group LLC                                                                | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5305.71      | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                         | Lear Corp                                                                       | CUSIP: 521865BC8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22307.52     | 0.01%             | 2032-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                        | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13504.21     | 0.00%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                        | Leidos Inc                                                                      | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21212.56     | 0.01%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                        | Leidos Inc                                                                      | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10463.58     | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                           | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9871.19      | 0.00%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                           | CUSIP: 527298CH4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10588.64     | 0.00%             | 2031-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                           | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40784.35     | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                           | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35894.32     | 0.01%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                 | Levi Strauss & Co                                                               | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9353.43      | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                     | Life Time Inc                                                                   | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10202.85     | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                           | Light & Wonder International Inc                                                | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10487.35     | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                           | Light & Wonder International Inc                                                | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10070.14     | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                              | LifePoint Health Inc                                                            | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16149.00     | 0.01%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                              | LifePoint Health Inc                                                            | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16548.16     | 0.01%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                              | LifePoint Health Inc                                                            | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21170.37     | 0.01%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| LIFEPOINT HEALTH INC                              | LifePoint Health Inc                                                            | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21505.92     | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                               | Lightning Power LLC                                                             | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26484.23     | 0.01%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                    | Eli Lilly & Co                                                                  | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30825.27     | 0.01%             | 2033-02-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                    | Eli Lilly & Co                                                                  | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40778.32     | 0.01%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                    | Eli Lilly & Co                                                                  | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15184.16     | 0.01%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                    | Eli Lilly & Co                                                                  | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26097.24     | 0.01%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                    | Eli Lilly & Co                                                                  | CUSIP: 532457DC9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45356.19     | 0.02%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                    | Eli Lilly & Co                                                                  | CUSIP: 532457DD7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25489.97     | 0.01%             | 2032-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                    | Eli Lilly & Co                                                                  | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25678.49     | 0.01%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                             | Bath & Body Works Inc                                                           | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4981.09      | 0.00%             | 2033-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                             | Lincoln National Corp                                                           | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18961.79     | 0.01%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                             | Lincoln National Corp                                                           | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13941.65     | 0.01%             | 2032-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                             | Lincoln National Corp                                                           | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10518.38     | 0.00%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                 | Lithia Motors Inc                                                               | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6721.61      | 0.00%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                        | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     15000 | PA      | $17543.00     | 0.01%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                        | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     15000 | PA      | $15732.50     | 0.01%             | 2035-11-26      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $20420.11     | 0.01%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $10583.66     | 0.00%             | 2035-01-05      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                              | Lockheed Martin Corp                                                            | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45744.65     | 0.02%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                              | Lockheed Martin Corp                                                            | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10176.85     | 0.00%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                              | Lockheed Martin Corp                                                            | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20527.71     | 0.01%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP                                        | Loews Corp                                                                      | CUSIP: 540424AP3<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10854.45     | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                             | Long Ridge Energy LLC                                                           | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15692.38     | 0.01%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                             | Louisville Gas and Electric Co                                                  | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31566.09     | 0.01%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                    | Lowe's Cos Inc                                                                  | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55101.19     | 0.02%             | 2031-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                    | Lowe's Cos Inc                                                                  | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43233.38     | 0.02%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                    | Lowe's Cos Inc                                                                  | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41060.60     | 0.01%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                    | Lowe's Cos Inc                                                                  | CUSIP: 548661EQ6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10360.90     | 0.00%             | 2033-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                    | Lowe's Cos Inc                                                                  | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24884.29     | 0.01%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                    | Lowe's Cos Inc                                                                  | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24900.58     | 0.01%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                    | Lowe's Cos Inc                                                                  | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29942.48     | 0.01%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                            | Lumen Technologies Inc                                                          | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10073.74     | 0.00%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| AKER BP ASA                                       | Aker BP ASA                                                                     | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      5000 | PA      | $4588.16      | 0.00%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                              | M&T Bank Corp                                                                   | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15136.23     | 0.01%             | 2034-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                              | M&T Bank Corp                                                                   | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37240.20     | 0.01%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                              | M&T Bank Corp                                                                   | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30585.83     | 0.01%             | 2036-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                  | Sekisui House US Inc                                                            | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8921.70      | 0.00%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                  | MGM Resorts International                                                       | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15399.49     | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                            | MGM China Holdings Ltd                                                          | CUSIP: 55300RAJ0<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |      5000 | PA      | $5263.85      | 0.00%             | 2031-06-26      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                          | MPH Acquisition Holdings LLC                                                    | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13216.49     | 0.00%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20157.11     | 0.01%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45419.22     | 0.02%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30797.27     | 0.01%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25330.58     | 0.01%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25301.54     | 0.01%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25203.69     | 0.01%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30385.14     | 0.01%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                           | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              |  | US        |     22000 | PA      | $16154.80     | 0.01%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                           | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              |  | US        |     30000 | PA      | $31770.75     | 0.01%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                          | MSCI Inc                                                                        | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25908.68     | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                          | MSCI Inc                                                                        | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23570.86     | 0.01%             | 2031-11-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                          | MSCI Inc                                                                        | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13494.73     | 0.00%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                          | MSCI Inc                                                                        | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10121.89     | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                | Macquarie Bank Ltd                                                              | CUSIP: 556079AD3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |     10000 | PA      | $9127.95      | 0.00%             | 2036-03-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                               | Macquarie Group Ltd                                                             | CUSIP: 55607PAG0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     10000 | PA      | $9113.04      | 0.00%             | 2032-06-23      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                               | Macquarie Group Ltd                                                             | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     33000 | PA      | $29988.82     | 0.01%             | 2033-01-14      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                               | Macquarie Group Ltd                                                             | CUSIP: 55608JBE7<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     33000 | PA      | $32658.43     | 0.01%             | 2033-06-21      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                               | Macquarie Group Ltd                                                             | CUSIP: 55608JBG2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     30000 | PA      | $31474.87     | 0.01%             | 2033-11-09      | Fixed         | 5.49%                 | No            |                  2 | On Loan: —       |
| MACQUARIE GROUP LTD                               | Macquarie Group Ltd                                                             | CUSIP: 55608JBN7<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     25000 | PA      | $26774.63     | 0.01%             | 2034-06-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                          | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $10733.10     | 0.00%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                           | Macy's Retail Holdings LLC                                                      | CUSIP: 55617LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9419.59      | 0.00%             | 2034-07-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                           | Macy's Retail Holdings LLC                                                      | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10079.10     | 0.00%             | 2032-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                           | Macy's Retail Holdings LLC                                                      | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10528.76     | 0.00%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                          | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     61000 | PA      | $55784.57     | 0.02%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                           | Magna International Inc                                                         | CUSIP: 559222AY0<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10448.31     | 0.00%             | 2033-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                           | Magna International Inc                                                         | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10619.75     | 0.00%             | 2035-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                      | Magnera Corp                                                                    | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19084.33     | 0.01%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                          | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp              | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10251.52     | 0.00%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                            | Province of Manitoba Canada                                                     | CUSIP: 563469VF9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     20000 | PA      | $20871.57     | 0.01%             | 2034-05-31      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MANITOWOC COMPANY INC                             | Manitowoc Co Inc/The                                                            | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5342.59      | 0.00%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                           | Manulife Financial Corp                                                         | CUSIP: 56501RAN6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $24067.57     | 0.01%             | 2032-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                           | Marathon Petroleum Corp                                                         | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41544.37     | 0.02%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                          | Marriott Ownership Resorts Inc                                                  | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14269.42     | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                                        | CUSIP: 571676AC9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9310.17      | 0.00%             | 2034-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| MARS INC                                          | Mars Inc                                                                        | CUSIP: 571676AL9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8558.23      | 0.00%             | 2032-07-16      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                                        | CUSIP: 571676AU9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5125.92      | 0.00%             | 2031-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                                        | CUSIP: 571676AV7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45688.71     | 0.02%             | 2033-04-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                                        | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41326.22     | 0.02%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98241.78     | 0.04%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                          | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10761.32     | 0.00%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                          | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10536.08     | 0.00%             | 2033-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                          | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15543.05     | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                          | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25666.24     | 0.01%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                          | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50884.36     | 0.02%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                   | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28074.20     | 0.01%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                   | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4640.00      | 0.00%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                   | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4380.72      | 0.00%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                   | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25926.13     | 0.01%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                   | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20682.36     | 0.01%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                          | Martin Marietta Materials Inc                                                   | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9035.74      | 0.00%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                          | Martin Marietta Materials Inc                                                   | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15405.12     | 0.01%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                            | Marvell Technology Inc                                                          | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $27840.00     | 0.01%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                            | Marvell Technology Inc                                                          | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10336.58     | 0.00%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                        | Masco Corp                                                                      | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22185.11     | 0.01%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                    | Mastercard Inc                                                                  | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13351.91     | 0.00%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                    | Mastercard Inc                                                                  | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15488.08     | 0.01%             | 2033-03-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                    | Mastercard Inc                                                                  | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25744.68     | 0.01%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                    | Mastercard Inc                                                                  | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15140.47     | 0.01%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                    | Mastercard Inc                                                                  | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30198.07     | 0.01%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                    | Mastercard Inc                                                                  | CUSIP: 57636QBG8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10415.03     | 0.00%             | 2032-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                   | Masterbrand Inc                                                                 | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15487.63     | 0.01%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| MATADOR RESOURCES CO                              | Matador Resources Co                                                            | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15235.77     | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                              | Matador Resources Co                                                            | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15015.18     | 0.01%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                            | Match Group Holdings II LLC                                                     | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4741.82      | 0.00%             | 2030-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                            | Match Group Holdings II LLC                                                     | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13740.75     | 0.00%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                            | Match Group Holdings II LLC                                                     | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15199.01     | 0.01%             | 2033-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                    | McCormick & Co Inc/MD                                                           | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30945.32     | 0.01%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                    | McCormick & Co Inc/MD                                                           | CUSIP: 579780AT4<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5101.04      | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                    | McCormick & Co Inc/MD                                                           | CUSIP: 579780AU1<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9913.53      | 0.00%             | 2034-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                   | McDonald's Corp                                                                 | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56286.69     | 0.02%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                   | McDonald's Corp                                                                 | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30631.02     | 0.01%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                             | McGraw-Hill Education Inc                                                       | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10371.05     | 0.00%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                     | McKesson Corp                                                                   | CUSIP: 581557BU8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31183.44     | 0.01%             | 2033-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                     | McKesson Corp                                                                   | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15624.70     | 0.01%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                     | Medtronic Inc                                                                   | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24769.46     | 0.01%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                          | Medtronic Global Holdings SCA                                                   | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     40000 | PA      | $40264.43     | 0.01%             | 2033-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURA                          | Meiji Yasuda Life Insurance Co                                                  | CUSIP: 585270AD3<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |     25000 | PA      | $25470.72     | 0.01%             | 2054-09-11      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                             | Melco Resorts Finance Ltd                                                       | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     15000 | PA      | $15583.35     | 0.01%             | 2032-04-17      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                              | Mercedes-Benz Finance North America LLC                                         | CUSIP: 58769JAS6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15237.87     | 0.01%             | 2034-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                    | Merck & Co Inc                                                                  | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58056.13     | 0.02%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                    | Merck & Co Inc                                                                  | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35546.14     | 0.01%             | 2033-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                    | Merck & Co Inc                                                                  | CUSIP: 58933YBR5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25404.09     | 0.01%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                    | Merck & Co Inc                                                                  | CUSIP: 58933YBS3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61596.77     | 0.02%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                               | Meritage Homes Corp                                                             | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10255.68     | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS GR                          | Merlin Entertainments Group US Holdings Inc                                     | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8475.00      | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS                            | Methanex US Operations Inc                                                      | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10262.19     | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                       | MetLife Inc                                                                     | CUSIP: 59156RAE8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      9000 | PA      | $10145.09     | 0.00%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                       | MetLife Inc                                                                     | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     40000 | PA      | $45001.56     | 0.02%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                       | MetLife Inc                                                                     | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48257.12     | 0.02%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                       | MetLife Inc                                                                     | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30613.20     | 0.01%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                       | MetLife Inc                                                                     | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31305.07     | 0.01%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                       | MetLife Inc                                                                     | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21120.19     | 0.01%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                           | Metropolitan Life Global Funding I                                              | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10362.15     | 0.00%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                             | Micron Technology Inc                                                           | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40336.43     | 0.01%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                             | Micron Technology Inc                                                           | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10651.98     | 0.00%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                             | Micron Technology Inc                                                           | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37350.57     | 0.01%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                             | Micron Technology Inc                                                           | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21144.66     | 0.01%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                            | Mid-America Apartments LP                                                       | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |      5000 | PA      | $4396.96      | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                            | Mid-America Apartments LP                                                       | CUSIP: 59523UAV9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     10000 | PA      | $10163.18     | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                            | Mid-America Apartments LP                                                       | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     15000 | PA      | $15685.42     | 0.01%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                             | MidAmerican Energy Co                                                           | CUSIP: 595620AB1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16970.76     | 0.01%             | 2031-12-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                             | MidAmerican Energy Co                                                           | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5253.42      | 0.00%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATI                          | Midcontinent Communications                                                     | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10100.76     | 0.00%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                           | Millrose Properties Inc                                                         | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              |  | US        |     10000 | PA      | $10113.32     | 0.00%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                             | Mineral Resources Ltd                                                           | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      5000 | PA      | $5199.33      | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR                           | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                         | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15350.76     | 0.01%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI CORP                                   | Mitsubishi Corp                                                                 | CUSIP: 606769AN7<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |      5000 | PA      | $5034.42      | 0.00%             | 2035-09-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI HC FIN AMER                            | Mitsubishi HC Finance America LLC                                               | CUSIP: 606790AA1<br>LEI: 3538008O2MCHLB9FAL82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10527.43     | 0.00%             | 2033-02-28      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                            | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $10337.56     | 0.00%             | 2033-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                            | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $209388.13    | 0.08%             | 2035-04-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                            | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      5000 | PA      | $5292.42      | 0.00%             | 2036-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                            | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     45000 | PA      | $40343.36     | 0.01%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                            | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCM9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     95000 | PA      | $101054.49    | 0.04%             | 2033-09-13      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                           | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC         | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10462.07     | 0.00%             | 2031-04-15      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                             | Molina Healthcare Inc                                                           | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13880.66     | 0.01%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                             | Molina Healthcare Inc                                                           | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11713.92     | 0.00%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                             | Molina Healthcare Inc                                                           | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20047.36     | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                            | Mondelez International Inc                                                      | CUSIP: 609207BB0<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23001.29     | 0.01%             | 2032-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                            | Mondelez International Inc                                                      | CUSIP: 609207BE4<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10016.93     | 0.00%             | 2034-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                            | Mondelez International Inc                                                      | CUSIP: 609207BH7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10276.61     | 0.00%             | 2035-05-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                               | Moody's Corp                                                                    | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24740.32     | 0.01%             | 2032-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                               | Moody's Corp                                                                    | CUSIP: 615369BA2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10267.39     | 0.00%             | 2034-08-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     54000 | PA      | $47564.25     | 0.02%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44020.79     | 0.02%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     80000 | PA      | $92807.12     | 0.03%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    135000 | PA      | $120435.36    | 0.04%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57263.91     | 0.02%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63063.33     | 0.02%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50476.80     | 0.02%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5122.99      | 0.00%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25599.30     | 0.01%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49717.15     | 0.02%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37015.01     | 0.01%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67483.57     | 0.02%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78679.33     | 0.03%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     35000 | PA      | $39357.18     | 0.01%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52378.84     | 0.02%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36916.38     | 0.01%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     55000 | PA      | $59005.95     | 0.02%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62343.56     | 0.02%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63705.91     | 0.02%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73916.06     | 0.03%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75264.65     | 0.03%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2021-L7                                          | CUSIP: 61772TBC7<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $222960.03    | 0.08%             | 2054-10-15      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2021-L7                                          | CUSIP: 61772TBH6<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $450618.66    | 0.16%             | 2054-10-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                          | Moss Creek Resources Holdings Inc                                               | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14383.36     | 0.01%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                 | Motion Finco Sarl                                                               | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |     10000 | PA      | $8599.86      | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                            | Motorola Solutions Inc                                                          | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     32000 | PA      | $29294.57     | 0.01%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                            | Motorola Solutions Inc                                                          | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31046.67     | 0.01%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                            | Motorola Solutions Inc                                                          | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10322.99     | 0.00%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                   | Murphy Oil Corp                                                                 | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9921.94      | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| MURPHY OIL USA INC                                | Murphy Oil USA Inc                                                              | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9385.79      | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     35000 | PA      | $35557.00     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                    | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     15000 | PA      | $14816.12     | 0.01%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                    | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $9888.93      | 0.00%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                             | NGL Energy Operating LLC / NGL Energy Finance Corp                              | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25920.82     | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                   | NGPL PipeCo LLC                                                                 | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4597.02      | 0.00%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25288.66     | 0.01%             | 2031-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9356.81      | 0.00%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     35000 | PA      | $38865.19     | 0.01%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15334.97     | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15460.10     | 0.01%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25007.45     | 0.01%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15101.07     | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                            | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAJ7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     25000 | PA      | $22380.61     | 0.01%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                            | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBA5<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     10000 | PA      | $9060.23      | 0.00%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                            | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     27000 | PA      | $27456.47     | 0.01%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                            | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBH0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     10000 | PA      | $10168.61     | 0.00%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                             | Nabors Industries Inc                                                           | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9784.34      | 0.00%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| NABORS INDUSTRIES INC                             | Nabors Industries Inc                                                           | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9698.21      | 0.00%             | 2032-11-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| NARRAGANSETT ELECTRIC                             | Narragansett Electric Co/The                                                    | CUSIP: 631005BK0<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10369.09     | 0.00%             | 2034-05-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                        | Nasdaq Inc                                                                      | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36895.79     | 0.01%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                           | National Australia Bank Ltd                                                     | CUSIP: 632525CF6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $21179.18     | 0.01%             | 2036-01-14      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                              | National Fuel Gas Co                                                            | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4570.80      | 0.00%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                              | National Fuel Gas Co                                                            | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10529.23     | 0.00%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                 | National Grid PLC                                                               | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $10700.15     | 0.00%             | 2033-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                 | National Grid PLC                                                               | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $20851.34     | 0.01%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR                          | National Health Investors Inc                                                   | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              |  | US        |     15000 | PA      | $13625.06     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                      | NNN REIT Inc                                                                    | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     25000 | PA      | $26269.93     | 0.01%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                          | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11873.09     | 0.00%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                          | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12951.53     | 0.00%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                          | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18120.51     | 0.01%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                          | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30721.34     | 0.01%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                          | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFP2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15508.75     | 0.01%             | 2031-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA                          | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AE7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5703.32      | 0.00%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                               | CUSIP: 639057AH1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $107933.75    | 0.04%             | 2034-03-02      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                      | Navient Corp                                                                    | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11061.36     | 0.00%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                      | Navient Corp                                                                    | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8938.66      | 0.00%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                      | Navient Corp                                                                    | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15531.67     | 0.01%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                              | Neptune Bidco US Inc                                                            | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10113.12     | 0.00%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| NESTLE CAPITAL CORP                               | Nestle Capital Corp                                                             | CUSIP: 64105MAC5<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155761.71    | 0.06%             | 2034-03-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                        | NetApp Inc                                                                      | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15776.29     | 0.01%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                      | New Gold Inc                                                                    | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5323.13      | 0.00%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE                           | New York Life Insurance Co                                                      | CUSIP: 64952GAE8<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37372.15     | 0.01%             | 2033-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                          | New York Life Global Funding                                                    | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39993.48     | 0.01%             | 2033-01-28      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                          | New York Life Global Funding                                                    | CUSIP: 64952WFE8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35794.39     | 0.01%             | 2034-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                          | New York Life Global Funding                                                    | CUSIP: 64952WFM0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52360.59     | 0.02%             | 2035-01-23      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS                           | New York State Electric & Gas Corp                                              | CUSIP: 649840CT0<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30904.54     | 0.01%             | 2031-10-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NEWCASTLE COAL INFRASTRU                          | Newcastle Coal Infrastructure Group Pty Ltd                                     | CUSIP: 65106WAB1<br>LEI: 549300YAJ8XYYGW2TZ32 | Long             | DBT              | CORP              | AU        |     14519 | PA      | $14356.94     | 0.01%             | 2031-05-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                               | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9432.29      | 0.00%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                               | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9602.24      | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| NEWMONT CORP                                      | Newmont Corp                                                                    | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27177.97     | 0.01%             | 2035-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                      | Newmont Corp                                                                    | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59228.99     | 0.02%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| NEWS CORP                                         | News Corp                                                                       | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6930.16      | 0.00%             | 2032-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CNOOC PETROLEUM NORTH                             | CNOOC Petroleum North America ULC                                               | CUSIP: 65334HAE2<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $224722.36    | 0.08%             | 2035-03-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17820.53     | 0.01%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15425.96     | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30852.63     | 0.01%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36102.10     | 0.01%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10711.26     | 0.00%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15877.92     | 0.01%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31192.58     | 0.01%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                              | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAT3<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25523.71     | 0.01%             | 2034-01-17      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                             | Nippon Life Insurance Co                                                        | CUSIP: 654579AN1<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     20000 | PA      | $20825.71     | 0.01%             | 2054-04-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                      | NiSource Inc                                                                    | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35041.62     | 0.01%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                      | NiSource Inc                                                                    | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10358.31     | 0.00%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                      | NiSource Inc                                                                    | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10326.86     | 0.00%             | 2055-03-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                      | NiSource Inc                                                                    | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25674.80     | 0.01%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                   | Nissan Motor Co Ltd                                                             | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $46928.32     | 0.02%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                   | Nissan Motor Co Ltd                                                             | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      5000 | PA      | $5232.46      | 0.00%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                   | Nissan Motor Co Ltd                                                             | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $52970.63     | 0.02%             | 2035-07-17      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                               | Nomura Holdings Inc                                                             | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $213151.49    | 0.08%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                      | Nordson Corp                                                                    | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10701.12     | 0.00%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                     | Nordstrom Inc                                                                   | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15658.16     | 0.01%             | 2031-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                             | Norfolk Southern Corp                                                           | CUSIP: 655844CK2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18157.37     | 0.01%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                             | Norfolk Southern Corp                                                           | CUSIP: 655844CM8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18526.55     | 0.01%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                             | Norfolk Southern Corp                                                           | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20048.79     | 0.01%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                             | Norfolk Southern Corp                                                           | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10295.59     | 0.00%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK                                  | Norinchukin Bank/The                                                            | CUSIP: 656029AH8<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |     15000 | PA      | $13124.68     | 0.00%             | 2031-09-22      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                            | Northern Oil & Gas Inc                                                          | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10219.81     | 0.00%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                            | Northern Oil & Gas Inc                                                          | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9725.65      | 0.00%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN                          | Northriver Midstream Finance LP                                                 | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10193.18     | 0.00%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                             | Northrop Grumman Corp                                                           | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40587.67     | 0.01%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                             | Northrop Grumman Corp                                                           | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10430.83     | 0.00%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                   | Gen Digital Inc                                                                 | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15510.18     | 0.01%             | 2030-09-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                   | Gen Digital Inc                                                                 | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15447.44     | 0.01%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                            | Brundage-Bone Concrete Pumping Holdings Inc                                     | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10113.27     | 0.00%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                             | Novartis Capital Corp                                                           | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29966.26     | 0.01%             | 2031-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                             | Novartis Capital Corp                                                           | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19672.12     | 0.01%             | 2034-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                             | Novartis Capital Corp                                                           | CUSIP: 66989HBA5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25007.67     | 0.01%             | 2035-11-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                      | Novelis Corp                                                                    | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13703.22     | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                      | Novelis Corp                                                                    | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15140.05     | 0.01%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                 | NSTAR Electric Co                                                               | CUSIP: 67021CAR8<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8853.80      | 0.00%             | 2031-08-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                 | NSTAR Electric Co                                                               | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20533.35     | 0.01%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                        | Nucor Corp                                                                      | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9307.83      | 0.00%             | 2032-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                        | Nucor Corp                                                                      | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10255.48     | 0.00%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                       | NVIDIA Corp                                                                     | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45207.50     | 0.02%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                       | Nutrien Ltd                                                                     | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9332.84      | 0.00%             | 2035-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                       | Nutrien Ltd                                                                     | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10372.24     | 0.00%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                | nVent Finance Sarl                                                              | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     10000 | PA      | $10476.78     | 0.00%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                        | Nuveen LLC                                                                      | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26427.24     | 0.01%             | 2034-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                           | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4384.36      | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                           | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50528.80     | 0.02%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                           | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10133.20     | 0.00%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                 | Chord Energy Corp                                                               | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10332.25     | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                       | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     16000 | PA      | $18038.85     | 0.01%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                       | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     26000 | PA      | $29900.06     | 0.01%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                       | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14810.09     | 0.01%             | 2031-01-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                       | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25602.80     | 0.01%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                       | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25498.17     | 0.01%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| OHIO POWER COMPANY                                | Ohio Power Co                                                                   | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8759.85      | 0.00%             | 2031-01-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                | Ohio Power Co                                                                   | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25523.64     | 0.01%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                | Ohio Power Co                                                                   | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5235.72      | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                                   | OhioHealth Corp                                                                 | CUSIP: 67777JAL2<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4516.30      | 0.00%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                            | Old Republic International Corp                                                 | CUSIP: 680223AM6<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10466.09     | 0.00%             | 2034-03-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                         | Olin Corp                                                                       | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24867.20     | 0.01%             | 2033-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                          | Olympus Water US Holding Corp                                                   | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15032.53     | 0.01%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                          | Olympus Water US Holding Corp                                                   | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34763.48     | 0.01%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                 | Omnicom Group Inc                                                               | CUSIP: 681919BD7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22732.66     | 0.01%             | 2031-08-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                          | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |     25000 | PA      | $23362.96     | 0.01%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                          | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |     10000 | PA      | $8912.78      | 0.00%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                           | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233DAT4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22771.37     | 0.01%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                           | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20096.93     | 0.01%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                           | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10706.97     | 0.00%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                           | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10414.16     | 0.00%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                       | ONE Gas Inc                                                                     | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4960.07      | 0.00%             | 2032-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680AN3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10543.69     | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21453.42     | 0.01%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26706.26     | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15073.38     | 0.01%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24890.06     | 0.01%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680CU5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10346.92     | 0.00%             | 2034-09-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50719.99     | 0.02%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                            | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10327.45     | 0.00%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                            | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15752.66     | 0.01%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                            | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5199.13      | 0.00%             | 2031-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                            | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25587.34     | 0.01%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                            | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5184.93      | 0.00%             | 2032-09-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                            | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15085.94     | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                    | 1261229 BC Ltd                                                                  | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    100000 | PA      | $103519.81    | 0.04%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                             | Province of Ontario Canada                                                      | CUSIP: 683234AU2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     35000 | PA      | $31492.17     | 0.01%             | 2032-01-21      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                             | Province of Ontario Canada                                                      | CUSIP: 683234AV0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $105729.20    | 0.04%             | 2034-04-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                             | Province of Ontario Canada                                                      | CUSIP: 683234C97<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     50000 | PA      | $51974.00     | 0.02%             | 2035-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                             | Province of Ontario Canada                                                      | CUSIP: 68323AFH2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      5000 | PA      | $4475.77      | 0.00%             | 2031-02-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                             | Province of Ontario Canada                                                      | CUSIP: 68323AFJ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     15000 | PA      | $13337.19     | 0.00%             | 2031-10-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                        | OPAL BIDCO                                                                      | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     20000 | PA      | $20613.53     | 0.01%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                     | Open Text Holdings Inc                                                          | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9321.53      | 0.00%             | 2031-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                      | Fibercop SpA                                                                    | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     15000 | PA      | $14700.44     | 0.01%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                      | Fibercop SpA                                                                    | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     10000 | PA      | $9429.80      | 0.00%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                     | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13908.47     | 0.01%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                     | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77113.05     | 0.03%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42463.66     | 0.02%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                     | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58938.40     | 0.02%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                     | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52194.01     | 0.02%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                     | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40098.36     | 0.01%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                     | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34409.54     | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102915.25    | 0.04%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                          | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622FAA9<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13561.16     | 0.00%             | 2034-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                          | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622FAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8438.13      | 0.00%             | 2034-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                          | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $29340.47     | 0.01%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                         | ORIX Corp                                                                       | CUSIP: 686330AP6<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |      5000 | PA      | $4871.80      | 0.00%             | 2032-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                         | ORIX Corp                                                                       | CUSIP: 686330AR2<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     25000 | PA      | $25977.35     | 0.01%             | 2032-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                          | Outfront Media Capital LLC / Outfront Media Capital Corp                        | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10604.19     | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                       | Ovintiv Inc                                                                     | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26497.21     | 0.01%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                    | Owens-Brockway Glass Container Inc                                              | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15208.17     | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| OWENS-BROCKWAY                                    | Owens-Brockway Glass Container Inc                                              | CUSIP: 69073TAV5<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5033.54      | 0.00%             | 2032-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                     | Owens Corning                                                                   | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21113.75     | 0.01%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| BLUE OWL CREDIT INCOME                            | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15502.97     | 0.01%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                    | PECO Energy Co                                                                  | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18529.26     | 0.01%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                    | PECO Energy Co                                                                  | CUSIP: 693304BH9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25303.25     | 0.01%             | 2035-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BA2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9023.90      | 0.00%             | 2032-04-23      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6959.86      | 0.00%             | 2033-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48717.22     | 0.02%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25665.65     | 0.01%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43169.00     | 0.02%             | 2034-08-18      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     30000 | PA      | $34087.69     | 0.01%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15873.57     | 0.01%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20827.89     | 0.01%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25522.12     | 0.01%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47277.63     | 0.02%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41457.65     | 0.02%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                           | PPL Capital Funding Inc                                                         | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15452.33     | 0.01%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                           | Duke Energy Indiana LLC                                                         | CUSIP: 693627AY7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5464.60      | 0.00%             | 2035-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                    | PSEG Power LLC                                                                  | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10514.28     | 0.00%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                             | PACCAR Financial Corp                                                           | CUSIP: 69371RS98<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10402.28     | 0.00%             | 2034-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                     | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40509.83     | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                     | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19525.88     | 0.01%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                     | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15763.78     | 0.01%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                     | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42615.24     | 0.02%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                     | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37973.33     | 0.01%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                     | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20677.71     | 0.01%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                     | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21116.84     | 0.01%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFECORP                                  | Pacific LifeCorp                                                                | CUSIP: 694476AA0<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16762.29     | 0.01%             | 2033-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                | Pacific Life Global Funding II                                                  | CUSIP: 6944PL2J7<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8926.32      | 0.00%             | 2032-01-11      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                        | PacifiCorp                                                                      | CUSIP: 695114BT4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     30000 | PA      | $34411.58     | 0.01%             | 2031-11-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                        | PacifiCorp                                                                      | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51119.45     | 0.02%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                          | Packaging Corp of America                                                       | CUSIP: 695156AY5<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10238.16     | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds             | Panama Government International Bonds                                           | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $163200.88    | 0.06%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                             | Panther Escrow Issuer LLC                                                       | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $63137.58     | 0.02%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                       | Ovintiv Inc                                                                     | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5550.69      | 0.00%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PARADIGM PRNT/CO-ISSUER                           | Paradigm Parent LLC and Paradigm Parent CO-Issuer Inc                           | CUSIP: 69902PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14213.75     | 0.01%             | 2032-04-17      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                           | Park River Holdings Inc                                                         | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10342.44     | 0.00%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                              | Parker-Hannifin Corp                                                            | CUSIP: 70109HAM7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9793.69      | 0.00%             | 2034-11-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                            | Patrick Industries Inc                                                          | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10256.44     | 0.00%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                          | Patterson-UTI Energy Inc                                                        | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10675.20     | 0.00%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                       | Paychex Inc                                                                     | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36404.21     | 0.01%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                       | Paychex Inc                                                                     | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26262.09     | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                               | PayPal Holdings Inc                                                             | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30068.10     | 0.01%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                               | PayPal Holdings Inc                                                             | CUSIP: 70450YAP8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20632.69     | 0.01%             | 2034-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     50000 | PA      | $47103.73     | 0.02%             | 2035-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                             | PennyMac Financial Services Inc                                                 | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12089.48     | 0.00%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                             | PennyMac Financial Services Inc                                                 | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15771.43     | 0.01%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                             | PennyMac Financial Services Inc                                                 | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15648.79     | 0.01%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                             | PennyMac Financial Services Inc                                                 | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20916.54     | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                             | PennyMac Financial Services Inc                                                 | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10318.88     | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                       | PepsiCo Inc                                                                     | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35569.00     | 0.01%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                       | PepsiCo Inc                                                                     | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24692.81     | 0.01%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                       | PepsiCo Inc                                                                     | CUSIP: 713448FS2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10207.80     | 0.00%             | 2033-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                       | PepsiCo Inc                                                                     | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25835.41     | 0.01%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                       | PepsiCo Inc                                                                     | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15476.53     | 0.01%             | 2035-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FIN                             | Pepsico Singapore Financing I Pte Ltd                                           | CUSIP: 713466AD2<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |     35000 | PA      | $35422.41     | 0.01%             | 2034-02-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                          | Performance Food Group Inc                                                      | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20606.50     | 0.01%             | 2032-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                       | Revvity Inc                                                                     | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8826.13      | 0.00%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                          | Permian Resources Operating LLC                                                 | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20832.24     | 0.01%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                          | Permian Resources Operating LLC                                                 | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20517.95     | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PERNOD RIC INTL FIN LLC                           | Pernod Ricard International Finance LLC                                         | CUSIP: 71427QAB4<br>LEI: 5493009254WI1A8WXT48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8691.25      | 0.00%             | 2031-04-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                          | Perrigo Finance Unlimited Co                                                    | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     10000 | PA      | $9637.37      | 0.00%             | 2030-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                          | Perrigo Finance Unlimited Co                                                    | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     15000 | PA      | $14670.14     | 0.01%             | 2032-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds               | Peru Government International Bonds                                             | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    100000 | PA      | $92744.86     | 0.03%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds               | Peru Government International Bonds                                             | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     10000 | PA      | $8320.90      | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds               | Peru Government International Bonds                                             | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $174841.47    | 0.06%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III            | Perusahaan Penerbit SBSN Indonesia III                                          | CUSIP: 71567RAV8<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $202203.04    | 0.07%             | 2032-06-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $198501.91    | 0.07%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                       | Petrobras Global Finance BV                                                     | CUSIP: 71647NBH1<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     80000 | PA      | $80585.29     | 0.03%             | 2031-01-03      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $96616.53     | 0.04%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     30000 | PA      | $34668.80     | 0.01%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| PETSMART LLC/PETSMART FI                          | PetSmart LLC / PetSmart Finance Corp                                            | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51138.69     | 0.02%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                           | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    150000 | PA      | $152982.66    | 0.06%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                        | Pfizer Inc                                                                      | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25184.52     | 0.01%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                        | Pfizer Inc                                                                      | CUSIP: 717081FF5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25314.54     | 0.01%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                 | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     85000 | PA      | $91192.72     | 0.03%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                 | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52441.13     | 0.02%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                 | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62275.87     | 0.02%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                 | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25215.90     | 0.01%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                 | CUSIP: 718172DZ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24664.32     | 0.01%             | 2032-10-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                 | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24616.24     | 0.01%             | 2035-10-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds        | Philippines Government International Bonds                                      | CUSIP: 718286BD8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    100000 | PA      | $110788.79    | 0.04%             | 2032-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds        | Philippines Government International Bonds                                      | CUSIP: 718286DA2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $208179.85    | 0.08%             | 2034-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                           | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |     10000 | PA      | $8990.71      | 0.00%             | 2031-11-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                           | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |     10000 | PA      | $10510.32     | 0.00%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                           | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |     15000 | PA      | $14892.42     | 0.01%             | 2035-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                       | Phillips 66                                                                     | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19696.81     | 0.01%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                       | Phillips 66                                                                     | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17968.15     | 0.01%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                    | Phillips 66 Co                                                                  | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41405.64     | 0.02%             | 2033-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                    | Phillips 66 Co                                                                  | CUSIP: 718547AY8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34987.04     | 0.01%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                    | Phillips 66 Co                                                                  | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4927.35      | 0.00%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                        | Phinia Inc                                                                      | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5183.24      | 0.00%             | 2032-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                        | DOC DR LLC                                                                      | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |      5000 | PA      | $4498.82      | 0.00%             | 2031-11-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                           | Piedmont Healthcare Inc                                                         | CUSIP: 72014TAC3<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13055.18     | 0.00%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                           | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4549.56      | 0.00%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                           | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5231.81      | 0.00%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                           | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10233.25     | 0.00%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                         | Pike Corp                                                                       | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10610.69     | 0.00%             | 2031-01-31      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                              | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27698.14     | 0.01%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                              | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19438.01     | 0.01%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                              | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27745.15     | 0.01%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                          | Plains All American Pipeline LP                                                 | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26231.15     | 0.01%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds | Republic of Poland Government International Bonds                               | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     50000 | PA      | $50870.71     | 0.02%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                           | El Salvador Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     10000 | PA      | $10676.62     | 0.00%             | 2032-04-10      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                               | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23635.35     | 0.01%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                               | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15502.12     | 0.01%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                               | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20288.78     | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                               | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15262.09     | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                            | Potomac Electric Power Co                                                       | CUSIP: 737679DH0<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10353.19     | 0.00%             | 2034-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                          | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp              | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $6400.31      | 0.00%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                          | President and Fellows of Harvard College                                        | CUSIP: 740816AR4<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15296.13     | 0.01%             | 2035-02-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: —       |
| PRESTIGE BRANDS INC                               | Prestige Brands Inc                                                             | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6515.74      | 0.00%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                           | Pricoa Global Funding I                                                         | CUSIP: 74153WCX5<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5182.19      | 0.00%             | 2035-05-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PRIMERICA INC                                     | Primerica Inc                                                                   | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4537.14      | 0.00%             | 2031-11-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                      | ADT Security Corp/The                                                           | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14538.13     | 0.01%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                           | Procter & Gamble Co/The                                                         | CUSIP: 742718DB2<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5513.52      | 0.00%             | 2034-08-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                           | Procter & Gamble Co/The                                                         | CUSIP: 742718FQ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22633.67     | 0.01%             | 2031-04-23      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                           | Procter & Gamble Co/The                                                         | CUSIP: 742718FW4<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32131.40     | 0.01%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                           | Procter & Gamble Co/The                                                         | CUSIP: 742718GG8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10212.21     | 0.00%             | 2034-01-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                           | Procter & Gamble Co/The                                                         | CUSIP: 742718GQ6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24931.06     | 0.01%             | 2035-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PROGRESS ENERGY INC                               | Progress Energy Inc                                                             | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |     20000 | PA      | $23026.70     | 0.01%             | 2031-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                  | Progressive Corp/The                                                            | CUSIP: 743315AL7<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11149.11     | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                  | Progressive Corp/The                                                            | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23178.89     | 0.01%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                       | Prologis LP                                                                     | CUSIP: 74340XBS9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     15000 | PA      | $13153.25     | 0.00%             | 2031-03-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                       | Prologis LP                                                                     | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     10000 | PA      | $8853.66      | 0.00%             | 2031-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                       | Prologis LP                                                                     | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     20000 | PA      | $17719.23     | 0.01%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                       | Prologis LP                                                                     | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     25000 | PA      | $25383.19     | 0.01%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                       | Prologis LP                                                                     | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     30000 | PA      | $30711.00     | 0.01%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                       | Prologis LP                                                                     | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     20000 | PA      | $20749.13     | 0.01%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                              | Prologis Targeted US Logistics Fund LP                                          | CUSIP: 74350LAC8<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              |  | US        |     20000 | PA      | $20548.21     | 0.01%             | 2035-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                            | Protective Life Global Funding                                                  | CUSIP: 74368CCB8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5235.78      | 0.00%             | 2032-01-14      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                           | Providence St Joseph Health Obligated Group                                     | CUSIP: 743820AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5195.22      | 0.00%             | 2033-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                          | Prudential Financial Inc                                                        | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67309.44     | 0.02%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                          | Prudential Financial Inc                                                        | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15949.40     | 0.01%             | 2053-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                          | Prudential Financial Inc                                                        | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5263.29      | 0.00%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                          | Prudential Financial Inc                                                        | CUSIP: 74432QAC9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54136.05     | 0.02%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                          | Prudential Financial Inc                                                        | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20595.06     | 0.01%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                           | Prudential Funding Asia PLC                                                     | CUSIP: 744330AB7<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $9522.98      | 0.00%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                           | Public Service Co of Colorado                                                   | CUSIP: 744448CT6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4462.61      | 0.00%             | 2031-01-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                           | Public Service Co of Colorado                                                   | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21994.59     | 0.01%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                           | Public Service Co of Colorado                                                   | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10365.57     | 0.00%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                           | Public Service Co of Colorado                                                   | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30580.12     | 0.01%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                           | Public Service Co of Oklahoma                                                   | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15238.90     | 0.01%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                  | Public Service Co of New Hampshire                                              | CUSIP: 744538AE9<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9004.75      | 0.00%             | 2031-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                           | Public Service Electric and Gas Co                                              | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17711.09     | 0.01%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                           | Public Service Electric and Gas Co                                              | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10107.48     | 0.00%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                           | Public Service Electric and Gas Co                                              | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10144.97     | 0.00%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                          | Public Service Enterprise Group Inc                                             | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26859.71     | 0.01%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                          | Public Service Enterprise Group Inc                                             | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5418.49      | 0.00%             | 2033-10-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                          | Public Service Enterprise Group Inc                                             | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20842.67     | 0.01%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                          | Public Service Enterprise Group Inc                                             | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15525.03     | 0.01%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                              | Public Storage Operating Co                                                     | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     25000 | PA      | $22649.08     | 0.01%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                              | Public Storage Operating Co                                                     | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |      5000 | PA      | $5214.77      | 0.00%             | 2033-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                              | Public Storage Operating Co                                                     | CUSIP: 74464AAD3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     10000 | PA      | $10207.45     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                  | Puget Energy Inc                                                                | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15464.16     | 0.01%             | 2035-03-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                            | Puget Sound Energy Inc                                                          | CUSIP: 745332CM6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10367.02     | 0.00%             | 2034-06-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                    | PulteGroup Inc                                                                  | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $11718.75     | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                    | PulteGroup Inc                                                                  | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $21989.93     | 0.01%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QVC INC                                           | QVC Inc                                                                         | CUSIP: 747262AW3<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |      5000 | PA      | $2011.05      | 0.00%             | 2034-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| QORVO INC                                         | Qorvo Inc                                                                       | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4578.68      | 0.00%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                             | Qnity Electronics Inc                                                           | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20546.68     | 0.01%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                             | Qnity Electronics Inc                                                           | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10373.59     | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                      | QUALCOMM Inc                                                                    | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25256.16     | 0.01%             | 2035-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                      | QUALCOMM Inc                                                                    | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21443.08     | 0.01%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| QUALCOMM INC                                      | QUALCOMM Inc                                                                    | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15387.46     | 0.01%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                               | Quanta Services Inc                                                             | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22127.62     | 0.01%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                               | Quanta Services Inc                                                             | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15525.85     | 0.01%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                               | Quanta Services Inc                                                             | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5017.78      | 0.00%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                               | Quanta Services Inc                                                             | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25339.01     | 0.01%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                | Province of Quebec Canada                                                       | CUSIP: 748148SF1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    105000 | PA      | $104947.49    | 0.04%             | 2034-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                             | QXO Building Products Inc                                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41879.19     | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                             | Quest Diagnostics Inc                                                           | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23119.84     | 0.01%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                             | Quest Diagnostics Inc                                                           | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22274.68     | 0.01%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                             | Quest Diagnostics Inc                                                           | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10200.05     | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                          | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18952.07     | 0.01%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                             | Quikrete Holdings Inc                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83162.13     | 0.03%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                             | Quikrete Holdings Inc                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20846.44     | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                  | RELX Capital Inc                                                                | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5108.38      | 0.00%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                  | RELX Capital Inc                                                                | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15592.01     | 0.01%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                          | RHP Hotel Properties LP / RHP Finance Corp                                      | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              |  | US        |     20000 | PA      | $20713.29     | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                          | RHP Hotel Properties LP / RHP Finance Corp                                      | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              |  | US        |     10000 | PA      | $10401.48     | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                             | RPM International Inc                                                           | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18225.57     | 0.01%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                | RWE Finance US LLC                                                              | CUSIP: 749983AA0<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5273.46      | 0.00%             | 2034-04-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                            | Radiology Partners Inc                                                          | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26134.75     | 0.01%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                 | Rakuten Group Inc                                                               | CUSIP: 75102WAB4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     18000 | PA      | $17106.74     | 0.01%             | 2031-04-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                          | Raven Acquisition Holdings LLC                                                  | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25791.43     | 0.01%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RAYONIER LP                                       | Rayonier LP                                                                     | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              |  | US        |     15000 | PA      | $13577.80     | 0.00%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                          | RTX Corp                                                                        | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35746.81     | 0.01%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                          | RTX Corp                                                                        | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62520.79     | 0.02%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                          | RTX Corp                                                                        | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54061.76     | 0.02%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                          | RTX Corp                                                                        | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27598.03     | 0.01%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                | Realty Income Corp                                                              | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     30000 | PA      | $28589.74     | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                | Realty Income Corp                                                              | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     10000 | PA      | $8340.26      | 0.00%             | 2033-03-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                | Realty Income Corp                                                              | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     30000 | PA      | $31948.54     | 0.01%             | 2032-10-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                | Realty Income Corp                                                              | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      5000 | PA      | $5087.63      | 0.00%             | 2033-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                | Realty Income Corp                                                              | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     10000 | PA      | $10321.28     | 0.00%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                | Realty Income Corp                                                              | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     15000 | PA      | $15350.32     | 0.01%             | 2035-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                | Realty Income Corp                                                              | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      5000 | PA      | $4970.44      | 0.00%             | 2033-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                | Regal Rexnord Corp                                                              | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26965.98     | 0.01%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                | Regency Centers LP                                                              | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |      5000 | PA      | $5180.97      | 0.00%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                | Regency Centers LP                                                              | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     10000 | PA      | $10186.32     | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                            | Regions Financial Corp                                                          | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10328.17     | 0.00%             | 2035-09-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                           | Reinsurance Group of America Inc                                                | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41764.97     | 0.02%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                          | RenaissanceRe Holdings Ltd                                                      | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     25000 | PA      | $26266.90     | 0.01%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                          | RenaissanceRe Holdings Ltd                                                      | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $10503.73     | 0.00%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                             | Republic Services Inc                                                           | CUSIP: 760759AZ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21644.54     | 0.01%             | 2032-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                             | Republic Services Inc                                                           | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36185.78     | 0.01%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                             | Republic Services Inc                                                           | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10432.58     | 0.00%             | 2034-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                             | Republic Services Inc                                                           | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20844.30     | 0.01%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds            | Uruguay Government International Bonds                                          | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     50000 | PA      | $53418.21     | 0.02%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                               | Resideo Funding Inc                                                             | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10246.51     | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                          | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |     20000 | PA      | $17931.43     | 0.01%             | 2030-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                             | Reynolds American Inc                                                           | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10517.61     | 0.00%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                | RGA Global Funding                                                              | CUSIP: 76209PAD5<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15663.63     | 0.01%             | 2031-01-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                | RGA Global Funding                                                              | CUSIP: 76209PAF0<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5120.97      | 0.00%             | 2031-12-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                | RGA Global Funding                                                              | CUSIP: 76209PAJ2<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10064.35     | 0.00%             | 2032-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                             | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAN6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     15000 | PA      | $15491.30     | 0.01%             | 2033-03-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                             | RIO TINTO FIN USA PLC                                                           | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     35000 | PA      | $36327.35     | 0.01%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                            | Ritchie Bros Holdings Inc                                                       | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10481.09     | 0.00%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                 | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                 | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5071.11      | 0.00%             | 2033-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                | Roche Holdings Inc                                                              | CUSIP: 771196BX9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17748.58     | 0.01%             | 2031-12-13      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                | Roche Holdings Inc                                                              | CUSIP: 771196CL4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10368.76     | 0.00%             | 2034-03-08      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                    | Rocket Cos Inc                                                                  | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41524.87     | 0.02%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                    | Rocket Cos Inc                                                                  | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15735.20     | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                    | Rocket Cos Inc                                                                  | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26284.60     | 0.01%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                          | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $17608.86     | 0.01%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ROCKIES EXPRESS PIPELINE                          | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4901.02      | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                          | ROCKIES EXPRESS PIPELINE                                                        | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15744.82     | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                               | Rockwell Automation Inc                                                         | CUSIP: 773903AL3<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13204.95     | 0.00%             | 2031-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications Inc                                                       | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $52026.37     | 0.02%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications Inc                                                       | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20292.65     | 0.01%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications Inc                                                       | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20888.38     | 0.01%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                       | Rollins Inc                                                                     | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10243.26     | 0.00%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                            | Roper Technologies Inc                                                          | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25080.92     | 0.01%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                            | Roper Technologies Inc                                                          | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10157.41     | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                            | Roper Technologies Inc                                                          | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13150.76     | 0.00%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                   | Ross Stores Inc                                                                 | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4403.71      | 0.00%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     25000 | PA      | $25850.54     | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     35000 | PA      | $36041.31     | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     30000 | PA      | $30626.57     | 0.01%             | 2031-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                                            | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $40570.88     | 0.01%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                                            | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $72383.99     | 0.03%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                                            | CUSIP: 78016HZQ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $56852.65     | 0.02%             | 2033-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                                            | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $42018.75     | 0.02%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                | Royalty Pharma PLC                                                              | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $21951.38     | 0.01%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                | Royalty Pharma PLC                                                              | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      5000 | PA      | $5141.75      | 0.00%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                | Royalty Pharma PLC                                                              | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $25285.33     | 0.01%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                                    | Ryan Specialty LLC                                                              | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20440.33     | 0.01%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                  | Ryder System Inc                                                                | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11212.12     | 0.00%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                  | SBL Holdings Inc                                                                | CUSIP: 78397DAB4<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13817.70     | 0.01%             | 2031-02-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                  | SBL Holdings Inc                                                                | CUSIP: 78397DAD0<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38776.55     | 0.01%             | 2034-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                    | S&P Global Inc                                                                  | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41674.31     | 0.02%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                    | S&P Global Inc                                                                  | CUSIP: 78409VBQ6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5284.90      | 0.00%             | 2033-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                      | Navient Corp                                                                    | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9008.88      | 0.00%             | 2033-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                          | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAK8<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |     15000 | PA      | $15765.88     | 0.01%             | 2033-07-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                          | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAM4<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |     20000 | PA      | $20776.88     | 0.01%             | 2034-04-03      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                      | SM Energy Co                                                                    | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14634.99     | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                             | SS&C Technologies Inc                                                           | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15622.01     | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| S&S HOLDINGS LLC                                  | S&S Holdings LLC                                                                | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9453.42      | 0.00%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                              | Sabra Health Care LP                                                            | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |     15000 | PA      | $13726.25     | 0.00%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                          | Safehold GL Holdings LLC                                                        | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |     15000 | PA      | $15958.24     | 0.01%             | 2034-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                          | Safehold GL Holdings LLC                                                        | CUSIP: 785931AB2<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |     10000 | PA      | $10294.63     | 0.00%             | 2035-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                          | Safehold GL Holdings LLC                                                        | CUSIP: 78646UAA7<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |     15000 | PA      | $13822.10     | 0.01%             | 2031-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| SAFEWAY INC                                       | Safeway Inc                                                                     | CUSIP: 786514BA6<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3264.00      | 0.00%             | 2031-02-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                    | Salesforce Inc                                                                  | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22341.60     | 0.01%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                          | Sally Holdings LLC / Sally Capital Inc                                          | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10477.45     | 0.00%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| SAMMONS FINANCIAL GROUP                           | Sammons Financial Group Inc                                                     | CUSIP: 79588TAD2<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27901.23     | 0.01%             | 2031-04-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP                           | Sammons Financial Group Inc                                                     | CUSIP: 79588TAE0<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14738.89     | 0.01%             | 2032-04-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP                           | Sammons Financial Group Inc                                                     | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16615.31     | 0.01%             | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                   | San Diego Gas & Electric Co                                                     | CUSIP: 797440CB8<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9195.13      | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                   | San Diego Gas & Electric Co                                                     | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15625.84     | 0.01%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                   | Sands China Ltd                                                                 | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     10000 | PA      | $9156.16      | 0.00%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                            | Santander Holdings USA Inc                                                      | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16102.83     | 0.01%             | 2035-05-31      | Fixed         | 6.34%                 | No            |                  2 | On Loan: —       |
| SANTOS FINANCE LTD                                | Santos Finance Ltd                                                              | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     40000 | PA      | $43872.17     | 0.02%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                | Santos Finance Ltd                                                              | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     25000 | PA      | $25077.64     | 0.01%             | 2035-11-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                           | Schlumberger Holdings Corp                                                      | CUSIP: 806851AN1<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5091.40      | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                           | Schlumberger Holdings Corp                                                      | CUSIP: 806851AP6<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20195.98     | 0.01%             | 2033-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                               | Charles Schwab Corp/The                                                         | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18154.25     | 0.01%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                               | Charles Schwab Corp/The                                                         | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26301.64     | 0.01%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                               | Charles Schwab Corp/The                                                         | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64342.85     | 0.02%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                               | Charles Schwab Corp/The                                                         | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37597.62     | 0.01%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                               | Charles Schwab Corp/The                                                         | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10926.88     | 0.00%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                               | Charles Schwab Corp/The                                                         | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25049.29     | 0.01%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                          | Science Applications International Corp                                         | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19942.18     | 0.01%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                             | Scotts Miracle-Gro Co/The                                                       | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8417.37      | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                             | Scotts Miracle-Gro Co/The                                                       | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7499.27      | 0.00%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                             | Scripps Escrow II Inc                                                           | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $5457.28      | 0.00%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd           | SEAGATE DATA STOR                                                               | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      5000 | PA      | $4724.11      | 0.00%             | 2031-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| Seagate Data Storage Technology Pte Ltd           | SEAGATE DATA STOR                                                               | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      5000 | PA      | $5323.23      | 0.00%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd           | SEAGATE DATA STORAGE TECH                                                       | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     12000 | PA      | $13662.96     | 0.00%             | 2032-12-01      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                 | Seagate Data Storage Technology Pte Ltd                                         | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     10000 | PA      | $10319.82     | 0.00%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| SEALED AIR CORP                                   | Sealed Air Corp                                                                 | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10530.43     | 0.00%             | 2033-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                          | Sealed Air Corp/Sealed Air Corp US                                              | CUSIP: 812127AB4<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7288.11      | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                   | Sealed Air Corp                                                                 | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5176.26      | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                               | Select Medical Corp                                                             | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9925.52      | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| SELECTIVE INSURANCE GROU                          | Selective Insurance Group Inc                                                   | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10480.86     | 0.00%             | 2035-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                            | Sempra                                                                          | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47240.57     | 0.02%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                            | Sempra                                                                          | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15283.33     | 0.01%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                            | Sempra                                                                          | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10126.87     | 0.00%             | 2055-04-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| SEMPRA INFRASTRUCTURE PA                          | Sempra Infrastructure Partners LP                                               | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4469.91      | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                          | Sensata Technologies Inc                                                        | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24378.68     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                          | Sensata Technologies Inc                                                        | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10459.06     | 0.00%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                 | Service Corp International/US                                                   | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18746.63     | 0.01%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                 | Service Corp International/US                                                   | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9546.66      | 0.00%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                 | Service Corp International/US                                                   | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15337.26     | 0.01%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                          | Service Properties Trust                                                        | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     15000 | PA      | $15760.05     | 0.01%             | 2031-11-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                          | Service Properties Trust                                                        | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     10000 | PA      | $9631.87      | 0.00%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                      | 7-Eleven Inc                                                                    | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17517.90     | 0.01%             | 2031-02-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                              | Shell Finance US Inc                                                            | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24218.33     | 0.01%             | 2035-05-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                               | Sherwin-Williams Co/The                                                         | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17601.14     | 0.01%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                               | Sherwin-Williams Co/The                                                         | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15386.31     | 0.01%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                               | Sherwin-Williams Co/The                                                         | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10249.38     | 0.00%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                           | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                           | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20811.50     | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                           | Simon Property Group LP                                                         | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     15000 | PA      | $13240.52     | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                           | Simon Property Group LP                                                         | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     30000 | PA      | $27092.45     | 0.01%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                           | Simon Property Group LP                                                         | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     40000 | PA      | $40048.35     | 0.01%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                           | Simon Property Group LP                                                         | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     25000 | PA      | $25517.44     | 0.01%             | 2035-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                          | Sinclair Television Group Inc                                                   | CUSIP: 829259BF6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     23000 | PA      | $17925.80     | 0.01%             | 2032-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                          | Sinclair Television Group Inc                                                   | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31230.15     | 0.01%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                               | Sirius XM Radio LLC                                                             | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23753.08     | 0.01%             | 2030-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                               | Sirius XM Radio LLC                                                             | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     31000 | PA      | $28272.79     | 0.01%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| SIX FLAGS ENTERTAINME                             | Six Flags Entertainment Corp                                                    | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14292.94     | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| SIX FLAGS ENT/SIX FLAG                            | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14981.07     | 0.01%             | 2032-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                          | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20238.70     | 0.01%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                            | Skyworks Solutions Inc                                                          | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13634.71     | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                | Smith & Nephew PLC                                                              | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $10438.45     | 0.00%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                              | Smithfield Foods Inc                                                            | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22169.71     | 0.01%             | 2031-09-13      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                     | J M Smucker Co/The                                                              | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9488.00      | 0.00%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                     | J M Smucker Co/The                                                              | CUSIP: 832696AU2<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17304.26     | 0.01%             | 2032-03-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                     | J M Smucker Co/The                                                              | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21765.37     | 0.01%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                            | Smurfit Kappa Treasury ULC                                                      | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |      5000 | PA      | $5198.86      | 0.00%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                          | Smyrna Ready Mix Concrete LLC                                                   | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21225.40     | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                          | Snap Inc                                                                        | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25786.30     | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                          | Snap Inc                                                                        | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10248.41     | 0.00%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                             | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $218795.82    | 0.08%             | 2034-01-10      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                             | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      5000 | PA      | $5050.32      | 0.00%             | 2036-10-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                          | Solstice Advanced Materials Inc                                                 | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5031.25      | 0.00%             | 2033-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                    | Solventum Corp                                                                  | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36586.06     | 0.01%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                    | Solventum Corp                                                                  | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31361.37     | 0.01%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                              | Sonic Automotive Inc                                                            | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6741.85      | 0.00%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| SONOCO PRODUCTS CO                                | Sonoco Products Co                                                              | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19879.78     | 0.01%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| SOTERA HEALTH HLDGS LLC                           | Sotera Health Holdings LLC                                                      | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15828.18     | 0.01%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                          | South Bow Canadian Infrastructure Holdings Ltd                                  | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10363.85     | 0.00%             | 2055-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                             | Dominion Energy South Carolina Inc                                              | CUSIP: 837004BV1<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11233.31     | 0.00%             | 2032-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                             | Dominion Energy South Carolina Inc                                              | CUSIP: 837004BX7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10504.06     | 0.00%             | 2033-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SOUTH32 TREASURY LTD                              | South32 Treasury Ltd                                                            | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |     25000 | PA      | $24284.53     | 0.01%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                   | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17927.47     | 0.01%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                   | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8893.56      | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                   | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37166.01     | 0.01%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                   | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15134.73     | 0.01%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                   | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10348.50     | 0.00%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                   | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20413.10     | 0.01%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                             | Southern California Gas Co                                                      | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10370.30     | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                             | Southern California Gas Co                                                      | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15370.58     | 0.01%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                             | Southern California Gas Co                                                      | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10460.24     | 0.00%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                       | Southern Co/The                                                                 | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15967.71     | 0.01%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                       | Southern Co/The                                                                 | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25840.84     | 0.01%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                       | Southern Co/The                                                                 | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21144.27     | 0.01%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                       | Southern Co/The                                                                 | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14952.93     | 0.01%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                       | Southern Co/The                                                                 | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52902.55     | 0.02%             | 2055-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                           | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30942.05     | 0.01%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                           | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15119.19     | 0.01%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                           | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20242.84     | 0.01%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                 | Southern Power Co                                                               | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4966.88      | 0.00%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                             | Southwest Airlines Co                                                           | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24474.12     | 0.01%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                | Southwest Gas Corp                                                              | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29074.17     | 0.01%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                | Expand Energy Corp                                                              | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37598.59     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                          | Southwestern Public Service Co                                                  | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10276.63     | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC                                | Spire Missouri Inc                                                              | CUSIP: 84859DAC1<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10117.90     | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC                                | Spire Missouri Inc                                                              | CUSIP: 84859DAD9<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5174.27      | 0.00%             | 2034-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                            | Spirit AeroSystems Inc                                                          | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21911.61     | 0.01%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                               | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     39000 | PA      | $47482.66     | 0.02%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                         | Block Inc                                                                       | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16915.53     | 0.01%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| BLOCK INC                                         | Block Inc                                                                       | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41823.44     | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                         | Block Inc                                                                       | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15419.13     | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                          | Standard Building Solutions Inc                                                 | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30964.63     | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                          | Standard Building Solutions Inc                                                 | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20524.49     | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered PLC                                                          | CUSIP: 853254BU3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     15000 | PA      | $13943.13     | 0.01%             | 2036-02-18      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered PLC                                                          | CUSIP: 853254CZ1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $10780.49     | 0.00%             | 2035-01-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered PLC                                                          | CUSIP: 853254DC1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $31919.60     | 0.01%             | 2035-05-14      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered PLC                                                          | CUSIP: 85325C2J0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      5000 | PA      | $5125.80      | 0.00%             | 2036-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                          | Standard Industries Inc/NY                                                      | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26196.22     | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                          | Standard Industries Inc/NY                                                      | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16509.68     | 0.01%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                          | Stanley Black & Decker Inc                                                      | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22609.59     | 0.01%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STAR HOLDING LLC                                  | Star Holding LLC                                                                | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5054.63      | 0.00%             | 2031-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                    | Starbucks Corp                                                                  | CUSIP: 855244BJ7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41002.75     | 0.01%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| STARBUCKS CORP                                    | Starbucks Corp                                                                  | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10448.05     | 0.00%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| STARWOOD PROPERTY TRUST                           | Starwood Property Trust Inc                                                     | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     15000 | PA      | $15712.99     | 0.01%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                 | State Street Corp                                                               | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22500.14     | 0.01%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                 | State Street Corp                                                               | CUSIP: 857477BT9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36246.78     | 0.01%             | 2033-02-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                 | State Street Corp                                                               | CUSIP: 857477BU6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5002.77      | 0.00%             | 2033-05-13      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                 | State Street Corp                                                               | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14750.53     | 0.01%             | 2033-08-04      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                 | State Street Corp                                                               | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25454.52     | 0.01%             | 2034-01-26      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                 | State Street Corp                                                               | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15607.60     | 0.01%             | 2034-05-18      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                 | State Street Corp                                                               | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35735.25     | 0.01%             | 2032-10-22      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                 | State Street Corp                                                               | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10304.58     | 0.00%             | 2036-02-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                 | State Street Corp                                                               | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25071.25     | 0.01%             | 2036-10-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds | Republic of Poland Government International Bonds                               | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     21000 | PA      | $22609.43     | 0.01%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                               | Station Casinos LLC                                                             | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7571.38      | 0.00%             | 2031-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                               | Station Casinos LLC                                                             | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10229.53     | 0.00%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                | Steel Dynamics Inc                                                              | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10415.05     | 0.00%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                | Steel Dynamics Inc                                                              | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35956.54     | 0.01%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                             | Stellantis Finance US Inc                                                       | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4346.77      | 0.00%             | 2031-09-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                             | Stellantis Finance US Inc                                                       | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10403.21     | 0.00%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA                            | Stena International SA                                                          | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |     10000 | PA      | $10199.69     | 0.00%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA                            | Stena International SA                                                          | CUSIP: 85858EAE3<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |     10000 | PA      | $10214.21     | 0.00%             | 2031-02-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                          | Stewart Information Services Corp                                               | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8953.07      | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                                  | StoneX Group Inc                                                                | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10593.03     | 0.00%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT                             | Stonepeak Nile Parent LLC                                                       | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10574.55     | 0.00%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                 | Store Capital LLC                                                               | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |     20000 | PA      | $17691.43     | 0.01%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                      | Stryker Corp                                                                    | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15027.06     | 0.01%             | 2034-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                      | Stryker Corp                                                                    | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31156.40     | 0.01%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                          | Suburban Propane Partners LP/Suburban Energy Finance Corp                       | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9601.19      | 0.00%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                          | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     15000 | PA      | $16076.96     | 0.01%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                          | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     25000 | PA      | $26514.62     | 0.01%             | 2034-07-09      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                          | SUMITOMO MITSUI FINL GRP                                                        | CUSIP: 86562MEA4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206424.88    | 0.07%             | 2036-07-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                          | Sumitomo Mitsui Trust Bank Ltd                                                  | CUSIP: 86563VCB3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $10217.50     | 0.00%             | 2035-03-13      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO LIFE INSUR                               | Sumitomo Life Insurance Co                                                      | CUSIP: 86564CAE0<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |      5000 | PA      | $5112.46      | 0.00%             | 2034-01-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                           | Sun Communities Operating LP                                                    | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |     15000 | PA      | $13691.83     | 0.00%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                           | Sun Communities Operating LP                                                    | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |     15000 | PA      | $14659.91     | 0.01%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                 | Suncor Energy Inc                                                               | CUSIP: 867229AD8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10623.25     | 0.00%             | 2034-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                       | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15840.71     | 0.01%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                       | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25675.52     | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                       | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20127.04     | 0.01%             | 2031-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                       | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10042.28     | 0.00%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                       | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15600.88     | 0.01%             | 2030-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                       | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10318.75     | 0.00%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                           | Surgery Center Holdings Inc                                                     | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20534.62     | 0.01%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                     | Sutter Health                                                                   | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15543.15     | 0.01%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                     | Sutter Health                                                                   | CUSIP: 86944BAP8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5212.77      | 0.00%             | 2032-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                               | Suzano Austria GmbH                                                             | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     30000 | PA      | $28241.22     | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                               | Suzano Austria GmbH                                                             | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     25000 | PA      | $22353.00     | 0.01%             | 2032-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                      | Synopsys Inc                                                                    | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30752.17     | 0.01%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                      | Synopsys Inc                                                                    | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51096.29     | 0.02%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                    | TD SYNNEX Corp                                                                  | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18005.38     | 0.01%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                    | TD SYNNEX Corp                                                                  | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10622.27     | 0.00%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                             | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22364.71     | 0.01%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                             | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16074.74     | 0.01%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                             | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10276.50     | 0.00%             | 2036-07-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                 | Sysco Corp                                                                      | CUSIP: 871829AJ6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26039.79     | 0.01%             | 2035-09-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                 | Sysco Corp                                                                      | CUSIP: 871829BQ9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4482.14      | 0.00%             | 2031-12-14      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                 | Sysco Corp                                                                      | CUSIP: 871829BT3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16343.32     | 0.01%             | 2034-01-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                 | Sysco Corp                                                                      | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10414.36     | 0.00%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25119.26     | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100704.91    | 0.04%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22205.50     | 0.01%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54979.97     | 0.02%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18035.57     | 0.01%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25920.94     | 0.01%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51326.28     | 0.02%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31977.90     | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46293.08     | 0.02%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5175.42      | 0.00%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51715.14     | 0.02%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16919.82     | 0.01%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ADW2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25025.97     | 0.01%             | 2033-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25119.83     | 0.01%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                            | TPG Operating Group II LP                                                       | CUSIP: 872652AA0<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10488.00     | 0.00%             | 2034-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                          | Take-Two Interactive Software Inc                                               | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24310.33     | 0.01%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                           | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9996.94      | 0.00%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                           | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9894.90      | 0.00%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                           | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10014.20     | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                              | Talos Production Inc                                                            | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10536.34     | 0.00%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                 | Tampa Electric Co                                                               | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15300.54     | 0.01%             | 2035-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                      | Tapestry Inc                                                                    | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22730.33     | 0.01%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                      | Tapestry Inc                                                                    | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15383.88     | 0.01%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                          | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55288.07     | 0.02%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                          | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9561.01      | 0.00%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                       | Target Corp                                                                     | CUSIP: 87612EAK2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11162.80     | 0.00%             | 2032-11-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                       | Target Corp                                                                     | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25274.50     | 0.01%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                       | Target Corp                                                                     | CUSIP: 87612EBQ8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25022.94     | 0.01%             | 2033-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                       | Target Corp                                                                     | CUSIP: 87612EBS4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19821.55     | 0.01%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                       | Target Corp                                                                     | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20373.59     | 0.01%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                            | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32148.63     | 0.01%             | 2033-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                            | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5494.78      | 0.00%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                            | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15389.09     | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                            | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25680.26     | 0.01%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                              | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10314.68     | 0.00%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                            | Telecom Italia Capital SA                                                       | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     10000 | PA      | $10530.19     | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                            | Telecom Italia Capital SA                                                       | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     10000 | PA      | $10262.32     | 0.00%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                          | Teledyne Technologies Inc                                                       | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27818.65     | 0.01%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                        | TELUS Corp                                                                      | CUSIP: 87971MBW2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $13862.85     | 0.01%             | 2032-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                               | Somnigroup International Inc                                                    | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15939.45     | 0.01%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                           | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8692.05      | 0.00%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                           | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26053.70     | 0.01%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                           | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10324.63     | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                           | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15241.32     | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                        | Terex Corp                                                                      | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15330.59     | 0.01%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TEXAS EASTERN TRANSMISSI                          | Texas Eastern Transmission LP                                                   | CUSIP: 882389CC1<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5641.36      | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                             | Texas Instruments Inc                                                           | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4822.45      | 0.00%             | 2032-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                             | Texas Instruments Inc                                                           | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20715.58     | 0.01%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                             | Texas Instruments Inc                                                           | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25814.21     | 0.01%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                             | Texas Instruments Inc                                                           | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10367.72     | 0.00%             | 2035-05-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                       | Textron Inc                                                                     | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13624.10     | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                       | Textron Inc                                                                     | CUSIP: 883203CE9<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10432.30     | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                            | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35725.77     | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                          | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44688.15     | 0.02%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                          | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31292.06     | 0.01%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                          | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DB5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10467.46     | 0.00%             | 2034-01-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                        | 3M Co                                                                           | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10349.17     | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                          | Time Warner Cable Enterprises LLC                                               | CUSIP: 88731EAJ9<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | DBT              | CORP              | US        |     27000 | PA      | $31288.20     | 0.01%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                            | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10339.62     | 0.00%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                     | TopBuild Corp                                                                   | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9525.83      | 0.00%             | 2032-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                     | TopBuild Corp                                                                   | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15208.93     | 0.01%             | 2034-01-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $17909.50     | 0.01%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $35829.34     | 0.01%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $42083.67     | 0.02%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $55144.51     | 0.02%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $26230.00     | 0.01%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $55626.22     | 0.02%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                          | TotalEnergies Capital SA                                                        | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     55000 | PA      | $57476.89     | 0.02%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                          | TotalEnergies Capital SA                                                        | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     20000 | PA      | $20305.74     | 0.01%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                 | Toyota Motor Corp                                                               | CUSIP: 892331AV1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     20000 | PA      | $20682.99     | 0.01%             | 2035-06-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                 | Tractor Supply Co                                                               | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26055.52     | 0.01%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | Toyota Motor Credit Corp                                                        | CUSIP: 89236THX6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39856.05     | 0.01%             | 2031-01-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKR5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15293.60     | 0.01%             | 2033-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30730.10     | 0.01%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15635.07     | 0.01%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | Toyota Motor Credit Corp                                                        | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25426.54     | 0.01%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31660.46     | 0.01%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNT8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10147.77     | 0.00%             | 2032-09-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                | Trane Technologies Financing Ltd                                                | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |      5000 | PA      | $5230.52      | 0.00%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                | Trane Technologies Financing Ltd                                                | CUSIP: 892938AB7<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     20000 | PA      | $20666.41     | 0.01%             | 2034-06-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                             | TransCanada PipeLines Ltd                                                       | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10422.72     | 0.00%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                             | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $29427.94     | 0.01%             | 2034-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                   | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36500.67     | 0.01%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                   | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15747.71     | 0.01%             | 2031-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                   | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36390.91     | 0.01%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                   | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30700.01     | 0.01%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                   | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51382.35     | 0.02%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                   | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10387.14     | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                   | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10467.97     | 0.00%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                          | Transocean International Ltd                                                    | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      5000 | PA      | $5216.81      | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                          | Transocean International Ltd                                                    | CUSIP: 893830AF6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      5000 | PA      | $4816.57      | 0.00%             | 2031-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                          | Transocean International Ltd                                                    | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     25000 | PA      | $25202.59     | 0.01%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                             | Transurban Finance Co Pty Ltd                                                   | CUSIP: 89400PAK9<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $18264.07     | 0.01%             | 2031-03-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                               | Travel + Leisure Co                                                             | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15241.40     | 0.01%             | 2033-09-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                 | Travelers Cos Inc/The                                                           | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15350.93     | 0.01%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                       | Trimble Inc                                                                     | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21576.76     | 0.01%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                  | TriNet Group Inc                                                                | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5176.21      | 0.00%             | 2031-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                                  | Triton Container International Ltd                                              | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |     25000 | PA      | $22605.21     | 0.01%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                          | Triton Container International Ltd / TAL International Container Corp           | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     10000 | PA      | $9032.92      | 0.00%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                             | Trivium Packaging Finance BV                                                    | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     15000 | PA      | $15982.29     | 0.01%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                           | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21630.92     | 0.01%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                           | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35725.92     | 0.01%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                           | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42641.08     | 0.02%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                           | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42278.05     | 0.02%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                           | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20657.43     | 0.01%             | 2032-08-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                           | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29862.99     | 0.01%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                           | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25056.04     | 0.01%             | 2033-07-28      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                          | Tucson Electric Power Co                                                        | CUSIP: 898813AU4<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9315.79      | 0.00%             | 2032-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                          | Tucson Electric Power Co                                                        | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10299.35     | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds            | Turkiye Government International Bonds                                          | CUSIP: 900123DG2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $235095.62    | 0.09%             | 2033-01-19      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds            | Turkiye Government International Bonds                                          | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $210811.98    | 0.08%             | 2032-07-17      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                               | Turkiye Government International Bond                                           | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $199930.43    | 0.07%             | 2035-01-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                        | Twilio Inc                                                                      | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8596.84      | 0.00%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                          | Tyco Electronics Group SA                                                       | CUSIP: 902133AY3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |      5000 | PA      | $4505.90      | 0.00%             | 2032-02-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                          | Tyco Electronics Group SA                                                       | CUSIP: 902133BD8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     10000 | PA      | $10171.10     | 0.00%             | 2035-05-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                   | Tyson Foods Inc                                                                 | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26429.61     | 0.01%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                    | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $177965.26    | 0.06%             | 2032-02-11      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                    | CUSIP: 902613AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $203810.10    | 0.07%             | 2033-08-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                    | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     10000 | PA      | $10596.89     | 0.00%             | 2035-02-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                    | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     10000 | PA      | $10482.65     | 0.00%             | 2036-05-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| UDR INC                                           | UDR Inc                                                                         | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     25000 | PA      | $23216.90     | 0.01%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UDR INC                                           | UDR Inc                                                                         | CUSIP: 90265EAS9<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     10000 | PA      | $8737.59      | 0.00%             | 2034-11-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UDR INC                                           | UDR Inc                                                                         | CUSIP: 90265EAU4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |      5000 | PA      | $4145.19      | 0.00%             | 2033-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UDR INC                                           | UDR Inc                                                                         | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     10000 | PA      | $10196.68     | 0.00%             | 2034-09-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UKG INC                                           | UKG Inc                                                                         | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46483.05     | 0.02%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                      | US Foods Inc                                                                    | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4926.67      | 0.00%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                      | US Foods Inc                                                                    | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10537.99     | 0.00%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                      | US Foods Inc                                                                    | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10181.08     | 0.00%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                                | Sunrise FinCo I BV                                                              | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |     20000 | PA      | $19078.32     | 0.01%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UPMC                                              | UPMC                                                                            | CUSIP: 90320WAG8<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5137.18      | 0.00%             | 2033-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| USI INC/NY                                        | USI Inc/NY                                                                      | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10428.01     | 0.00%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies Inc                                                           | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20099.89     | 0.01%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies Inc                                                           | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24905.70     | 0.01%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies Inc                                                           | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24979.70     | 0.01%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                     | UniCredit SpA                                                                   | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     10000 | PA      | $9299.30      | 0.00%             | 2032-06-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                             | Unilever Capital Corp                                                           | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88433.45     | 0.03%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                 | Union Electric Co                                                               | CUSIP: 906548CT7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8795.05      | 0.00%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                 | Union Electric Co                                                               | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25898.59     | 0.01%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                | Union Pacific Corp                                                              | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50675.70     | 0.02%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                | Union Pacific Corp                                                              | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15183.31     | 0.01%             | 2033-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                | Union Pacific Corp                                                              | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25953.17     | 0.01%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNISYS CORP                                       | Unisys Corp                                                                     | CUSIP: 909214BX5<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10126.49     | 0.00%             | 2031-01-15      | Fixed         | 10.63%                | No            |                  2 | On Loan: —       |
| UNITED AIR 2019-1 AA PTT                          | United Airlines 2019-1 Class AA Pass Through Trust                              | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3172 | PA      | $3112.51      | 0.00%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 AA PTT                          | United Airlines 2019-2 Class AA Pass Through Trust                              | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3657 | PA      | $3349.84      | 0.00%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds             | Mexico Government International Bonds                                           | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $195650.94    | 0.07%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                            | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $206290.66    | 0.07%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                            | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $198244.80    | 0.07%             | 2035-09-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                             | United Parcel Service Inc                                                       | CUSIP: 911312BZ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15536.61     | 0.01%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                             | United Parcel Service Inc                                                       | CUSIP: 911312CD6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26147.41     | 0.01%             | 2034-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                             | United Parcel Service Inc                                                       | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26155.63     | 0.01%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31560.61     | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9660.35      | 0.00%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10330.50     | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20920.32     | 0.01%             | 2034-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40151.79     | 0.01%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                                      | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26174.12     | 0.01%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                                      | CUSIP: 91159HJD3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13547.11     | 0.00%             | 2033-01-27      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                                      | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25221.13     | 0.01%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                                      | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32163.35     | 0.01%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                                      | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30385.50     | 0.01%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                                      | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37565.17     | 0.01%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                                      | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42497.92     | 0.02%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                                      | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26148.01     | 0.01%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                             | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $324023.44    | 0.12%             | 2031-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $613976.57    | 0.22%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1180000 | PA      | $1043101.57   | 0.38%             | 2031-02-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1770000 | PA      | $1593967.98   | 0.58%             | 2031-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2713000 | PA      | $2375782.59   | 0.86%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2190820.33   | 0.80%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2070000 | PA      | $1858633.60   | 0.67%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2750000 | PA      | $2613359.38   | 0.95%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1490000 | PA      | $1400367.19   | 0.51%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1629000 | PA      | $1662852.66   | 0.60%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1667328.13   | 0.61%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1879000 | PA      | $1824391.56   | 0.66%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2149000 | PA      | $2153700.94   | 0.78%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2249000 | PA      | $2347745.16   | 0.85%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1742000 | PA      | $1802017.35   | 0.65%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $603562.50    | 0.22%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1121000 | PA      | $1140442.34   | 0.41%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2016562.50   | 0.73%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    870000 | PA      | $895488.29    | 0.33%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    850000 | PA      | $869855.47    | 0.32%             | 2031-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1456000 | PA      | $1525615.00   | 0.55%             | 2031-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3295000 | PA      | $3408265.63   | 1.24%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $943101.57    | 0.34%             | 2031-05-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $514726.57    | 0.19%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $767343.75    | 0.28%             | 2031-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2123000 | PA      | $2115038.75   | 0.77%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1010000 | PA      | $1013708.60   | 0.37%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $548281.25    | 0.20%             | 2031-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    818000 | PA      | $836532.81    | 0.30%             | 2031-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2283000 | PA      | $2335080.94   | 0.85%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    650000 | PA      | $664726.56    | 0.24%             | 2031-11-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    390000 | PA      | $406666.41    | 0.15%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    833000 | PA      | $862935.94    | 0.31%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2777000 | PA      | $2918453.44   | 1.06%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    833000 | PA      | $851417.11    | 0.31%             | 2032-02-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1122000 | PA      | $1146631.41   | 0.42%             | 2032-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    797000 | PA      | $808892.74    | 0.29%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2164000 | PA      | $2209646.88   | 0.80%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    917000 | PA      | $936916.09    | 0.34%             | 2032-05-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    736000 | PA      | $746580.00    | 0.27%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    635000 | PA      | $643830.47    | 0.23%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2159000 | PA      | $2202180.00   | 0.80%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    870000 | PA      | $875437.50    | 0.32%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    526000 | PA      | $529123.13    | 0.19%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $698578.13    | 0.25%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19924.14     | 0.01%             | 2035-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49598.94     | 0.02%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47180.34     | 0.02%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49817.81     | 0.02%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20598.76     | 0.01%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66517.75     | 0.02%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61767.94     | 0.02%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36164.89     | 0.01%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25450.67     | 0.01%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20844.77     | 0.01%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                           | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                 | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              |  | US        |     15000 | PA      | $14509.10     | 0.01%             | 2032-06-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                             | Universal Health Services Inc                                                   | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13234.36     | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                             | Universal Health Services Inc                                                   | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9856.72      | 0.00%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                          | Univision Communications Inc                                                    | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20312.46     | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                          | Univision Communications Inc                                                    | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20710.21     | 0.01%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                          | Univision Communications Inc                                                    | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10651.94     | 0.00%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds            | Uruguay Government International Bonds                                          | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     70000 | PA      | $70964.15     | 0.03%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                          | USA Compression Partners LP / USA Compression Finance Corp                      | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10098.67     | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VF CORP                                           | VF Corp                                                                         | CUSIP: 918204AR9<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4866.10      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                             | VFH Parent LLC / Valor Co-Issuer Inc                                            | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10502.23     | 0.00%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                           | VZ Secured Financing BV                                                         | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     25000 | PA      | $22557.80     | 0.01%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                  | Vail Resorts Inc                                                                | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10390.68     | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                             | Vale Overseas Ltd                                                               | CUSIP: 91911TAE3<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      5000 | PA      | $6013.25      | 0.00%             | 2034-01-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                             | Vale Overseas Ltd                                                               | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     35000 | PA      | $37518.88     | 0.01%             | 2033-06-12      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                | Valero Energy Corp                                                              | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32066.70     | 0.01%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SACA                                    | Vallourec SACA                                                                  | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |     10000 | PA      | $10683.01     | 0.00%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                     | Valvoline Inc                                                                   | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9220.32      | 0.00%             | 2031-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                  | Ventas Realty LP                                                                | CUSIP: 92277GAW7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     15000 | PA      | $13518.19     | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                  | Ventas Realty LP                                                                | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |      5000 | PA      | $5236.76      | 0.00%             | 2034-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                  | Ventas Realty LP                                                                | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     15000 | PA      | $15061.64     | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21837.84     | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27865.89     | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41391.35     | 0.02%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23857.47     | 0.01%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26268.01     | 0.01%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                            | Venture Global LNG Inc                                                          | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50117.62     | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                            | Venture Global LNG Inc                                                          | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36444.84     | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                      | Veralto Corp                                                                    | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10500.31     | 0.00%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                              | Veritiv Operating Co                                                            | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16143.95     | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| VERISIGN INC                                      | VeriSign Inc                                                                    | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20563.00     | 0.01%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                      | CUSIP: 92343VBS2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11097.78     | 0.00%             | 2033-09-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                      | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34006.52     | 0.01%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                      | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24792.18     | 0.01%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                      | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48583.32     | 0.02%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                      | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64051.10     | 0.02%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     95000 | PA      | $83962.42     | 0.03%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                      | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30940.47     | 0.01%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                      | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54602.38     | 0.02%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                      | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46090.26     | 0.02%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                      | CUSIP: 92344GAM8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     15000 | PA      | $17267.71     | 0.01%             | 2030-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                      | CUSIP: 92344GAX4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5370.42      | 0.00%             | 2035-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                              | Verisk Analytics Inc                                                            | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25767.44     | 0.01%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                              | Verisk Analytics Inc                                                            | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15345.55     | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                              | Vermilion Energy Inc                                                            | CUSIP: 923725AD7<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |      8000 | PA      | $7835.29      | 0.00%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| VERMILION ENERGY INC                              | Vermilion Energy Inc                                                            | CUSIP: 923725AE5<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9477.59      | 0.00%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                        | Viasat Inc                                                                      | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11389.21     | 0.00%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39484.90     | 0.01%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18634.46     | 0.01%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                | VICI Properties LP                                                              | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     20000 | PA      | $20174.29     | 0.01%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                | VICI Properties LP                                                              | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     35000 | PA      | $36326.50     | 0.01%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                | VICI Properties LP                                                              | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     25000 | PA      | $25584.77     | 0.01%             | 2035-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VIKING BAKED GOODS ACQUI                          | Viking Baked Goods Acquisition Corp                                             | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15140.27     | 0.01%             | 2031-11-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                | Viking Cruises Ltd                                                              | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $10722.91     | 0.00%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                | Viking Cruises Ltd                                                              | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     25000 | PA      | $25427.82     | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                          | Viper Energy Partners LLC                                                       | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20459.19     | 0.01%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                          | Virgin Media Finance PLC                                                        | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |     15000 | PA      | $13263.54     | 0.00%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                          | Virgin Media Secured Finance PLC                                                | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     15000 | PA      | $13964.18     | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                          | Virginia Electric and Power Co                                                  | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44596.77     | 0.02%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                          | Virginia Electric and Power Co                                                  | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31211.42     | 0.01%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                          | Virginia Electric and Power Co                                                  | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25672.45     | 0.01%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                          | Virginia Electric and Power Co                                                  | CUSIP: 927804GP3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25518.84     | 0.01%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                          | Virginia Electric and Power Co                                                  | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10201.18     | 0.00%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                          | Virginia Electric and Power Co                                                  | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20471.13     | 0.01%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                          | Virginia Electric and Power Co                                                  | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25060.78     | 0.01%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VISA INC                                          | Visa Inc                                                                        | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17436.19     | 0.01%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                        | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26572.41     | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                        | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27911.28     | 0.01%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                        | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21030.21     | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                        | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15500.65     | 0.01%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                        | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24943.47     | 0.01%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                        | VMware LLC                                                                      | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35641.47     | 0.01%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                | Vodafone Group PLC                                                              | CUSIP: 92857WAB6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $27263.40     | 0.01%             | 2032-11-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                | Vodafone Group PLC                                                              | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     22000 | PA      | $20728.91     | 0.01%             | 2081-06-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                  | Vmed O2 UK Financing I PLC                                                      | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $18285.89     | 0.01%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                  | Vmed O2 UK Financing I PLC                                                      | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $23043.07     | 0.01%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                            | Vmed O2 UK Financing I PLC                                                      | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $20762.76     | 0.01%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                          | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CH3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10322.73     | 0.00%             | 2034-03-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                          | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5191.03      | 0.00%             | 2035-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                      | Vontier Corp                                                                    | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20131.30     | 0.01%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                 | Vornado Realty LP                                                               | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |      5000 | PA      | $4533.80      | 0.00%             | 2031-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                | Voya Financial Inc                                                              | CUSIP: 929089AH3<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25053.23     | 0.01%             | 2034-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                               | Vulcan Materials Co                                                             | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15627.07     | 0.01%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                | Voyager Parent LLC                                                              | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42382.90     | 0.02%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                              | WMG Acquisition Corp                                                            | CUSIP: 92933BAR5<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10248.88     | 0.00%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| WP CAREY INC                                      | WP Carey Inc                                                                    | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |      5000 | PA      | $4502.63      | 0.00%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                      | WP Carey Inc                                                                    | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |      5000 | PA      | $4417.65      | 0.00%             | 2032-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                      | WP Carey Inc                                                                    | CUSIP: 92936UAM1<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     15000 | PA      | $15546.79     | 0.01%             | 2034-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                         | WRKCo Inc                                                                       | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22358.96     | 0.01%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                              | WR Grace Holdings LLC                                                           | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5084.88      | 0.00%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                              | WR Grace Holdings LLC                                                           | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24833.51     | 0.01%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                       | Walmart Inc                                                                     | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49166.73     | 0.02%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                       | Walmart Inc                                                                     | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25329.46     | 0.01%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                       | Walmart Inc                                                                     | CUSIP: 931142FD0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25086.45     | 0.01%             | 2033-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                       | Walmart Inc                                                                     | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31158.86     | 0.01%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP INC                               | Walker & Dunlop Inc                                                             | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10295.53     | 0.00%             | 2033-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS                              | BlackRock Cash Funds: Treasury, SL Agency Shares                                | CUSIP: 066922477<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  25947768 | NS      | $25960741.60  | 9.42%             |  |  |  | No            |                  1 | On Loan: No      |
| WAND NEWCO 3 INC                                  | Wand NewCo 3 Inc                                                                | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21084.42     | 0.01%             | 2032-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                             | Waste Connections Inc                                                           | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $17722.63     | 0.01%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                             | Waste Connections Inc                                                           | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $13998.72     | 0.01%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                             | Waste Connections Inc                                                           | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30746.25     | 0.01%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                             | Waste Connections Inc                                                           | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5207.73      | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                              | Waste Management Inc                                                            | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64702.26     | 0.02%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                              | Waste Management Inc                                                            | CUSIP: 94106LBW8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25767.46     | 0.01%             | 2034-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                              | Waste Management Inc                                                            | CUSIP: 94106LCD9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71938.73     | 0.03%             | 2032-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                              | Waste Management Inc                                                            | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40999.77     | 0.01%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                 | Waste Pro USA Inc                                                               | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10428.72     | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WATCO COS LLC/FINANCE CO                          | Watco Cos LLC / Watco Finance Corp                                              | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15698.98     | 0.01%             | 2032-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                       | Wayfair LLC                                                                     | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10205.48     | 0.00%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                          | Weatherford International Ltd                                                   | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     15000 | PA      | $15353.09     | 0.01%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 949746JM4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58540.42     | 0.02%             | 2035-02-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70481.59     | 0.03%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76689.66     | 0.03%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94335.55     | 0.03%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89901.14     | 0.03%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     75000 | PA      | $83862.87     | 0.03%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78908.26     | 0.03%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61951.49     | 0.02%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74162.80     | 0.03%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50453.40     | 0.02%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                  | Welltower OP LLC                                                                | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     20000 | PA      | $18243.68     | 0.01%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                  | Welltower OP LLC                                                                | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     20000 | PA      | $19370.45     | 0.01%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                  | Welltower OP LLC                                                                | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     25000 | PA      | $25705.44     | 0.01%             | 2035-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                          | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15738.19     | 0.01%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                          | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10478.68     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESTERN & SOUTHERN FIN                            | Western & Southern Financial Group Inc                                          | CUSIP: 957576AA9<br>LEI: 54930077BZ6U5AC0NJ12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10554.47     | 0.00%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                              | Western Digital Corp                                                            | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13740.71     | 0.00%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                  | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21222.30     | 0.01%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                  | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25232.90     | 0.01%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                              | Western Union Co/The                                                            | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18084.73     | 0.01%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| WESTINGHOUSE AIR BRAKE                            | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10610.19     | 0.00%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                            | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15724.12     | 0.01%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                     | Westlake Corp                                                                   | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25150.33     | 0.01%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                              | Westpac Banking Corp                                                            | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     85000 | PA      | $77263.52     | 0.03%             | 2031-06-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                              | Westpac Banking Corp                                                            | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     25000 | PA      | $22619.95     | 0.01%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                              | Westpac Banking Corp                                                            | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     55000 | PA      | $57132.39     | 0.02%             | 2035-11-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WESTROCK MWV LLC                                  | WestRock MWV LLC                                                                | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5776.44      | 0.00%             | 2031-02-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| WEX INC                                           | WEX Inc                                                                         | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15290.99     | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                   | Weyerhaeuser Co                                                                 | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11415.24     | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                   | Weyerhaeuser Co                                                                 | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |      5000 | PA      | $4586.25      | 0.00%             | 2033-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                    | Whirlpool Corp                                                                  | CUSIP: 963320AY2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4225.20      | 0.00%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                    | Whirlpool Corp                                                                  | CUSIP: 963320AZ9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13900.68     | 0.01%             | 2032-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                    | Whirlpool Corp                                                                  | CUSIP: 963320BA3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4779.96      | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                    | Whirlpool Corp                                                                  | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9935.21      | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                             | Whistler Pipeline LLC                                                           | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20677.28     | 0.01%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                            | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22653.67     | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                            | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9138.80      | 0.00%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                            | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45233.74     | 0.02%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                            | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5282.90      | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                            | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20895.67     | 0.01%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                            | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25597.03     | 0.01%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                             | Williams Scotsman Inc                                                           | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10438.96     | 0.00%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WILSONART LLC                                     | Wilsonart LLC                                                                   | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9268.14      | 0.00%             | 2032-08-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: —       |
| WINDSTREAM SERVICES/ESCR                          | Windstream Services LLC / Windstream Escrow Finance Corp                        | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41581.60     | 0.02%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                           | Windstream Services LLC                                                         | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15291.87     | 0.01%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                          | Wisconsin Electric Power Co                                                     | CUSIP: 976656BW7<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16156.27     | 0.01%             | 2033-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                          | Wisconsin Electric Power Co                                                     | CUSIP: 976656CS5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5008.47      | 0.00%             | 2034-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                           | Wisconsin Power and Light Co                                                    | CUSIP: 976826BR7<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5090.11      | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                           | Wisconsin Power and Light Co                                                    | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5195.64      | 0.00%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                              | Woodside Finance Ltd                                                            | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     25000 | PA      | $24898.87     | 0.01%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                              | Woodside Finance Ltd                                                            | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     25000 | PA      | $26216.59     | 0.01%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES    | BlackRock Cash Funds: Treasury, SL Agency Shares                                | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |    100000 | NS      | $100000.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY INC                                       | Workday Inc                                                                     | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28806.50     | 0.01%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                          | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $16203.27     | 0.01%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                          | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25596.46     | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| XPO INC                                           | XPO Inc                                                                         | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10524.53     | 0.00%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| XPO INC                                           | XPO Inc                                                                         | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10445.90     | 0.00%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                            | XPLR Infrastructure Operating Partners LP                                       | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10161.40     | 0.00%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                            | XPLR Infrastructure Operating Partners LP                                       | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10479.89     | 0.00%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| XPLR INFRAST OPERATING                            | XPLR Infrastructure Operating Partners LP                                       | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20938.10     | 0.01%             | 2033-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                   | Xcel Energy Inc                                                                 | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19969.79     | 0.01%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                   | Xcel Energy Inc                                                                 | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10393.33     | 0.00%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                   | Xcel Energy Inc                                                                 | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15564.41     | 0.01%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                   | Xcel Energy Inc                                                                 | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15636.83     | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                 | Xerox Corp                                                                      | CUSIP: 984121CT8<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18291.31     | 0.01%             | 2031-04-15      | Fixed         | 13.50%                | No            |                  2 | On Loan: —       |
| XYLEM INC                                         | Xylem Inc/NY                                                                    | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4551.11      | 0.00%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| YAMANA GOLD INC                                   | Yamana Gold Inc                                                                 | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $12581.55     | 0.00%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                   | Yum! Brands Inc                                                                 | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17074.49     | 0.01%             | 2031-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                   | Yum! Brands Inc                                                                 | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22661.44     | 0.01%             | 2032-01-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                   | Yum! Brands Inc                                                                 | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22336.70     | 0.01%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                     | ZF North America Capital Inc                                                    | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14252.77     | 0.01%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                     | ZF North America Capital Inc                                                    | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19810.46     | 0.01%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                           | Zebra Technologies Corp                                                         | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10329.86     | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                            | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     36000 | PA      | $32535.51     | 0.01%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                            | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10263.01     | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                            | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10444.45     | 0.00%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                        | Zoetis Inc                                                                      | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10680.37     | 0.00%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                        | Zoetis Inc                                                                      | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50893.61     | 0.02%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds            | Nigeria Government International Bonds                                          | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $204545.63    | 0.07%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     16000 | PA      | $3523.37      | 0.00%             | 2032-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds            | Bahrain Government International Bonds                                          | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    200000 | PA      | $198319.72    | 0.07%             | 2031-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds            | Romania Government International Bonds                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     20000 | PA      | $18040.18     | 0.01%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds            | Ecuador Government International Bonds                                          | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    100000 | PA      | $84893.78     | 0.03%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                             | Saudi Arabian Oil Co.                                                           | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $180763.61    | 0.07%             | 2030-11-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds              | Egypt Government International Bonds                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $193298.88    | 0.07%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                           | Energean Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     30000 | PA      | $28968.03     | 0.01%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds            | Hungary Government International Bonds                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $171738.46    | 0.06%             | 2031-09-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds            | Romania Government International Bonds                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     42000 | PA      | $38079.45     | 0.01%             | 2032-03-27      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                 | MDGH GMTN RSC Ltd                                                               | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $189559.47    | 0.07%             | 2032-03-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds              | Saudi Government International Bonds                                            | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $212535.52    | 0.08%             | 2032-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bonds            | Morocco Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $216719.22    | 0.08%             | 2033-09-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                       | Bank Gospodarstwa Krajowego                                                     | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $207502.08    | 0.08%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SHARJAH SUKUK PROGRAM                             | Sharjah Sukuk Program Ltd                                                       | CUSIP: 000000000<br>LEI: 549300N3BQ9P6RRMVV02 | Long             | DBT              | NUSS              | KY        |    200000 | PA      | $212904.73    | 0.08%             | 2034-03-19      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds              | Saudi Government International Bonds                                            | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $205551.28    | 0.07%             | 2034-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OTEL SUKUK LTD                                    | Otel Sukuk Ltd                                                                  | CUSIP: 000000000<br>LEI: 254900KXP47C6DXN6A03 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $203825.23    | 0.07%             | 2031-01-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                         | Gaci First Investment Co.                                                       | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $206433.33    | 0.07%             | 2034-01-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds            | Romania Government International Bonds                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     70000 | PA      | $72206.32     | 0.03%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                           | Landwirtschaftliche Rentenbank                                                  | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     35000 | PA      | $35631.29     | 0.01%             | 2031-02-06      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya Government International Bonds  | Republic of Kenya Government International Bonds                                | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $212804.25    | 0.08%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds          | Abu Dhabi Government International Bonds                                        | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $210958.59    | 0.08%             | 2034-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bonds             | Zambia Government International Bonds                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     42424 | PA      | $40843.48     | 0.01%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| UAE International Government Bonds                | UAE International Government Bonds                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $210159.67    | 0.08%             | 2034-07-02      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds            | Ukraine Government International Bonds                                          | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     74036 | PA      | $43348.55     | 0.02%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds            | Ukraine Government International Bonds                                          | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     59813 | PA      | $27356.87     | 0.01%             | 2034-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds            | Ukraine Government International Bonds                                          | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     60000 | PA      | $34580.38     | 0.01%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds            | Romania Government International Bonds                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     50000 | PA      | $49056.24     | 0.02%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds              | Ghana Government International Bonds                                            | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     30000 | PA      | $26418.01     | 0.01%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds          | Sri Lanka Government International Bonds                                        | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     40000 | PA      | $34660.43     | 0.01%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| AL RAJHI SUKUK LTD                                | Al Rajhi Sukuk Ltd                                                              | CUSIP: 000000000<br>LEI: 549300FHETHK3XGY8N60 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $202210.39    | 0.07%             | 2030-07-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SAUDI ELECTRICITY SUKUK                           | Saudi Electricity Sukuk Programme Co                                            | CUSIP: 000000000<br>LEI: 549300KZ4IZK3RMUO096 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $209094.08    | 0.08%             | 2035-02-18      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds              | Qatar Government International Bonds                                            | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $210079.91    | 0.08%             | 2035-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                             | DP World Crescent Ltd                                                           | CUSIP: 000000000<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $207229.54    | 0.08%             | 2035-05-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KSA IJARAH SUKUK LTD                              | KSA Ijarah Sukuk Ltd                                                            | CUSIP: 000000000<br>LEI: 558600OCHJOSSXHWLV71 | Long             | DBT              | NUSS              | KY        |    200000 | PA      | $202271.24    | 0.07%             | 2035-09-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                   | Bermuda Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     10000 | PA      | $10148.13     | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                   | TSMC Global Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $182193.01    | 0.07%             | 2031-04-23      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                 | Vedanta Resources Finance II PLC                                                | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209989.39    | 0.08%             | 2031-12-03      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                             | Minerva Luxembourg SA                                                           | CUSIP: 000000000<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $218681.30    | 0.08%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                              | Raizen Fuels Finance SA                                                         | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $172355.59    | 0.06%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                               | Braskem Netherlands Finance BV                                                  | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $72948.41     | 0.03%             | 2033-02-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                         | Prosus NV                                                                       | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $181591.30    | 0.07%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                          | Comision Federal de Electricidad                                                | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $176414.13    | 0.06%             | 2033-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                       | Corp Nacional del Cobre de Chile                                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $190864.65    | 0.07%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds            | Dominican Republic International Bonds                                          | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $160573.05    | 0.06%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| ENTEL CHILE SA                                    | Empresa Nacional de Telecomunicaciones SA                                       | CUSIP: 000000000<br>LEI: 529900N4SUIP0URJT330 | Long             | DBT              | CORP              | CL        |    150000 | PA      | $133142.97    | 0.05%             | 2032-09-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL SA                                     | Pluspetrol SA                                                                   | CUSIP: 000000000<br>LEI: 254900QSCHBUBX6J6H71 | Long             | DBT              | CORP              | AR        |     40000 | PA      | $40159.17     | 0.01%             | 2032-05-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                              | Samarco Mineracao SA                                                            | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     58855 | PA      | $58957.42     | 0.02%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                              | Telecom Argentina SA                                                            | CUSIP: 000000000<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     10000 | PA      | $10445.50     | 0.00%             | 2031-07-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                              | Telecom Argentina SA                                                            | CUSIP: 000000000<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     40000 | PA      | $41068.33     | 0.01%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                              | YPF SA                                                                          | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     50000 | PA      | $48478.32     | 0.02%             | 2033-09-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                               | Bangkok Bank PCL/Hong Kong                                                      | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $205570.29    | 0.07%             | 2040-03-25      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                              | Petronas Capital Ltd                                                            | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $180517.89    | 0.07%             | 2032-01-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer