# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001410368-26-031833
**Filing Date:** 2026-3
**Character Count:** 1685875
**Document Hash:** bf304e374c1b73598ad40fae2026fb7d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-031833.hdr.sgml**: 20260326

**ACCESSION NUMBER**: 0001410368-26-031833

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260326

**DATE AS OF CHANGE**: 20260326

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09729
- **FILM NUMBER:** 26796009

**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 Aaa - A Rated Corporate Bond ETF (Series ID: S000035916)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000110081 | iShares Aaa - A Rated Corporate Bond ETF | QLTA            |

## Nport-Ex

Schedule of Investments (unaudited)

January 31, 2026

**iShares® Aaa - A Rated Corporate 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* |
| **Corporate Bonds & Notes** | **Corporate Bonds & Notes** | **Corporate Bonds & Notes** |
| **Aerospace & Defense — 1.0%** | **Aerospace & Defense — 1.0%** | **Aerospace & Defense — 1.0%** |
| &nbsp;&nbsp;&nbsp; GE Capital International Funding Co. Unlimited <br> Co., 4.42%, 11/15/35<br>| &nbsp;&nbsp;&nbsp; $410 | $398853 |
| General Dynamics Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/01/31 | &nbsp;&nbsp;&nbsp; 298 | 270368 |
| &nbsp;&nbsp;&nbsp; 2.63%, 11/15/27 | &nbsp;&nbsp;&nbsp; 278 | 273225 |
| &nbsp;&nbsp;&nbsp; 2.85%, 06/01/41 | &nbsp;&nbsp;&nbsp; 265 | 199674 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/27 | &nbsp;&nbsp;&nbsp; 347 | 346363 |
| &nbsp;&nbsp;&nbsp; 3.60%, 11/15/42 | &nbsp;&nbsp;&nbsp; 188 | 152250 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/01/30 | &nbsp;&nbsp;&nbsp; 525 | 515301 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/28 | &nbsp;&nbsp;&nbsp; 374 | 374597 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/40 | &nbsp;&nbsp;&nbsp; 504 | 459449 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/50 | &nbsp;&nbsp;&nbsp; 372 | 313211 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/35 | &nbsp;&nbsp;&nbsp; 480 | 487806 |
| General Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/29/30 | &nbsp;&nbsp;&nbsp; 505 | 508548 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/11/44 | &nbsp;&nbsp;&nbsp; 235 | 211670 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/29/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 495 | 499918 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/14/38 | &nbsp;&nbsp;&nbsp; 565 | 610060 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/32 | &nbsp;&nbsp;&nbsp; 500 | 565333 |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/10/39 | &nbsp;&nbsp;&nbsp; 150 | 175996 |
| Lockheed Martin Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/15/50 | &nbsp;&nbsp;&nbsp; 454 | 289598 |
| &nbsp;&nbsp;&nbsp; 3.60%, 03/01/35 | &nbsp;&nbsp;&nbsp; 333 | 306903 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/01/45 | &nbsp;&nbsp;&nbsp; 565 | 454425 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 415 | 406873 |
| &nbsp;&nbsp;&nbsp; 4.07%, 12/15/42 | &nbsp;&nbsp;&nbsp; 613 | 525381 |
| &nbsp;&nbsp;&nbsp; 4.09%, 09/15/52 | &nbsp;&nbsp;&nbsp; 376 | 298924 |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/15/28 | &nbsp;&nbsp;&nbsp; 165 | 166258 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/15/53 | &nbsp;&nbsp;&nbsp; 500 | 400632 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/62 | &nbsp;&nbsp;&nbsp; 480 | 379868 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/15/30 | &nbsp;&nbsp;&nbsp; 380 | 383877 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/15/28 | &nbsp;&nbsp;&nbsp; 280 | 283557 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/29 | &nbsp;&nbsp;&nbsp; 355 | 360933 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 305 | 299429 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 445 | 457809 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/15/46 | &nbsp;&nbsp;&nbsp; 608 | 550464 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/34 | &nbsp;&nbsp;&nbsp; 480 | 485859 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/15/34 | &nbsp;&nbsp;&nbsp; 475 | 479817 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/35 | &nbsp;&nbsp;&nbsp; 245 | 249501 |
| &nbsp;&nbsp;&nbsp; 5.10%, 11/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 365 | 373726 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 595 | 561539 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/64 | &nbsp;&nbsp;&nbsp; 490 | 453601 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 535 | 562829 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/15/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 510 | 516751 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/63 | &nbsp;&nbsp;&nbsp; 420 | 435241 |
| &nbsp;&nbsp;&nbsp; Series B, 6.15%, 09/01/36 | &nbsp;&nbsp;&nbsp; 365 | 405221 |
|  |  | 16451638 |
| **Agriculture — 1.1%** | **Agriculture — 1.1%** | **Agriculture — 1.1%** |
| Archer-Daniels-Midland Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 09/15/51 | &nbsp;&nbsp;&nbsp; 415 | 253962 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 440 | 404439 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/27/30 | &nbsp;&nbsp;&nbsp; 525 | 506947 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 300 | 299139 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/49 | &nbsp;&nbsp;&nbsp; 308 | 264859 |
| Philip Morris International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 11/01/30 | &nbsp;&nbsp;&nbsp; 400 | 356528 |
| &nbsp;&nbsp;&nbsp; 2.10%, 05/01/30 | &nbsp;&nbsp;&nbsp; 386 | 353943 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/17/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 295 | 291980 |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/02/28 | &nbsp;&nbsp;&nbsp; 230 | 226539 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Agriculture (continued)** | **Agriculture (continued)** | **Agriculture (continued)** |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/29 | &nbsp;&nbsp;&nbsp; $314 | $306742 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/27/28 | &nbsp;&nbsp;&nbsp; 445 | 444414 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/21/42 | &nbsp;&nbsp;&nbsp; 460 | 378416 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/29/30 | &nbsp;&nbsp;&nbsp; 330 | 326341 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/28/28 | &nbsp;&nbsp;&nbsp; 335 | 336556 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/04/43 | &nbsp;&nbsp;&nbsp; 424 | 359630 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/29/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 360 | 354058 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/10/44 | &nbsp;&nbsp;&nbsp; 598 | 507594 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/01/27 | &nbsp;&nbsp;&nbsp; 535 | 540078 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/30/30 | &nbsp;&nbsp;&nbsp; 435 | 437474 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/41 | &nbsp;&nbsp;&nbsp; 360 | 319212 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/20/42 | &nbsp;&nbsp;&nbsp; 236 | 210962 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/01/29 | &nbsp;&nbsp;&nbsp; 440 | 447452 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/29/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 350 | 341484 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/12/27 | &nbsp;&nbsp;&nbsp; 320 | 323092 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/01/31 | &nbsp;&nbsp;&nbsp; 350 | 356329 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/28 | &nbsp;&nbsp;&nbsp; 890 | 906352 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/13/29 | &nbsp;&nbsp;&nbsp; 530 | 542539 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/30/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 380 | 379025 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/43 | &nbsp;&nbsp;&nbsp; 412 | 379864 |
| &nbsp;&nbsp;&nbsp; 4.90%, 11/01/34 | &nbsp;&nbsp;&nbsp; 435 | 437317 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/17/27 | &nbsp;&nbsp;&nbsp; 245 | 250118 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/30 | &nbsp;&nbsp;&nbsp; 1105 | 1140804 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/13/31 | &nbsp;&nbsp;&nbsp; 600 | 620659 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/07/28 | &nbsp;&nbsp;&nbsp; 350 | 360996 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/13/34 | &nbsp;&nbsp;&nbsp; 940 | 969680 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/15/33 | &nbsp;&nbsp;&nbsp; 980 | 1019044 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/07/30 | &nbsp;&nbsp;&nbsp; 315 | 330730 |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/17/29 | &nbsp;&nbsp;&nbsp; 635 | 667300 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/07/33 | &nbsp;&nbsp;&nbsp; 490 | 517993 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/17/32 | &nbsp;&nbsp;&nbsp; 720 | 767636 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/16/38 | &nbsp;&nbsp;&nbsp; 985 | 1091958 |
|  |  | 19330185 |
| **Airlines — 0.1%** | **Airlines — 0.1%** | **Airlines — 0.1%** |
| &nbsp;&nbsp;&nbsp; American Airlines 2025-1 Class A Pass Through <br> Trust, 4.90%, 11/11/39<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 30 | 29644 |
| &nbsp;&nbsp;&nbsp; American Airlines Pass-Through Trust, Series A, <br> Class A, 2.88%, 01/11/36<br>| &nbsp;&nbsp;&nbsp; 276 | 250788 |
| &nbsp;&nbsp;&nbsp; Delta Air Lines Pass-Through Trust, Series 2020, <br> Class AA, 2.00%, 12/10/29<br>| &nbsp;&nbsp;&nbsp; 124 | 119845 |
| United Airlines Pass-Through Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 07/15/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 525 | 549434 |
| &nbsp;&nbsp;&nbsp; Series 2019-2, Class AA, 2.70%, 11/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 360 | 333438 |
| &nbsp;&nbsp;&nbsp; Series 2020-1, 5.88%, 04/15/29 | &nbsp;&nbsp;&nbsp; 495 | 506004 |
| &nbsp;&nbsp;&nbsp; Series AA, 5.45%, 08/15/38 | &nbsp;&nbsp;&nbsp; 647 | 660681 |
|  |  | 2449834 |
| **Apparel — 0.2%** | **Apparel — 0.2%** | **Apparel — 0.2%** |
| NIKE, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/27/27 | &nbsp;&nbsp;&nbsp; 471 | 465916 |
| &nbsp;&nbsp;&nbsp; 2.85%, 03/27/30 | &nbsp;&nbsp;&nbsp; 757 | 721927 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/27/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 612 | 492411 |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/01/46 | &nbsp;&nbsp;&nbsp; 320 | 236952 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/27/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 630 | 451440 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/01/43 | &nbsp;&nbsp;&nbsp; 327 | 260937 |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/01/45 | &nbsp;&nbsp;&nbsp; 520 | 418809 |
| Ralph Lauren Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/15/30 | &nbsp;&nbsp;&nbsp; 435 | 412785 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/32 | &nbsp;&nbsp;&nbsp; 130 | 133835 |
|  |  | 3595012 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Aaa - A Rated Corporate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Auto Manufacturers — 1.8%** | **Auto Manufacturers — 1.8%** | **Auto Manufacturers — 1.8%** |
| American Honda Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 01/13/31 | &nbsp;&nbsp;&nbsp; $300 | $264808 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/24/28 | &nbsp;&nbsp;&nbsp; 380 | 364769 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/12/29 | &nbsp;&nbsp;&nbsp; 225 | 213768 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/28 | &nbsp;&nbsp;&nbsp; 176 | 174500 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/08/29 | &nbsp;&nbsp;&nbsp; 225 | 225518 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 365 | 367189 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/05/29 | &nbsp;&nbsp;&nbsp; 500 | 504475 |
| &nbsp;&nbsp;&nbsp; 4.45%, 10/22/27 | &nbsp;&nbsp;&nbsp; 355 | 358186 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/08/31 | &nbsp;&nbsp;&nbsp; 225 | 224873 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/04/30 | &nbsp;&nbsp;&nbsp; 365 | 366303 |
| &nbsp;&nbsp;&nbsp; 4.55%, 07/09/27 | &nbsp;&nbsp;&nbsp; 300 | 302797 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/03/28 | &nbsp;&nbsp;&nbsp; 335 | 338816 |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/17/30 | &nbsp;&nbsp;&nbsp; 385 | 388793 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/12/28 | &nbsp;&nbsp;&nbsp; 285 | 289162 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/05/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 290 | 295758 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/23/31 | &nbsp;&nbsp;&nbsp; 265 | 269744 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/12/27 | &nbsp;&nbsp;&nbsp; 270 | 273029 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/09/27 | &nbsp;&nbsp;&nbsp; 335 | 339786 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/13/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 285 | 291353 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/10/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 275 | 275512 |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/10/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 325 | 333629 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/08/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 225 | 223898 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/07/28 | &nbsp;&nbsp;&nbsp; 400 | 410308 |
| &nbsp;&nbsp;&nbsp; 5.15%, 07/09/32 | &nbsp;&nbsp;&nbsp; 390 | 400372 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/05/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 170 | 171733 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 340 | 354429 |
| &nbsp;&nbsp;&nbsp; 5.85%, 10/04/30 | &nbsp;&nbsp;&nbsp; 265 | 280901 |
| Cummins, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/01/30 | &nbsp;&nbsp;&nbsp; 418 | 373381 |
| &nbsp;&nbsp;&nbsp; 2.60%, 09/01/50 | &nbsp;&nbsp;&nbsp; 335 | 203241 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/15/31 | &nbsp;&nbsp;&nbsp; 380 | 387688 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/01/43 | &nbsp;&nbsp;&nbsp; 355 | 338132 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/20/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 295 | 303197 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/20/34 | &nbsp;&nbsp;&nbsp; 335 | 344961 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/09/35 | &nbsp;&nbsp;&nbsp; 380 | 392479 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/20/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 445 | 437020 |
| Honda Motor Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.53%, 03/10/27 | &nbsp;&nbsp;&nbsp; 725 | 714611 |
| &nbsp;&nbsp;&nbsp; 2.97%, 03/10/32 | &nbsp;&nbsp;&nbsp; 420 | 384257 |
| &nbsp;&nbsp;&nbsp; 4.44%, 07/08/28 | &nbsp;&nbsp;&nbsp; 405 | 408796 |
| &nbsp;&nbsp;&nbsp; 4.69%, 07/08/30 | &nbsp;&nbsp;&nbsp; 635 | 641909 |
| &nbsp;&nbsp;&nbsp; 5.34%, 07/08/35 | &nbsp;&nbsp;&nbsp; 465 | 474458 |
| &nbsp;&nbsp;&nbsp; Mercedes-Benz Finance North America LLC, <br> 8.50%, 01/18/31<br>| &nbsp;&nbsp;&nbsp; 585 | 690962 |
| PACCAR Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/06/27 | &nbsp;&nbsp;&nbsp; 335 | 338659 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/03/28 | &nbsp;&nbsp;&nbsp; 330 | 335273 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/31/29 | &nbsp;&nbsp;&nbsp; 260 | 265331 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/13/27 | &nbsp;&nbsp;&nbsp; 230 | 233805 |
| Toyota Motor Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.36%, 03/25/31 | &nbsp;&nbsp;&nbsp; 105 | 95998 |
| &nbsp;&nbsp;&nbsp; 2.76%, 07/02/29 | &nbsp;&nbsp;&nbsp; 315 | 302362 |
| &nbsp;&nbsp;&nbsp; 3.67%, 07/20/28 | &nbsp;&nbsp;&nbsp; 221 | 220332 |
| &nbsp;&nbsp;&nbsp; 4.19%, 06/30/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 300 | 301747 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/30/30 | &nbsp;&nbsp;&nbsp; 210 | 212140 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/30/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 185 | 189141 |
| &nbsp;&nbsp;&nbsp; 5.12%, 07/13/28 | &nbsp;&nbsp;&nbsp; 285 | 293344 |
| &nbsp;&nbsp;&nbsp; 5.12%, 07/13/33 | &nbsp;&nbsp;&nbsp; 185 | 191530 |
| Toyota Motor Credit Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.15%, 08/13/27 | &nbsp;&nbsp;&nbsp; 310 | 298330 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Auto Manufacturers (continued)** | **Auto Manufacturers (continued)** | **Auto Manufacturers (continued)** |
| &nbsp;&nbsp;&nbsp; 1.65%, 01/10/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $320 | $283118 |
| &nbsp;&nbsp;&nbsp; 1.90%, 04/06/28 | &nbsp;&nbsp;&nbsp; 275 | 264357 |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/12/31 | &nbsp;&nbsp;&nbsp; 315 | 277010 |
| &nbsp;&nbsp;&nbsp; 2.15%, 02/13/30 | &nbsp;&nbsp;&nbsp; 475 | 440881 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/22/27 | &nbsp;&nbsp;&nbsp; 725 | 719573 |
| &nbsp;&nbsp;&nbsp; 3.05%, 01/11/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 285 | 281375 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/01/30 | &nbsp;&nbsp;&nbsp; 555 | 539252 |
| &nbsp;&nbsp;&nbsp; 3.65%, 01/08/29 | &nbsp;&nbsp;&nbsp; 350 | 347808 |
| &nbsp;&nbsp;&nbsp; 4.05%, 09/05/28 | &nbsp;&nbsp;&nbsp; 615 | 618201 |
| &nbsp;&nbsp;&nbsp; 4.35%, 10/08/27 | &nbsp;&nbsp;&nbsp; 645 | 651308 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/29/29 | &nbsp;&nbsp;&nbsp; 470 | 476279 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/14/27 | &nbsp;&nbsp;&nbsp; 455 | 459433 |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/20/27 | &nbsp;&nbsp;&nbsp; 410 | 415147 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/09/29 | &nbsp;&nbsp;&nbsp; 590 | 600112 |
| &nbsp;&nbsp;&nbsp; 4.55%, 05/17/30 | &nbsp;&nbsp;&nbsp; 270 | 274342 |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/10/31 | &nbsp;&nbsp;&nbsp; 470 | 476214 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/12/28 | &nbsp;&nbsp;&nbsp; 545 | 553690 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/05/29 | &nbsp;&nbsp;&nbsp; 225 | 229467 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/03/32 | &nbsp;&nbsp;&nbsp; 320 | 322253 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/12/33 | &nbsp;&nbsp;&nbsp; 230 | 232119 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/30 | &nbsp;&nbsp;&nbsp; 440 | 450459 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/05/34 | &nbsp;&nbsp;&nbsp; 395 | 399561 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/09/30 | &nbsp;&nbsp;&nbsp; 420 | 432540 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/16/29 | &nbsp;&nbsp;&nbsp; 420 | 433255 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/21/31 | &nbsp;&nbsp;&nbsp; 490 | 508231 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/11/28 | &nbsp;&nbsp;&nbsp; 355 | 367109 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/09/35 | &nbsp;&nbsp;&nbsp; 410 | 427560 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/10/27 | &nbsp;&nbsp;&nbsp; 295 | 303461 |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/20/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 462 | 488296 |
| &nbsp;&nbsp;&nbsp; Series B, 3.75%, 01/12/28 | &nbsp;&nbsp;&nbsp; 300 | 300184 |
| &nbsp;&nbsp;&nbsp; Series B, 4.20%, 01/10/31 | &nbsp;&nbsp;&nbsp; 300 | 299330 |
| &nbsp;&nbsp;&nbsp; Series B, 4.80%, 01/11/36 | &nbsp;&nbsp;&nbsp; 320 | 317263 |
| &nbsp;&nbsp;&nbsp; Series B, 5.00%, 03/19/27 | &nbsp;&nbsp;&nbsp; 360 | 365074 |
|  |  | 31231755 |
| **Auto Parts & Equipment — 0.0%** | **Auto Parts & Equipment — 0.0%** | **Auto Parts & Equipment — 0.0%** |
| Magna International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 06/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 446 | 413694 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/21/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 175 | 182158 |
|  |  | 595852 |
| **Banks — 32.6%** | **Banks — 32.6%** | **Banks — 32.6%** |
| &nbsp;&nbsp;&nbsp; Australia & New Zealand Banking Group <br> Ltd./New York<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.92%, 09/30/27 | &nbsp;&nbsp;&nbsp; 305 | 306100 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/16/27 | &nbsp;&nbsp;&nbsp; 425 | 431800 |
| &nbsp;&nbsp;&nbsp; Series A, 3.92%, 12/08/28 | &nbsp;&nbsp;&nbsp; 250 | 250332 |
| &nbsp;&nbsp;&nbsp; Series A, 4.36%, 06/18/28 | &nbsp;&nbsp;&nbsp; 270 | 273118 |
| &nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya Argentaria SA, 5.38%, <br> 03/13/29<br>| &nbsp;&nbsp;&nbsp; 220 | 228047 |
| Banco Santander SA |  |  |
| &nbsp;&nbsp;&nbsp; 2.96%, 03/25/31 | &nbsp;&nbsp;&nbsp; 440 | 407203 |
| &nbsp;&nbsp;&nbsp; 3.31%, 06/27/29 | &nbsp;&nbsp;&nbsp; 540 | 525490 |
| &nbsp;&nbsp;&nbsp; 3.49%, 05/28/30 | &nbsp;&nbsp;&nbsp; 490 | 472579 |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/23/28 | &nbsp;&nbsp;&nbsp; 458 | 455254 |
| &nbsp;&nbsp;&nbsp; 4.18%, 03/24/28, (1-year CMT + 2.00%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 835 | 835419 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/11/27 | &nbsp;&nbsp;&nbsp; 695 | 696226 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/12/28 | &nbsp;&nbsp;&nbsp; 578 | 581451 |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/06/30 | &nbsp;&nbsp;&nbsp; 200 | 200129 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/06/35 | &nbsp;&nbsp;&nbsp; 315 | 314542 |
| &nbsp;&nbsp;&nbsp; 5.29%, 08/18/27 | &nbsp;&nbsp;&nbsp; 885 | 900791 |
| &nbsp;&nbsp;&nbsp; 5.37%, 07/15/28, (1-year CMT + 0.95%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 800 | 814530 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Aaa - A Rated Corporate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 5.44%, 07/15/31 | &nbsp;&nbsp;&nbsp; $555 | $581335 |
| &nbsp;&nbsp;&nbsp; 5.54%, 03/14/30, (1-year CMT + 1.45%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 620 | 642166 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/14/28, (1-year CMT + 1.25%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 460 | 467111 |
| &nbsp;&nbsp;&nbsp; 5.57%, 01/17/30 | &nbsp;&nbsp;&nbsp; 510 | 530854 |
| &nbsp;&nbsp;&nbsp; 5.59%, 08/08/28 | &nbsp;&nbsp;&nbsp; 695 | 720424 |
| &nbsp;&nbsp;&nbsp; 6.03%, 01/17/35 | &nbsp;&nbsp;&nbsp; 445 | 475669 |
| &nbsp;&nbsp;&nbsp; 6.61%, 11/07/28 | &nbsp;&nbsp;&nbsp; 465 | 495822 |
| &nbsp;&nbsp;&nbsp; 6.94%, 11/07/33 | &nbsp;&nbsp;&nbsp; 615 | 701766 |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 07/23/31, (1-day SOFR + 1.53%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 905 | 814397 |
| &nbsp;&nbsp;&nbsp; 1.92%, 10/24/31, (1-day SOFR + 1.37%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 940 | 840862 |
| &nbsp;&nbsp;&nbsp; 2.09%, 06/14/29, (1-day SOFR + 1.06%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 975 | 931433 |
| &nbsp;&nbsp;&nbsp; 2.30%, 07/21/32, (1-day SOFR + 1.22%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1390 | 1241684 |
| &nbsp;&nbsp;&nbsp; 2.48%, 09/21/36, (5-year CMT + 1.20%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 660 | 578815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/13/31, (3-mo. CME Term SOFR + <br> 1.25%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1255 | 1169582 |
| &nbsp;&nbsp;&nbsp; 2.55%, 02/04/28, (1-day SOFR + 1.05%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 665 | 655534 |
| &nbsp;&nbsp;&nbsp; 2.57%, 10/20/32, (1-day SOFR + 1.21%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1370 | 1235899 |
| &nbsp;&nbsp;&nbsp; 2.59%, 04/29/31, (1-day SOFR + 2.15%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1034 | 963851 |
| &nbsp;&nbsp;&nbsp; 2.68%, 06/19/41, (1-day SOFR + 1.93%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1565 | 1146041 |
| &nbsp;&nbsp;&nbsp; 2.69%, 04/22/32, (1-day SOFR + 1.32%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1320 | 1210327 |
| &nbsp;&nbsp;&nbsp; 2.83%, 10/24/51, (1-day SOFR + 1.88%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 290 | 183525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 10/22/30, (3-mo. CME Term SOFR + <br> 1.45%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 755 | 719789 |
| &nbsp;&nbsp;&nbsp; 2.97%, 02/04/33, (1-day SOFR + 1.33%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1210 | 1106090 |
| &nbsp;&nbsp;&nbsp; 2.97%, 07/21/52, (1-day SOFR + 1.56%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 610 | 398113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.19%, 07/23/30, (3-mo. CME Term SOFR + <br> 1.44%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 951 | 919681 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/21/27 | &nbsp;&nbsp;&nbsp; 784 | 777600 |
| &nbsp;&nbsp;&nbsp; 3.31%, 04/22/42, (1-day SOFR + 1.58%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1070 | 837006 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.42%, 12/20/28, (3-mo. CME Term SOFR <br> +1.30%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2222 | 2197779 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.59%, 07/21/28, (3-mo. CME Term SOFR <br> +1.63%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 794 | 789134 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.71%, 04/24/28, (3-mo. CME Term SOFR <br> +1.77%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 820 | 816876 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/08/37, (5-year CMT + 2.00%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 830 | 778848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 01/23/49, (3-mo. CME Term SOFR + <br> 1.45%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 544 | 432631 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 03/05/29, (3-mo. CME Term SOFR <br> +1.33%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 954 | 952236 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 02/07/30, (3-mo. CME Term SOFR + <br> 1.47%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1090 | 1084740 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.08%, 04/23/40, (3-mo. CME Term SOFR + <br> 1.58%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 483 | 427382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.08%, 03/20/51, (3-mo. CME Term SOFR + <br> 3.41%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1808 | 1444968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.24%, 04/24/38, (3-mo. CME Term SOFR + <br> 2.08%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 638 | 592171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.27%, 07/23/29, (3-mo. CME Term SOFR <br> +1.57%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1053 | 1057534 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.33%, 03/15/50, (3-mo. CME Term SOFR + <br> 1.78%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 831 | 698187 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/27/28, (1-day SOFR + 1.58%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 755 | 758204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.44%, 01/20/48, (3-mo. CME Term SOFR + <br> 2.25%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 610 | 527241 |
| &nbsp;&nbsp;&nbsp; 4.57%, 04/27/33, (1-day SOFR + 1.83%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1315 | 1308246 |
| &nbsp;&nbsp;&nbsp; 4.62%, 05/09/29, (1-day SOFR + 1.11%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 725 | 734563 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/44 | &nbsp;&nbsp;&nbsp; 220 | 208117 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/22/28, (1-day SOFR + 2.04%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1005 | 1018868 |
| &nbsp;&nbsp;&nbsp; 4.98%, 01/24/29, (1-day SOFR + 0.83%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 780 | 794420 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/21/44 | &nbsp;&nbsp;&nbsp; $682 | $654600 |
| &nbsp;&nbsp;&nbsp; 5.02%, 07/22/33, (1-day SOFR + 2.16%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1555 | 1585489 |
| &nbsp;&nbsp;&nbsp; 5.16%, 01/24/31, (1-day SOFR + 1.00%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 995 | 1025908 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/25/29, (1-day SOFR + 1.63%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1080 | 1106055 |
| &nbsp;&nbsp;&nbsp; 5.29%, 04/25/34, (1-day SOFR + 1.91%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1565 | 1607148 |
| &nbsp;&nbsp;&nbsp; 5.43%, 08/15/35, (1-day SOFR + 1.91%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 855 | 869379 |
| &nbsp;&nbsp;&nbsp; 5.46%, 05/09/36, (1-day SOFR + 1.64%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 750 | 775800 |
| &nbsp;&nbsp;&nbsp; 5.47%, 01/23/35, (1-day SOFR + 1.65%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1795 | 1861681 |
| &nbsp;&nbsp;&nbsp; 5.51%, 01/24/36, (1-day SOFR + 1.31%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1220 | 1265971 |
| &nbsp;&nbsp;&nbsp; 5.52%, 10/25/35, (1-day SOFR + 1.74%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1100 | 1122837 |
| &nbsp;&nbsp;&nbsp; 5.74%, 02/12/36, (1-day SOFR + 1.70%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 885 | 915912 |
| &nbsp;&nbsp;&nbsp; 5.82%, 09/15/29, (1-day SOFR + 1.57%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 885 | 922745 |
| &nbsp;&nbsp;&nbsp; 5.87%, 09/15/34, (1-day SOFR + 1.84%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1300 | 1380692 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/07/42 | &nbsp;&nbsp;&nbsp; 448 | 475744 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/15/36 | &nbsp;&nbsp;&nbsp; 405 | 435497 |
| &nbsp;&nbsp;&nbsp; 6.11%, 01/29/37 | &nbsp;&nbsp;&nbsp; 695 | 744685 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/10/28, (1-day SOFR + 1.99%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 875 | 907746 |
| &nbsp;&nbsp;&nbsp; 7.75%, 05/14/38 | &nbsp;&nbsp;&nbsp; 675 | 822420 |
| &nbsp;&nbsp;&nbsp; Series L, 4.18%, 11/25/27 | &nbsp;&nbsp;&nbsp; 590 | 590799 |
| &nbsp;&nbsp;&nbsp; Series L, 4.75%, 04/21/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 195 | 176419 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series N, 2.65%, 03/11/32, (1-day SOFR + <br> 1.22%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 621 | 569707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series N, 3.48%, 03/13/52, (1-day SOFR + <br> 1.65%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 290 | 207710 |
| Bank of Montreal |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 03/08/27 | &nbsp;&nbsp;&nbsp; 505 | 498724 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.06%, 09/22/28, (1-day SOFR Index + <br> 0.75%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 710 | 711097 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 09/22/31, (1-day SOFR Index + <br> 1.80%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 650 | 648625 |
| &nbsp;&nbsp;&nbsp; 4.64%, 09/10/30, (1-day SOFR + 1.25%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 101371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/27/29, (1-day SOFR Index + <br> 0.67%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 445 | 453246 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/01/28 | &nbsp;&nbsp;&nbsp; 815 | 834882 |
| &nbsp;&nbsp;&nbsp; 5.37%, 06/04/27 | &nbsp;&nbsp;&nbsp; 300 | 305845 |
| &nbsp;&nbsp;&nbsp; 5.51%, 06/04/31 | &nbsp;&nbsp;&nbsp; 450 | 471960 |
| &nbsp;&nbsp;&nbsp; 5.72%, 09/25/28 | &nbsp;&nbsp;&nbsp; 370 | 385640 |
| &nbsp;&nbsp;&nbsp; Series H, 4.70%, 09/14/27 | &nbsp;&nbsp;&nbsp; 390 | 394857 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series J, 4.44%, 01/14/32, (1-day SOFR + <br> 0.97%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 250 | 249442 |
| Bank of New York Mellon Corp.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 07/14/28 | &nbsp;&nbsp;&nbsp; 145 | 138109 |
| &nbsp;&nbsp;&nbsp; 1.65%, 01/28/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 335 | 296822 |
| &nbsp;&nbsp;&nbsp; 1.80%, 07/28/31 | &nbsp;&nbsp;&nbsp; 275 | 241607 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/30/28 | &nbsp;&nbsp;&nbsp; 456 | 444934 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/16/27 | &nbsp;&nbsp;&nbsp; 448 | 445928 |
| &nbsp;&nbsp;&nbsp; 3.30%, 08/23/29 | &nbsp;&nbsp;&nbsp; 440 | 428206 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/29/28 | &nbsp;&nbsp;&nbsp; 388 | 385341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.44%, 02/07/28, (3-mo. CME Term SOFR <br> +1.33%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 501 | 498931 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/28/28 | &nbsp;&nbsp;&nbsp; 435 | 436118 |
| &nbsp;&nbsp;&nbsp; 3.99%, 06/13/28, (1-day SOFR + 1.15%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 330 | 330397 |
| &nbsp;&nbsp;&nbsp; 4.03%, 01/22/30, (1-day SOFR + 0.63%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 310 | 309636 |
| &nbsp;&nbsp;&nbsp; 4.29%, 06/13/33, (1-day SOFR + 1.42%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 480 | 473350 |
| &nbsp;&nbsp;&nbsp; 4.44%, 06/09/28, (1-day SOFR + 0.68%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 310 | 312300 |
| &nbsp;&nbsp;&nbsp; 4.54%, 02/01/29, (1-day SOFR + 1.17%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 265 | 268082 |
| &nbsp;&nbsp;&nbsp; 4.60%, 07/26/30, (1-day SOFR + 1.76%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 228940 |
| &nbsp;&nbsp;&nbsp; 4.71%, 02/01/34, (1-day SOFR + 1.51%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 395 | 395647 |
| &nbsp;&nbsp;&nbsp; 4.73%, 04/20/29, (1-day SOFR + 1.14%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 635 | 645661 |
| &nbsp;&nbsp;&nbsp; 4.89%, 07/21/28, (1-day SOFR + 0.84%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 310 | 314705 |
| &nbsp;&nbsp;&nbsp; 4.94%, 02/11/31, (1-day SOFR + 0.89%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 620 | 636918 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Aaa - A Rated Corporate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 4.97%, 04/26/34, (1-day SOFR + 1.61%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $520 | $528202 |
| &nbsp;&nbsp;&nbsp; 4.98%, 03/14/30, (1-day SOFR + 1.09%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 485 | 498573 |
| &nbsp;&nbsp;&nbsp; 5.06%, 07/22/32, (1-day SOFR + 1.23%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 420 | 433655 |
| &nbsp;&nbsp;&nbsp; 5.19%, 03/14/35, (1-day SOFR + 1.42%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 495 | 509440 |
| &nbsp;&nbsp;&nbsp; 5.23%, 11/20/35, (1-day SOFR + 1.25%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 390 | 400523 |
| &nbsp;&nbsp;&nbsp; 5.32%, 06/06/36, (1-day SOFR + 1.35%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 295 | 303883 |
| &nbsp;&nbsp;&nbsp; 5.61%, 07/21/39, (1-day SOFR + 1.77%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 234694 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 10/25/28, (1-day SOFR Index + <br> 1.80%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 505 | 521145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.83%, 10/25/33, (1-day SOFR Index + <br> 2.74%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 720 | 773325 |
| &nbsp;&nbsp;&nbsp; 6.32%, 10/25/29, (1-day SOFR + 1.60%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 335 | 354736 |
| &nbsp;&nbsp;&nbsp; 6.47%, 10/25/34, (1-day SOFR + 1.85%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 530 | 589872 |
| Bank of Nova Scotia(The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 02/02/27 | &nbsp;&nbsp;&nbsp; 265 | 260254 |
| &nbsp;&nbsp;&nbsp; 2.15%, 08/01/31 | &nbsp;&nbsp;&nbsp; 330 | 293861 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/02/32 | &nbsp;&nbsp;&nbsp; 500 | 447113 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/11/27 | &nbsp;&nbsp;&nbsp; 230 | 227857 |
| &nbsp;&nbsp;&nbsp; 4.04%, 09/15/28, (1-day SOFR + 0.76%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 650 | 650199 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/02/30, (1-day SOFR + 0.73%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 400 | 400740 |
| &nbsp;&nbsp;&nbsp; 4.34%, 09/15/31, (1-day SOFR + 1.09%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 420 | 418213 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/08/28, (1-day SOFR + 1.00%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 750 | 754520 |
| &nbsp;&nbsp;&nbsp; 4.74%, 11/10/32, (1-day SOFR + 1.44%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 345 | 347972 |
| &nbsp;&nbsp;&nbsp; 4.81%, 02/02/34, (1-day SOFR + 1.04%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 400 | 400086 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/01/30 | &nbsp;&nbsp;&nbsp; 635 | 648850 |
| &nbsp;&nbsp;&nbsp; 4.93%, 02/14/29, (1-day SOFR + 0.89%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 495 | 504232 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/14/31, (1-day SOFR + 1.07%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 495 | 509193 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/12/28 | &nbsp;&nbsp;&nbsp; 135 | 139048 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/04/27 | &nbsp;&nbsp;&nbsp; 385 | 392624 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/01/29 | &nbsp;&nbsp;&nbsp; 315 | 328129 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/01/34 | &nbsp;&nbsp;&nbsp; 210 | 221759 |
| Blackstone Reg Finance Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 260 | 259149 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/15/36 | &nbsp;&nbsp;&nbsp; 425 | 420013 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/06/34 | &nbsp;&nbsp;&nbsp; 250 | 249616 |
| Canadian Imperial Bank of Commerce |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/07/27 | &nbsp;&nbsp;&nbsp; 475 | 473098 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/07/32 | &nbsp;&nbsp;&nbsp; 565 | 538924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.24%, 09/08/28, (1-day SOFR Index + <br> 0.60%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 555 | 557003 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.28%, 01/29/30, (1-day SOFR Index + <br> 0.79%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 450 | 451240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.58%, 09/08/31, (1-day SOFR Index + <br> 1.17%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 650 | 654632 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/11/30, (1-day SOFR + 1.34%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 320 | 324268 |
| &nbsp;&nbsp;&nbsp; 4.86%, 03/30/29, (1-day SOFR + 1.03%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 735 | 746860 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/28/28 | &nbsp;&nbsp;&nbsp; 445 | 454628 |
| &nbsp;&nbsp;&nbsp; 5.24%, 06/28/27 | &nbsp;&nbsp;&nbsp; 680 | 692638 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/13/31, (1-day SOFR + 1.11%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 605 | 624276 |
| &nbsp;&nbsp;&nbsp; 5.26%, 04/08/29 | &nbsp;&nbsp;&nbsp; 660 | 682914 |
| &nbsp;&nbsp;&nbsp; 5.99%, 10/03/28 | &nbsp;&nbsp;&nbsp; 310 | 324931 |
| &nbsp;&nbsp;&nbsp; 6.09%, 10/03/33 | &nbsp;&nbsp;&nbsp; 375 | 406014 |
| Capital One NA |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/06/30 | &nbsp;&nbsp;&nbsp; 250 | 235356 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/13/28 | &nbsp;&nbsp;&nbsp; 110 | 111494 |
| Citibank N.A. |  |  |
| &nbsp;&nbsp;&nbsp; 4.58%, 05/29/27 | &nbsp;&nbsp;&nbsp; 1345 | 1357280 |
| &nbsp;&nbsp;&nbsp; 4.84%, 08/06/29 | &nbsp;&nbsp;&nbsp; 845 | 864325 |
| &nbsp;&nbsp;&nbsp; 4.91%, 05/29/30 | &nbsp;&nbsp;&nbsp; 1025 | 1051665 |
| &nbsp;&nbsp;&nbsp; 5.57%, 04/30/34 | &nbsp;&nbsp;&nbsp; 1075 | 1131296 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/29/28 | &nbsp;&nbsp;&nbsp; 1290 | 1350413 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Citigroup, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.52%, 11/03/32, (1-day SOFR + 1.18%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $1045 | $935159 |
| &nbsp;&nbsp;&nbsp; 2.56%, 05/01/32, (1-day SOFR + 1.17%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1590 | 1441524 |
| &nbsp;&nbsp;&nbsp; 2.57%, 06/03/31, (1-day SOFR + 2.11%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1763 | 1633692 |
| &nbsp;&nbsp;&nbsp; 2.67%, 01/29/31, (1-day SOFR + 1.15%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1196 | 1120334 |
| &nbsp;&nbsp;&nbsp; 2.90%, 11/03/42, (1-day SOFR + 1.38%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 550 | 404988 |
| &nbsp;&nbsp;&nbsp; 2.98%, 11/05/30, (1-day SOFR + 1.42%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1318 | 1256324 |
| &nbsp;&nbsp;&nbsp; 3.06%, 01/25/33, (1-day SOFR + 1.35%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1585 | 1450647 |
| &nbsp;&nbsp;&nbsp; 3.07%, 02/24/28, (1-day SOFR + 1.28%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 475 | 470337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.52%, 10/27/28, (3-mo. CME Term SOFR <br> +1.41%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1176 | 1166517 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.67%, 07/24/28, (3-mo. CME Term SOFR <br> +1.65%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1304 | 1297366 |
| &nbsp;&nbsp;&nbsp; 3.79%, 03/17/33, (1-day SOFR + 1.94%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1555 | 1479778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 01/24/39, (3-mo. CME Term SOFR + <br> 1.43%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 471 | 414566 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.98%, 03/20/30, (3-mo. CME Term SOFR + <br> 1.60%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1380 | 1368972 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.08%, 04/23/29, (3-mo. CME Term SOFR <br> +1.45%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1019 | 1019062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.28%, 04/24/48, (3-mo. CME Term SOFR + <br> 2.10%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 436 | 366514 |
| &nbsp;&nbsp;&nbsp; 4.41%, 03/31/31, (1-day SOFR + 3.91%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1989 | 1988231 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/11/31, (1-day SOFR + 1.17%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1365 | 1366080 |
| &nbsp;&nbsp;&nbsp; 4.54%, 09/19/30, (1-day SOFR + 1.34%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1485 | 1497638 |
| &nbsp;&nbsp;&nbsp; 4.64%, 05/07/28, (1-day SOFR + 1.14%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1155 | 1163816 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/30/45 | &nbsp;&nbsp;&nbsp; 639 | 574527 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/23/48 | &nbsp;&nbsp;&nbsp; 1188 | 1045137 |
| &nbsp;&nbsp;&nbsp; 4.66%, 05/24/28, (1-day SOFR + 1.89%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 845 | 851899 |
| &nbsp;&nbsp;&nbsp; 4.79%, 03/04/29, (1-day SOFR + 0.87%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1095 | 1110601 |
| &nbsp;&nbsp;&nbsp; 4.91%, 05/24/33, (1-day SOFR + 2.09%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1455 | 1469333 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/07/31, (1-day SOFR + 1.46%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1105 | 1127005 |
| &nbsp;&nbsp;&nbsp; 5.17%, 02/13/30, (1-day SOFR + 1.36%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1625 | 1669549 |
| &nbsp;&nbsp;&nbsp; 5.17%, 09/11/36, (1-day SOFR + 1.49%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1035 | 1040476 |
| &nbsp;&nbsp;&nbsp; 5.32%, 03/26/41, (1-day SOFR + 4.55%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 560 | 557120 |
| &nbsp;&nbsp;&nbsp; 5.33%, 03/27/36, (1-day SOFR + 1.47%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1175 | 1196820 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/11/35, (1-day SOFR + 1.45%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1430 | 1472227 |
| &nbsp;&nbsp;&nbsp; 5.61%, 03/04/56, (1-day SOFR + 1.75%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1055 | 1047069 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/30/42 | &nbsp;&nbsp;&nbsp; 560 | 587074 |
| &nbsp;&nbsp;&nbsp; 6.27%, 11/17/33, (1-day SOFR + 2.34%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1465 | 1592215 |
| &nbsp;&nbsp;&nbsp; 8.13%, 07/15/39 | &nbsp;&nbsp;&nbsp; 948 | 1204576 |
| &nbsp;&nbsp;&nbsp; Citizens Bank NA, 4.58%, 08/09/28, (1-day SOFR <br> + 2.00%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 140 | 141017 |
| &nbsp;&nbsp;&nbsp; Citizens Bank NA/Providence RI, 4.19%, 01/29/29, <br> (1-day SOFR + 0.70%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 250 | 250377 |
| &nbsp;&nbsp;&nbsp; Commonwealth Bank of Australia, 4.15%, <br> 10/01/30<br>| &nbsp;&nbsp;&nbsp; 295 | 294657 |
| &nbsp;&nbsp;&nbsp; Commonwealth Bank of Australia/New York, <br> 4.42%, 03/14/28<br>| &nbsp;&nbsp;&nbsp; 270 | 273447 |
| Cooperatieve Rabobank UA, 5.25%, 05/24/41 | &nbsp;&nbsp;&nbsp; 501 | 499692 |
| Cooperatieve Rabobank UA/New York |  |  |
| &nbsp;&nbsp;&nbsp; 3.96%, 10/17/28 | &nbsp;&nbsp;&nbsp; 335 | 336264 |
| &nbsp;&nbsp;&nbsp; 4.16%, 01/14/31 | &nbsp;&nbsp;&nbsp; 250 | 249124 |
| &nbsp;&nbsp;&nbsp; 4.37%, 05/27/27 | &nbsp;&nbsp;&nbsp; 250 | 251944 |
| &nbsp;&nbsp;&nbsp; 4.49%, 10/17/29 | &nbsp;&nbsp;&nbsp; 250 | 254434 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/09/29 | &nbsp;&nbsp;&nbsp; 165 | 168900 |
| &nbsp;&nbsp;&nbsp; 4.88%, 01/21/28 | &nbsp;&nbsp;&nbsp; 250 | 255417 |
| &nbsp;&nbsp;&nbsp; 5.04%, 03/05/27 | &nbsp;&nbsp;&nbsp; 315 | 319172 |
| Deutsche Bank AG/New York NY |  |  |
| &nbsp;&nbsp;&nbsp; 4.47%, 12/10/31, (1-day SOFR + 1.10%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199647 |
| &nbsp;&nbsp;&nbsp; 5.41%, 05/10/29 | &nbsp;&nbsp;&nbsp; 280 | 291058 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Aaa - A Rated Corporate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Fifth Third Bank N.A., 2.25%, 02/01/27 | &nbsp;&nbsp;&nbsp; $305 | $300255 |
| Goldman Sachs Group, Inc.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.99%, 01/27/32, (1-day SOFR + 1.09%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1370 | 1215638 |
| &nbsp;&nbsp;&nbsp; 2.38%, 07/21/32, (1-day SOFR + 1.25%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1967 | 1759141 |
| &nbsp;&nbsp;&nbsp; 2.60%, 02/07/30 | &nbsp;&nbsp;&nbsp; 1168 | 1096631 |
| &nbsp;&nbsp;&nbsp; 2.62%, 04/22/32, (1-day SOFR + 1.28%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1855 | 1688879 |
| &nbsp;&nbsp;&nbsp; 2.64%, 02/24/28, (1-day SOFR + 1.11%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 480 | 473196 |
| &nbsp;&nbsp;&nbsp; 2.65%, 10/21/32, (1-day SOFR + 1.26%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1580 | 1426875 |
| &nbsp;&nbsp;&nbsp; 2.91%, 07/21/42, (1-day SOFR + 1.47%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 697 | 508986 |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/24/33, (1-day SOFR + 1.41%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1985 | 1823471 |
| &nbsp;&nbsp;&nbsp; 3.21%, 04/22/42, (1-day SOFR + 1.51%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1027 | 785566 |
| &nbsp;&nbsp;&nbsp; 3.44%, 02/24/43, (1-day SOFR + 1.63%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 870 | 676678 |
| &nbsp;&nbsp;&nbsp; 3.62%, 03/15/28, (1-day SOFR + 1.85%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 500 | 497715 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.69%, 06/05/28, (3-mo. CME Term SOFR <br> +1.77%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 760 | 756674 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/15/30 | &nbsp;&nbsp;&nbsp; 1373 | 1352178 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.81%, 04/23/29, (3-mo. CME Term SOFR <br> +1.42%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1243 | 1235268 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.02%, 10/31/38, (3-mo. CME Term SOFR + <br> 1.64%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1358 | 1212549 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/21/29, (1-day SOFR + 0.71%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2860 | 2862037 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/21/29, (1-day SOFR + 0.90%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1215 | 1214103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.22%, 05/01/29, (3-mo. CME Term SOFR <br> +1.56%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1717 | 1720564 |
| &nbsp;&nbsp;&nbsp; 4.37%, 10/21/31, (1-day SOFR + 1.06%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1360 | 1352733 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.41%, 04/23/39, (3-mo. CME Term SOFR + <br> 1.69%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 660 | 608431 |
| &nbsp;&nbsp;&nbsp; 4.48%, 08/23/28, (1-day SOFR + 1.73%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 650 | 653930 |
| &nbsp;&nbsp;&nbsp; 4.52%, 01/21/32, (1-day SOFR + 0.96%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2850 | 2848080 |
| &nbsp;&nbsp;&nbsp; 4.69%, 10/23/30, (1-day SOFR + 1.14%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1100 | 1115129 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/21/45 | &nbsp;&nbsp;&nbsp; 835 | 752972 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/08/44 | &nbsp;&nbsp;&nbsp; 808 | 743317 |
| &nbsp;&nbsp;&nbsp; 4.94%, 04/23/28, (1-day SOFR + 1.32%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 380 | 384041 |
| &nbsp;&nbsp;&nbsp; 4.94%, 10/21/36, (1-day SOFR + 1.33%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1300 | 1282133 |
| &nbsp;&nbsp;&nbsp; 5.02%, 10/23/35, (1-day SOFR + 1.42%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1955 | 1954768 |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/23/30, (1-day SOFR + 1.21%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1245 | 1275140 |
| &nbsp;&nbsp;&nbsp; 5.07%, 01/21/37, (1-day SOFR + 1.19%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1900 | 1891818 |
| &nbsp;&nbsp;&nbsp; 5.21%, 01/28/31, (1-day SOFR + 1.08%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 990 | 1020533 |
| &nbsp;&nbsp;&nbsp; 5.22%, 04/23/31, (1-day SOFR + 1.58%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1510 | 1554990 |
| &nbsp;&nbsp;&nbsp; 5.33%, 07/23/35, (1-day SOFR + 1.55%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1660 | 1697496 |
| &nbsp;&nbsp;&nbsp; 5.54%, 01/28/36, (1-day SOFR + 1.38%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1630 | 1684603 |
| &nbsp;&nbsp;&nbsp; 5.54%, 01/21/47, (1-day SOFR + 1.32%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2850 | 2806212 |
| &nbsp;&nbsp;&nbsp; 5.56%, 11/19/45, (1-day SOFR + 1.58%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 385 | 382244 |
| &nbsp;&nbsp;&nbsp; 5.73%, 04/25/30, (1-day SOFR + 0.27%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1250 | 1305065 |
| &nbsp;&nbsp;&nbsp; 5.73%, 01/28/56, (1-day SOFR + 1.70%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 530 | 533499 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/25/35, (1-day SOFR + 1.55%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1490 | 1574810 |
| &nbsp;&nbsp;&nbsp; 6.13%, 02/15/33 | &nbsp;&nbsp;&nbsp; 993 | 1081301 |
| &nbsp;&nbsp;&nbsp; 6.25%, 02/01/41 | &nbsp;&nbsp;&nbsp; 1194 | 1298388 |
| &nbsp;&nbsp;&nbsp; 6.48%, 10/24/29, (1-day SOFR + 1.77%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1355 | 1434465 |
| &nbsp;&nbsp;&nbsp; 6.56%, 10/24/34, (1-day SOFR + 1.95%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 900 | 995854 |
| HSBC Bank USA N.A, 7.00%, 01/15/39 | &nbsp;&nbsp;&nbsp; 260 | 301615 |
| HSBC Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.01%, 09/22/28, (1-day SOFR + 1.73%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1315 | 1271641 |
| &nbsp;&nbsp;&nbsp; 2.21%, 08/17/29, (1-day SOFR + 1.29%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 1110 | 1056870 |
| &nbsp;&nbsp;&nbsp; 2.36%, 08/18/31, (1-day SOFR + 1.95%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 870 | 792862 |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/24/32, (1-day SOFR + 1.19%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1475 | 1349069 |
| &nbsp;&nbsp;&nbsp; 2.85%, 06/04/31, (1-day SOFR + 2.39%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 825 | 771953 |
| &nbsp;&nbsp;&nbsp; 2.87%, 11/22/32, (1-day SOFR + 1.41%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 770 | 698873 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 05/22/30, (3-mo. CME Term SOFR + <br> 1.87%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1798 | 1779242 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.04%, 03/13/28, (3-mo. CME Term SOFR <br> +1.81%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; $1313 | $1312868 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.58%, 06/19/29, (3-mo. CME Term SOFR <br> +1.80%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1488 | 1501722 |
| &nbsp;&nbsp;&nbsp; 4.62%, 11/06/31, (1-day SOFR + 1.19%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 700 | 702562 |
| &nbsp;&nbsp;&nbsp; 4.76%, 06/09/28, (1-day SOFR + 2.11%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1165 | 1175371 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/03/29, (1-day SOFR + 1.03%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 695 | 705076 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/31/30 | &nbsp;&nbsp;&nbsp; 1263 | 1293088 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/19/28, (1-day SOFR + 1.04%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 990 | 1007741 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/03/31, (1-day SOFR + 1.29%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1065 | 1091523 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/06/36, (1-day SOFR + 1.43%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 610 | 608988 |
| &nbsp;&nbsp;&nbsp; 5.21%, 08/11/28, (1-day SOFR + 2.61%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1265 | 1285940 |
| &nbsp;&nbsp;&nbsp; 5.24%, 05/13/31, (1-day SOFR + 1.57%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1125 | 1157776 |
| &nbsp;&nbsp;&nbsp; 5.29%, 11/19/30, (1-day SOFR + 1.29%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1330 | 1373339 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/11/33, (1-day SOFR + 2.87%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1106 | 1143373 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/03/36, (1-day SOFR + 1.56%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1055 | 1083326 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/04/30, (1-day SOFR + 1.46%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 815 | 844638 |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/17/28, (1-day SOFR + 1.06%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1010 | 1029071 |
| &nbsp;&nbsp;&nbsp; 5.72%, 03/04/35, (1-day SOFR + 1.78%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 835 | 877387 |
| &nbsp;&nbsp;&nbsp; 5.73%, 05/17/32, (1-day SOFR + 1.52%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 960 | 1009227 |
| &nbsp;&nbsp;&nbsp; 5.79%, 05/13/36, (1-day SOFR + 1.88%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1240 | 1303175 |
| &nbsp;&nbsp;&nbsp; 6.10%, 01/14/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 235 | 252706 |
| &nbsp;&nbsp;&nbsp; 6.16%, 03/09/29, (1-day SOFR + 1.97%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 930 | 966535 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/09/34, (1-day SOFR + 2.39%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1045 | 1131246 |
| &nbsp;&nbsp;&nbsp; 6.33%, 03/09/44, (1-day SOFR + 2.65%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1290 | 1407830 |
| &nbsp;&nbsp;&nbsp; 7.39%, 11/03/28, (1-day SOFR + 3.35%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1285 | 1356052 |
| HSBC USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 06/03/28 | &nbsp;&nbsp;&nbsp; 480 | 487465 |
| &nbsp;&nbsp;&nbsp; 5.29%, 03/04/27 | &nbsp;&nbsp;&nbsp; 645 | 654626 |
| Huntington National Bank(The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 05/17/28, (1-day SOFR Index + <br> 1.65%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 395 | 397260 |
| &nbsp;&nbsp;&nbsp; 4.87%, 04/12/28, (1-day SOFR + 0.72%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 340 | 342903 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/10/30 | &nbsp;&nbsp;&nbsp; 30 | 31382 |
| ING Groep NV |  |  |
| &nbsp;&nbsp;&nbsp; 2.73%, 04/01/32, (1-day SOFR + 1.32%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 443 | 407401 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/29/27 | &nbsp;&nbsp;&nbsp; 790 | 790467 |
| &nbsp;&nbsp;&nbsp; 4.02%, 03/28/28, (1-day SOFR + 1.83%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 400 | 400157 |
| &nbsp;&nbsp;&nbsp; 4.05%, 04/09/29 | &nbsp;&nbsp;&nbsp; 525 | 523603 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/28/33, (1-day SOFR + 2.07%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 500 | 490238 |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/02/28 | &nbsp;&nbsp;&nbsp; 640 | 647904 |
| &nbsp;&nbsp;&nbsp; 4.86%, 03/25/29, (1-day SOFR + 1.01%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 260 | 264090 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.07%, 03/25/31, (1-day SOFR Index + <br> 1.23%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 465 | 476134 |
| &nbsp;&nbsp;&nbsp; 5.34%, 03/19/30, (1-day SOFR + 1.44%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 690 | 711695 |
| &nbsp;&nbsp;&nbsp; 5.53%, 03/25/36, (1-day SOFR + 1.61%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 445 | 460949 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/19/35, (1-day SOFR + 1.77%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 645 | 669594 |
| &nbsp;&nbsp;&nbsp; 6.11%, 09/11/34, (1-day SOFR + 2.09%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 620 | 668353 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.76%, 11/19/31, (3-mo. CME Term SOFR + <br> 1.11%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 590 | 524205 |
| &nbsp;&nbsp;&nbsp; 1.95%, 02/04/32, (1-day SOFR + 1.07%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 994 | 885022 |
| &nbsp;&nbsp;&nbsp; 2.07%, 06/01/29, (1-day SOFR + 1.02%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 640 | 611946 |
| &nbsp;&nbsp;&nbsp; 2.18%, 06/01/28, (1-day SOFR + 1.89%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 566 | 552906 |
| &nbsp;&nbsp;&nbsp; 2.52%, 04/22/31, (1-day SOFR + 2.04%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 905 | 842768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.53%, 11/19/41, (3-mo. CME Term SOFR + <br> 1.51%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 475 | 340935 |
| &nbsp;&nbsp;&nbsp; 2.55%, 11/08/32, (1-day SOFR + 1.18%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 955 | 860134 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.58%, 04/22/32, (3-mo. CME Term SOFR + <br> 1.25%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 912853 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Aaa - A Rated Corporate 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; 2.74%, 10/15/30, (3-mo. CME Term SOFR + <br> 1.51%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; $1190 | $1130921 |
| &nbsp;&nbsp;&nbsp; 2.95%, 02/24/28, (1-day SOFR + 1.17%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 575 | 568835 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.96%, 05/13/31, (3-mo. CME Term SOFR <br> +2.52%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 876 | 825224 |
| &nbsp;&nbsp;&nbsp; 2.96%, 01/25/33, (1-day SOFR + 1.26%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1330 | 1219170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.11%, 04/22/41, (3-mo. CME Term SOFR + <br> 2.46%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 430 | 334960 |
| &nbsp;&nbsp;&nbsp; 3.11%, 04/22/51, (1-day SOFR + 2.44%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 665 | 450881 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.16%, 04/22/42, (3-mo. CME Term SOFR + <br> 1.46%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 610 | 470305 |
| &nbsp;&nbsp;&nbsp; 3.33%, 04/22/52, (1-day SOFR + 1.58%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 930 | 656053 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.51%, 01/23/29, (3-mo. CME Term SOFR <br> +1.21%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 720 | 713008 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.54%, 05/01/28, (3-mo. CME Term SOFR <br> +1.64%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 728 | 724105 |
| &nbsp;&nbsp;&nbsp; 3.63%, 12/01/27 | &nbsp;&nbsp;&nbsp; 587 | 584354 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 05/06/30, (3-mo. CME Term SOFR + <br> 1.42%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 871 | 858663 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.78%, 02/01/28, (3-mo. CME Term SOFR <br> +1.60%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 894 | 892221 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 07/24/38, (3-mo. CME Term SOFR + <br> 1.62%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 681 | 608389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 01/23/49, (3-mo. CME Term SOFR + <br> 1.48%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 530 | 420700 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.96%, 11/15/48, (3-mo. CME Term SOFR + <br> 1.64%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1065 | 856567 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.01%, 04/23/29, (3-mo. CME Term SOFR <br> +1.38%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 725 | 724381 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.03%, 07/24/48, (3-mo. CME Term SOFR + <br> 1.72%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 433 | 353171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 07/23/29, (3-mo. CME Term SOFR <br> +1.52%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 665 | 667304 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/01/27 | &nbsp;&nbsp;&nbsp; 550 | 553927 |
| &nbsp;&nbsp;&nbsp; 4.26%, 10/22/31, (1-day SOFR + 0.93%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 785 | 780682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.26%, 02/22/48, (3-mo. CME Term SOFR + <br> 1.84%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 618 | 524152 |
| &nbsp;&nbsp;&nbsp; 4.32%, 04/26/28, (1-day SOFR + 1.56%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 965 | 968929 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/22/32, (1-day SOFR + 0.84%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 805 | 803121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 12/05/29, (3-mo. CME Term SOFR + <br> 1.59%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 820 | 827801 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.49%, 03/24/31, (3-mo. CME Term SOFR + <br> 3.79%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 940 | 947019 |
| &nbsp;&nbsp;&nbsp; 4.51%, 10/22/28, (1-day SOFR + 0.86%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 775 | 782021 |
| &nbsp;&nbsp;&nbsp; 4.57%, 06/14/30, (1-day SOFR + 1.75%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 805 | 814559 |
| &nbsp;&nbsp;&nbsp; 4.59%, 04/26/33, (1-day SOFR + 1.80%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 790 | 791110 |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/22/30, (1-day SOFR + 1.04%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 870 | 882056 |
| &nbsp;&nbsp;&nbsp; 4.81%, 10/22/36, (1-day SOFR + 1.19%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1005 | 990684 |
| &nbsp;&nbsp;&nbsp; 4.85%, 07/25/28, (1-day SOFR + 1.99%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 960 | 971778 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/01/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 308 | 290672 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/22/37, (1-day SOFR + 1.07%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1105 | 1096422 |
| &nbsp;&nbsp;&nbsp; 4.91%, 07/25/33, (1-day SOFR + 2.08%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1180 | 1198567 |
| &nbsp;&nbsp;&nbsp; 4.92%, 01/24/29, (1-day SOFR + 0.80%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 650 | 661681 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/22/35, (1-day SOFR + 1.34%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 975 | 978236 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/45 | &nbsp;&nbsp;&nbsp; 525 | 490729 |
| &nbsp;&nbsp;&nbsp; 4.98%, 07/22/28, (1-day SOFR + 0.93%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 695 | 704832 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/22/30, (1-day SOFR + 1.13%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 915 | 938950 |
| &nbsp;&nbsp;&nbsp; 5.01%, 01/23/30, (1-day SOFR + 1.31%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 580 | 594687 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/22/31, (1-day SOFR + 1.44%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 905 | 932740 |
| &nbsp;&nbsp;&nbsp; 5.14%, 01/24/31, (1-day SOFR + 1.01%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 815 | 840598 |
| &nbsp;&nbsp;&nbsp; 5.19%, 02/05/37<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 700 | 697573 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 5.29%, 07/22/35, (1-day SOFR + 1.46%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $1235 | $1267607 |
| &nbsp;&nbsp;&nbsp; 5.30%, 07/24/29, (1-day SOFR + 1.45%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 750 | 771806 |
| &nbsp;&nbsp;&nbsp; 5.34%, 01/23/35, (1-day SOFR + 1.62%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 875 | 900406 |
| &nbsp;&nbsp;&nbsp; 5.35%, 06/01/34, (1-day SOFR + 1.85%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 1385 | 1431754 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/06/42 | &nbsp;&nbsp;&nbsp; 384 | 388263 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/24/36, (1-day SOFR + 1.32%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 865 | 899626 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/15/40 | &nbsp;&nbsp;&nbsp; 420 | 435547 |
| &nbsp;&nbsp;&nbsp; 5.53%, 11/29/45, (1-day SOFR + 1.55%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 720 | 725012 |
| &nbsp;&nbsp;&nbsp; 5.57%, 04/22/28, (1-day SOFR + 0.93%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 775 | 789612 |
| &nbsp;&nbsp;&nbsp; 5.57%, 04/22/36, (1-day SOFR + 1.68%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1185 | 1237258 |
| &nbsp;&nbsp;&nbsp; 5.58%, 04/22/30, (1-day SOFR + 1.16%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 910 | 948069 |
| &nbsp;&nbsp;&nbsp; 5.58%, 07/23/36, (1-day SOFR + 1.64%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 860 | 884071 |
| &nbsp;&nbsp;&nbsp; 5.60%, 07/15/41 | &nbsp;&nbsp;&nbsp; 508 | 525215 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/16/43 | &nbsp;&nbsp;&nbsp; 345 | 351611 |
| &nbsp;&nbsp;&nbsp; 5.72%, 09/14/33, (1-day SOFR + 2.58%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 740 | 780637 |
| &nbsp;&nbsp;&nbsp; 5.77%, 04/22/35, (1-day SOFR + 1.49%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 915 | 968773 |
| &nbsp;&nbsp;&nbsp; 6.09%, 10/23/29, (1-day SOFR + 1.57%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 725 | 761891 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/23/34, (1-day SOFR + 1.81%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 830 | 905090 |
| &nbsp;&nbsp;&nbsp; 6.40%, 05/15/38 | &nbsp;&nbsp;&nbsp; 852 | 955232 |
| &nbsp;&nbsp;&nbsp; 8.00%, 04/29/27 | &nbsp;&nbsp;&nbsp; 274 | 287865 |
| Lloyds Banking Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.57%, 11/07/28, (3-mo. SOFR US + 1.47%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 970 | 962392 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/18/28, (1-year CMT + 1.80%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 285 | 284179 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/22/28 | &nbsp;&nbsp;&nbsp; 780 | 785457 |
| &nbsp;&nbsp;&nbsp; 4.43%, 11/04/31, (1-year CMT + 0.82%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 795 | 792154 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/16/28 | &nbsp;&nbsp;&nbsp; 615 | 622875 |
| &nbsp;&nbsp;&nbsp; 4.82%, 06/13/29, (1-year CMT + 0.83%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 460 | 467268 |
| &nbsp;&nbsp;&nbsp; 4.94%, 11/04/36, (1-year CMT + 0.97%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 535 | 526893 |
| &nbsp;&nbsp;&nbsp; 4.98%, 08/11/33, (1-year CMT + 2.30%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 615 | 625747 |
| &nbsp;&nbsp;&nbsp; 5.09%, 11/26/28, (1-year CMT + 0.85%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 575 | 585325 |
| &nbsp;&nbsp;&nbsp; 5.59%, 11/26/35, (1-year CMT + 1.20%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 465 | 483394 |
| &nbsp;&nbsp;&nbsp; 5.68%, 01/05/35, (1-year CMT + 1.75%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 835 | 875068 |
| &nbsp;&nbsp;&nbsp; 5.72%, 06/05/30, (1-year CMT + 1.07%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 580 | 606893 |
| &nbsp;&nbsp;&nbsp; 5.87%, 03/06/29, (1-year CMT + 1.70%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 610 | 632057 |
| Manufacturers & Traders Trust Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 08/17/27 | &nbsp;&nbsp;&nbsp; 250 | 247593 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/27/28 | &nbsp;&nbsp;&nbsp; 510 | 517138 |
| &nbsp;&nbsp;&nbsp; 4.76%, 07/06/28, (1-day SOFR + 0.95%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 295 | 297746 |
| Mitsubishi UFJ Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 07/17/30 | &nbsp;&nbsp;&nbsp; 415 | 377371 |
| &nbsp;&nbsp;&nbsp; 2.31%, 07/20/32, (1-year CMT + 0.95%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 945 | 843622 |
| &nbsp;&nbsp;&nbsp; 2.49%, 10/13/32, (1-year CMT + 0.97%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 420 | 376169 |
| &nbsp;&nbsp;&nbsp; 2.56%, 02/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 584 | 546333 |
| &nbsp;&nbsp;&nbsp; 2.85%, 01/19/33, (1-year CMT + 1.10%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 520 | 472120 |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/18/29 | &nbsp;&nbsp;&nbsp; 784 | 760220 |
| &nbsp;&nbsp;&nbsp; 3.29%, 07/25/27 | &nbsp;&nbsp;&nbsp; 467 | 463307 |
| &nbsp;&nbsp;&nbsp; 3.68%, 02/22/27 | &nbsp;&nbsp;&nbsp; 547 | 546155 |
| &nbsp;&nbsp;&nbsp; 3.74%, 03/07/29 | &nbsp;&nbsp;&nbsp; 735 | 729487 |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/18/39 | &nbsp;&nbsp;&nbsp; 810 | 702160 |
| &nbsp;&nbsp;&nbsp; 3.96%, 03/02/28 | &nbsp;&nbsp;&nbsp; 472 | 472478 |
| &nbsp;&nbsp;&nbsp; 4.05%, 09/11/28 | &nbsp;&nbsp;&nbsp; 481 | 482405 |
| &nbsp;&nbsp;&nbsp; 4.08%, 04/19/28, (1-year CMT + 1.30%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 340 | 340339 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/07/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 77 | 70984 |
| &nbsp;&nbsp;&nbsp; 4.29%, 07/26/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 270 | 253684 |
| &nbsp;&nbsp;&nbsp; 4.32%, 04/19/33, (1-year CMT + 1.55%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 385 | 377828 |
| &nbsp;&nbsp;&nbsp; 4.51%, 01/14/32, (1-year CMT + 0.80%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 420 | 420741 |
| &nbsp;&nbsp;&nbsp; 4.53%, 09/12/31, (1-year CMT + 0.80%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 615 | 617305 |
| &nbsp;&nbsp;&nbsp; 5.02%, 07/20/28, (1-year CMT + 1.95%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 950 | 963155 |
| &nbsp;&nbsp;&nbsp; 5.06%, 01/14/37, (1-year CMT + 0.90%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 420 | 419209 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/20/33, (1-year CMT + 2.13%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 760 | 778514 |
| &nbsp;&nbsp;&nbsp; 5.16%, 04/24/31, (1-year CMT + 1.17%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 465 | 478292 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Aaa - A Rated Corporate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 5.19%, 09/12/36, (1-year CMT + 0.93%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $450 | $455169 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/16/31, (1-year CMT + 0.78%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 595 | 612281 |
| &nbsp;&nbsp;&nbsp; 5.24%, 04/19/29, (1-year CMT + 1.70%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 345 | 353663 |
| &nbsp;&nbsp;&nbsp; 5.26%, 04/17/30, (1-year CMT + 0.82%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 430 | 443223 |
| &nbsp;&nbsp;&nbsp; 5.35%, 09/13/28, (1-year CMT + 1.90%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 680 | 694339 |
| &nbsp;&nbsp;&nbsp; 5.41%, 04/19/34, (1-year CMT + 1.97%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 330 | 342817 |
| &nbsp;&nbsp;&nbsp; 5.42%, 02/22/29, (1-year CMT + 1.38%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 560 | 575034 |
| &nbsp;&nbsp;&nbsp; 5.43%, 04/17/35, (1-year CMT + 1.00%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 795 | 822350 |
| &nbsp;&nbsp;&nbsp; 5.44%, 02/22/34, (1-year CMT + 1.63%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 595 | 619445 |
| &nbsp;&nbsp;&nbsp; 5.47%, 09/13/33, (1-year CMT + 2.13%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 320 | 333853 |
| &nbsp;&nbsp;&nbsp; 5.48%, 02/22/31, (1-year CMT + 1.53%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 233900 |
| &nbsp;&nbsp;&nbsp; 5.57%, 01/16/36, (1-year CMT + 0.95%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 620 | 646423 |
| &nbsp;&nbsp;&nbsp; 5.62%, 04/24/36, (1-year CMT + 1.27%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 720 | 751644 |
| Mizuho Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.98%, 09/08/31, (3-mo. CME Term SOFR + <br> 1.53%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 445 | 399208 |
| &nbsp;&nbsp;&nbsp; 2.17%, 05/22/32, (1-year CMT + 0.87%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 295 | 261957 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 07/10/31, (3-mo. CME Term SOFR + <br> 1.77%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 595 | 541972 |
| &nbsp;&nbsp;&nbsp; 2.26%, 07/09/32, (1-year CMT + 0.90%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 335 | 297907 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.59%, 05/25/31, (3-mo. CME Term SOFR <br> +1.33%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 210 | 194901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.87%, 09/13/30, (3-mo. CME Term SOFR <br> +1.57%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 235 | 223649 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 07/16/30, (3-mo. CME Term SOFR + <br> 1.39%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 460 | 443231 |
| &nbsp;&nbsp;&nbsp; 3.17%, 09/11/27 | &nbsp;&nbsp;&nbsp; 571 | 564728 |
| &nbsp;&nbsp;&nbsp; 3.26%, 05/22/30, (1-year CMT + 1.25%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 245 | 237470 |
| &nbsp;&nbsp;&nbsp; 3.66%, 02/28/27 | &nbsp;&nbsp;&nbsp; 200 | 199613 |
| &nbsp;&nbsp;&nbsp; 4.02%, 03/05/28 | &nbsp;&nbsp;&nbsp; 585 | 586451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/11/29, (3-mo. CME Term SOFR <br> +1.53%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 675 | 676825 |
| &nbsp;&nbsp;&nbsp; 4.71%, 07/08/31, (1-year CMT + 0.92%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 570 | 576238 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/13/31, (1-year CMT + 0.82%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 335 | 343589 |
| &nbsp;&nbsp;&nbsp; 5.32%, 07/08/36, (1-year CMT + 1.07%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 480 | 491485 |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/26/30, (1-year CMT + 1.12%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 270 | 279349 |
| &nbsp;&nbsp;&nbsp; 5.38%, 07/10/30, (1-year CMT + 1.08%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 345 | 356877 |
| &nbsp;&nbsp;&nbsp; 5.41%, 09/13/28, (1-year CMT + 2.05%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 370 | 378196 |
| &nbsp;&nbsp;&nbsp; 5.42%, 05/13/36, (1-year CMT + 0.98%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 380 | 391674 |
| &nbsp;&nbsp;&nbsp; 5.58%, 05/26/35, (1-year CMT + 1.30%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 445 | 464154 |
| &nbsp;&nbsp;&nbsp; 5.59%, 07/10/35, (1-year CMT + 1.30%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 395 | 412035 |
| &nbsp;&nbsp;&nbsp; 5.67%, 05/27/29, (1-year CMT + 1.50%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 380 | 393217 |
| &nbsp;&nbsp;&nbsp; 5.67%, 09/13/33, (1-year CMT + 2.40%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 310 | 327765 |
| &nbsp;&nbsp;&nbsp; 5.74%, 05/27/31, (1-year CMT + 1.65%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 260 | 272989 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/27/34, (1-year CMT + 1.80%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 325 | 342811 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/06/34, (1-year CMT + 1.90%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 580 | 612394 |
| &nbsp;&nbsp;&nbsp; 5.78%, 07/06/29, (1-year CMT + 1.65%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 780 | 810146 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp; 1.79%, 02/13/32, (1-day SOFR + 1.03%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1130 | 991641 |
| &nbsp;&nbsp;&nbsp; 1.93%, 04/28/32, (1-day SOFR + 1.02%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1063 | 933895 |
| &nbsp;&nbsp;&nbsp; 2.24%, 07/21/32, (1-day SOFR + 1.18%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1424 | 1262931 |
| &nbsp;&nbsp;&nbsp; 2.51%, 10/20/32, (1-day SOFR + 1.20%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1025 | 919568 |
| &nbsp;&nbsp;&nbsp; 2.70%, 01/22/31, (1-day SOFR + 1.14%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1401 | 1314847 |
| &nbsp;&nbsp;&nbsp; 2.80%, 01/25/52, (1-day SOFR + 1.43%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 740 | 468945 |
| &nbsp;&nbsp;&nbsp; 2.94%, 01/21/33, (1-day SOFR + 1.29%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1025 | 934368 |
| &nbsp;&nbsp;&nbsp; 3.22%, 04/22/42, (1-day SOFR + 1.49%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 747 | 579649 |
| &nbsp;&nbsp;&nbsp; 3.59%, 07/22/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1305 | 1296483 |
| &nbsp;&nbsp;&nbsp; 3.62%, 04/01/31, (1-day SOFR + 3.12%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1020 | 990147 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.77%, 01/24/29, (3-mo. CME Term SOFR <br> +1.40%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1322 | 1314822 |
| &nbsp;&nbsp;&nbsp; 3.97%, 07/22/38<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 844 | 757871 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 4.21%, 04/20/28, (1-day SOFR + 1.61%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $1170 | $1172594 |
| &nbsp;&nbsp;&nbsp; 4.24%, 01/09/30, (1-day SOFR + 0.80%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 955 | 958013 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/27/45 | &nbsp;&nbsp;&nbsp; 945 | 815773 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/22/47 | &nbsp;&nbsp;&nbsp; 815 | 701993 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.43%, 01/23/30, (3-mo. CME Term SOFR + <br> 1.89%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1262 | 1270448 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.46%, 04/22/39, (3-mo. CME Term SOFR + <br> 1.69%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 375 | 351489 |
| &nbsp;&nbsp;&nbsp; 4.49%, 01/16/32, (1-day SOFR + 0.95%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1040 | 1039182 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/18/30, (1-day SOFR + 1.10%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1225 | 1240002 |
| &nbsp;&nbsp;&nbsp; 4.89%, 07/20/33, (1-day SOFR + 2.08%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 825 | 834275 |
| &nbsp;&nbsp;&nbsp; 4.99%, 04/12/29, (1-day SOFR + 1.38%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 800 | 814541 |
| &nbsp;&nbsp;&nbsp; 5.04%, 07/19/30, (1-day SOFR + 1.22%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 925 | 947214 |
| &nbsp;&nbsp;&nbsp; 5.07%, 01/30/37, (1-day SOFR + 1.18%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1150 | 1146404 |
| &nbsp;&nbsp;&nbsp; 5.12%, 02/01/29, (1-day SOFR + 1.73%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1060 | 1080975 |
| &nbsp;&nbsp;&nbsp; 5.16%, 04/20/29, (1-day SOFR + 1.59%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1135 | 1159677 |
| &nbsp;&nbsp;&nbsp; 5.17%, 01/16/30, (1-day SOFR + 1.45%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1075 | 1103829 |
| &nbsp;&nbsp;&nbsp; 5.19%, 04/17/31, (1-day SOFR + 1.51%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 975 | 1003945 |
| &nbsp;&nbsp;&nbsp; 5.23%, 01/15/31, (1-day SOFR + 1.11%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 1029146 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/21/34, (1-day SOFR + 1.87%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1325 | 1358185 |
| &nbsp;&nbsp;&nbsp; 5.32%, 07/19/35, (1-day SOFR + 1.56%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1305 | 1337190 |
| &nbsp;&nbsp;&nbsp; 5.42%, 07/21/34, (1-day SOFR + 1.88%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 910 | 941955 |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/20/29, (1-day SOFR + 1.63%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 915 | 943147 |
| &nbsp;&nbsp;&nbsp; 5.47%, 01/18/35, (1-day SOFR + 1.73%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1035 | 1069897 |
| &nbsp;&nbsp;&nbsp; 5.52%, 11/19/55, (1-day SOFR + 1.71%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1095 | 1079277 |
| &nbsp;&nbsp;&nbsp; 5.59%, 01/18/36, (1-day SOFR + 1.42%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1170 | 1216254 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/24/51, (1-day SOFR + 4.84%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 741 | 737379 |
| &nbsp;&nbsp;&nbsp; 5.65%, 04/13/28, (1-day SOFR +1.01%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 655 | 667245 |
| &nbsp;&nbsp;&nbsp; 5.66%, 04/18/30, (1-day SOFR + 1.26%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 935 | 973879 |
| &nbsp;&nbsp;&nbsp; 5.66%, 04/17/36, (1-day SOFR + 1.76%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1115 | 1164199 |
| &nbsp;&nbsp;&nbsp; 5.83%, 04/19/35, (1-day SOFR + 1.58%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1040 | 1099503 |
| &nbsp;&nbsp;&nbsp; 6.30%, 10/18/28, (1-day SOFR + 2.24%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 940 | 974948 |
| &nbsp;&nbsp;&nbsp; 6.34%, 10/18/33, (1-day SOFR + 2.56%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1110 | 1210805 |
| &nbsp;&nbsp;&nbsp; 6.38%, 07/24/42 | &nbsp;&nbsp;&nbsp; 747 | 826523 |
| &nbsp;&nbsp;&nbsp; 6.41%, 11/01/29, (1-day SOFR + 1.83%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 830 | 877935 |
| &nbsp;&nbsp;&nbsp; 6.63%, 11/01/34, (1-day SOFR + 2.05%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 685 | 761485 |
| &nbsp;&nbsp;&nbsp; 7.25%, 04/01/32 | &nbsp;&nbsp;&nbsp; 446 | 511521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series I, 4.13%, 10/18/29, (1-day SOFR + <br> 0.91%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 495 | 494452 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series I, 4.36%, 10/22/31, (1-day SOFR + <br> 1.07%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 955 | 949532 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series I, 4.89%, 10/22/36, (1-day SOFR + <br> 1.31%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 965 | 949724 |
| Morgan Stanley Bank N.A. |  |  |
| &nbsp;&nbsp;&nbsp; 4.97%, 07/14/28, (1-day SOFR + 0.93%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 680 | 689417 |
| &nbsp;&nbsp;&nbsp; 5.02%, 01/12/29, (1-day SOFR + 0.91%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 870 | 886406 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/26/28, (1-day SOFR + 0.87%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 960 | 978377 |
| Morgan Stanley Private Bank N.A. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/17/28, (1-day SOFR +0.78%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1095 | 1098092 |
| &nbsp;&nbsp;&nbsp; 4.47%, 07/06/28, (1-day SOFR + 0.77%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 275 | 276741 |
| &nbsp;&nbsp;&nbsp; 4.47%, 11/19/31, (1-day SOFR + 1.02%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1270 | 1270463 |
| &nbsp;&nbsp;&nbsp; 4.73%, 07/18/31, (1-day SOFR + 1.08%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 550 | 557160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series ., 4.21%, 02/08/30, (1-day SOFR + <br> 0.76%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 999690 |
| National Australia Bank Ltd./New York |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 12/13/28 | &nbsp;&nbsp;&nbsp; 270 | 269800 |
| &nbsp;&nbsp;&nbsp; 3.91%, 06/09/27 | &nbsp;&nbsp;&nbsp; 370 | 370826 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/13/31 | &nbsp;&nbsp;&nbsp; 250 | 249764 |
| &nbsp;&nbsp;&nbsp; 4.31%, 06/13/28 | &nbsp;&nbsp;&nbsp; 435 | 439437 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/26/27 | &nbsp;&nbsp;&nbsp; 330 | 333971 |
| &nbsp;&nbsp;&nbsp; 4.53%, 06/13/30 | &nbsp;&nbsp;&nbsp; 330 | 335158 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Aaa - A Rated Corporate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 4.79%, 01/10/29 | &nbsp;&nbsp;&nbsp; $445 | $455681 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/13/28 | &nbsp;&nbsp;&nbsp; 350 | 358360 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/14/30 | &nbsp;&nbsp;&nbsp; 355 | 365231 |
| &nbsp;&nbsp;&nbsp; 4.94%, 01/12/28 | &nbsp;&nbsp;&nbsp; 680 | 694333 |
| &nbsp;&nbsp;&nbsp; 5.09%, 06/11/27 | &nbsp;&nbsp;&nbsp; 465 | 472998 |
| National Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.17%, 01/20/29, (1-day SOFR Index + <br> 0.76%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 265 | 265554 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/10/29 | &nbsp;&nbsp;&nbsp; 415 | 419667 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/01/28, (1-day SOFR + 0.80%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 410 | 413625 |
| &nbsp;&nbsp;&nbsp; 5.60%, 12/18/28 | &nbsp;&nbsp;&nbsp; 250 | 260690 |
| NatWest Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.07%, 05/22/28, (1-year CMT + 2.55%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 555 | 548448 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/08/30, (3-mo. SOFR US + 2.13%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 585 | 587556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.89%, 05/18/29, (3-mo. SOFR US + <br> 2.01%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 740 | 752569 |
| &nbsp;&nbsp;&nbsp; 4.96%, 08/15/30, (1-year CMT + 1.22%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 580 | 592061 |
| &nbsp;&nbsp;&nbsp; 5.08%, 01/27/30, (3-mo. SOFR US + 2.17%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 855 | 875690 |
| &nbsp;&nbsp;&nbsp; 5.12%, 05/23/31, (1-year CMT + 1.05%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 590 | 604975 |
| &nbsp;&nbsp;&nbsp; 5.52%, 09/30/28, (1-year CMT + 2.27%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 545 | 557875 |
| &nbsp;&nbsp;&nbsp; 5.58%, 03/01/28, (1-year CMT + 1.10%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 480 | 487916 |
| &nbsp;&nbsp;&nbsp; 5.78%, 03/01/35, (1-year CMT + 1.50%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 650 | 686033 |
| &nbsp;&nbsp;&nbsp; 5.81%, 09/13/29, (1-year CMT + 1.95%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 655 | 681873 |
| &nbsp;&nbsp;&nbsp; 6.02%, 03/02/34, (1-year CMT + 2.10%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 425 | 455224 |
| Northern Trust Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 05/01/30 | &nbsp;&nbsp;&nbsp; 460 | 421331 |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/03/29 | &nbsp;&nbsp;&nbsp; 260 | 253512 |
| &nbsp;&nbsp;&nbsp; 3.65%, 08/03/28 | &nbsp;&nbsp;&nbsp; 145 | 144690 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/10/27 | &nbsp;&nbsp;&nbsp; 400 | 401205 |
| &nbsp;&nbsp;&nbsp; 4.15%, 11/19/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 180 | 179969 |
| &nbsp;&nbsp;&nbsp; 5.12%, 11/19/40, (5-year CMT + 1.05%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 149352 |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/02/32 | &nbsp;&nbsp;&nbsp; 545 | 592130 |
| PNC Bank N.A. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 10/22/29 | &nbsp;&nbsp;&nbsp; 560 | 529792 |
| &nbsp;&nbsp;&nbsp; 3.10%, 10/25/27 | &nbsp;&nbsp;&nbsp; 605 | 598059 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/22/28 | &nbsp;&nbsp;&nbsp; 325 | 321609 |
| &nbsp;&nbsp;&nbsp; 4.05%, 07/26/28 | &nbsp;&nbsp;&nbsp; 635 | 635070 |
| &nbsp;&nbsp;&nbsp; 4.43%, 07/21/28, (1-day SOFR + 0.73%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 390 | 392709 |
| PNC Financial Services Group, Inc.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.31%, 04/23/32, (1-day SOFR + 0.98%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 468 | 422117 |
| &nbsp;&nbsp;&nbsp; 2.55%, 01/22/30 | &nbsp;&nbsp;&nbsp; 995 | 936427 |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/19/27 | &nbsp;&nbsp;&nbsp; 405 | 401381 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/23/29 | &nbsp;&nbsp;&nbsp; 771 | 759729 |
| &nbsp;&nbsp;&nbsp; 4.08%, 01/26/29, (1-day SOFR + 0.61%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 35047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 06/06/33, (1-day SOFR Index + <br> 1.85%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 445 | 440473 |
| &nbsp;&nbsp;&nbsp; 4.81%, 10/21/32, (1-day SOFR + 1.26%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 765 | 776162 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/13/31, (1-day SOFR + 1.33%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 760 | 775881 |
| &nbsp;&nbsp;&nbsp; 5.07%, 01/24/34, (1-day SOFR + 1.93%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 780 | 794268 |
| &nbsp;&nbsp;&nbsp; 5.22%, 01/29/31, (1-day SOFR + 1.07%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 575 | 593684 |
| &nbsp;&nbsp;&nbsp; 5.35%, 12/02/28, (1-day SOFR + 1.62%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 470 | 481600 |
| &nbsp;&nbsp;&nbsp; 5.37%, 07/21/36, (1-day SOFR + 1.42%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 780 | 798834 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/23/35, (1-day SOFR + 1.60%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 765 | 787265 |
| &nbsp;&nbsp;&nbsp; 5.42%, 01/25/41, (5-year CMT + 1.17%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 240 | 239949 |
| &nbsp;&nbsp;&nbsp; 5.49%, 05/14/30, (1-day SOFR + 1.20%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 960 | 998916 |
| &nbsp;&nbsp;&nbsp; 5.58%, 06/12/29, (1-day SOFR + 1.84%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1154 | 1194422 |
| &nbsp;&nbsp;&nbsp; 5.58%, 01/29/36, (1-day SOFR + 1.39%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 865 | 897414 |
| &nbsp;&nbsp;&nbsp; 5.68%, 01/22/35, (1-day SOFR + 1.90%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 735 | 770562 |
| &nbsp;&nbsp;&nbsp; 5.94%, 08/18/34, (1-day SOFR + 1.95%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 390 | 416434 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.04%, 10/28/33, (1-day SOFR Index + <br> 2.14%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 750 | 806802 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 6.88%, 10/20/34, (1-day SOFR + 2.28%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $925 | $1038496 |
| Royal Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/03/31 | &nbsp;&nbsp;&nbsp; 565 | 508942 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/04/27 | &nbsp;&nbsp;&nbsp; 595 | 594153 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/04/32 | &nbsp;&nbsp;&nbsp; 640 | 621159 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/03/28, (1-day SOFR + 0.70%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 450 | 450208 |
| &nbsp;&nbsp;&nbsp; 4.24%, 08/03/27 | &nbsp;&nbsp;&nbsp; 540 | 543434 |
| &nbsp;&nbsp;&nbsp; 4.31%, 11/03/31, (1-day SOFR + 0.98%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 585 | 582909 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/06/29, (1-day SOFR + 0.89%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 560 | 565814 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.52%, 10/18/28, (1-day SOFR Index + <br> 0.86%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 475 | 479600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 10/18/30, (1-day SOFR Index + <br> 1.08%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 995 | 1010007 |
| &nbsp;&nbsp;&nbsp; 4.70%, 08/06/31, (1-day SOFR + 1.06%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 505 | 511249 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.72%, 03/27/28, (1-day SOFR Index + <br> 0.81%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 470 | 474052 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/12/28 | &nbsp;&nbsp;&nbsp; 355 | 362194 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/01/29 | &nbsp;&nbsp;&nbsp; 505 | 518824 |
| &nbsp;&nbsp;&nbsp; 4.97%, 01/24/29, (1-day SOFR + 0.83%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 760 | 774723 |
| &nbsp;&nbsp;&nbsp; 4.97%, 08/02/30, (1-day SOFR + 1.10%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 770 | 788421 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 05/02/31, (1-day SOFR Index + <br> 1.30%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 320 | 327626 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/01/33 | &nbsp;&nbsp;&nbsp; 845 | 865574 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/02/33 | &nbsp;&nbsp;&nbsp; 460 | 470512 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/04/31, (1-day SOFR + 1.03%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 855 | 880543 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/01/34 | &nbsp;&nbsp;&nbsp; 600 | 622532 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/01/28 | &nbsp;&nbsp;&nbsp; 460 | 474079 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/01/27 | &nbsp;&nbsp;&nbsp; 710 | 735697 |
| &nbsp;&nbsp;&nbsp; Standard Chartered Bank/New York, 4.85%, <br> 12/03/27<br>| &nbsp;&nbsp;&nbsp; 15 | 15302 |
| State Street Bank & Trust Co., 4.78%, 11/23/29 | &nbsp;&nbsp;&nbsp; 380 | 390820 |
| State Street Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 02/07/28, (1-day SOFR + 0.73%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 305 | 299769 |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/03/31 | &nbsp;&nbsp;&nbsp; 422 | 380081 |
| &nbsp;&nbsp;&nbsp; 2.40%, 01/24/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 465 | 438729 |
| &nbsp;&nbsp;&nbsp; 2.62%, 02/07/33, (1-day SOFR + 1.00%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 335 | 302310 |
| &nbsp;&nbsp;&nbsp; 3.03%, 11/01/34, (1-day SOFR + 1.49%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 237272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.14%, 12/03/29, (3-mo. CME Term SOFR <br> +1.29%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 235 | 236270 |
| &nbsp;&nbsp;&nbsp; 4.16%, 08/04/33, (1-day SOFR + 1.73%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 370 | 362042 |
| &nbsp;&nbsp;&nbsp; 4.33%, 10/22/27 | &nbsp;&nbsp;&nbsp; 560 | 565163 |
| &nbsp;&nbsp;&nbsp; 4.42%, 05/13/33, (1-day SOFR + 1.61%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 290 | 288446 |
| &nbsp;&nbsp;&nbsp; 4.53%, 02/20/29, (1-day SOFR + 1.02%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 540 | 546090 |
| &nbsp;&nbsp;&nbsp; 4.54%, 02/28/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 470 | 476577 |
| &nbsp;&nbsp;&nbsp; 4.54%, 04/24/28, (1-day SOFR + 0.95%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 385 | 388190 |
| &nbsp;&nbsp;&nbsp; 4.68%, 10/22/32, (1-day SOFR + 1.05%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 435 | 441171 |
| &nbsp;&nbsp;&nbsp; 4.73%, 02/28/30 | &nbsp;&nbsp;&nbsp; 335 | 342789 |
| &nbsp;&nbsp;&nbsp; 4.78%, 10/23/36, (1-day SOFR + 1.22%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 400 | 394903 |
| &nbsp;&nbsp;&nbsp; 4.82%, 01/26/34, (1-day SOFR + 1.57%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 475 | 478954 |
| &nbsp;&nbsp;&nbsp; 4.83%, 04/24/30 | &nbsp;&nbsp;&nbsp; 435 | 447020 |
| &nbsp;&nbsp;&nbsp; 4.99%, 03/18/27 | &nbsp;&nbsp;&nbsp; 495 | 501184 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/28/36, (1-day SOFR + 1.22%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 290 | 294956 |
| &nbsp;&nbsp;&nbsp; 5.16%, 05/18/34, (1-day SOFR + 1.89%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 510 | 523812 |
| &nbsp;&nbsp;&nbsp; 5.68%, 11/21/29, (1-day SOFR + 1.48%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 490 | 512090 |
| &nbsp;&nbsp;&nbsp; 5.82%, 11/04/28, (1-day SOFR + 1.72%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 360 | 371759 |
| &nbsp;&nbsp;&nbsp; 6.12%, 11/21/34, (1-day SOFR + 1.96%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 195 | 209919 |
| Sumitomo Mitsui Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.71%, 01/12/31 | &nbsp;&nbsp;&nbsp; 350 | 308013 |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/17/28 | &nbsp;&nbsp;&nbsp; 1005 | 951220 |
| &nbsp;&nbsp;&nbsp; 2.13%, 07/08/30 | &nbsp;&nbsp;&nbsp; 810 | 737914 |
| &nbsp;&nbsp;&nbsp; 2.22%, 09/17/31 | &nbsp;&nbsp;&nbsp; 550 | 487851 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Aaa - A Rated Corporate 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; 2.30%, 01/12/41 | &nbsp;&nbsp;&nbsp; $200 | $139867 |
| &nbsp;&nbsp;&nbsp; 2.47%, 01/14/29 | &nbsp;&nbsp;&nbsp; 385 | 367337 |
| &nbsp;&nbsp;&nbsp; 2.72%, 09/27/29 | &nbsp;&nbsp;&nbsp; 265 | 251245 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/15/30 | &nbsp;&nbsp;&nbsp; 795 | 750097 |
| &nbsp;&nbsp;&nbsp; 3.04%, 07/16/29 | &nbsp;&nbsp;&nbsp; 964 | 928133 |
| &nbsp;&nbsp;&nbsp; 3.05%, 01/14/42 | &nbsp;&nbsp;&nbsp; 200 | 152504 |
| &nbsp;&nbsp;&nbsp; 3.35%, 10/18/27 | &nbsp;&nbsp;&nbsp; 410 | 406558 |
| &nbsp;&nbsp;&nbsp; 3.36%, 07/12/27 | &nbsp;&nbsp;&nbsp; 564 | 560161 |
| &nbsp;&nbsp;&nbsp; 3.54%, 01/17/28 | &nbsp;&nbsp;&nbsp; 380 | 377226 |
| &nbsp;&nbsp;&nbsp; 3.94%, 07/19/28 | &nbsp;&nbsp;&nbsp; 371 | 371098 |
| &nbsp;&nbsp;&nbsp; 4.11%, 01/15/29 | &nbsp;&nbsp;&nbsp; 330 | 330029 |
| &nbsp;&nbsp;&nbsp; 4.31%, 10/16/28 | &nbsp;&nbsp;&nbsp; 245 | 246911 |
| &nbsp;&nbsp;&nbsp; 4.49%, 01/15/32, (1-day SOFR + 1.02%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 420 | 421000 |
| &nbsp;&nbsp;&nbsp; 4.66%, 07/08/31, (1-day SOFR + 1.19%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 480 | 484398 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/08/33, (1-day SOFR + 1.38%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 245 | 248936 |
| &nbsp;&nbsp;&nbsp; 5.05%, 01/15/37, (1-day SOFR + 1.22%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 204474 |
| &nbsp;&nbsp;&nbsp; 5.24%, 04/15/30 | &nbsp;&nbsp;&nbsp; 325 | 336175 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/08/36, (1-day SOFR + 1.50%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 345 | 351488 |
| &nbsp;&nbsp;&nbsp; 5.32%, 07/09/29 | &nbsp;&nbsp;&nbsp; 590 | 610647 |
| &nbsp;&nbsp;&nbsp; 5.42%, 07/09/31 | &nbsp;&nbsp;&nbsp; 585 | 610489 |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/15/32 | &nbsp;&nbsp;&nbsp; 450 | 469859 |
| &nbsp;&nbsp;&nbsp; 5.52%, 01/13/28 | &nbsp;&nbsp;&nbsp; 795 | 818591 |
| &nbsp;&nbsp;&nbsp; 5.56%, 07/09/34 | &nbsp;&nbsp;&nbsp; 825 | 862173 |
| &nbsp;&nbsp;&nbsp; 5.57%, 01/15/47, (1-day SOFR + 1.36%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 204726 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/15/35 | &nbsp;&nbsp;&nbsp; 425 | 447195 |
| &nbsp;&nbsp;&nbsp; 5.71%, 01/13/30 | &nbsp;&nbsp;&nbsp; 755 | 792977 |
| &nbsp;&nbsp;&nbsp; 5.72%, 09/14/28 | &nbsp;&nbsp;&nbsp; 565 | 587891 |
| &nbsp;&nbsp;&nbsp; 5.77%, 01/13/33 | &nbsp;&nbsp;&nbsp; 835 | 885141 |
| &nbsp;&nbsp;&nbsp; 5.78%, 07/13/33 | &nbsp;&nbsp;&nbsp; 465 | 493817 |
| &nbsp;&nbsp;&nbsp; 5.80%, 07/13/28 | &nbsp;&nbsp;&nbsp; 415 | 432056 |
| &nbsp;&nbsp;&nbsp; 5.81%, 09/14/33 | &nbsp;&nbsp;&nbsp; 450 | 479734 |
| &nbsp;&nbsp;&nbsp; 5.85%, 07/13/30 | &nbsp;&nbsp;&nbsp; 385 | 407795 |
| Toronto-Dominion Bank(The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/10/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 555 | 495312 |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/12/32 | &nbsp;&nbsp;&nbsp; 350 | 313816 |
| &nbsp;&nbsp;&nbsp; 2.80%, 03/10/27 | &nbsp;&nbsp;&nbsp; 565 | 558603 |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/10/32 | &nbsp;&nbsp;&nbsp; 785 | 731606 |
| &nbsp;&nbsp;&nbsp; 3.91%, 01/13/28 | &nbsp;&nbsp;&nbsp; 125 | 125034 |
| &nbsp;&nbsp;&nbsp; 4.11%, 06/08/27 | &nbsp;&nbsp;&nbsp; 735 | 737012 |
| &nbsp;&nbsp;&nbsp; 4.11%, 10/13/28 | &nbsp;&nbsp;&nbsp; 605 | 606233 |
| &nbsp;&nbsp;&nbsp; 4.41%, 01/13/31 | &nbsp;&nbsp;&nbsp; 145 | 145402 |
| &nbsp;&nbsp;&nbsp; 4.46%, 06/08/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1005 | 1004027 |
| &nbsp;&nbsp;&nbsp; 4.57%, 06/02/28 | &nbsp;&nbsp;&nbsp; 455 | 460866 |
| &nbsp;&nbsp;&nbsp; 4.69%, 09/15/27 | &nbsp;&nbsp;&nbsp; 695 | 703460 |
| &nbsp;&nbsp;&nbsp; 4.78%, 12/17/29 | &nbsp;&nbsp;&nbsp; 355 | 363586 |
| &nbsp;&nbsp;&nbsp; 4.81%, 06/03/30 | &nbsp;&nbsp;&nbsp; 745 | 760178 |
| &nbsp;&nbsp;&nbsp; 4.86%, 01/31/28 | &nbsp;&nbsp;&nbsp; 575 | 584690 |
| &nbsp;&nbsp;&nbsp; 4.93%, 10/15/35 | &nbsp;&nbsp;&nbsp; 420 | 418767 |
| &nbsp;&nbsp;&nbsp; 4.98%, 04/05/27 | &nbsp;&nbsp;&nbsp; 420 | 425292 |
| &nbsp;&nbsp;&nbsp; 4.99%, 04/05/29 | &nbsp;&nbsp;&nbsp; 470 | 482423 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/10/34, (5-year CMT + 1.50%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 340 | 345796 |
| &nbsp;&nbsp;&nbsp; 5.16%, 01/10/28 | &nbsp;&nbsp;&nbsp; 775 | 792554 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/30/32 | &nbsp;&nbsp;&nbsp; 395 | 412017 |
| &nbsp;&nbsp;&nbsp; 5.52%, 07/17/28 | &nbsp;&nbsp;&nbsp; 555 | 574956 |
| Truist Bank |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/11/30 | &nbsp;&nbsp;&nbsp; 592 | 541966 |
| &nbsp;&nbsp;&nbsp; 4.14%, 10/23/29, (1-day SOFR + 0.91%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 630 | 629465 |
| &nbsp;&nbsp;&nbsp; 4.42%, 07/24/28, (1-day SOFR + 0.77%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 670 | 673694 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series I, 4.14%, 01/27/29, (1-day SOFR + <br> 0.66%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 395 | 395429 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Truist Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 08/03/27 | &nbsp;&nbsp;&nbsp; $325 | $312037 |
| &nbsp;&nbsp;&nbsp; 1.89%, 06/07/29, (1-day SOFR + 0.86%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 470 | 447198 |
| &nbsp;&nbsp;&nbsp; 1.95%, 06/05/30 | &nbsp;&nbsp;&nbsp; 378 | 343667 |
| &nbsp;&nbsp;&nbsp; 4.12%, 06/06/28, (1-day SOFR + 1.37%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 470 | 471041 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/27/32, (1-day SOFR + 0.96%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 275 | 275713 |
| &nbsp;&nbsp;&nbsp; 4.87%, 01/26/29, (1-day SOFR + 1.44%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 730 | 741317 |
| &nbsp;&nbsp;&nbsp; 4.96%, 10/23/36, (1-day SOFR + 1.40%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 560 | 551195 |
| &nbsp;&nbsp;&nbsp; 5.07%, 05/20/31, (1-day SOFR + 1.31%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 640 | 655881 |
| &nbsp;&nbsp;&nbsp; 5.12%, 01/26/34, (1-day SOFR + 1.85%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 705 | 715122 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/05/32, (1-day SOFR + 1.57%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 540 | 556157 |
| &nbsp;&nbsp;&nbsp; 5.44%, 01/24/30, (1-day SOFR + 1.62%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 670 | 693460 |
| &nbsp;&nbsp;&nbsp; 5.71%, 01/24/35, (1-day SOFR + 1.92%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 960 | 1004974 |
| &nbsp;&nbsp;&nbsp; 5.87%, 06/08/34, (1-day SOFR + 2.36%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 790 | 836405 |
| &nbsp;&nbsp;&nbsp; 6.12%, 10/28/33, (1-day SOFR + 2.30%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 390 | 420048 |
| &nbsp;&nbsp;&nbsp; 7.16%, 10/30/29, (1-day SOFR + 2.45%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 845 | 909545 |
| U.S. Bancorp |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 07/22/30 | &nbsp;&nbsp;&nbsp; 900 | 796605 |
| &nbsp;&nbsp;&nbsp; 2.49%, 11/03/36, (5-year CMT + 0.95%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 650 | 568925 |
| &nbsp;&nbsp;&nbsp; 2.68%, 01/27/33, (1-day SOFR + 1.02%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 415 | 373866 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/30/29 | &nbsp;&nbsp;&nbsp; 517 | 498369 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/26/28 | &nbsp;&nbsp;&nbsp; 415 | 415715 |
| &nbsp;&nbsp;&nbsp; 4.48%, 01/26/32, (1-day SOFR + 0.86%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 400 | 400755 |
| &nbsp;&nbsp;&nbsp; 4.55%, 07/22/28, (1-day SOFR + 1.66%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1055 | 1063494 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/01/29, (1-day SOFR + 1.23%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 850 | 860177 |
| &nbsp;&nbsp;&nbsp; 4.84%, 02/01/34, (1-day SOFR + 1.60%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1015 | 1018613 |
| &nbsp;&nbsp;&nbsp; 4.97%, 07/22/33, (1-day SOFR + 2.11%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 715 | 720301 |
| &nbsp;&nbsp;&nbsp; 5.03%, 01/26/37, (1-day SOFR + 1.01%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 400 | 399538 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/12/31, (1-day SOFR + 1.06%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 465 | 477275 |
| &nbsp;&nbsp;&nbsp; 5.08%, 05/15/31, (1-day SOFR + 1.30%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 595 | 611694 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/23/30, (1-day SOFR + 1.25%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 540 | 555839 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/23/30, (1-day SOFR + 1.56%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 791 | 818435 |
| &nbsp;&nbsp;&nbsp; 5.42%, 02/12/36, (1-day SOFR + 1.41%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 605 | 625889 |
| &nbsp;&nbsp;&nbsp; 5.68%, 01/23/35, (1-day SOFR + 1.86%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 895 | 938401 |
| &nbsp;&nbsp;&nbsp; 5.78%, 06/12/29, (1-day SOFR + 2.02%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 755 | 783684 |
| &nbsp;&nbsp;&nbsp; 5.84%, 06/12/34, (1-day SOFR + 2.26%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 823 | 871819 |
| &nbsp;&nbsp;&nbsp; 5.85%, 10/21/33, (1-day SOFR + 2.09%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 830 | 886240 |
| &nbsp;&nbsp;&nbsp; Series X, 3.15%, 04/27/27 | &nbsp;&nbsp;&nbsp; 654 | 649369 |
| &nbsp;&nbsp;&nbsp; U.S. Bank NA/Cincinnati OH, 4.73%, 05/15/28, <br> (1-day SOFR + 0.91%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 620 | 625917 |
| UBS AG/London |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/26/48 | &nbsp;&nbsp;&nbsp; 344 | 300148 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/11/28 | &nbsp;&nbsp;&nbsp; 505 | 526756 |
| UBS Group AG, 4.88%, 05/15/45 | &nbsp;&nbsp;&nbsp; 820 | 756713 |
| Wachovia Corp., 5.50%, 08/01/35 | &nbsp;&nbsp;&nbsp; 620 | 636211 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.39%, 06/02/28, (1-day SOFR + 2.10%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1630 | 1595858 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.57%, 02/11/31, (3-mo. CME Term SOFR + <br> 1.26%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1448 | 1352528 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 10/30/30, (3-mo. CME Term SOFR + <br> 1.43%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1605 | 1528472 |
| &nbsp;&nbsp;&nbsp; 3.07%, 04/30/41, (1-day SOFR + 2.53%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1598 | 1232778 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/02/33, (1-day SOFR + 1.50%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1900 | 1770794 |
| &nbsp;&nbsp;&nbsp; 3.53%, 03/24/28, (1-day SOFR + 1.51%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1610 | 1601290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.58%, 05/22/28, (3-mo. CME Term SOFR <br> +1.57%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1429 | 1421134 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/01/45 | &nbsp;&nbsp;&nbsp; 773 | 625397 |
| &nbsp;&nbsp;&nbsp; 4.08%, 09/15/29, (1-day SOFR + 0.88%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 775 | 774027 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/24/29 | &nbsp;&nbsp;&nbsp; 1260 | 1265485 |
| &nbsp;&nbsp;&nbsp; 4.18%, 01/23/30, (1-day SOFR + 0.74%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 920 | 920592 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/22/27 | &nbsp;&nbsp;&nbsp; 1226 | 1231672 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Aaa - A Rated Corporate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/14/46 | &nbsp;&nbsp;&nbsp; $1075 | $898786 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.48%, 04/04/31, (3-mo. CME Term SOFR + <br> 4.03%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1191 | 1196207 |
| &nbsp;&nbsp;&nbsp; 4.61%, 04/25/53, (1-day SOFR + 2.13%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1330 | 1139106 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/04/44 | &nbsp;&nbsp;&nbsp; 927 | 811060 |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/07/46 | &nbsp;&nbsp;&nbsp; 261 | 228990 |
| &nbsp;&nbsp;&nbsp; 4.81%, 07/25/28, (1-day SOFR + 1.98%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1480 | 1496764 |
| &nbsp;&nbsp;&nbsp; 4.89%, 09/15/36, (1-day SOFR + 1.34%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1025 | 1014134 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/25/33, (1-day SOFR + 2.10%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1935 | 1957833 |
| &nbsp;&nbsp;&nbsp; 4.90%, 11/17/45 | &nbsp;&nbsp;&nbsp; 948 | 853833 |
| &nbsp;&nbsp;&nbsp; 4.96%, 01/23/37, (1-day SOFR + 1.10%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1500 | 1487921 |
| &nbsp;&nbsp;&nbsp; 4.97%, 04/23/29, (1-day SOFR + 1.37%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1030 | 1049337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.01%, 04/04/51, (3-mo. CME Term SOFR + <br> 4.50%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2607 | 2381329 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/23/31, (1-day SOFR + 1.50%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1865 | 1920577 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/23/30, (1-day SOFR + 1.50%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1305 | 1343822 |
| &nbsp;&nbsp;&nbsp; 5.21%, 12/03/35, (1-day SOFR + 1.38%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1385 | 1404490 |
| &nbsp;&nbsp;&nbsp; 5.24%, 01/24/31, (1-day SOFR + 1.11%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 1190 | 1229127 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/02/43 | &nbsp;&nbsp;&nbsp; 950 | 921068 |
| &nbsp;&nbsp;&nbsp; 5.39%, 04/24/34, (1-day SOFR + 2.02%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1660 | 1715980 |
| &nbsp;&nbsp;&nbsp; 5.43%, 01/23/47, (1-day SOFR + 1.23%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1505 | 1475158 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/23/35, (1-day SOFR + 1.78%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1425 | 1477629 |
| &nbsp;&nbsp;&nbsp; 5.56%, 07/25/34, (1-day SOFR + 1.99%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1985 | 2069136 |
| &nbsp;&nbsp;&nbsp; 5.57%, 07/25/29, (1-day SOFR + 1.74%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1765 | 1826246 |
| &nbsp;&nbsp;&nbsp; 5.61%, 04/23/36, (1-day SOFR + 1.74%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1125 | 1172070 |
| &nbsp;&nbsp;&nbsp; 5.61%, 01/15/44 | &nbsp;&nbsp;&nbsp; 1070 | 1058866 |
| &nbsp;&nbsp;&nbsp; 5.71%, 04/22/28, (1-day SOFR + 0.07%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1415 | 1443486 |
| &nbsp;&nbsp;&nbsp; 6.30%, 10/23/29, (1-day SOFR + 1.79%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1290 | 1362022 |
| &nbsp;&nbsp;&nbsp; 6.49%, 10/23/34, (1-day SOFR + 2.06%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1745 | 1919844 |
| Wells Fargo Bank N.A. |  |  |
| &nbsp;&nbsp;&nbsp; 5.85%, 02/01/37 | &nbsp;&nbsp;&nbsp; 460 | 484248 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/26/36 | &nbsp;&nbsp;&nbsp; 365 | 387423 |
| &nbsp;&nbsp;&nbsp; 6.60%, 01/15/38 | &nbsp;&nbsp;&nbsp; 588 | 655459 |
| Westpac Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 11/20/28 | &nbsp;&nbsp;&nbsp; 625 | 594334 |
| &nbsp;&nbsp;&nbsp; 2.15%, 06/03/31 | &nbsp;&nbsp;&nbsp; 470 | 424161 |
| &nbsp;&nbsp;&nbsp; 2.65%, 01/16/30 | &nbsp;&nbsp;&nbsp; 340 | 322408 |
| &nbsp;&nbsp;&nbsp; 2.67%, 11/15/35, (5-year CMT + 1.75%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 765 | 694328 |
| &nbsp;&nbsp;&nbsp; 2.96%, 11/16/40 | &nbsp;&nbsp;&nbsp; 460 | 349900 |
| &nbsp;&nbsp;&nbsp; 3.02%, 11/18/36, (5-year CMT + 1.53%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 575 | 520390 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/18/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 195 | 147227 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/08/27 | &nbsp;&nbsp;&nbsp; 330 | 328602 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 595 | 590781 |
| &nbsp;&nbsp;&nbsp; 4.04%, 08/26/27 | &nbsp;&nbsp;&nbsp; 340 | 341753 |
| &nbsp;&nbsp;&nbsp; 4.11%, 07/24/34, (5-year CMT + 2.00%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 535 | 527203 |
| &nbsp;&nbsp;&nbsp; 4.35%, 07/01/30 | &nbsp;&nbsp;&nbsp; 485 | 488684 |
| &nbsp;&nbsp;&nbsp; 4.42%, 07/24/39 | &nbsp;&nbsp;&nbsp; 460 | 424038 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/16/29 | &nbsp;&nbsp;&nbsp; 465 | 481046 |
| &nbsp;&nbsp;&nbsp; 5.41%, 08/10/33, (1-year CMT + 2.68%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 525 | 541587 |
| &nbsp;&nbsp;&nbsp; 5.46%, 11/18/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 660 | 679146 |
| &nbsp;&nbsp;&nbsp; 5.54%, 11/17/28 | &nbsp;&nbsp;&nbsp; 630 | 657761 |
| &nbsp;&nbsp;&nbsp; 5.62%, 11/20/35, (1-year CMT + 1.20%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 775 | 800669 |
| &nbsp;&nbsp;&nbsp; 6.82%, 11/17/33 | &nbsp;&nbsp;&nbsp; 415 | 462823 |
|  |  | 565198755 |
| **Beverages — 2.9%** | **Beverages — 2.9%** | **Beverages — 2.9%** |
| &nbsp;&nbsp;&nbsp; Anheuser-Busch Companies LLC/Anheuser-Busch <br> InBev Worldwide, Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/36 | &nbsp;&nbsp;&nbsp; 2610 | 2572150 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/01/46 | &nbsp;&nbsp;&nbsp; 4455 | 4109210 |
| Anheuser-Busch InBev Finance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/01/44 | &nbsp;&nbsp;&nbsp; 335 | 302671 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Beverages (continued)** | **Beverages (continued)** | **Beverages (continued)** |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $445 | $438299 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/01/46 | &nbsp;&nbsp;&nbsp; 810 | 747536 |
| Anheuser-Busch InBev Worldwide, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/30 | &nbsp;&nbsp;&nbsp; 915 | 893893 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/15/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 300 | 283686 |
| &nbsp;&nbsp;&nbsp; 4.44%, 10/06/48 | &nbsp;&nbsp;&nbsp; 1145 | 984228 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 105 | 94886 |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/15/48 | &nbsp;&nbsp;&nbsp; 160 | 141302 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/23/29 | &nbsp;&nbsp;&nbsp; 1482 | 1512553 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/58 | &nbsp;&nbsp;&nbsp; 315 | 274614 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/23/31 | &nbsp;&nbsp;&nbsp; 445 | 459770 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/42 | &nbsp;&nbsp;&nbsp; 1075 | 1027875 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/34 | &nbsp;&nbsp;&nbsp; 465 | 478383 |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/23/39 | &nbsp;&nbsp;&nbsp; 880 | 906587 |
| &nbsp;&nbsp;&nbsp; 5.55%, 01/23/49 | &nbsp;&nbsp;&nbsp; 2045 | 2036239 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/23/59 | &nbsp;&nbsp;&nbsp; 920 | 937060 |
| &nbsp;&nbsp;&nbsp; 8.20%, 01/15/39 | &nbsp;&nbsp;&nbsp; 755 | 967035 |
| Brown-Forman Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/15/45 | &nbsp;&nbsp;&nbsp; 230 | 199954 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 325 | 328759 |
| Coca-Cola Co.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/15/28 | &nbsp;&nbsp;&nbsp; 560 | 529911 |
| &nbsp;&nbsp;&nbsp; 1.38%, 03/15/31 | &nbsp;&nbsp;&nbsp; 714 | 625966 |
| &nbsp;&nbsp;&nbsp; 1.45%, 06/01/27 | &nbsp;&nbsp;&nbsp; 575 | 559188 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/05/28 | &nbsp;&nbsp;&nbsp; 351 | 335984 |
| &nbsp;&nbsp;&nbsp; 1.65%, 06/01/30 | &nbsp;&nbsp;&nbsp; 835 | 756729 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/05/31 | &nbsp;&nbsp;&nbsp; 430 | 389518 |
| &nbsp;&nbsp;&nbsp; 2.13%, 09/06/29 | &nbsp;&nbsp;&nbsp; 453 | 427358 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/05/32 | &nbsp;&nbsp;&nbsp; 965 | 869297 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/01/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 629 | 466899 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/15/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 378 | 227180 |
| &nbsp;&nbsp;&nbsp; 2.60%, 06/01/50 | &nbsp;&nbsp;&nbsp; 855 | 530268 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/01/60<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 632 | 368605 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/05/41 | &nbsp;&nbsp;&nbsp; 470 | 359967 |
| &nbsp;&nbsp;&nbsp; 2.90%, 05/25/27 | &nbsp;&nbsp;&nbsp; 264 | 261618 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/05/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 897 | 599425 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/25/27 | &nbsp;&nbsp;&nbsp; 601 | 599410 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 665 | 651479 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/25/50 | &nbsp;&nbsp;&nbsp; 320 | 267847 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/14/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 470 | 477883 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/13/34 | &nbsp;&nbsp;&nbsp; 400 | 415206 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/14/55 | &nbsp;&nbsp;&nbsp; 815 | 782175 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/13/54 | &nbsp;&nbsp;&nbsp; 615 | 600117 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/13/64 | &nbsp;&nbsp;&nbsp; 735 | 712223 |
| Coca-Cola Femsa SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 09/01/32 | &nbsp;&nbsp;&nbsp; 373 | 315058 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/22/30 | &nbsp;&nbsp;&nbsp; 360 | 340182 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/06/35 | &nbsp;&nbsp;&nbsp; 280 | 282959 |
| Diageo Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/29/30 | &nbsp;&nbsp;&nbsp; 568 | 519777 |
| &nbsp;&nbsp;&nbsp; 2.13%, 04/29/32 | &nbsp;&nbsp;&nbsp; 485 | 422413 |
| &nbsp;&nbsp;&nbsp; 2.38%, 10/24/29 | &nbsp;&nbsp;&nbsp; 558 | 525547 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/18/28 | &nbsp;&nbsp;&nbsp; 250 | 250012 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/29/43 | &nbsp;&nbsp;&nbsp; 281 | 230357 |
| &nbsp;&nbsp;&nbsp; 5.30%, 10/24/27 | &nbsp;&nbsp;&nbsp; 245 | 250869 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/24/33 | &nbsp;&nbsp;&nbsp; 300 | 315095 |
| &nbsp;&nbsp;&nbsp; 5.63%, 10/05/33 | &nbsp;&nbsp;&nbsp; 530 | 560962 |
| &nbsp;&nbsp;&nbsp; 5.88%, 09/30/36 | &nbsp;&nbsp;&nbsp; 329 | 354539 |
| Diageo Investment Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/11/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 268 | 230606 |
| &nbsp;&nbsp;&nbsp; 5.13%, 08/15/30 | &nbsp;&nbsp;&nbsp; 140 | 144842 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Aaa - A Rated Corporate 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; 5.63%, 04/15/35 | &nbsp;&nbsp;&nbsp; $220 | $231762 |
| &nbsp;&nbsp;&nbsp; Pepsico Singapore Financing I Pte Ltd., 4.65%, <br> 02/16/27<br>| &nbsp;&nbsp;&nbsp; 280 | 282289 |
| PepsiCo, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.40%, 02/25/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 390 | 342293 |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/01/30 | &nbsp;&nbsp;&nbsp; 565 | 512123 |
| &nbsp;&nbsp;&nbsp; 1.95%, 10/21/31 | &nbsp;&nbsp;&nbsp; 680 | 604055 |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/19/27 | &nbsp;&nbsp;&nbsp; 170 | 167927 |
| &nbsp;&nbsp;&nbsp; 2.63%, 07/29/29 | &nbsp;&nbsp;&nbsp; 543 | 519267 |
| &nbsp;&nbsp;&nbsp; 2.63%, 10/21/41 | &nbsp;&nbsp;&nbsp; 610 | 443520 |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/19/30 | &nbsp;&nbsp;&nbsp; 832 | 791277 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/21/51 | &nbsp;&nbsp;&nbsp; 540 | 338779 |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/15/49 | &nbsp;&nbsp;&nbsp; 655 | 430991 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/15/27 | &nbsp;&nbsp;&nbsp; 745 | 737605 |
| &nbsp;&nbsp;&nbsp; 3.45%, 10/06/46 | &nbsp;&nbsp;&nbsp; 586 | 443489 |
| &nbsp;&nbsp;&nbsp; 3.60%, 02/18/28 | &nbsp;&nbsp;&nbsp; 405 | 404160 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/19/50 | &nbsp;&nbsp;&nbsp; 344 | 260237 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/19/60 | &nbsp;&nbsp;&nbsp; 165 | 125898 |
| &nbsp;&nbsp;&nbsp; 3.90%, 07/18/32 | &nbsp;&nbsp;&nbsp; 680 | 667112 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/02/47 | &nbsp;&nbsp;&nbsp; 305 | 249123 |
| &nbsp;&nbsp;&nbsp; 4.10%, 01/15/29 | &nbsp;&nbsp;&nbsp; 425 | 428126 |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/18/52 | &nbsp;&nbsp;&nbsp; 275 | 225244 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/23/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 320 | 323136 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/07/27 | &nbsp;&nbsp;&nbsp; 280 | 281793 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/07/28 | &nbsp;&nbsp;&nbsp; 380 | 385318 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/15/28 | &nbsp;&nbsp;&nbsp; 305 | 309750 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/15/33 | &nbsp;&nbsp;&nbsp; 440 | 446005 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/14/46 | &nbsp;&nbsp;&nbsp; 520 | 460209 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/17/29 | &nbsp;&nbsp;&nbsp; 510 | 520013 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/07/30 | &nbsp;&nbsp;&nbsp; 295 | 301328 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/23/32 | &nbsp;&nbsp;&nbsp; 385 | 392157 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/15/53 | &nbsp;&nbsp;&nbsp; 260 | 229095 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/17/34 | &nbsp;&nbsp;&nbsp; 500 | 509139 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/07/35 | &nbsp;&nbsp;&nbsp; 385 | 394427 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/23/35 | &nbsp;&nbsp;&nbsp; 450 | 457595 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/17/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 385 | 373414 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/40 | &nbsp;&nbsp;&nbsp; 355 | 370109 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/01/29 | &nbsp;&nbsp;&nbsp; 265 | 288247 |
|  |  | 50501173 |
| **Biotechnology — 0.5%** | **Biotechnology — 0.5%** | **Biotechnology — 0.5%** |
| Gilead Sciences, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.20%, 10/01/27 | &nbsp;&nbsp;&nbsp; 95 | 91168 |
| &nbsp;&nbsp;&nbsp; 1.65%, 10/01/30 | &nbsp;&nbsp;&nbsp; 170 | 152303 |
| &nbsp;&nbsp;&nbsp; 2.60%, 10/01/40 | &nbsp;&nbsp;&nbsp; 265 | 194993 |
| &nbsp;&nbsp;&nbsp; 2.80%, 10/01/50 | &nbsp;&nbsp;&nbsp; 875 | 553812 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/01/27 | &nbsp;&nbsp;&nbsp; 30 | 29746 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/36 | &nbsp;&nbsp;&nbsp; 160 | 148755 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/01/47 | &nbsp;&nbsp;&nbsp; 165 | 136707 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/45 | &nbsp;&nbsp;&nbsp; 525 | 464369 |
| &nbsp;&nbsp;&nbsp; 4.60%, 09/01/35 | &nbsp;&nbsp;&nbsp; 355 | 350186 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/01/46 | &nbsp;&nbsp;&nbsp; 1635 | 1481260 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/15/29 | &nbsp;&nbsp;&nbsp; 255 | 261927 |
| &nbsp;&nbsp;&nbsp; 4.80%, 04/01/44 | &nbsp;&nbsp;&nbsp; 1430 | 1318094 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/15/35 | &nbsp;&nbsp;&nbsp; 1095 | 1120407 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/15/33 | &nbsp;&nbsp;&nbsp; 60 | 62782 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/15/54 | &nbsp;&nbsp;&nbsp; 925 | 911130 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/15/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 300 | 297727 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/15/64 | &nbsp;&nbsp;&nbsp; 330 | 326114 |
| &nbsp;&nbsp;&nbsp; 5.65%, 12/01/41 | &nbsp;&nbsp;&nbsp; 285 | 295541 |
|  |  | 8197021 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Building Materials — 0.0%** | **Building Materials — 0.0%** | **Building Materials — 0.0%** |
| &nbsp;&nbsp;&nbsp; Trane Technologies Financing Ltd., 5.10%, <br> 06/13/34<br>| &nbsp;&nbsp;&nbsp; $40 | $40955 |
| Trane Technologies Holdco, Inc., 3.75%, 08/21/28 | &nbsp;&nbsp;&nbsp; 50 | 49983 |
|  |  | 90938 |
| **Chemicals — 0.5%** | **Chemicals — 0.5%** | **Chemicals — 0.5%** |
| Air Products and Chemicals, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 05/15/27 | &nbsp;&nbsp;&nbsp; 496 | 484430 |
| &nbsp;&nbsp;&nbsp; 2.05%, 05/15/30 | &nbsp;&nbsp;&nbsp; 640 | 589314 |
| &nbsp;&nbsp;&nbsp; 2.70%, 05/15/40 | &nbsp;&nbsp;&nbsp; 402 | 302383 |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/15/50 | &nbsp;&nbsp;&nbsp; 503 | 322261 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/11/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 255 | 257462 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/08/29 | &nbsp;&nbsp;&nbsp; 570 | 580494 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/08/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 420 | 430414 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/03/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 245 | 249129 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/08/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 475 | 482690 |
| &nbsp;&nbsp;&nbsp; 4.90%, 10/11/32 | &nbsp;&nbsp;&nbsp; 185 | 189887 |
| Ecolab, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.30%, 01/30/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 240 | 208907 |
| &nbsp;&nbsp;&nbsp; 1.65%, 02/01/27 | &nbsp;&nbsp;&nbsp; 360 | 352694 |
| &nbsp;&nbsp;&nbsp; 2.13%, 02/01/32 | &nbsp;&nbsp;&nbsp; 305 | 269708 |
| &nbsp;&nbsp;&nbsp; 2.13%, 08/15/50 | &nbsp;&nbsp;&nbsp; 335 | 186907 |
| &nbsp;&nbsp;&nbsp; 2.70%, 12/15/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 460 | 284850 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/18/55 | &nbsp;&nbsp;&nbsp; 350 | 211619 |
| &nbsp;&nbsp;&nbsp; 3.25%, 12/01/27 | &nbsp;&nbsp;&nbsp; 312 | 309849 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/28 | &nbsp;&nbsp;&nbsp; 270 | 272713 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/24/30 | &nbsp;&nbsp;&nbsp; 472 | 483843 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/35 | &nbsp;&nbsp;&nbsp; 190 | 193625 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/28 | &nbsp;&nbsp;&nbsp; 270 | 277290 |
| EIDP, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 07/15/30 | &nbsp;&nbsp;&nbsp; 457 | 422955 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/33 | &nbsp;&nbsp;&nbsp; 255 | 254856 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/32 | &nbsp;&nbsp;&nbsp; 225 | 231622 |
| Linde, Inc./CT |  |  |
| &nbsp;&nbsp;&nbsp; 1.10%, 08/10/30 | &nbsp;&nbsp;&nbsp; 510 | 448083 |
| &nbsp;&nbsp;&nbsp; 3.55%, 11/07/42 | &nbsp;&nbsp;&nbsp; 267 | 214545 |
|  |  | 8512530 |
| **Commercial Services — 1.1%** | **Commercial Services — 1.1%** | **Commercial Services — 1.1%** |
| &nbsp;&nbsp;&nbsp; American University (The), Series 2019, 3.67%, <br> 04/01/49<br>| &nbsp;&nbsp;&nbsp; 228 | 172883 |
| Automatic Data Processing, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 09/01/30 | &nbsp;&nbsp;&nbsp; 581 | 513721 |
| &nbsp;&nbsp;&nbsp; 1.70%, 05/15/28 | &nbsp;&nbsp;&nbsp; 512 | 490086 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/09/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 505 | 500837 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/08/32 | &nbsp;&nbsp;&nbsp; 550 | 563040 |
| Brown University, Series A, 2.92%, 09/01/50 | &nbsp;&nbsp;&nbsp; 235 | 154685 |
| &nbsp;&nbsp;&nbsp; California Institute of Technology, 3.65%, <br> 09/01/2119<br>| &nbsp;&nbsp;&nbsp; 275 | 174008 |
| Cintas Corp. No. 2 |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/27 | &nbsp;&nbsp;&nbsp; 488 | 487056 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/32 | &nbsp;&nbsp;&nbsp; 465 | 454943 |
| Cornell University |  |  |
| &nbsp;&nbsp;&nbsp; 4.84%, 06/15/34 | &nbsp;&nbsp;&nbsp; 240 | 243242 |
| &nbsp;&nbsp;&nbsp; Series 2025, 4.17%, 06/15/30 | &nbsp;&nbsp;&nbsp; 20 | 20056 |
| Duke University, Series 2020, 2.83%, 10/01/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 240 | 151379 |
| &nbsp;&nbsp;&nbsp; Ford Foundation (The), Series 2020, 2.82%, <br> 06/01/70<br>| &nbsp;&nbsp;&nbsp; 205 | 116696 |
| &nbsp;&nbsp;&nbsp; George Washington University (The), Series 2018, <br> 4.13%, 09/15/48<br>| &nbsp;&nbsp;&nbsp; 311 | 253281 |
| J Paul Getty Trust (The), 4.91%, 04/01/35 | &nbsp;&nbsp;&nbsp; 10 | 10167 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Aaa - A Rated Corporate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Commercial Services (continued)** | **Commercial Services (continued)** | **Commercial Services (continued)** |
| Leland Stanford Junior University(The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 05/01/48 | &nbsp;&nbsp;&nbsp; $309 | $242913 |
| &nbsp;&nbsp;&nbsp; Series 2025, 4.15%, 08/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 100 | 100390 |
| Massachusetts Institute of Technology |  |  |
| &nbsp;&nbsp;&nbsp; 3.07%, 04/01/52 | &nbsp;&nbsp;&nbsp; 285 | 192192 |
| &nbsp;&nbsp;&nbsp; 3.89%, 07/01/2116 | &nbsp;&nbsp;&nbsp; 333 | 229598 |
| &nbsp;&nbsp;&nbsp; 4.68%, 07/01/2114 | &nbsp;&nbsp;&nbsp; 395 | 327224 |
| &nbsp;&nbsp;&nbsp; 5.60%, 07/01/2111 | &nbsp;&nbsp;&nbsp; 433 | 427875 |
| &nbsp;&nbsp;&nbsp; 5.62%, 06/01/55 | &nbsp;&nbsp;&nbsp; 55 | 56663 |
| &nbsp;&nbsp;&nbsp; Series F, 2.99%, 07/01/50 | &nbsp;&nbsp;&nbsp; 320 | 216180 |
| Northwestern University |  |  |
| &nbsp;&nbsp;&nbsp; 4.64%, 12/01/44 | &nbsp;&nbsp;&nbsp; 249 | 234922 |
| &nbsp;&nbsp;&nbsp; 4.94%, 12/01/35 | &nbsp;&nbsp;&nbsp; 95 | 96725 |
| PayPal Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/01/30 | &nbsp;&nbsp;&nbsp; 660 | 611244 |
| &nbsp;&nbsp;&nbsp; 2.85%, 10/01/29 | &nbsp;&nbsp;&nbsp; 585 | 560867 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 505 | 341512 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/01/27 | &nbsp;&nbsp;&nbsp; 240 | 240456 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/01/32 | &nbsp;&nbsp;&nbsp; 345 | 343966 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/01/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 475 | 428814 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/01/35 | &nbsp;&nbsp;&nbsp; 285 | 288508 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/01/34 | &nbsp;&nbsp;&nbsp; 460 | 469246 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/62<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 260 | 237685 |
| President and Fellows of Harvard College |  |  |
| &nbsp;&nbsp;&nbsp; 2.52%, 10/15/50<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 241 | 146433 |
| &nbsp;&nbsp;&nbsp; 3.15%, 07/15/46<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 254 | 185581 |
| &nbsp;&nbsp;&nbsp; 3.30%, 07/15/56<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 230 | 157752 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/15/52<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 210 | 160531 |
| &nbsp;&nbsp;&nbsp; 4.61%, 02/15/35<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 550 | 554113 |
| RELX Capital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/22/30 | &nbsp;&nbsp;&nbsp; 155 | 147404 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/18/29 | &nbsp;&nbsp;&nbsp; 105 | 104716 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/27/30 | &nbsp;&nbsp;&nbsp; 230 | 234265 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/20/32 | &nbsp;&nbsp;&nbsp; 250 | 253523 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/27/35 | &nbsp;&nbsp;&nbsp; 305 | 313141 |
| &nbsp;&nbsp;&nbsp; Rockefeller Foundation (The), Series 2020, 2.49%, <br> 10/01/50<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 450 | 271884 |
| S&P Global, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 08/15/30 | &nbsp;&nbsp;&nbsp; 195 | 171518 |
| &nbsp;&nbsp;&nbsp; 2.30%, 08/15/60 | &nbsp;&nbsp;&nbsp; 248 | 125582 |
| &nbsp;&nbsp;&nbsp; 2.45%, 03/01/27 | &nbsp;&nbsp;&nbsp; 590 | 581644 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 270 | 255348 |
| &nbsp;&nbsp;&nbsp; 2.70%, 03/01/29 | &nbsp;&nbsp;&nbsp; 640 | 616326 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/01/32 | &nbsp;&nbsp;&nbsp; 765 | 704006 |
| &nbsp;&nbsp;&nbsp; 3.25%, 12/01/49 | &nbsp;&nbsp;&nbsp; 304 | 212600 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/52 | &nbsp;&nbsp;&nbsp; 495 | 372992 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/01/62 | &nbsp;&nbsp;&nbsp; 380 | 281957 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/01/29 | &nbsp;&nbsp;&nbsp; 475 | 477696 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/31<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 150 | 149711 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 360 | 366917 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 270 | 282329 |
| Trustees of Princeton University(The) |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/01/39 | &nbsp;&nbsp;&nbsp; 229 | 244881 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.52%, 07/01/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 169 | 105138 |
| University of Miami, 4.06%, 04/01/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 159905 |
| University of Southern California |  |  |
| &nbsp;&nbsp;&nbsp; 3.03%, 10/01/39 | &nbsp;&nbsp;&nbsp; 334 | 276813 |
| &nbsp;&nbsp;&nbsp; 4.98%, 10/01/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 85 | 78706 |
| Washington University(The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.52%, 04/15/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 145443 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/2122 | &nbsp;&nbsp;&nbsp; 240 | 181095 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Commercial Services (continued)** | **Commercial Services (continued)** | **Commercial Services (continued)** |
| Yale University |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020, 1.48%, 04/15/30 | &nbsp;&nbsp;&nbsp; $395 | $356707 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.40%, 04/15/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 170 | 101569 |
|  |  | 18731286 |
| **Computers — 2.8%** | **Computers — 2.8%** | **Computers — 2.8%** |
| Accenture Capital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 10/04/27 | &nbsp;&nbsp;&nbsp; 520 | 522176 |
| &nbsp;&nbsp;&nbsp; 4.05%, 10/04/29 | &nbsp;&nbsp;&nbsp; 625 | 626928 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/04/31 | &nbsp;&nbsp;&nbsp; 630 | 629939 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/04/34 | &nbsp;&nbsp;&nbsp; 730 | 717291 |
| Apple, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.20%, 02/08/28 | &nbsp;&nbsp;&nbsp; 1128 | 1075128 |
| &nbsp;&nbsp;&nbsp; 1.25%, 08/20/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 623 | 552942 |
| &nbsp;&nbsp;&nbsp; 1.40%, 08/05/28 | &nbsp;&nbsp;&nbsp; 1070 | 1013131 |
| &nbsp;&nbsp;&nbsp; 1.65%, 05/11/30 | &nbsp;&nbsp;&nbsp; 856 | 778534 |
| &nbsp;&nbsp;&nbsp; 1.65%, 02/08/31 | &nbsp;&nbsp;&nbsp; 1412 | 1260523 |
| &nbsp;&nbsp;&nbsp; 1.70%, 08/05/31 | &nbsp;&nbsp;&nbsp; 490 | 433668 |
| &nbsp;&nbsp;&nbsp; 2.20%, 09/11/29 | &nbsp;&nbsp;&nbsp; 892 | 843362 |
| &nbsp;&nbsp;&nbsp; 2.38%, 02/08/41 | &nbsp;&nbsp;&nbsp; 655 | 469062 |
| &nbsp;&nbsp;&nbsp; 2.40%, 08/20/50 | &nbsp;&nbsp;&nbsp; 560 | 330835 |
| &nbsp;&nbsp;&nbsp; 2.55%, 08/20/60 | &nbsp;&nbsp;&nbsp; 950 | 522554 |
| &nbsp;&nbsp;&nbsp; 2.65%, 05/11/50 | &nbsp;&nbsp;&nbsp; 1325 | 824438 |
| &nbsp;&nbsp;&nbsp; 2.65%, 02/08/51 | &nbsp;&nbsp;&nbsp; 1507 | 929621 |
| &nbsp;&nbsp;&nbsp; 2.70%, 08/05/51 | &nbsp;&nbsp;&nbsp; 868 | 538096 |
| &nbsp;&nbsp;&nbsp; 2.80%, 02/08/61 | &nbsp;&nbsp;&nbsp; 880 | 510293 |
| &nbsp;&nbsp;&nbsp; 2.85%, 08/05/61<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 680 | 399390 |
| &nbsp;&nbsp;&nbsp; 2.90%, 09/12/27 | &nbsp;&nbsp;&nbsp; 745 | 736898 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/11/49 | &nbsp;&nbsp;&nbsp; 763 | 509341 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/20/27 | &nbsp;&nbsp;&nbsp; 836 | 829610 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/13/27 | &nbsp;&nbsp;&nbsp; 739 | 732308 |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/11/27 | &nbsp;&nbsp;&nbsp; 887 | 882457 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/08/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 525 | 516053 |
| &nbsp;&nbsp;&nbsp; 3.35%, 02/09/27 | &nbsp;&nbsp;&nbsp; 1093 | 1089481 |
| &nbsp;&nbsp;&nbsp; 3.35%, 08/08/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 780 | 746971 |
| &nbsp;&nbsp;&nbsp; 3.45%, 02/09/45 | &nbsp;&nbsp;&nbsp; 979 | 758821 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/12/47 | &nbsp;&nbsp;&nbsp; 480 | 378435 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/13/47 | &nbsp;&nbsp;&nbsp; 677 | 534226 |
| &nbsp;&nbsp;&nbsp; 3.85%, 05/04/43 | &nbsp;&nbsp;&nbsp; 1532 | 1286949 |
| &nbsp;&nbsp;&nbsp; 3.85%, 08/04/46 | &nbsp;&nbsp;&nbsp; 967 | 781237 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/08/52 | &nbsp;&nbsp;&nbsp; 865 | 683412 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/10/28 | &nbsp;&nbsp;&nbsp; 765 | 770987 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/12/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 855 | 861914 |
| &nbsp;&nbsp;&nbsp; 4.10%, 08/08/62 | &nbsp;&nbsp;&nbsp; 640 | 498754 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/10/30 | &nbsp;&nbsp;&nbsp; 285 | 287739 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/12/30 | &nbsp;&nbsp;&nbsp; 540 | 545711 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/09/47 | &nbsp;&nbsp;&nbsp; 538 | 459740 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/10/33 | &nbsp;&nbsp;&nbsp; 535 | 540043 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/13/45 | &nbsp;&nbsp;&nbsp; 953 | 845008 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/06/44 | &nbsp;&nbsp;&nbsp; 459 | 419865 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/12/32 | &nbsp;&nbsp;&nbsp; 590 | 602823 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/23/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 498 | 501205 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/23/46 | &nbsp;&nbsp;&nbsp; 1937 | 1767099 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/12/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 555 | 566780 |
| &nbsp;&nbsp;&nbsp; 4.85%, 05/10/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 680 | 638922 |
| IBM International Capital Pte Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/05/27 | &nbsp;&nbsp;&nbsp; 315 | 317121 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/05/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 240 | 243867 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/05/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 255 | 259451 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/05/34 | &nbsp;&nbsp;&nbsp; 575 | 577104 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/05/44 | &nbsp;&nbsp;&nbsp; 555 | 533710 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/05/54 | &nbsp;&nbsp;&nbsp; 725 | 671858 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Aaa - A Rated Corporate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Computers (continued)** | **Computers (continued)** | **Computers (continued)** |
| International Business Machines Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 05/15/27 | &nbsp;&nbsp;&nbsp; $590 | $574449 |
| &nbsp;&nbsp;&nbsp; 1.95%, 05/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 690 | 629234 |
| &nbsp;&nbsp;&nbsp; 2.20%, 02/09/27 | &nbsp;&nbsp;&nbsp; 270 | 265729 |
| &nbsp;&nbsp;&nbsp; 2.72%, 02/09/32 | &nbsp;&nbsp;&nbsp; 290 | 263462 |
| &nbsp;&nbsp;&nbsp; 2.85%, 05/15/40 | &nbsp;&nbsp;&nbsp; 233 | 174766 |
| &nbsp;&nbsp;&nbsp; 2.95%, 05/15/50 | &nbsp;&nbsp;&nbsp; 295 | 187559 |
| &nbsp;&nbsp;&nbsp; 3.43%, 02/09/52 | &nbsp;&nbsp;&nbsp; 330 | 225801 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/15/29 | &nbsp;&nbsp;&nbsp; 1630 | 1603258 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/03/29 | &nbsp;&nbsp;&nbsp; 200 | 200148 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/20/42 | &nbsp;&nbsp;&nbsp; 575 | 480740 |
| &nbsp;&nbsp;&nbsp; 4.15%, 07/27/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 330 | 331590 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/15/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 825 | 735418 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1500 | 1210424 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/03/31 | &nbsp;&nbsp;&nbsp; 200 | 199890 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/27/32 | &nbsp;&nbsp;&nbsp; 380 | 378769 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/06/28 | &nbsp;&nbsp;&nbsp; 505 | 511322 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/03/33 | &nbsp;&nbsp;&nbsp; 200 | 199644 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/10/28 | &nbsp;&nbsp;&nbsp; 615 | 624225 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/19/46 | &nbsp;&nbsp;&nbsp; 300 | 264554 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/06/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 350 | 354215 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/10/30 | &nbsp;&nbsp;&nbsp; 450 | 459955 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/27/52 | &nbsp;&nbsp;&nbsp; 500 | 438883 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/03/36 | &nbsp;&nbsp;&nbsp; 400 | 398615 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/10/32 | &nbsp;&nbsp;&nbsp; 390 | 400377 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/06/53 | &nbsp;&nbsp;&nbsp; 340 | 308795 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/10/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 360 | 367702 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/30/39 | &nbsp;&nbsp;&nbsp; 474 | 489781 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/10/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 500 | 491934 |
| &nbsp;&nbsp;&nbsp; 5.80%, 02/03/56 | &nbsp;&nbsp;&nbsp; 270 | 268913 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/29/32 | &nbsp;&nbsp;&nbsp; 317 | 342042 |
|  |  | 48736005 |
| **Cosmetics & Personal Care — 1.2%** | **Cosmetics & Personal Care — 1.2%** | **Cosmetics & Personal Care — 1.2%** |
| Colgate-Palmolive Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 08/15/27 | &nbsp;&nbsp;&nbsp; 245 | 243182 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/15/32 | &nbsp;&nbsp;&nbsp; 160 | 150829 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/01/47 | &nbsp;&nbsp;&nbsp; 248 | 196205 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/15/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 352 | 300257 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/01/30 | &nbsp;&nbsp;&nbsp; 300 | 302214 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/01/28 | &nbsp;&nbsp;&nbsp; 275 | 279622 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/01/33 | &nbsp;&nbsp;&nbsp; 350 | 356124 |
| Estee Lauder Companies, Inc.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 03/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 390 | 347921 |
| &nbsp;&nbsp;&nbsp; 2.38%, 12/01/29 | &nbsp;&nbsp;&nbsp; 330 | 309452 |
| &nbsp;&nbsp;&nbsp; 2.60%, 04/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 305 | 286661 |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/01/49 | &nbsp;&nbsp;&nbsp; 204 | 135702 |
| &nbsp;&nbsp;&nbsp; 3.15%, 03/15/27 | &nbsp;&nbsp;&nbsp; 248 | 246138 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/47 | &nbsp;&nbsp;&nbsp; 335 | 269679 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/28 | &nbsp;&nbsp;&nbsp; 380 | 383305 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/15/33 | &nbsp;&nbsp;&nbsp; 485 | 485848 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/14/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 240 | 243504 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 325 | 299617 |
| Kenvue, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 05/22/32 | &nbsp;&nbsp;&nbsp; 410 | 418552 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/22/33 | &nbsp;&nbsp;&nbsp; 630 | 641610 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/22/30 | &nbsp;&nbsp;&nbsp; 525 | 540117 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/22/28 | &nbsp;&nbsp;&nbsp; 340 | 347423 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/22/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 780 | 713591 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/22/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 365 | 350411 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/22/63 | &nbsp;&nbsp;&nbsp; 340 | 309314 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Cosmetics & Personal Care (continued)** | **Cosmetics & Personal Care (continued)** | **Cosmetics & Personal Care (continued)** |
| Procter & Gamble Co.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.20%, 10/29/30 | &nbsp;&nbsp;&nbsp; $715 | $629948 |
| &nbsp;&nbsp;&nbsp; 1.90%, 02/01/27 | &nbsp;&nbsp;&nbsp; 410 | 403120 |
| &nbsp;&nbsp;&nbsp; 1.95%, 04/23/31 | &nbsp;&nbsp;&nbsp; 640 | 577967 |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 460 | 419396 |
| &nbsp;&nbsp;&nbsp; 2.80%, 03/25/27 | &nbsp;&nbsp;&nbsp; 262 | 259712 |
| &nbsp;&nbsp;&nbsp; 2.85%, 08/11/27 | &nbsp;&nbsp;&nbsp; 263 | 260261 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/25/30 | &nbsp;&nbsp;&nbsp; 745 | 718113 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/25/40 | &nbsp;&nbsp;&nbsp; 300 | 258694 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/26/28 | &nbsp;&nbsp;&nbsp; 365 | 368009 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/01/30 | &nbsp;&nbsp;&nbsp; 340 | 341770 |
| &nbsp;&nbsp;&nbsp; 4.05%, 01/26/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 420 | 418356 |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/03/32 | &nbsp;&nbsp;&nbsp; 265 | 262832 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/24/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 253111 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/29/29 | &nbsp;&nbsp;&nbsp; 325 | 331240 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/03/35 | &nbsp;&nbsp;&nbsp; 355 | 347789 |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/29/34 | &nbsp;&nbsp;&nbsp; 355 | 359285 |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/24/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 290 | 292423 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/01/35 | &nbsp;&nbsp;&nbsp; 330 | 332473 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/05/37 | &nbsp;&nbsp;&nbsp; 400 | 430412 |
| Unilever Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 09/14/30 | &nbsp;&nbsp;&nbsp; 195 | 173643 |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/12/31 | &nbsp;&nbsp;&nbsp; 605 | 532974 |
| &nbsp;&nbsp;&nbsp; 2.13%, 09/06/29 | &nbsp;&nbsp;&nbsp; 535 | 503146 |
| &nbsp;&nbsp;&nbsp; 2.90%, 05/05/27 | &nbsp;&nbsp;&nbsp; 360 | 356730 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/22/28 | &nbsp;&nbsp;&nbsp; 678 | 674004 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/12/27 | &nbsp;&nbsp;&nbsp; 295 | 297261 |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/12/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 330 | 331320 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/08/28 | &nbsp;&nbsp;&nbsp; 380 | 389750 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/08/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 545 | 563966 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/32 | &nbsp;&nbsp;&nbsp; 503 | 549178 |
| &nbsp;&nbsp;&nbsp; Series 30Y, 2.63%, 08/12/51 | &nbsp;&nbsp;&nbsp; 275 | 170274 |
|  |  | 19964435 |
| **Distribution & Wholesale — 0.0%** | **Distribution & Wholesale — 0.0%** | **Distribution & Wholesale — 0.0%** |
| WW Grainger, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/15/34 | &nbsp;&nbsp;&nbsp; 340 | 335912 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/15/45 | &nbsp;&nbsp;&nbsp; 462 | 417494 |
|  |  | 753406 |
| **Diversified Financial Services — 3.6%** | **Diversified Financial Services — 3.6%** | **Diversified Financial Services — 3.6%** |
| American Express Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/04/27 | &nbsp;&nbsp;&nbsp; 840 | 829077 |
| &nbsp;&nbsp;&nbsp; 3.30%, 05/03/27 | &nbsp;&nbsp;&nbsp; 1009 | 1003391 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/03/29 | &nbsp;&nbsp;&nbsp; 590 | 592188 |
| &nbsp;&nbsp;&nbsp; 4.05%, 12/03/42 | &nbsp;&nbsp;&nbsp; 239 | 204984 |
| &nbsp;&nbsp;&nbsp; 4.35%, 07/20/29, (1-day SOFR + 0.81%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 840 | 845160 |
| &nbsp;&nbsp;&nbsp; 4.42%, 08/03/33, (1-day SOFR + 1.76%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 680 | 672150 |
| &nbsp;&nbsp;&nbsp; 4.73%, 04/25/29, (1-day SOFR + 1.26%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 815 | 826925 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/24/36, (1-day SOFR + 1.24%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 785 | 770244 |
| &nbsp;&nbsp;&nbsp; 4.92%, 07/20/33, (1-day SOFR + 1.22%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 990 | 1002636 |
| &nbsp;&nbsp;&nbsp; 5.02%, 04/25/31, (1-day SOFR + 1.44%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 750 | 769345 |
| &nbsp;&nbsp;&nbsp; 5.04%, 07/26/28, (1-day SOFR + 0.93%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 660 | 670351 |
| &nbsp;&nbsp;&nbsp; 5.04%, 05/01/34, (1-day SOFR + 1.84%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 675 | 686140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.09%, 01/30/31, (1-day SOFR Index + <br> 1.02%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 790 | 811766 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/16/28, (1-day SOFR + 1.00%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 925 | 935636 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.28%, 07/27/29, (1-day SOFR Index + <br> 1.28%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 785 | 807261 |
| &nbsp;&nbsp;&nbsp; 5.28%, 07/26/35, (1-day SOFR + 1.42%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 825 | 843857 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.44%, 01/30/36, (1-day SOFR Index + <br> 1.32%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 660 | 680526 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Aaa - A Rated Corporate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.53%, 04/25/30, (1-day SOFR Index + <br> 1.09%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; $835 | $869521 |
| &nbsp;&nbsp;&nbsp; 5.67%, 04/25/36, (1-day SOFR + 1.79%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 565 | 592086 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/05/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 875 | 903630 |
| &nbsp;&nbsp;&nbsp; 6.49%, 10/30/31, (1-day SOFR + 1.94%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 475 | 517083 |
| Ameriprise Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/13/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 170 | 171061 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/33 | &nbsp;&nbsp;&nbsp; 345 | 356624 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/35 | &nbsp;&nbsp;&nbsp; 350 | 356292 |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/15/28 | &nbsp;&nbsp;&nbsp; 305 | 319133 |
| Apollo Global Management, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/12/35 | &nbsp;&nbsp;&nbsp; 355 | 353393 |
| &nbsp;&nbsp;&nbsp; 5.80%, 05/21/54 | &nbsp;&nbsp;&nbsp; 390 | 383865 |
| &nbsp;&nbsp;&nbsp; 6.38%, 11/15/33 | &nbsp;&nbsp;&nbsp; 250 | 273503 |
| Brookfield Asset Management Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/15/30 | &nbsp;&nbsp;&nbsp; 175 | 176536 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/24/35 | &nbsp;&nbsp;&nbsp; 180 | 187635 |
| &nbsp;&nbsp;&nbsp; 6.08%, 09/15/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 390 | 401327 |
| Brookfield Capital Finance LLC, 6.09%, 06/14/33 | &nbsp;&nbsp;&nbsp; 250 | 266414 |
| &nbsp;&nbsp;&nbsp; Brookfield Finance I U.K. PLC/Brookfield Finance, <br> Inc., 2.34%, 01/30/32<br>| &nbsp;&nbsp;&nbsp; 670 | 588487 |
| &nbsp;&nbsp;&nbsp; Brookfield Finance LLC/Brookfield Finance, Inc., <br> 3.45%, 04/15/50<br>| &nbsp;&nbsp;&nbsp; 334 | 230068 |
| Brookfield Finance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.72%, 04/15/31 | &nbsp;&nbsp;&nbsp; 385 | 352980 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/30/51 | &nbsp;&nbsp;&nbsp; 388 | 269585 |
| &nbsp;&nbsp;&nbsp; 3.90%, 01/25/28 | &nbsp;&nbsp;&nbsp; 566 | 565302 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 316 | 316717 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/20/47 | &nbsp;&nbsp;&nbsp; 452 | 392442 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/29/29 | &nbsp;&nbsp;&nbsp; 445 | 452811 |
| &nbsp;&nbsp;&nbsp; 5.33%, 01/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 330 | 330393 |
| &nbsp;&nbsp;&nbsp; 5.97%, 03/04/54 | &nbsp;&nbsp;&nbsp; 485 | 491472 |
| &nbsp;&nbsp;&nbsp; 6.35%, 01/05/34 | &nbsp;&nbsp;&nbsp; 345 | 373189 |
| Cboe Global Markets, Inc., 1.63%, 12/15/30 | &nbsp;&nbsp;&nbsp; 495 | 437999 |
| Charles Schwab Corp.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 03/11/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 494 | 433577 |
| &nbsp;&nbsp;&nbsp; 1.95%, 12/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 545 | 479157 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/20/28 | &nbsp;&nbsp;&nbsp; 711 | 685161 |
| &nbsp;&nbsp;&nbsp; 2.30%, 05/13/31 | &nbsp;&nbsp;&nbsp; 225 | 203931 |
| &nbsp;&nbsp;&nbsp; 2.45%, 03/03/27 | &nbsp;&nbsp;&nbsp; 715 | 705146 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/03/32 | &nbsp;&nbsp;&nbsp; 670 | 614580 |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/02/27 | &nbsp;&nbsp;&nbsp; 455 | 451956 |
| &nbsp;&nbsp;&nbsp; 3.20%, 01/25/28 | &nbsp;&nbsp;&nbsp; 425 | 420358 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/22/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 351 | 342900 |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 743 | 738479 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/29 | &nbsp;&nbsp;&nbsp; 277 | 278402 |
| &nbsp;&nbsp;&nbsp; 4.34%, 11/14/31, (1-day SOFR + 0.94%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 390 | 389580 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/22/30 | &nbsp;&nbsp;&nbsp; 221 | 225808 |
| &nbsp;&nbsp;&nbsp; 4.91%, 11/14/36, (1-day SOFR + 1.23%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 370 | 366731 |
| &nbsp;&nbsp;&nbsp; 5.64%, 05/19/29, (1-day SOFR + 2.21%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 630 | 653810 |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/19/34, (1-day SOFR + 2.50%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 775 | 826521 |
| &nbsp;&nbsp;&nbsp; 6.14%, 08/24/34, (1-day SOFR + 2.01%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 483 | 524548 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/17/29, (1-day SOFR + 1.88%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 615 | 649891 |
| CME Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 03/15/32 | &nbsp;&nbsp;&nbsp; 630 | 575358 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/15/28 | &nbsp;&nbsp;&nbsp; 572 | 571556 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/15/48 | &nbsp;&nbsp;&nbsp; 500 | 417979 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/30 | &nbsp;&nbsp;&nbsp; 375 | 379922 |
| &nbsp;&nbsp;&nbsp; 5.30%, 09/15/43 | &nbsp;&nbsp;&nbsp; 422 | 422873 |
| Credit Suisse USA LLC, 7.13%, 07/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 431 | 491057 |
| Franklin Resources, Inc., 1.60%, 10/30/30 | &nbsp;&nbsp;&nbsp; 555 | 492600 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |
| Intercontinental Exchange, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 09/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $990 | $844229 |
| &nbsp;&nbsp;&nbsp; 2.10%, 06/15/30 | &nbsp;&nbsp;&nbsp; 635 | 582282 |
| &nbsp;&nbsp;&nbsp; 2.65%, 09/15/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 790 | 582766 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/15/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 760 | 500463 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/15/60 | &nbsp;&nbsp;&nbsp; 845 | 504341 |
| &nbsp;&nbsp;&nbsp; 3.10%, 09/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 365 | 361050 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/01/28 | &nbsp;&nbsp;&nbsp; 575 | 570534 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/21/28 | &nbsp;&nbsp;&nbsp; 375 | 373158 |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/28 | &nbsp;&nbsp;&nbsp; 120 | 120097 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/15/27 | &nbsp;&nbsp;&nbsp; 1155 | 1158167 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/31 | &nbsp;&nbsp;&nbsp; 100 | 99758 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/21/48 | &nbsp;&nbsp;&nbsp; 650 | 541375 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/15/29 | &nbsp;&nbsp;&nbsp; 600 | 605871 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/15/33 | &nbsp;&nbsp;&nbsp; 850 | 854623 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/52 | &nbsp;&nbsp;&nbsp; 759 | 691112 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/15/62 | &nbsp;&nbsp;&nbsp; 550 | 504664 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/31 | &nbsp;&nbsp;&nbsp; 440 | 459395 |
| Legg Mason, Inc., 5.63%, 01/15/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 363 | 361353 |
| Mastercard, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 03/15/31 | &nbsp;&nbsp;&nbsp; 250 | 224570 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/18/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 455 | 405056 |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/01/29 | &nbsp;&nbsp;&nbsp; 506 | 490752 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/15/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 348 | 227825 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/26/27 | &nbsp;&nbsp;&nbsp; 295 | 293714 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/26/30 | &nbsp;&nbsp;&nbsp; 807 | 787449 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/26/28 | &nbsp;&nbsp;&nbsp; 250 | 248976 |
| &nbsp;&nbsp;&nbsp; 3.65%, 06/01/49 | &nbsp;&nbsp;&nbsp; 515 | 389844 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/21/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 286 | 228397 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/26/50 | &nbsp;&nbsp;&nbsp; 761 | 592901 |
| &nbsp;&nbsp;&nbsp; 3.95%, 02/26/48 | &nbsp;&nbsp;&nbsp; 280 | 225049 |
| &nbsp;&nbsp;&nbsp; 4.10%, 01/15/28 | &nbsp;&nbsp;&nbsp; 365 | 367871 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/15/32 | &nbsp;&nbsp;&nbsp; 550 | 552601 |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/15/35 | &nbsp;&nbsp;&nbsp; 580 | 575824 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/09/33 | &nbsp;&nbsp;&nbsp; 285 | 291851 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/09/28 | &nbsp;&nbsp;&nbsp; 425 | 434423 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/09/34 | &nbsp;&nbsp;&nbsp; 420 | 427967 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/32 | &nbsp;&nbsp;&nbsp; 270 | 279540 |
| ORIX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/09/31 | &nbsp;&nbsp;&nbsp; 215 | 193523 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/13/32 | &nbsp;&nbsp;&nbsp; 435 | 421775 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/09/30 | &nbsp;&nbsp;&nbsp; 195 | 195207 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/10/29 | &nbsp;&nbsp;&nbsp; 155 | 157844 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/13/27 | &nbsp;&nbsp;&nbsp; 165 | 167602 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/13/32 | &nbsp;&nbsp;&nbsp; 185 | 191037 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/25/35 | &nbsp;&nbsp;&nbsp; 260 | 267485 |
| Raymond James Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/51 | &nbsp;&nbsp;&nbsp; 515 | 381249 |
| &nbsp;&nbsp;&nbsp; 4.65%, 04/01/30 | &nbsp;&nbsp;&nbsp; 425 | 432591 |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/11/35 | &nbsp;&nbsp;&nbsp; 250 | 247672 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/15/46 | &nbsp;&nbsp;&nbsp; 535 | 489884 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/11/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 295 | 288536 |
| TPG Operating Group II LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/15/36 | &nbsp;&nbsp;&nbsp; 250 | 247464 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/05/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 31159 |
| Visa, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 08/15/27 | &nbsp;&nbsp;&nbsp; 292 | 280028 |
| &nbsp;&nbsp;&nbsp; 1.10%, 02/15/31 | &nbsp;&nbsp;&nbsp; 485 | 422492 |
| &nbsp;&nbsp;&nbsp; 1.90%, 04/15/27 | &nbsp;&nbsp;&nbsp; 646 | 633454 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/15/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 798 | 431856 |
| &nbsp;&nbsp;&nbsp; 2.05%, 04/15/30 | &nbsp;&nbsp;&nbsp; 918 | 851125 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Aaa - A Rated Corporate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/40 | &nbsp;&nbsp;&nbsp; $586 | $449179 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/15/27 | &nbsp;&nbsp;&nbsp; 417 | 411450 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/15/47 | &nbsp;&nbsp;&nbsp; 358 | 277511 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/14/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 817 | 788129 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/14/45 | &nbsp;&nbsp;&nbsp; 1726 | 1498706 |
|  |  | 62739872 |
| **Electric — 6.9%** | **Electric — 6.9%** | **Electric — 6.9%** |
| AEP Transmission Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/01/47 | &nbsp;&nbsp;&nbsp; 250 | 190977 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/52 | &nbsp;&nbsp;&nbsp; 330 | 278120 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/53 | &nbsp;&nbsp;&nbsp; 320 | 309157 |
| &nbsp;&nbsp;&nbsp; Series M, 3.65%, 04/01/50 | &nbsp;&nbsp;&nbsp; 355 | 262251 |
| Alabama Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/15/52 | &nbsp;&nbsp;&nbsp; 430 | 277279 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/15/32 | &nbsp;&nbsp;&nbsp; 225 | 208419 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/15/51 | &nbsp;&nbsp;&nbsp; 335 | 222215 |
| &nbsp;&nbsp;&nbsp; 3.45%, 10/01/49 | &nbsp;&nbsp;&nbsp; 350 | 250680 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/01/27 | &nbsp;&nbsp;&nbsp; 305 | 304940 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/01/45 | &nbsp;&nbsp;&nbsp; 353 | 277392 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/02/35 | &nbsp;&nbsp;&nbsp; 260 | 265648 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/01/39 | &nbsp;&nbsp;&nbsp; 242 | 259167 |
| &nbsp;&nbsp;&nbsp; Series 20-A, 1.45%, 09/15/30 | &nbsp;&nbsp;&nbsp; 335 | 296969 |
| &nbsp;&nbsp;&nbsp; Series A, 4.30%, 07/15/48 | &nbsp;&nbsp;&nbsp; 297 | 246028 |
| &nbsp;&nbsp;&nbsp; Series B, 3.70%, 12/01/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 279 | 213110 |
| &nbsp;&nbsp;&nbsp; Series C, 4.30%, 03/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 230 | 230183 |
| Ameren Illinois Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/01/47 | &nbsp;&nbsp;&nbsp; 226 | 172798 |
| &nbsp;&nbsp;&nbsp; 3.85%, 09/01/32 | &nbsp;&nbsp;&nbsp; 245 | 235809 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/49 | &nbsp;&nbsp;&nbsp; 260 | 223175 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/33 | &nbsp;&nbsp;&nbsp; 240 | 244840 |
| &nbsp;&nbsp;&nbsp; 5.55%, 07/01/54 | &nbsp;&nbsp;&nbsp; 320 | 315068 |
| &nbsp;&nbsp;&nbsp; 5.63%, 03/01/55 | &nbsp;&nbsp;&nbsp; 345 | 344310 |
| Baltimore Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/15/31 | &nbsp;&nbsp;&nbsp; 98 | 88605 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/15/46 | &nbsp;&nbsp;&nbsp; 243 | 180489 |
| &nbsp;&nbsp;&nbsp; 4.55%, 06/01/52 | &nbsp;&nbsp;&nbsp; 268 | 225440 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/53 | &nbsp;&nbsp;&nbsp; 355 | 340998 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 210 | 217345 |
| &nbsp;&nbsp;&nbsp; Basin Electric Power Cooperative, 5.85%, <br> 10/15/55<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 35 | 34529 |
| Berkshire Hathaway Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 05/15/31 | &nbsp;&nbsp;&nbsp; 240 | 209474 |
| &nbsp;&nbsp;&nbsp; 2.85%, 05/15/51 | &nbsp;&nbsp;&nbsp; 820 | 508735 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/15/28 | &nbsp;&nbsp;&nbsp; 369 | 364487 |
| &nbsp;&nbsp;&nbsp; 3.70%, 07/15/30 | &nbsp;&nbsp;&nbsp; 465 | 457062 |
| &nbsp;&nbsp;&nbsp; 3.80%, 07/15/48 | &nbsp;&nbsp;&nbsp; 310 | 237159 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/15/50 | &nbsp;&nbsp;&nbsp; 395 | 318907 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/15/49 | &nbsp;&nbsp;&nbsp; 402 | 335028 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/45 | &nbsp;&nbsp;&nbsp; 352 | 305872 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/01/53 | &nbsp;&nbsp;&nbsp; 470 | 395732 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/15/43 | &nbsp;&nbsp;&nbsp; 420 | 402016 |
| &nbsp;&nbsp;&nbsp; 5.95%, 05/15/37 | &nbsp;&nbsp;&nbsp; 290 | 312206 |
| &nbsp;&nbsp;&nbsp; 6.13%, 04/01/36 | &nbsp;&nbsp;&nbsp; 836 | 906110 |
| CenterPoint Energy Houston Electric LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 08/01/42 | &nbsp;&nbsp;&nbsp; 205 | 162646 |
| &nbsp;&nbsp;&nbsp; 3.60%, 03/01/52 | &nbsp;&nbsp;&nbsp; 345 | 252118 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/44 | &nbsp;&nbsp;&nbsp; 299 | 261968 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/30 | &nbsp;&nbsp;&nbsp; 310 | 317186 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/01/33 | &nbsp;&nbsp;&nbsp; 330 | 335365 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/01/35 | &nbsp;&nbsp;&nbsp; 185 | 186906 |
| &nbsp;&nbsp;&nbsp; 5.20%, 10/01/28 | &nbsp;&nbsp;&nbsp; 375 | 386803 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; Series AF, 3.35%, 04/01/51 | &nbsp;&nbsp;&nbsp; $333 | $233901 |
| &nbsp;&nbsp;&nbsp; Series ai., 4.45%, 10/01/32 | &nbsp;&nbsp;&nbsp; 165 | 164202 |
| &nbsp;&nbsp;&nbsp; Series AQ, 4.95%, 08/15/35 | &nbsp;&nbsp;&nbsp; 320 | 320612 |
| Commonwealth Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/50 | &nbsp;&nbsp;&nbsp; 345 | 226131 |
| &nbsp;&nbsp;&nbsp; 3.65%, 06/15/46 | &nbsp;&nbsp;&nbsp; 352 | 269164 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/15/28 | &nbsp;&nbsp;&nbsp; 363 | 361781 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/48 | &nbsp;&nbsp;&nbsp; 400 | 318219 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/53 | &nbsp;&nbsp;&nbsp; 310 | 292784 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 320 | 342742 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/01/55 | &nbsp;&nbsp;&nbsp; 380 | 392707 |
| &nbsp;&nbsp;&nbsp; Series 123, 3.75%, 08/15/47 | &nbsp;&nbsp;&nbsp; 281 | 215969 |
| &nbsp;&nbsp;&nbsp; Series 130, 3.13%, 03/15/51 | &nbsp;&nbsp;&nbsp; 421 | 279295 |
| Connecticut Light and Power Co.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/48 | &nbsp;&nbsp;&nbsp; 480 | 381774 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/53 | &nbsp;&nbsp;&nbsp; 205 | 194469 |
| &nbsp;&nbsp;&nbsp; Series A, 3.20%, 03/15/27 | &nbsp;&nbsp;&nbsp; 100 | 99384 |
| Consolidated Edison Co. of New York, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 06/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 445 | 406756 |
| &nbsp;&nbsp;&nbsp; 3.20%, 12/01/51 | &nbsp;&nbsp;&nbsp; 355 | 235343 |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/15/61 | &nbsp;&nbsp;&nbsp; 400 | 273279 |
| &nbsp;&nbsp;&nbsp; 3.70%, 11/15/59 | &nbsp;&nbsp;&nbsp; 295 | 205853 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/15/46 | &nbsp;&nbsp;&nbsp; 280 | 219441 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/43 | &nbsp;&nbsp;&nbsp; 382 | 313597 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/15/44 | &nbsp;&nbsp;&nbsp; 398 | 345982 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/45 | &nbsp;&nbsp;&nbsp; 418 | 360192 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/58 | &nbsp;&nbsp;&nbsp; 350 | 285183 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/01/54 | &nbsp;&nbsp;&nbsp; 403 | 340353 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/33 | &nbsp;&nbsp;&nbsp; 215 | 222465 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/34 | &nbsp;&nbsp;&nbsp; 195 | 204573 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 48377 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/15/54 | &nbsp;&nbsp;&nbsp; 425 | 423261 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/55 | &nbsp;&nbsp;&nbsp; 445 | 444717 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/53 | &nbsp;&nbsp;&nbsp; 445 | 453082 |
| &nbsp;&nbsp;&nbsp; 6.15%, 11/15/52 | &nbsp;&nbsp;&nbsp; 375 | 393649 |
| &nbsp;&nbsp;&nbsp; Series 07-A, 6.30%, 08/15/37 | &nbsp;&nbsp;&nbsp; 207 | 229243 |
| &nbsp;&nbsp;&nbsp; Series 08-B, 6.75%, 04/01/38 | &nbsp;&nbsp;&nbsp; 311 | 356132 |
| &nbsp;&nbsp;&nbsp; Series 09-C, 5.50%, 12/01/39 | &nbsp;&nbsp;&nbsp; 301 | 307676 |
| &nbsp;&nbsp;&nbsp; Series 2017, 3.88%, 06/15/47 | &nbsp;&nbsp;&nbsp; 320 | 248472 |
| &nbsp;&nbsp;&nbsp; Series 20A, 3.35%, 04/01/30 | &nbsp;&nbsp;&nbsp; 418 | 405174 |
| &nbsp;&nbsp;&nbsp; Series 20B, 3.95%, 04/01/50 | &nbsp;&nbsp;&nbsp; 504 | 391469 |
| &nbsp;&nbsp;&nbsp; Series A, 4.13%, 05/15/49 | &nbsp;&nbsp;&nbsp; 368 | 292656 |
| &nbsp;&nbsp;&nbsp; Series C, 3.00%, 12/01/60 | &nbsp;&nbsp;&nbsp; 355 | 208084 |
| &nbsp;&nbsp;&nbsp; Series C, 4.30%, 12/01/56 | &nbsp;&nbsp;&nbsp; 315 | 247415 |
| &nbsp;&nbsp;&nbsp; Series D, 4.00%, 12/01/28 | &nbsp;&nbsp;&nbsp; 315 | 316099 |
| &nbsp;&nbsp;&nbsp; Series E, 4.65%, 12/01/48 | &nbsp;&nbsp;&nbsp; 252 | 217891 |
| Consumers Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/01/60 | &nbsp;&nbsp;&nbsp; 10 | 5484 |
| &nbsp;&nbsp;&nbsp; 3.10%, 08/15/50 | &nbsp;&nbsp;&nbsp; 305 | 204921 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/51 | &nbsp;&nbsp;&nbsp; 337 | 243684 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/15/48 | &nbsp;&nbsp;&nbsp; 220 | 177562 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/49 | &nbsp;&nbsp;&nbsp; 358 | 300862 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/31 | &nbsp;&nbsp;&nbsp; 255 | 257644 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/30/29 | &nbsp;&nbsp;&nbsp; 355 | 361187 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 345 | 345743 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/30 | &nbsp;&nbsp;&nbsp; 270 | 275799 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/15/29 | &nbsp;&nbsp;&nbsp; 225 | 230833 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/15/35 | &nbsp;&nbsp;&nbsp; 260 | 263977 |
| Dominion Energy South Carolina, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/01/65 | &nbsp;&nbsp;&nbsp; 314 | 279306 |
| &nbsp;&nbsp;&nbsp; 6.05%, 01/15/38 | &nbsp;&nbsp;&nbsp; 260 | 280365 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Aaa - A Rated Corporate 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; 6.25%, 10/15/53 | &nbsp;&nbsp;&nbsp; $225 | $241494 |
| DTE Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/01/30 | &nbsp;&nbsp;&nbsp; 288 | 267814 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/01/50 | &nbsp;&nbsp;&nbsp; 402 | 265685 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/45 | &nbsp;&nbsp;&nbsp; 206 | 161287 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/49 | &nbsp;&nbsp;&nbsp; 655 | 516991 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/33 | &nbsp;&nbsp;&nbsp; 325 | 337384 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/34 | &nbsp;&nbsp;&nbsp; 230 | 237038 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/35 | &nbsp;&nbsp;&nbsp; 350 | 358544 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/01/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 245 | 238120 |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/15/55 | &nbsp;&nbsp;&nbsp; 225 | 231466 |
| &nbsp;&nbsp;&nbsp; Series A, 1.90%, 04/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 408 | 391824 |
| &nbsp;&nbsp;&nbsp; Series A, 3.00%, 03/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 210 | 194566 |
| &nbsp;&nbsp;&nbsp; Series A, 4.05%, 05/15/48 | &nbsp;&nbsp;&nbsp; 90 | 72799 |
| &nbsp;&nbsp;&nbsp; Series C, 2.63%, 03/01/31 | &nbsp;&nbsp;&nbsp; 319 | 295874 |
| Duke Energy Carolinas LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/01/30 | &nbsp;&nbsp;&nbsp; 304 | 284711 |
| &nbsp;&nbsp;&nbsp; 2.55%, 04/15/31 | &nbsp;&nbsp;&nbsp; 229 | 211047 |
| &nbsp;&nbsp;&nbsp; 2.85%, 03/15/32 | &nbsp;&nbsp;&nbsp; 175 | 160290 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/15/49 | &nbsp;&nbsp;&nbsp; 315 | 215756 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/15/52 | &nbsp;&nbsp;&nbsp; 415 | 298397 |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/01/47 | &nbsp;&nbsp;&nbsp; 255 | 194031 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/01/45 | &nbsp;&nbsp;&nbsp; 257 | 202321 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/15/46 | &nbsp;&nbsp;&nbsp; 320 | 252828 |
| &nbsp;&nbsp;&nbsp; 3.95%, 11/15/28 | &nbsp;&nbsp;&nbsp; 380 | 380556 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/48 | &nbsp;&nbsp;&nbsp; 287 | 226547 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/30/42 | &nbsp;&nbsp;&nbsp; 320 | 269393 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/15/41 | &nbsp;&nbsp;&nbsp; 381 | 335921 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/15/34 | &nbsp;&nbsp;&nbsp; 275 | 277230 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/33 | &nbsp;&nbsp;&nbsp; 580 | 595060 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/35 | &nbsp;&nbsp;&nbsp; 345 | 355449 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/15/40 | &nbsp;&nbsp;&nbsp; 426 | 429042 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/53 | &nbsp;&nbsp;&nbsp; 445 | 426773 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/15/54 | &nbsp;&nbsp;&nbsp; 422 | 408271 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/38 | &nbsp;&nbsp;&nbsp; 237 | 255027 |
| &nbsp;&nbsp;&nbsp; 6.05%, 04/15/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 330 | 357368 |
| Duke Energy Florida LLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 06/15/30 | &nbsp;&nbsp;&nbsp; 305 | 275231 |
| &nbsp;&nbsp;&nbsp; 2.40%, 12/15/31 | &nbsp;&nbsp;&nbsp; 560 | 505629 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/29 | &nbsp;&nbsp;&nbsp; 540 | 510422 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/15/51 | &nbsp;&nbsp;&nbsp; 295 | 190383 |
| &nbsp;&nbsp;&nbsp; 3.40%, 10/01/46 | &nbsp;&nbsp;&nbsp; 280 | 204241 |
| &nbsp;&nbsp;&nbsp; 3.80%, 07/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 330 | 329970 |
| &nbsp;&nbsp;&nbsp; 4.20%, 12/01/30 | &nbsp;&nbsp;&nbsp; 40 | 39921 |
| &nbsp;&nbsp;&nbsp; 4.85%, 12/01/35 | &nbsp;&nbsp;&nbsp; 275 | 272985 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/33 | &nbsp;&nbsp;&nbsp; 330 | 354803 |
| &nbsp;&nbsp;&nbsp; 5.95%, 11/15/52 | &nbsp;&nbsp;&nbsp; 295 | 305181 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/15/53 | &nbsp;&nbsp;&nbsp; 235 | 251671 |
| &nbsp;&nbsp;&nbsp; 6.35%, 09/15/37 | &nbsp;&nbsp;&nbsp; 225 | 249203 |
| &nbsp;&nbsp;&nbsp; 6.40%, 06/15/38 | &nbsp;&nbsp;&nbsp; 305 | 338978 |
| Duke Energy Indiana LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/01/50 | &nbsp;&nbsp;&nbsp; 375 | 235104 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/46 | &nbsp;&nbsp;&nbsp; 240 | 187081 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/01/53 | &nbsp;&nbsp;&nbsp; 250 | 238520 |
| &nbsp;&nbsp;&nbsp; 6.35%, 08/15/38 | &nbsp;&nbsp;&nbsp; 231 | 254583 |
| &nbsp;&nbsp;&nbsp; Series YYY, 3.25%, 10/01/49 | &nbsp;&nbsp;&nbsp; 230 | 158519 |
| Duke Energy Progress LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/15/31 | &nbsp;&nbsp;&nbsp; 305 | 271119 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/15/50 | &nbsp;&nbsp;&nbsp; 328 | 191762 |
| &nbsp;&nbsp;&nbsp; 3.40%, 04/01/32 | &nbsp;&nbsp;&nbsp; 255 | 241092 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/15/29 | &nbsp;&nbsp;&nbsp; 335 | 330224 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/47 | &nbsp;&nbsp;&nbsp; $360 | $269099 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/01/28 | &nbsp;&nbsp;&nbsp; 249 | 248212 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/15/42 | &nbsp;&nbsp;&nbsp; 250 | 212268 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/15/43 | &nbsp;&nbsp;&nbsp; 251 | 211008 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/01/44 | &nbsp;&nbsp;&nbsp; 270 | 224577 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/15/45 | &nbsp;&nbsp;&nbsp; 310 | 257980 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/06/27 | &nbsp;&nbsp;&nbsp; 240 | 241604 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/35 | &nbsp;&nbsp;&nbsp; 235 | 238138 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/15/34 | &nbsp;&nbsp;&nbsp; 345 | 354187 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/33 | &nbsp;&nbsp;&nbsp; 185 | 191743 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/53 | &nbsp;&nbsp;&nbsp; 310 | 296829 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 450 | 443705 |
| Entergy Arkansas LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/15/51 | &nbsp;&nbsp;&nbsp; 407 | 241846 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/49 | &nbsp;&nbsp;&nbsp; 225 | 181677 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/36 | &nbsp;&nbsp;&nbsp; 175 | 174479 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/34 | &nbsp;&nbsp;&nbsp; 230 | 240092 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/56 | &nbsp;&nbsp;&nbsp; 175 | 175103 |
| Entergy Louisiana LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.35%, 06/15/32 | &nbsp;&nbsp;&nbsp; 215 | 190216 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/15/51 | &nbsp;&nbsp;&nbsp; 360 | 225422 |
| &nbsp;&nbsp;&nbsp; 3.10%, 06/15/41 | &nbsp;&nbsp;&nbsp; 370 | 282423 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/33 | &nbsp;&nbsp;&nbsp; 422 | 406053 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/01/48 | &nbsp;&nbsp;&nbsp; 403 | 325332 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/50 | &nbsp;&nbsp;&nbsp; 333 | 265117 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/15/52 | &nbsp;&nbsp;&nbsp; 230 | 199505 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/15/34 | &nbsp;&nbsp;&nbsp; 375 | 382786 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/34 | &nbsp;&nbsp;&nbsp; 185 | 191990 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 365 | 362813 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/55 | &nbsp;&nbsp;&nbsp; 415 | 416766 |
| Entergy Mississippi LLC, 5.80%, 04/15/55 | &nbsp;&nbsp;&nbsp; 265 | 266338 |
| Entergy Texas, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/15/31 | &nbsp;&nbsp;&nbsp; 330 | 291272 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/15/35 | &nbsp;&nbsp;&nbsp; 330 | 336997 |
| Evergy Kansas Central, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/15/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 265 | 186447 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/01/42 | &nbsp;&nbsp;&nbsp; 221 | 187619 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/35 | &nbsp;&nbsp;&nbsp; 100 | 101864 |
| Florida Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/03/32 | &nbsp;&nbsp;&nbsp; 710 | 639774 |
| &nbsp;&nbsp;&nbsp; 2.88%, 12/04/51 | &nbsp;&nbsp;&nbsp; 584 | 372872 |
| &nbsp;&nbsp;&nbsp; 3.15%, 10/01/49 | &nbsp;&nbsp;&nbsp; 469 | 321378 |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/01/47 | &nbsp;&nbsp;&nbsp; 410 | 314543 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/48 | &nbsp;&nbsp;&nbsp; 408 | 324825 |
| &nbsp;&nbsp;&nbsp; 3.99%, 03/01/49 | &nbsp;&nbsp;&nbsp; 355 | 281750 |
| &nbsp;&nbsp;&nbsp; 4.05%, 06/01/42 | &nbsp;&nbsp;&nbsp; 278 | 236722 |
| &nbsp;&nbsp;&nbsp; 4.05%, 10/01/44 | &nbsp;&nbsp;&nbsp; 335 | 278489 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/01/42 | &nbsp;&nbsp;&nbsp; 367 | 318437 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/01/48 | &nbsp;&nbsp;&nbsp; 267 | 217066 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/15/28 | &nbsp;&nbsp;&nbsp; 430 | 435398 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 315 | 321249 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/15/36 | &nbsp;&nbsp;&nbsp; 285 | 281545 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/33 | &nbsp;&nbsp;&nbsp; 400 | 406048 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/01/28 | &nbsp;&nbsp;&nbsp; 555 | 568877 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/01/33 | &nbsp;&nbsp;&nbsp; 400 | 412949 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/15/29 | &nbsp;&nbsp;&nbsp; 415 | 430598 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/15/34 | &nbsp;&nbsp;&nbsp; 365 | 381018 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/53 | &nbsp;&nbsp;&nbsp; 500 | 478914 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/15/54 | &nbsp;&nbsp;&nbsp; 380 | 380843 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/15/66 | &nbsp;&nbsp;&nbsp; 430 | 423992 |
| &nbsp;&nbsp;&nbsp; 5.69%, 03/01/40 | &nbsp;&nbsp;&nbsp; 220 | 230697 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Aaa - A Rated Corporate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/55 | &nbsp;&nbsp;&nbsp; $525 | $532546 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/65 | &nbsp;&nbsp;&nbsp; 355 | 361361 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/01/38 | &nbsp;&nbsp;&nbsp; 255 | 275897 |
| &nbsp;&nbsp;&nbsp; 5.96%, 04/01/39 | &nbsp;&nbsp;&nbsp; 250 | 269346 |
| Georgia Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/28 | &nbsp;&nbsp;&nbsp; 340 | 341086 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/42 | &nbsp;&nbsp;&nbsp; 545 | 478575 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/15/30 | &nbsp;&nbsp;&nbsp; 425 | 431366 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/16/28 | &nbsp;&nbsp;&nbsp; 395 | 400844 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/15/32 | &nbsp;&nbsp;&nbsp; 265 | 268526 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/15/31 | &nbsp;&nbsp;&nbsp; 470 | 481811 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/17/33 | &nbsp;&nbsp;&nbsp; 415 | 423609 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/23/27 | &nbsp;&nbsp;&nbsp; 190 | 192352 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/52 | &nbsp;&nbsp;&nbsp; 405 | 376676 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 355 | 363688 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/34 | &nbsp;&nbsp;&nbsp; 360 | 371343 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/01/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 270 | 262990 |
| &nbsp;&nbsp;&nbsp; Series 10-C, 4.75%, 09/01/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 265 | 251511 |
| &nbsp;&nbsp;&nbsp; Series A, 3.25%, 03/15/51 | &nbsp;&nbsp;&nbsp; 400 | 273900 |
| &nbsp;&nbsp;&nbsp; Series B, 2.65%, 09/15/29 | &nbsp;&nbsp;&nbsp; 265 | 252407 |
| &nbsp;&nbsp;&nbsp; Series B, 3.70%, 01/30/50 | &nbsp;&nbsp;&nbsp; 285 | 213014 |
| Indiana Michigan Power Co., 5.63%, 04/01/53 | &nbsp;&nbsp;&nbsp; 230 | 228801 |
| Jersey Central Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/15/31<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 280 | 279114 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 310 | 314135 |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/15/36<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 255 | 258216 |
| &nbsp;&nbsp;&nbsp; John Sevier Combined Cycle Generation LLC, <br> 4.63%, 01/15/42<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 155 | 151532 |
| &nbsp;&nbsp;&nbsp; Johnsonville Aeroderivative Combustion Turbine <br> Generation LLC, 5.08%, 10/01/54<br>| &nbsp;&nbsp;&nbsp; 292 | 279175 |
| Kentucky Utilities Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 06/01/50 | &nbsp;&nbsp;&nbsp; 395 | 273415 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/01/45 | &nbsp;&nbsp;&nbsp; 287 | 243151 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/01/40 | &nbsp;&nbsp;&nbsp; 399 | 390567 |
| &nbsp;&nbsp;&nbsp; 5.85%, 08/15/55 | &nbsp;&nbsp;&nbsp; 230 | 233512 |
| Louisville Gas and Electric Co., 5.85%, 08/15/55 | &nbsp;&nbsp;&nbsp; 120 | 121634 |
| MidAmerican Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 08/01/52 | &nbsp;&nbsp;&nbsp; 325 | 199516 |
| &nbsp;&nbsp;&nbsp; 3.15%, 04/15/50 | &nbsp;&nbsp;&nbsp; 335 | 226064 |
| &nbsp;&nbsp;&nbsp; 3.65%, 04/15/29 | &nbsp;&nbsp;&nbsp; 363 | 359608 |
| &nbsp;&nbsp;&nbsp; 3.65%, 08/01/48 | &nbsp;&nbsp;&nbsp; 373 | 279861 |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/15/49 | &nbsp;&nbsp;&nbsp; 417 | 342223 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/55 | &nbsp;&nbsp;&nbsp; 335 | 317681 |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/15/54 | &nbsp;&nbsp;&nbsp; 595 | 609925 |
| National Rural Utilities Cooperative Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/15/30 | &nbsp;&nbsp;&nbsp; 188 | 175206 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 225 | 204202 |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/07/28 | &nbsp;&nbsp;&nbsp; 346 | 343121 |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/10/27 | &nbsp;&nbsp;&nbsp; 115 | 115235 |
| &nbsp;&nbsp;&nbsp; 4.02%, 11/01/32 | &nbsp;&nbsp;&nbsp; 293 | 284611 |
| &nbsp;&nbsp;&nbsp; 4.12%, 09/16/27 | &nbsp;&nbsp;&nbsp; 230 | 230865 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/49 | &nbsp;&nbsp;&nbsp; 292 | 244083 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/07/28 | &nbsp;&nbsp;&nbsp; 115 | 116751 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/05/27 | &nbsp;&nbsp;&nbsp; 215 | 217129 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/28 | &nbsp;&nbsp;&nbsp; 405 | 412214 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/07/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 305 | 312152 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/07/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 90 | 92421 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/15/29 | &nbsp;&nbsp;&nbsp; 340 | 351196 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/15/33 | &nbsp;&nbsp;&nbsp; 335 | 358820 |
| &nbsp;&nbsp;&nbsp; Series D, 4.15%, 08/25/28 | &nbsp;&nbsp;&nbsp; 255 | 256230 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| Nevada Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/54 | &nbsp;&nbsp;&nbsp; $240 | $245571 |
| &nbsp;&nbsp;&nbsp; Series CC, 3.70%, 05/01/29 | &nbsp;&nbsp;&nbsp; 295 | 291548 |
| Northern States Power Co./MN |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 06/01/51 | &nbsp;&nbsp;&nbsp; 351 | 213863 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/01/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 523 | 342471 |
| &nbsp;&nbsp;&nbsp; 3.40%, 08/15/42 | &nbsp;&nbsp;&nbsp; 184 | 144191 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/47 | &nbsp;&nbsp;&nbsp; 243 | 182873 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/52 | &nbsp;&nbsp;&nbsp; 320 | 271085 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/15/35 | &nbsp;&nbsp;&nbsp; 325 | 330119 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/15/53 | &nbsp;&nbsp;&nbsp; 440 | 407003 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/54 | &nbsp;&nbsp;&nbsp; 360 | 348205 |
| &nbsp;&nbsp;&nbsp; 5.65%, 05/15/55 | &nbsp;&nbsp;&nbsp; 245 | 244819 |
| Northern States Power Co./WI, 5.65%, 06/15/54 | &nbsp;&nbsp;&nbsp; 15 | 15019 |
| NSTAR Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/15/27 | &nbsp;&nbsp;&nbsp; 395 | 391978 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/35 | &nbsp;&nbsp;&nbsp; 175 | 178114 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/34 | &nbsp;&nbsp;&nbsp; 345 | 357141 |
| Oklahoma Gas & Electric Co., 5.60%, 04/01/53 | &nbsp;&nbsp;&nbsp; 310 | 304955 |
| Oncor Electric Delivery Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/15/30 | &nbsp;&nbsp;&nbsp; 234 | 221133 |
| &nbsp;&nbsp;&nbsp; 3.10%, 09/15/49 | &nbsp;&nbsp;&nbsp; 379 | 251388 |
| &nbsp;&nbsp;&nbsp; 3.70%, 11/15/28 | &nbsp;&nbsp;&nbsp; 415 | 412329 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/45 | &nbsp;&nbsp;&nbsp; 308 | 241611 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/15/28 | &nbsp;&nbsp;&nbsp; 330 | 332515 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/20/27<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 220 | 221714 |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/15/32 | &nbsp;&nbsp;&nbsp; 350 | 349413 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/01/29 | &nbsp;&nbsp;&nbsp; 300 | 305398 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/52 | &nbsp;&nbsp;&nbsp; 426 | 378758 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/01/35<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 420 | 431080 |
| &nbsp;&nbsp;&nbsp; 5.55%, 06/15/54 | &nbsp;&nbsp;&nbsp; 410 | 398550 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/15/33 | &nbsp;&nbsp;&nbsp; 350 | 370494 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/55<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 315 | 316297 |
| PECO Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/01/48 | &nbsp;&nbsp;&nbsp; 347 | 272943 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/15/35 | &nbsp;&nbsp;&nbsp; 400 | 401039 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/15/33 | &nbsp;&nbsp;&nbsp; 218 | 222267 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/15/54 | &nbsp;&nbsp;&nbsp; 300 | 282844 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/15/55 | &nbsp;&nbsp;&nbsp; 260 | 259670 |
| Potomac Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/43 | &nbsp;&nbsp;&nbsp; 340 | 287515 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/15/37 | &nbsp;&nbsp;&nbsp; 235 | 261910 |
| PPL Electric Utilities Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/15/34 | &nbsp;&nbsp;&nbsp; 325 | 327741 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/33 | &nbsp;&nbsp;&nbsp; 250 | 255609 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/53 | &nbsp;&nbsp;&nbsp; 410 | 390841 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/55 | &nbsp;&nbsp;&nbsp; 420 | 415469 |
| Public Service Co. of Colorado |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 06/15/31 | &nbsp;&nbsp;&nbsp; 340 | 299488 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/42 | &nbsp;&nbsp;&nbsp; 259 | 203240 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/15/35 | &nbsp;&nbsp;&nbsp; 410 | 414042 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/01/53 | &nbsp;&nbsp;&nbsp; 460 | 427440 |
| &nbsp;&nbsp;&nbsp; 5.35%, 05/15/34 | &nbsp;&nbsp;&nbsp; 390 | 400526 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/54 | &nbsp;&nbsp;&nbsp; 435 | 434990 |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/15/55 | &nbsp;&nbsp;&nbsp; 420 | 424197 |
| &nbsp;&nbsp;&nbsp; Series 34, 3.20%, 03/01/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 310 | 210358 |
| &nbsp;&nbsp;&nbsp; Public Service Co. of New Hampshire, 5.35%, <br> 10/01/33<br>| &nbsp;&nbsp;&nbsp; 195 | 202894 |
| Public Service Electric & Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 03/15/32 | &nbsp;&nbsp;&nbsp; 270 | 250518 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/01/46 | &nbsp;&nbsp;&nbsp; 228 | 179547 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Aaa - A Rated Corporate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/33 | &nbsp;&nbsp;&nbsp; $305 | $306105 |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/01/34 | &nbsp;&nbsp;&nbsp; 270 | 271699 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/01/33 | &nbsp;&nbsp;&nbsp; 200 | 206919 |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/01/54 | &nbsp;&nbsp;&nbsp; 320 | 305962 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/54 | &nbsp;&nbsp;&nbsp; 305 | 297881 |
| Public Service Electric and Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; Series Q, 5.50%, 03/01/55 | &nbsp;&nbsp;&nbsp; 180 | 177060 |
| &nbsp;&nbsp;&nbsp; Series R, 4.20%, 01/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 175 | 174513 |
| &nbsp;&nbsp;&nbsp; Series R, 5.63%, 01/01/56 | &nbsp;&nbsp;&nbsp; 140 | 140112 |
| Puget Sound Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.22%, 06/15/48 | &nbsp;&nbsp;&nbsp; 125 | 101715 |
| &nbsp;&nbsp;&nbsp; 5.60%, 09/15/55 | &nbsp;&nbsp;&nbsp; 345 | 335822 |
| San Diego Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/52 | &nbsp;&nbsp;&nbsp; 280 | 204170 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/40 | &nbsp;&nbsp;&nbsp; 200 | 182484 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/28 | &nbsp;&nbsp;&nbsp; 405 | 415064 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/01/53 | &nbsp;&nbsp;&nbsp; 335 | 315999 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/15/35 | &nbsp;&nbsp;&nbsp; 395 | 407146 |
| &nbsp;&nbsp;&nbsp; 5.55%, 04/15/54 | &nbsp;&nbsp;&nbsp; 335 | 325186 |
| &nbsp;&nbsp;&nbsp; Series VVV, 1.70%, 10/01/30 | &nbsp;&nbsp;&nbsp; 306 | 273175 |
| &nbsp;&nbsp;&nbsp; Series WWW, 2.95%, 08/15/51 | &nbsp;&nbsp;&nbsp; 465 | 297800 |
| &nbsp;&nbsp;&nbsp; Series XXX, 3.00%, 03/15/32 | &nbsp;&nbsp;&nbsp; 210 | 192941 |
| Southern California Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 255 | 232092 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/01/32 | &nbsp;&nbsp;&nbsp; 490 | 439865 |
| &nbsp;&nbsp;&nbsp; 2.85%, 08/01/29 | &nbsp;&nbsp;&nbsp; 322 | 305886 |
| &nbsp;&nbsp;&nbsp; 3.45%, 02/01/52 | &nbsp;&nbsp;&nbsp; 365 | 242676 |
| &nbsp;&nbsp;&nbsp; 3.65%, 02/01/50 | &nbsp;&nbsp;&nbsp; 662 | 462077 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/47 | &nbsp;&nbsp;&nbsp; 909 | 686271 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/40 | &nbsp;&nbsp;&nbsp; 260 | 226948 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/01/43 | &nbsp;&nbsp;&nbsp; 384 | 327407 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/01/27 | &nbsp;&nbsp;&nbsp; 265 | 267023 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/01/29 | &nbsp;&nbsp;&nbsp; 295 | 302013 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/34 | &nbsp;&nbsp;&nbsp; 435 | 435352 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/30 | &nbsp;&nbsp;&nbsp; 375 | 385051 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/01/28 | &nbsp;&nbsp;&nbsp; 475 | 485997 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 175 | 181152 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/35 | &nbsp;&nbsp;&nbsp; 430 | 434824 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/40 | &nbsp;&nbsp;&nbsp; 184 | 179454 |
| &nbsp;&nbsp;&nbsp; 5.65%, 10/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 190 | 196753 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/01/27 | &nbsp;&nbsp;&nbsp; 230 | 236524 |
| &nbsp;&nbsp;&nbsp; 5.88%, 12/01/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 310 | 297906 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/01/55 | &nbsp;&nbsp;&nbsp; 315 | 304418 |
| &nbsp;&nbsp;&nbsp; 5.95%, 11/01/32 | &nbsp;&nbsp;&nbsp; 325 | 344709 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 225 | 236283 |
| &nbsp;&nbsp;&nbsp; 6.05%, 03/15/39 | &nbsp;&nbsp;&nbsp; 271 | 279033 |
| &nbsp;&nbsp;&nbsp; 6.20%, 09/15/55 | &nbsp;&nbsp;&nbsp; 330 | 332337 |
| &nbsp;&nbsp;&nbsp; Series 08-A, 5.95%, 02/01/38 | &nbsp;&nbsp;&nbsp; 335 | 342982 |
| &nbsp;&nbsp;&nbsp; Series 20A, 2.95%, 02/01/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 380 | 232625 |
| &nbsp;&nbsp;&nbsp; Series A, 4.20%, 03/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 314 | 312747 |
| &nbsp;&nbsp;&nbsp; Series B, 4.88%, 03/01/49 | &nbsp;&nbsp;&nbsp; 320 | 270193 |
| &nbsp;&nbsp;&nbsp; Series C, 4.13%, 03/01/48 | &nbsp;&nbsp;&nbsp; 647 | 495477 |
| &nbsp;&nbsp;&nbsp; Series D, 4.70%, 06/01/27 | &nbsp;&nbsp;&nbsp; 325 | 327652 |
| Southwestern Public Service Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/35 | &nbsp;&nbsp;&nbsp; 215 | 219243 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/54 | &nbsp;&nbsp;&nbsp; 325 | 332045 |
| &nbsp;&nbsp;&nbsp; Series 8, 3.15%, 05/01/50 | &nbsp;&nbsp;&nbsp; 310 | 204021 |
| Tampa Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/01/29 | &nbsp;&nbsp;&nbsp; 245 | 250622 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/01/35 | &nbsp;&nbsp;&nbsp; 270 | 272993 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| Union Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 03/15/32 | &nbsp;&nbsp;&nbsp; $260 | $228872 |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/15/51 | &nbsp;&nbsp;&nbsp; 370 | 223090 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/01/52 | &nbsp;&nbsp;&nbsp; 250 | 190717 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/34 | &nbsp;&nbsp;&nbsp; 205 | 210531 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/15/35 | &nbsp;&nbsp;&nbsp; 270 | 277020 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/53 | &nbsp;&nbsp;&nbsp; 235 | 227123 |
| Virginia Electric & Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/15/31 | &nbsp;&nbsp;&nbsp; 258 | 229916 |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/30/32 | &nbsp;&nbsp;&nbsp; 290 | 257879 |
| &nbsp;&nbsp;&nbsp; 2.45%, 12/15/50 | &nbsp;&nbsp;&nbsp; 453 | 260345 |
| &nbsp;&nbsp;&nbsp; 2.95%, 11/15/51 | &nbsp;&nbsp;&nbsp; 455 | 285563 |
| &nbsp;&nbsp;&nbsp; 3.30%, 12/01/49 | &nbsp;&nbsp;&nbsp; 292 | 200501 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/43 | &nbsp;&nbsp;&nbsp; 285 | 234686 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/15/44 | &nbsp;&nbsp;&nbsp; 256 | 221528 |
| &nbsp;&nbsp;&nbsp; 4.60%, 12/01/48 | &nbsp;&nbsp;&nbsp; 314 | 267336 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/33 | &nbsp;&nbsp;&nbsp; 375 | 382094 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/34 | &nbsp;&nbsp;&nbsp; 160 | 161947 |
| &nbsp;&nbsp;&nbsp; 5.05%, 08/15/34 | &nbsp;&nbsp;&nbsp; 310 | 313801 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/35 | &nbsp;&nbsp;&nbsp; 280 | 284150 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 225 | 212064 |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/01/53 | &nbsp;&nbsp;&nbsp; 390 | 371627 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/54 | &nbsp;&nbsp;&nbsp; 305 | 295232 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/55 | &nbsp;&nbsp;&nbsp; 345 | 339002 |
| &nbsp;&nbsp;&nbsp; 5.70%, 08/15/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 275 | 271410 |
| &nbsp;&nbsp;&nbsp; 8.88%, 11/15/38 | &nbsp;&nbsp;&nbsp; 321 | 427171 |
| &nbsp;&nbsp;&nbsp; Series A, 2.88%, 07/15/29 | &nbsp;&nbsp;&nbsp; 305 | 293313 |
| &nbsp;&nbsp;&nbsp; Series A, 3.50%, 03/15/27 | &nbsp;&nbsp;&nbsp; 348 | 346667 |
| &nbsp;&nbsp;&nbsp; Series A, 3.80%, 04/01/28 | &nbsp;&nbsp;&nbsp; 280 | 279240 |
| &nbsp;&nbsp;&nbsp; Series A, 6.00%, 05/15/37 | &nbsp;&nbsp;&nbsp; 302 | 323698 |
| &nbsp;&nbsp;&nbsp; Series B, 3.75%, 05/15/27 | &nbsp;&nbsp;&nbsp; 320 | 319462 |
| &nbsp;&nbsp;&nbsp; Series B, 3.80%, 09/15/47 | &nbsp;&nbsp;&nbsp; 290 | 222308 |
| &nbsp;&nbsp;&nbsp; Series B, 6.00%, 01/15/36 | &nbsp;&nbsp;&nbsp; 315 | 337868 |
| &nbsp;&nbsp;&nbsp; Series C, 4.00%, 11/15/46 | &nbsp;&nbsp;&nbsp; 345 | 273598 |
| &nbsp;&nbsp;&nbsp; Series C, 4.63%, 05/15/52 | &nbsp;&nbsp;&nbsp; 313 | 263243 |
| &nbsp;&nbsp;&nbsp; Series C, 4.90%, 09/15/35 | &nbsp;&nbsp;&nbsp; 390 | 387399 |
| &nbsp;&nbsp;&nbsp; Series D, 4.65%, 08/15/43 | &nbsp;&nbsp;&nbsp; 280 | 250140 |
| &nbsp;&nbsp;&nbsp; Series D, 5.60%, 09/15/55 | &nbsp;&nbsp;&nbsp; 435 | 423207 |
| Wisconsin Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/15/30 | &nbsp;&nbsp;&nbsp; 255 | 254219 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/30/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 205 | 209045 |
|  |  | 119393006 |
| **Electrical Components & Equipment — 0.1%** | **Electrical Components & Equipment — 0.1%** | **Electrical Components & Equipment — 0.1%** |
| ABB Finance USA, Inc., 4.38%, 05/08/42 | &nbsp;&nbsp;&nbsp; 260 | 230448 |
| Emerson Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 10/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 232 | 224752 |
| &nbsp;&nbsp;&nbsp; 1.95%, 10/15/30 | &nbsp;&nbsp;&nbsp; 270 | 245116 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/21/28 | &nbsp;&nbsp;&nbsp; 630 | 598505 |
| &nbsp;&nbsp;&nbsp; 2.20%, 12/21/31 | &nbsp;&nbsp;&nbsp; 595 | 531708 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/15/50 | &nbsp;&nbsp;&nbsp; 227 | 143986 |
| &nbsp;&nbsp;&nbsp; 2.80%, 12/21/51 | &nbsp;&nbsp;&nbsp; 483 | 306448 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/35 | &nbsp;&nbsp;&nbsp; 190 | 194089 |
|  |  | 2475052 |
| **Electronics — 0.8%** | **Electronics — 0.8%** | **Electronics — 0.8%** |
| Amphenol Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 09/15/31 | &nbsp;&nbsp;&nbsp; 600 | 536436 |
| &nbsp;&nbsp;&nbsp; 2.80%, 02/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 235 | 223258 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/15/27 | &nbsp;&nbsp;&nbsp; 500 | 499813 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/15/28 | &nbsp;&nbsp;&nbsp; 205 | 204861 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/15/30 | &nbsp;&nbsp;&nbsp; 425 | 422179 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Aaa - A Rated Corporate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electronics (continued)** | **Electronics (continued)** | **Electronics (continued)** |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/01/29 | &nbsp;&nbsp;&nbsp; $260 | $262859 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/12/28 | &nbsp;&nbsp;&nbsp; 470 | 474664 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/15/33 | &nbsp;&nbsp;&nbsp; 720 | 711402 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/36 | &nbsp;&nbsp;&nbsp; 695 | 679134 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/35 | &nbsp;&nbsp;&nbsp; 410 | 415396 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/05/27 | &nbsp;&nbsp;&nbsp; 20 | 20269 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/05/34 | &nbsp;&nbsp;&nbsp; 355 | 367455 |
| &nbsp;&nbsp;&nbsp; 5.30%, 11/15/55 | &nbsp;&nbsp;&nbsp; 615 | 588227 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/15/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 205 | 199338 |
| Honeywell International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.10%, 03/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 470 | 457010 |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 835 | 730361 |
| &nbsp;&nbsp;&nbsp; 1.95%, 06/01/30 | &nbsp;&nbsp;&nbsp; 521 | 475809 |
| &nbsp;&nbsp;&nbsp; 2.70%, 08/15/29 | &nbsp;&nbsp;&nbsp; 350 | 335030 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/01/50 | &nbsp;&nbsp;&nbsp; 339 | 223595 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/29 | &nbsp;&nbsp;&nbsp; 330 | 332657 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/34 | &nbsp;&nbsp;&nbsp; 590 | 584790 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/30/27 | &nbsp;&nbsp;&nbsp; 435 | 440403 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 485 | 495469 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/32 | &nbsp;&nbsp;&nbsp; 390 | 398001 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/01/29 | &nbsp;&nbsp;&nbsp; 270 | 277885 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/15/28 | &nbsp;&nbsp;&nbsp; 238 | 243180 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/01/31 | &nbsp;&nbsp;&nbsp; 280 | 289779 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/33 | &nbsp;&nbsp;&nbsp; 608 | 625661 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/35 | &nbsp;&nbsp;&nbsp; 755 | 767264 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/54 | &nbsp;&nbsp;&nbsp; 835 | 791363 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/01/64 | &nbsp;&nbsp;&nbsp; 400 | 381810 |
| Tyco Electronics Group SA |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/04/32 | &nbsp;&nbsp;&nbsp; 315 | 282841 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/09/31 | &nbsp;&nbsp;&nbsp; 100 | 100902 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/09/36 | &nbsp;&nbsp;&nbsp; 160 | 159145 |
|  |  | 13998246 |
| **Environmental Control — 0.7%** | **Environmental Control — 0.7%** | **Environmental Control — 0.7%** |
| Republic Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.45%, 02/15/31 | &nbsp;&nbsp;&nbsp; 790 | 689780 |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 172673 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 115 | 107120 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 235 | 204855 |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/15/27 | &nbsp;&nbsp;&nbsp; 85 | 84491 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/15/28 | &nbsp;&nbsp;&nbsp; 25 | 25054 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/30 | &nbsp;&nbsp;&nbsp; 190 | 194229 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/29 | &nbsp;&nbsp;&nbsp; 305 | 312641 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 51437 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/34 | &nbsp;&nbsp;&nbsp; 810 | 827671 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 575 | 591704 |
| &nbsp;&nbsp;&nbsp; 5.20%, 11/15/34 | &nbsp;&nbsp;&nbsp; 20 | 20620 |
| Waste Connections, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 01/15/32 | &nbsp;&nbsp;&nbsp; 45 | 39781 |
| &nbsp;&nbsp;&nbsp; 2.60%, 02/01/30 | &nbsp;&nbsp;&nbsp; 80 | 75647 |
| &nbsp;&nbsp;&nbsp; 2.95%, 01/15/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 415 | 268196 |
| &nbsp;&nbsp;&nbsp; 3.05%, 04/01/50 | &nbsp;&nbsp;&nbsp; 225 | 151131 |
| &nbsp;&nbsp;&nbsp; 3.20%, 06/01/32 | &nbsp;&nbsp;&nbsp; 120 | 111698 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/29 | &nbsp;&nbsp;&nbsp; 40 | 39429 |
| &nbsp;&nbsp;&nbsp; 4.20%, 01/15/33 | &nbsp;&nbsp;&nbsp; 660 | 644808 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/01/28 | &nbsp;&nbsp;&nbsp; 145 | 146192 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/34 | &nbsp;&nbsp;&nbsp; 485 | 493401 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/01/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 285 | 293958 |
| Waste Management, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.15%, 03/15/28 | &nbsp;&nbsp;&nbsp; 230 | 217667 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/15/31 | &nbsp;&nbsp;&nbsp; 812 | 709462 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/15/50 | &nbsp;&nbsp;&nbsp; 235 | 141080 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Environmental Control (continued)** | **Environmental Control (continued)** | **Environmental Control (continued)** |
| &nbsp;&nbsp;&nbsp; 3.15%, 11/15/27 | &nbsp;&nbsp;&nbsp; $380 | $376237 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/15/32 | &nbsp;&nbsp;&nbsp; 500 | 495241 |
| &nbsp;&nbsp;&nbsp; 4.15%, 07/15/49 | &nbsp;&nbsp;&nbsp; 315 | 261739 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/28 | &nbsp;&nbsp;&nbsp; 465 | 471566 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/30 | &nbsp;&nbsp;&nbsp; 460 | 468251 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/33 | &nbsp;&nbsp;&nbsp; 295 | 298087 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 255 | 260021 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/32 | &nbsp;&nbsp;&nbsp; 280 | 286548 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/29 | &nbsp;&nbsp;&nbsp; 435 | 446453 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 605 | 618531 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/03/27 | &nbsp;&nbsp;&nbsp; 370 | 375878 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/03/31 | &nbsp;&nbsp;&nbsp; 480 | 496211 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/35 | &nbsp;&nbsp;&nbsp; 755 | 764102 |
| &nbsp;&nbsp;&nbsp; 5.35%, 10/15/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 605 | 588089 |
|  |  | 12821679 |
| **Food — 0.2%** | **Food — 0.2%** | **Food — 0.2%** |
| Hershey Co.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/24/28 | &nbsp;&nbsp;&nbsp; 205 | 208256 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/24/30 | &nbsp;&nbsp;&nbsp; 270 | 276510 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/24/32 | &nbsp;&nbsp;&nbsp; 360 | 371983 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/24/35 | &nbsp;&nbsp;&nbsp; 275 | 282134 |
| Hormel Foods Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 06/03/28 | &nbsp;&nbsp;&nbsp; 420 | 399819 |
| &nbsp;&nbsp;&nbsp; 1.80%, 06/11/30 | &nbsp;&nbsp;&nbsp; 541 | 488795 |
| &nbsp;&nbsp;&nbsp; 3.05%, 06/03/51 | &nbsp;&nbsp;&nbsp; 325 | 213721 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/30/27 | &nbsp;&nbsp;&nbsp; 240 | 242372 |
| Kellanova |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 06/01/30 | &nbsp;&nbsp;&nbsp; 80 | 73326 |
| &nbsp;&nbsp;&nbsp; Series B, 7.45%, 04/01/31 | &nbsp;&nbsp;&nbsp; 35 | 40087 |
|  |  | 2597003 |
| **Forest Products & Paper — 0.0%** | **Forest Products & Paper — 0.0%** | **Forest Products & Paper — 0.0%** |
| Georgia-Pacific LLC, 7.75%, 11/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 326 | 367952 |
| **Gas — 0.5%** | **Gas — 0.5%** | **Gas — 0.5%** |
| Atmos Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 01/15/31 | &nbsp;&nbsp;&nbsp; 342 | 300214 |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 395 | 376699 |
| &nbsp;&nbsp;&nbsp; 2.85%, 02/15/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 335 | 209126 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/15/27 | &nbsp;&nbsp;&nbsp; 172 | 170328 |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/15/49 | &nbsp;&nbsp;&nbsp; 233 | 163892 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/15/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 374 | 315515 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/15/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 150 | 127993 |
| &nbsp;&nbsp;&nbsp; 4.30%, 10/01/48 | &nbsp;&nbsp;&nbsp; 325 | 269195 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/15/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 350 | 316559 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 300 | 308490 |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/15/56 | &nbsp;&nbsp;&nbsp; 335 | 323735 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/15/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 265 | 267710 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/33 | &nbsp;&nbsp;&nbsp; 330 | 356549 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/15/53 | &nbsp;&nbsp;&nbsp; 240 | 258912 |
| CenterPoint Energy Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/01/30 | &nbsp;&nbsp;&nbsp; 395 | 352130 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/01/32 | &nbsp;&nbsp;&nbsp; 270 | 267950 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 410 | 420306 |
| ONE Gas, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.66%, 02/01/44 | &nbsp;&nbsp;&nbsp; 235 | 209252 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/01/29 | &nbsp;&nbsp;&nbsp; 240 | 247112 |
| Southern California Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/15/27 | &nbsp;&nbsp;&nbsp; 335 | 331578 |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/01/34 | &nbsp;&nbsp;&nbsp; 340 | 344582 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/33 | &nbsp;&nbsp;&nbsp; 475 | 488746 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/15/35 | &nbsp;&nbsp;&nbsp; 315 | 327064 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Aaa - A Rated Corporate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Gas (continued)** | **Gas (continued)** | **Gas (continued)** |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/01/54 | &nbsp;&nbsp;&nbsp; $242 | $236101 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/01/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 235 | 233888 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/55 | &nbsp;&nbsp;&nbsp; 260 | 266255 |
| &nbsp;&nbsp;&nbsp; 6.35%, 11/15/52 | &nbsp;&nbsp;&nbsp; 300 | 322567 |
| &nbsp;&nbsp;&nbsp; Series VV, 4.30%, 01/15/49 | &nbsp;&nbsp;&nbsp; 262 | 213254 |
| &nbsp;&nbsp;&nbsp; Series XX, 2.55%, 02/01/30 | &nbsp;&nbsp;&nbsp; 269 | 253592 |
|  |  | 8279294 |
| **Hand & Machine Tools — 0.0%** | **Hand & Machine Tools — 0.0%** | **Hand & Machine Tools — 0.0%** |
| Snap-on, Inc., 3.10%, 05/01/50 | &nbsp;&nbsp;&nbsp; 218 | 147737 |
| **Health Care - Products — 0.9%** | **Health Care - Products — 0.9%** | **Health Care - Products — 0.9%** |
| Abbott Laboratories |  |  |
| &nbsp;&nbsp;&nbsp; 1.15%, 01/30/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 404 | 384852 |
| &nbsp;&nbsp;&nbsp; 1.40%, 06/30/30 | &nbsp;&nbsp;&nbsp; 433 | 387797 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/30/36 | &nbsp;&nbsp;&nbsp; 797 | 792434 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/43 | &nbsp;&nbsp;&nbsp; 403 | 377060 |
| &nbsp;&nbsp;&nbsp; 4.90%, 11/30/46 | &nbsp;&nbsp;&nbsp; 1536 | 1431278 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/27/40 | &nbsp;&nbsp;&nbsp; 542 | 556179 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/01/39 | &nbsp;&nbsp;&nbsp; 175 | 191190 |
| &nbsp;&nbsp;&nbsp; 6.15%, 11/30/37 | &nbsp;&nbsp;&nbsp; 390 | 431038 |
| Boston Scientific Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/01/30 | &nbsp;&nbsp;&nbsp; 200 | 187982 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/01/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 225 | 202214 |
| Danaher Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 10/01/50 | &nbsp;&nbsp;&nbsp; 525 | 320314 |
| &nbsp;&nbsp;&nbsp; 2.80%, 12/10/51 | &nbsp;&nbsp;&nbsp; 540 | 342092 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/15/45 | &nbsp;&nbsp;&nbsp; 240 | 209229 |
| DH Europe Finance II SARL |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 11/15/29 | &nbsp;&nbsp;&nbsp; 310 | 294403 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/15/39 | &nbsp;&nbsp;&nbsp; 515 | 420336 |
| &nbsp;&nbsp;&nbsp; 3.40%, 11/15/49 | &nbsp;&nbsp;&nbsp; 415 | 298626 |
| Medtronic Global Holdings SCA |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/30/28 | &nbsp;&nbsp;&nbsp; 600 | 604600 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/30/33 | &nbsp;&nbsp;&nbsp; 560 | 559353 |
| Medtronic, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/35 | &nbsp;&nbsp;&nbsp; 952 | 931887 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/45 | &nbsp;&nbsp;&nbsp; 797 | 729336 |
| Thermo Fisher Scientific, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/15/28 | &nbsp;&nbsp;&nbsp; 365 | 345128 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 750 | 668168 |
| &nbsp;&nbsp;&nbsp; 2.60%, 10/01/29 | &nbsp;&nbsp;&nbsp; 555 | 528398 |
| &nbsp;&nbsp;&nbsp; 2.80%, 10/15/41 | &nbsp;&nbsp;&nbsp; 611 | 451355 |
| &nbsp;&nbsp;&nbsp; 4.10%, 08/15/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 385 | 319112 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/31 | &nbsp;&nbsp;&nbsp; 340 | 339033 |
| &nbsp;&nbsp;&nbsp; 4.47%, 10/07/32 | &nbsp;&nbsp;&nbsp; 285 | 285404 |
| &nbsp;&nbsp;&nbsp; 4.79%, 10/07/35 | &nbsp;&nbsp;&nbsp; 340 | 338475 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/21/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 550 | 559394 |
| &nbsp;&nbsp;&nbsp; 4.89%, 10/07/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 370 | 366975 |
| &nbsp;&nbsp;&nbsp; 4.95%, 11/21/32 | &nbsp;&nbsp;&nbsp; 225 | 231701 |
| &nbsp;&nbsp;&nbsp; 4.98%, 08/10/30 | &nbsp;&nbsp;&nbsp; 415 | 428765 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/31/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 535 | 550971 |
| &nbsp;&nbsp;&nbsp; 5.09%, 08/10/33 | &nbsp;&nbsp;&nbsp; 370 | 382287 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/31/34 | &nbsp;&nbsp;&nbsp; 120 | 124462 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/10/43 | &nbsp;&nbsp;&nbsp; 270 | 270545 |
|  |  | 15842373 |
| **Health Care - Services — 2.6%** | **Health Care - Services — 2.6%** | **Health Care - Services — 2.6%** |
| Ascension Health |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 11/15/46 | &nbsp;&nbsp;&nbsp; 597 | 482620 |
| &nbsp;&nbsp;&nbsp; Series B, 2.53%, 11/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 452 | 428788 |
| &nbsp;&nbsp;&nbsp; Series B, 3.11%, 11/15/39 | &nbsp;&nbsp;&nbsp; 360 | 285489 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Health Care - Services (continued)** | **Health Care - Services (continued)** | **Health Care - Services (continued)** |
| &nbsp;&nbsp;&nbsp; Baptist Healthcare System Obligated Group, <br> Series 20B, 3.54%, 08/15/50<br>| &nbsp;&nbsp;&nbsp; $40 | $28830 |
| &nbsp;&nbsp;&nbsp; BayCare Health System, Inc., Series 2020, 3.83%, <br> 11/15/50<br>| &nbsp;&nbsp;&nbsp; 209 | 159707 |
| &nbsp;&nbsp;&nbsp; Baylor Scott & White Holdings, Series 2021, <br> 2.84%, 11/15/50<br>| &nbsp;&nbsp;&nbsp; 390 | 247752 |
| &nbsp;&nbsp;&nbsp; Children's Hospital of Philadelphia (The), Series <br> 2020, 2.70%, 07/01/50<br>| &nbsp;&nbsp;&nbsp; 230 | 142504 |
| CommonSpirit Health |  |  |
| &nbsp;&nbsp;&nbsp; 2.78%, 10/01/30 | &nbsp;&nbsp;&nbsp; 215 | 200112 |
| &nbsp;&nbsp;&nbsp; 3.35%, 10/01/29 | &nbsp;&nbsp;&nbsp; 400 | 387215 |
| &nbsp;&nbsp;&nbsp; 3.82%, 10/01/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 262 | 195208 |
| &nbsp;&nbsp;&nbsp; 3.91%, 10/01/50 | &nbsp;&nbsp;&nbsp; 240 | 179004 |
| &nbsp;&nbsp;&nbsp; 4.19%, 10/01/49 | &nbsp;&nbsp;&nbsp; 400 | 316509 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/01/42 | &nbsp;&nbsp;&nbsp; 350 | 305106 |
| &nbsp;&nbsp;&nbsp; 5.21%, 12/01/31 | &nbsp;&nbsp;&nbsp; 350 | 361046 |
| &nbsp;&nbsp;&nbsp; 5.32%, 12/01/34 | &nbsp;&nbsp;&nbsp; 250 | 253914 |
| &nbsp;&nbsp;&nbsp; 6.07%, 11/01/27 | &nbsp;&nbsp;&nbsp; 175 | 180441 |
| &nbsp;&nbsp;&nbsp; Cottage Health Obligated Group, Series 2020, <br> 3.30%, 11/01/49<br>| &nbsp;&nbsp;&nbsp; 235 | 164457 |
| &nbsp;&nbsp;&nbsp; Duke University Health System, Inc., Series 2017, <br> 3.92%, 06/01/47<br>| &nbsp;&nbsp;&nbsp; 225 | 180253 |
| Hackensack Meridian Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.68%, 09/01/41 | &nbsp;&nbsp;&nbsp; 200 | 144524 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.88%, 09/01/50 | &nbsp;&nbsp;&nbsp; 290 | 183256 |
| &nbsp;&nbsp;&nbsp; Hoag Memorial Hospital Presbyterian, 3.80%, <br> 07/15/52<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 240 | 182492 |
| &nbsp;&nbsp;&nbsp; Johns Hopkins Health System Corp. (The), 3.84%, <br> 05/15/46<br>| &nbsp;&nbsp;&nbsp; 286 | 227709 |
| Kaiser Foundation Hospitals |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/01/27 | &nbsp;&nbsp;&nbsp; 312 | 309560 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/01/47 | &nbsp;&nbsp;&nbsp; 672 | 558108 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 325 | 308515 |
| &nbsp;&nbsp;&nbsp; Series 2019, 3.27%, 11/01/49 | &nbsp;&nbsp;&nbsp; 500 | 350959 |
| &nbsp;&nbsp;&nbsp; Series 2021, 2.81%, 06/01/41 | &nbsp;&nbsp;&nbsp; 660 | 490246 |
| &nbsp;&nbsp;&nbsp; Series 2021, 3.00%, 06/01/51 | &nbsp;&nbsp;&nbsp; 745 | 486371 |
| &nbsp;&nbsp;&nbsp; Mass General Brigham, Inc., Series 2020, 3.34%, <br> 07/01/60<br>| &nbsp;&nbsp;&nbsp; 244 | 159517 |
| Mayo Clinic, Series 2021, 3.20%, 11/15/61 | &nbsp;&nbsp;&nbsp; 235 | 150071 |
| &nbsp;&nbsp;&nbsp; Memorial Sloan-Kettering Cancer Center, Series <br> 2015, 4.20%, 07/01/55<br>| &nbsp;&nbsp;&nbsp; 155 | 125679 |
| &nbsp;&nbsp;&nbsp; Methodist Hospital (The), Series 20A, 2.71%, <br> 12/01/50<br>| &nbsp;&nbsp;&nbsp; 295 | 181259 |
| New York and Presbyterian Hospital(The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.02%, 08/01/45 | &nbsp;&nbsp;&nbsp; 216 | 178604 |
| &nbsp;&nbsp;&nbsp; Series 2019, 3.95%, 08/01/2119 | &nbsp;&nbsp;&nbsp; 105 | 72288 |
| Northwell Healthcare, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.98%, 11/01/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 210 | 165905 |
| &nbsp;&nbsp;&nbsp; 4.26%, 11/01/47 | &nbsp;&nbsp;&nbsp; 388 | 318582 |
| Novant Health, Inc., 3.17%, 11/01/51 | &nbsp;&nbsp;&nbsp; 251 | 166716 |
| Providence St. Joseph Health Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/01/33 | &nbsp;&nbsp;&nbsp; 275 | 282791 |
| &nbsp;&nbsp;&nbsp; Series 19A, 2.53%, 10/01/29 | &nbsp;&nbsp;&nbsp; 306 | 287612 |
| &nbsp;&nbsp;&nbsp; Series 21A, 2.70%, 10/01/51 | &nbsp;&nbsp;&nbsp; 375 | 222657 |
| &nbsp;&nbsp;&nbsp; SSM Health Care Corp., Series A, 3.82%, <br> 06/01/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 210 | 209669 |
| &nbsp;&nbsp;&nbsp; Stanford Health Care, Series 2018, 3.80%, <br> 11/15/48<br>| &nbsp;&nbsp;&nbsp; 260 | 202032 |
| Sutter Health |  |  |
| &nbsp;&nbsp;&nbsp; Series 20A, 2.29%, 08/15/30 | &nbsp;&nbsp;&nbsp; 225 | 206529 |
| &nbsp;&nbsp;&nbsp; Series 20A, 3.36%, 08/15/50 | &nbsp;&nbsp;&nbsp; 89 | 62264 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Aaa - A Rated Corporate 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)** |
| Toledo Hospital (The), 5.75%, 11/15/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $176 | $177677 |
| UnitedHealth Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 05/15/27 | &nbsp;&nbsp;&nbsp; 220 | 219533 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/15/30 | &nbsp;&nbsp;&nbsp; 615 | 561376 |
| &nbsp;&nbsp;&nbsp; 2.30%, 05/15/31 | &nbsp;&nbsp;&nbsp; 757 | 682627 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/15/40 | &nbsp;&nbsp;&nbsp; 502 | 371302 |
| &nbsp;&nbsp;&nbsp; 2.88%, 08/15/29 | &nbsp;&nbsp;&nbsp; 495 | 475639 |
| &nbsp;&nbsp;&nbsp; 2.90%, 05/15/50 | &nbsp;&nbsp;&nbsp; 535 | 339466 |
| &nbsp;&nbsp;&nbsp; 2.95%, 10/15/27 | &nbsp;&nbsp;&nbsp; 426 | 420024 |
| &nbsp;&nbsp;&nbsp; 3.05%, 05/15/41 | &nbsp;&nbsp;&nbsp; 820 | 616375 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/15/60 | &nbsp;&nbsp;&nbsp; 535 | 321967 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/51 | &nbsp;&nbsp;&nbsp; 832 | 559423 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/15/27 | &nbsp;&nbsp;&nbsp; 260 | 258435 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/15/39 | &nbsp;&nbsp;&nbsp; 640 | 528259 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/15/49 | &nbsp;&nbsp;&nbsp; 657 | 484150 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/15/47 | &nbsp;&nbsp;&nbsp; 374 | 282806 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/15/28 | &nbsp;&nbsp;&nbsp; 594 | 592467 |
| &nbsp;&nbsp;&nbsp; 3.88%, 12/15/28 | &nbsp;&nbsp;&nbsp; 504 | 503238 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/59 | &nbsp;&nbsp;&nbsp; 655 | 467282 |
| &nbsp;&nbsp;&nbsp; 3.95%, 10/15/42 | &nbsp;&nbsp;&nbsp; 418 | 344363 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/15/29 | &nbsp;&nbsp;&nbsp; 530 | 529294 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/15/32 | &nbsp;&nbsp;&nbsp; 715 | 703144 |
| &nbsp;&nbsp;&nbsp; 4.20%, 01/15/47 | &nbsp;&nbsp;&nbsp; 342 | 278593 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/29 | &nbsp;&nbsp;&nbsp; 685 | 689391 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/43 | &nbsp;&nbsp;&nbsp; 395 | 336976 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/15/47 | &nbsp;&nbsp;&nbsp; 418 | 342099 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/15/48 | &nbsp;&nbsp;&nbsp; 720 | 585458 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/42 | &nbsp;&nbsp;&nbsp; 315 | 275450 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/15/28 | &nbsp;&nbsp;&nbsp; 205 | 207080 |
| &nbsp;&nbsp;&nbsp; 4.45%, 12/15/48 | &nbsp;&nbsp;&nbsp; 638 | 530293 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/33 | &nbsp;&nbsp;&nbsp; 845 | 833833 |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/15/27 | &nbsp;&nbsp;&nbsp; 215 | 216815 |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 492 | 481611 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/41 | &nbsp;&nbsp;&nbsp; 339 | 307256 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/15/31 | &nbsp;&nbsp;&nbsp; 450 | 455610 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/45 | &nbsp;&nbsp;&nbsp; 1015 | 905287 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/52 | &nbsp;&nbsp;&nbsp; 995 | 854599 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/15/30 | &nbsp;&nbsp;&nbsp; 660 | 674942 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/15/31 | &nbsp;&nbsp;&nbsp; 540 | 553158 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/32 | &nbsp;&nbsp;&nbsp; 810 | 828741 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/62 | &nbsp;&nbsp;&nbsp; 495 | 424483 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/34 | &nbsp;&nbsp;&nbsp; 590 | 595429 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/15/53 | &nbsp;&nbsp;&nbsp; 1030 | 924812 |
| &nbsp;&nbsp;&nbsp; 5.15%, 07/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1100 | 1121607 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/63 | &nbsp;&nbsp;&nbsp; 720 | 640523 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/28 | &nbsp;&nbsp;&nbsp; 575 | 589493 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/15/30 | &nbsp;&nbsp;&nbsp; 535 | 557235 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 490 | 504217 |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1260 | 1309259 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/15/54 | &nbsp;&nbsp;&nbsp; 895 | 838824 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/15/44 | &nbsp;&nbsp;&nbsp; 820 | 806201 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/64 | &nbsp;&nbsp;&nbsp; 550 | 513481 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/15/54 | &nbsp;&nbsp;&nbsp; 1355 | 1318975 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/64 | &nbsp;&nbsp;&nbsp; 895 | 867200 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/36 | &nbsp;&nbsp;&nbsp; 580 | 613526 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/15/53 | &nbsp;&nbsp;&nbsp; 1025 | 1029824 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/15/55 | &nbsp;&nbsp;&nbsp; 410 | 418599 |
| &nbsp;&nbsp;&nbsp; 6.05%, 02/15/63 | &nbsp;&nbsp;&nbsp; 725 | 735718 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/15/37 | &nbsp;&nbsp;&nbsp; 337 | 375502 |
| &nbsp;&nbsp;&nbsp; 6.63%, 11/15/37 | &nbsp;&nbsp;&nbsp; 174 | 194874 |
| &nbsp;&nbsp;&nbsp; 6.88%, 02/15/38 | &nbsp;&nbsp;&nbsp; 585 | 670001 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Health Care - Services (continued)** | **Health Care - Services (continued)** | **Health Care - Services (continued)** |
| UPMC, 5.04%, 05/15/33 | &nbsp;&nbsp;&nbsp; $270 | $274855 |
|  |  | 44853547 |
| **Home Builders — 0.1%** | **Home Builders — 0.1%** | **Home Builders — 0.1%** |
| DR Horton, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.40%, 10/15/27 | &nbsp;&nbsp;&nbsp; 215 | 206178 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 60 | 61383 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/15/34 | &nbsp;&nbsp;&nbsp; 315 | 317573 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/15/35 | &nbsp;&nbsp;&nbsp; 315 | 326036 |
| NVR, Inc., 3.00%, 05/15/30 | &nbsp;&nbsp;&nbsp; 275 | 261282 |
|  |  | 1172452 |
| **Household Products & Wares — 0.1%** | **Household Products & Wares — 0.1%** | **Household Products & Wares — 0.1%** |
| Kimberly-Clark Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.05%, 09/15/27 | &nbsp;&nbsp;&nbsp; 270 | 259072 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/02/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 410 | 367452 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/07/50 | &nbsp;&nbsp;&nbsp; 246 | 163260 |
| &nbsp;&nbsp;&nbsp; 3.10%, 03/26/30 | &nbsp;&nbsp;&nbsp; 455 | 437233 |
| &nbsp;&nbsp;&nbsp; 3.20%, 04/25/29 | &nbsp;&nbsp;&nbsp; 355 | 347082 |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/30/46 | &nbsp;&nbsp;&nbsp; 274 | 195962 |
| &nbsp;&nbsp;&nbsp; 3.95%, 11/01/28 | &nbsp;&nbsp;&nbsp; 290 | 290374 |
| &nbsp;&nbsp;&nbsp; 6.63%, 08/01/37 | &nbsp;&nbsp;&nbsp; 376 | 431840 |
|  |  | 2492275 |
| **Insurance — 2.4%** | **Insurance — 2.4%** | **Insurance — 2.4%** |
| Aflac, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/01/30 | &nbsp;&nbsp;&nbsp; 698 | 685871 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/49 | &nbsp;&nbsp;&nbsp; 293 | 257342 |
| Alleghany Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/15/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 255 | 172559 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/15/30 | &nbsp;&nbsp;&nbsp; 385 | 376975 |
| American International Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/15/35 | &nbsp;&nbsp;&nbsp; 45 | 41916 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/30/50 | &nbsp;&nbsp;&nbsp; 510 | 425051 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/16/44 | &nbsp;&nbsp;&nbsp; 50 | 43966 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/01/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 22299 |
| &nbsp;&nbsp;&nbsp; 5.45%, 05/07/35 | &nbsp;&nbsp;&nbsp; 145 | 150274 |
| Arch Capital Group Ltd., 3.64%, 06/30/50 | &nbsp;&nbsp;&nbsp; 510 | 377715 |
| Arch Capital Group U.S., Inc., 5.14%, 11/01/43 | &nbsp;&nbsp;&nbsp; 230 | 217243 |
| AXA SA, 8.60%, 12/15/30 | &nbsp;&nbsp;&nbsp; 285 | 333853 |
| Berkshire Hathaway Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.45%, 10/15/30 | &nbsp;&nbsp;&nbsp; 177 | 158271 |
| &nbsp;&nbsp;&nbsp; 1.85%, 03/12/30 | &nbsp;&nbsp;&nbsp; 450 | 414081 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/15/27 | &nbsp;&nbsp;&nbsp; 20 | 19701 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/15/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 590 | 350528 |
| &nbsp;&nbsp;&nbsp; 2.85%, 10/15/50 | &nbsp;&nbsp;&nbsp; 855 | 544244 |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 595 | 554662 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/15/52 | &nbsp;&nbsp;&nbsp; 1555 | 1186985 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/15/48 | &nbsp;&nbsp;&nbsp; 1176 | 974153 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/49 | &nbsp;&nbsp;&nbsp; 892 | 742797 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/15/43 | &nbsp;&nbsp;&nbsp; 303 | 268612 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/15/42 | &nbsp;&nbsp;&nbsp; 545 | 495482 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/40 | &nbsp;&nbsp;&nbsp; 352 | 379726 |
| Berkshire Hathaway, Inc., 4.50%, 02/11/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 287 | 267351 |
| Chubb Corp.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/11/37 | &nbsp;&nbsp;&nbsp; 478 | 518432 |
| &nbsp;&nbsp;&nbsp; Series 1, 6.50%, 05/15/38 | &nbsp;&nbsp;&nbsp; 360 | 407231 |
| Chubb INA Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 09/15/30 | &nbsp;&nbsp;&nbsp; 580 | 511855 |
| &nbsp;&nbsp;&nbsp; 2.85%, 12/15/51 | &nbsp;&nbsp;&nbsp; 235 | 149167 |
| &nbsp;&nbsp;&nbsp; 3.05%, 12/15/61 | &nbsp;&nbsp;&nbsp; 285 | 174855 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/03/45 | &nbsp;&nbsp;&nbsp; 805 | 698640 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/15/29 | &nbsp;&nbsp;&nbsp; 440 | 450069 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Aaa - A Rated Corporate 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; 4.90%, 08/15/35 | &nbsp;&nbsp;&nbsp; $470 | $470319 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/34 | &nbsp;&nbsp;&nbsp; 845 | 861491 |
| Globe Life, Inc., 4.55%, 09/15/28 | &nbsp;&nbsp;&nbsp; 20 | 20205 |
| Hartford Financial Services Group, Inc.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 08/19/49 | &nbsp;&nbsp;&nbsp; 35 | 25816 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/48 | &nbsp;&nbsp;&nbsp; 10 | 8495 |
| Loews Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/15/30 | &nbsp;&nbsp;&nbsp; 323 | 309655 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/15/43 | &nbsp;&nbsp;&nbsp; 271 | 230807 |
| Manulife Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.48%, 05/19/27 | &nbsp;&nbsp;&nbsp; 115 | 113013 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/16/32 | &nbsp;&nbsp;&nbsp; 565 | 540903 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.06%, 02/24/32, (5-year USD ICE Swap <br> +1.65%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 220 | 219523 |
| &nbsp;&nbsp;&nbsp; 4.99%, 12/11/35 | &nbsp;&nbsp;&nbsp; 190 | 189677 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/04/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 427 | 421549 |
| Marsh & McLennan Companies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/15/30 | &nbsp;&nbsp;&nbsp; 380 | 346727 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/48 | &nbsp;&nbsp;&nbsp; 430 | 351643 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/30/47 | &nbsp;&nbsp;&nbsp; 363 | 307005 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/29 | &nbsp;&nbsp;&nbsp; 884 | 892616 |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/08/27 | &nbsp;&nbsp;&nbsp; 270 | 273104 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/30 | &nbsp;&nbsp;&nbsp; 560 | 570118 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/39 | &nbsp;&nbsp;&nbsp; 369 | 353162 |
| &nbsp;&nbsp;&nbsp; 4.85%, 11/15/31 | &nbsp;&nbsp;&nbsp; 595 | 609199 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/49 | &nbsp;&nbsp;&nbsp; 618 | 558009 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/35 | &nbsp;&nbsp;&nbsp; 850 | 857858 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/34 | &nbsp;&nbsp;&nbsp; 355 | 365173 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/44 | &nbsp;&nbsp;&nbsp; 220 | 214819 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/15/33 | &nbsp;&nbsp;&nbsp; 350 | 365981 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/55 | &nbsp;&nbsp;&nbsp; 755 | 728150 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/53 | &nbsp;&nbsp;&nbsp; 335 | 324272 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/54 | &nbsp;&nbsp;&nbsp; 195 | 188844 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/53 | &nbsp;&nbsp;&nbsp; 515 | 517187 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/01/32 | &nbsp;&nbsp;&nbsp; 120 | 128100 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/01/52 | &nbsp;&nbsp;&nbsp; 310 | 334086 |
| MetLife, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/01/45 | &nbsp;&nbsp;&nbsp; 499 | 412022 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/13/42 | &nbsp;&nbsp;&nbsp; 405 | 344417 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/23/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 520 | 529866 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/13/46 | &nbsp;&nbsp;&nbsp; 370 | 328784 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/13/43 | &nbsp;&nbsp;&nbsp; 520 | 483388 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 515 | 469304 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 460 | 435340 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 330 | 341982 |
| &nbsp;&nbsp;&nbsp; 5.38%, 07/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 520 | 545520 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/15/35 | &nbsp;&nbsp;&nbsp; 476 | 506624 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/06/41 | &nbsp;&nbsp;&nbsp; 345 | 360876 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/15/34 | &nbsp;&nbsp;&nbsp; 374 | 415379 |
| &nbsp;&nbsp;&nbsp; 6.50%, 12/15/32 | &nbsp;&nbsp;&nbsp; 336 | 374914 |
| PartnerRe Finance B LLC, 3.70%, 07/02/29 | &nbsp;&nbsp;&nbsp; 335 | 327663 |
| Principal Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 06/15/30 | &nbsp;&nbsp;&nbsp; 356 | 324586 |
| &nbsp;&nbsp;&nbsp; 3.70%, 05/15/29 | &nbsp;&nbsp;&nbsp; 310 | 305772 |
| &nbsp;&nbsp;&nbsp; 6.05%, 10/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 335 | 363481 |
| Progressive Corp.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/15/27 | &nbsp;&nbsp;&nbsp; 50 | 49287 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/15/32 | &nbsp;&nbsp;&nbsp; 395 | 364074 |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/26/30 | &nbsp;&nbsp;&nbsp; 434 | 419274 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/52 | &nbsp;&nbsp;&nbsp; 325 | 242332 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/26/50 | &nbsp;&nbsp;&nbsp; 288 | 225660 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/29 | &nbsp;&nbsp;&nbsp; $280 | $280548 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/15/47 | &nbsp;&nbsp;&nbsp; 298 | 244827 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/48 | &nbsp;&nbsp;&nbsp; 375 | 309653 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/33 | &nbsp;&nbsp;&nbsp; 240 | 245334 |
| Prudential Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 03/10/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 257 | 238587 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/10/40 | &nbsp;&nbsp;&nbsp; 56 | 43511 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/13/51 | &nbsp;&nbsp;&nbsp; 732 | 539952 |
| &nbsp;&nbsp;&nbsp; 3.91%, 12/07/47 | &nbsp;&nbsp;&nbsp; 478 | 372940 |
| &nbsp;&nbsp;&nbsp; 3.94%, 12/07/49 | &nbsp;&nbsp;&nbsp; 543 | 419642 |
| &nbsp;&nbsp;&nbsp; 4.35%, 02/25/50 | &nbsp;&nbsp;&nbsp; 443 | 365685 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/44 | &nbsp;&nbsp;&nbsp; 393 | 349502 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/14/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 410 | 418232 |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/14/36 | &nbsp;&nbsp;&nbsp; 335 | 353768 |
| Prudential Funding Asia PLC, 3.13%, 04/14/30 | &nbsp;&nbsp;&nbsp; 545 | 521843 |
| RenaissanceRe Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/05/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 375 | 391646 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/35 | &nbsp;&nbsp;&nbsp; 240 | 250043 |
| Travelers Companies, Inc.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 04/27/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 315 | 190595 |
| &nbsp;&nbsp;&nbsp; 3.05%, 06/08/51 | &nbsp;&nbsp;&nbsp; 405 | 268226 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/46 | &nbsp;&nbsp;&nbsp; 308 | 241171 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/30/47 | &nbsp;&nbsp;&nbsp; 355 | 286357 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/07/48 | &nbsp;&nbsp;&nbsp; 309 | 249947 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/04/49 | &nbsp;&nbsp;&nbsp; 285 | 230509 |
| &nbsp;&nbsp;&nbsp; 4.60%, 08/01/43 | &nbsp;&nbsp;&nbsp; 310 | 280705 |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/24/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 285 | 288583 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/01/40 | &nbsp;&nbsp;&nbsp; 370 | 374791 |
| &nbsp;&nbsp;&nbsp; 5.45%, 05/25/53 | &nbsp;&nbsp;&nbsp; 410 | 401958 |
| &nbsp;&nbsp;&nbsp; 5.70%, 07/24/55 | &nbsp;&nbsp;&nbsp; 370 | 376168 |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/15/37 | &nbsp;&nbsp;&nbsp; 424 | 469786 |
| &nbsp;&nbsp;&nbsp; Travelers Property Casualty Corp., 6.38%, <br> 03/15/33<br>| &nbsp;&nbsp;&nbsp; 373 | 417897 |
|  |  | 41662363 |
| **Internet — 4.2%** | **Internet — 4.2%** | **Internet — 4.2%** |
| Alibaba Group Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 02/09/31 | &nbsp;&nbsp;&nbsp; 765 | 694776 |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/09/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 510 | 374224 |
| &nbsp;&nbsp;&nbsp; 3.15%, 02/09/51 | &nbsp;&nbsp;&nbsp; 950 | 646039 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/09/61 | &nbsp;&nbsp;&nbsp; 415 | 271089 |
| &nbsp;&nbsp;&nbsp; 3.40%, 12/06/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1210 | 1199457 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/06/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 520 | 477670 |
| &nbsp;&nbsp;&nbsp; 4.20%, 12/06/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 850 | 709091 |
| &nbsp;&nbsp;&nbsp; 4.40%, 12/06/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 460 | 381578 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/28/34 | &nbsp;&nbsp;&nbsp; 340 | 334534 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/26/30 | &nbsp;&nbsp;&nbsp; 240 | 246540 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/26/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 455 | 471395 |
| Alphabet, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.80%, 08/15/27 | &nbsp;&nbsp;&nbsp; 110 | 105585 |
| &nbsp;&nbsp;&nbsp; 1.10%, 08/15/30 | &nbsp;&nbsp;&nbsp; 1212 | 1069119 |
| &nbsp;&nbsp;&nbsp; 1.90%, 08/15/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 470 | 316317 |
| &nbsp;&nbsp;&nbsp; 2.05%, 08/15/50 | &nbsp;&nbsp;&nbsp; 1722 | 928685 |
| &nbsp;&nbsp;&nbsp; 2.25%, 08/15/60 | &nbsp;&nbsp;&nbsp; 1050 | 534918 |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/15/28 | &nbsp;&nbsp;&nbsp; 190 | 190837 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/15/30 | &nbsp;&nbsp;&nbsp; 385 | 385133 |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/15/30 | &nbsp;&nbsp;&nbsp; 965 | 966098 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/32 | &nbsp;&nbsp;&nbsp; 315 | 315860 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/35 | &nbsp;&nbsp;&nbsp; 625 | 619023 |
| &nbsp;&nbsp;&nbsp; 4.70%, 11/15/35 | &nbsp;&nbsp;&nbsp; 980 | 975141 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/55 | &nbsp;&nbsp;&nbsp; 535 | 509522 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/65 | &nbsp;&nbsp;&nbsp; 790 | 737977 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Aaa - A Rated Corporate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Internet (continued)** | **Internet (continued)** | **Internet (continued)** |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/45 | &nbsp;&nbsp;&nbsp; $805 | $794252 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/15/55 | &nbsp;&nbsp;&nbsp; 2005 | 1958356 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/15/75 | &nbsp;&nbsp;&nbsp; 1400 | 1373431 |
| Amazon.com, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.20%, 06/03/27 | &nbsp;&nbsp;&nbsp; 747 | 724487 |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/03/30 | &nbsp;&nbsp;&nbsp; 1321 | 1190051 |
| &nbsp;&nbsp;&nbsp; 1.65%, 05/12/28 | &nbsp;&nbsp;&nbsp; 1067 | 1020079 |
| &nbsp;&nbsp;&nbsp; 2.10%, 05/12/31 | &nbsp;&nbsp;&nbsp; 1802 | 1626058 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/03/50 | &nbsp;&nbsp;&nbsp; 1261 | 749627 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/03/60 | &nbsp;&nbsp;&nbsp; 1126 | 632019 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/12/41 | &nbsp;&nbsp;&nbsp; 1057 | 797348 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/12/51 | &nbsp;&nbsp;&nbsp; 1585 | 1055570 |
| &nbsp;&nbsp;&nbsp; 3.15%, 08/22/27 | &nbsp;&nbsp;&nbsp; 512 | 508475 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/12/61 | &nbsp;&nbsp;&nbsp; 980 | 623898 |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/13/27 | &nbsp;&nbsp;&nbsp; 990 | 986178 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/13/29 | &nbsp;&nbsp;&nbsp; 845 | 836286 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/13/32 | &nbsp;&nbsp;&nbsp; 1155 | 1117384 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/22/37 | &nbsp;&nbsp;&nbsp; 1309 | 1188547 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/20/28 | &nbsp;&nbsp;&nbsp; 835 | 837889 |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/13/52 | &nbsp;&nbsp;&nbsp; 1180 | 918810 |
| &nbsp;&nbsp;&nbsp; 4.05%, 08/22/47 | &nbsp;&nbsp;&nbsp; 1722 | 1407332 |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/20/30 | &nbsp;&nbsp;&nbsp; 1150 | 1150361 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/13/62 | &nbsp;&nbsp;&nbsp; 580 | 442699 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/22/57 | &nbsp;&nbsp;&nbsp; 1122 | 895110 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/20/33 | &nbsp;&nbsp;&nbsp; 945 | 939599 |
| &nbsp;&nbsp;&nbsp; 4.55%, 12/01/27 | &nbsp;&nbsp;&nbsp; 1185 | 1204789 |
| &nbsp;&nbsp;&nbsp; 4.65%, 12/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 565 | 579722 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/20/35 | &nbsp;&nbsp;&nbsp; 1190 | 1177968 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1210 | 1241550 |
| &nbsp;&nbsp;&nbsp; 4.80%, 12/05/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 404 | 414064 |
| &nbsp;&nbsp;&nbsp; 4.95%, 12/05/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 784 | 750692 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/20/55 | &nbsp;&nbsp;&nbsp; 1470 | 1431039 |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/20/65 | &nbsp;&nbsp;&nbsp; 1040 | 1008793 |
| Baidu, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 08/23/31 | &nbsp;&nbsp;&nbsp; 270 | 244767 |
| &nbsp;&nbsp;&nbsp; 3.63%, 07/06/27 | &nbsp;&nbsp;&nbsp; 215 | 214000 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/29/28 | &nbsp;&nbsp;&nbsp; 35 | 35253 |
| Booking Holdings, Inc., 3.55%, 03/15/28 | &nbsp;&nbsp;&nbsp; 270 | 267723 |
| Meta Platforms, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/15/27 | &nbsp;&nbsp;&nbsp; 615 | 613998 |
| &nbsp;&nbsp;&nbsp; 3.85%, 08/15/32 | &nbsp;&nbsp;&nbsp; 1615 | 1560451 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/15/30 | &nbsp;&nbsp;&nbsp; 1040 | 1038000 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/15/29 | &nbsp;&nbsp;&nbsp; 680 | 687539 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/15/52 | &nbsp;&nbsp;&nbsp; 1415 | 1135908 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/15/31 | &nbsp;&nbsp;&nbsp; 790 | 800327 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/28 | &nbsp;&nbsp;&nbsp; 480 | 488737 |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/15/32 | &nbsp;&nbsp;&nbsp; 785 | 786476 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/15/62 | &nbsp;&nbsp;&nbsp; 375 | 298347 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/15/34 | &nbsp;&nbsp;&nbsp; 1270 | 1267592 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/30 | &nbsp;&nbsp;&nbsp; 485 | 498128 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/35 | &nbsp;&nbsp;&nbsp; 2885 | 2850630 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/33 | &nbsp;&nbsp;&nbsp; 835 | 850387 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/54 | &nbsp;&nbsp;&nbsp; 1645 | 1515770 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/15/45 | &nbsp;&nbsp;&nbsp; 2455 | 2360862 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/64 | &nbsp;&nbsp;&nbsp; 1303 | 1193313 |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/15/53 | &nbsp;&nbsp;&nbsp; 1225 | 1161886 |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/15/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3205 | 3044812 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/63 | &nbsp;&nbsp;&nbsp; 855 | 811203 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/65<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2385 | 2254961 |
| Netflix, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/15/28 | &nbsp;&nbsp;&nbsp; 120 | 122454 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Internet (continued)** | **Internet (continued)** | **Internet (continued)** |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $60 | $60921 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/54 | &nbsp;&nbsp;&nbsp; 240 | 229396 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/28 | &nbsp;&nbsp;&nbsp; 200 | 209803 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 445 | 475890 |
| &nbsp;&nbsp;&nbsp; Tencent Music Entertainment Group, 2.00%, <br> 09/03/30<br>| &nbsp;&nbsp;&nbsp; 260 | 235638 |
|  |  | 72358243 |
| **Iron & Steel — 0.1%** | **Iron & Steel — 0.1%** | **Iron & Steel — 0.1%** |
| Nucor Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 340 | 319611 |
| &nbsp;&nbsp;&nbsp; 3.13%, 04/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 225 | 209265 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/01/52 | &nbsp;&nbsp;&nbsp; 355 | 271898 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 365 | 365158 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/23/27 | &nbsp;&nbsp;&nbsp; 465 | 468120 |
| &nbsp;&nbsp;&nbsp; 4.65%, 06/01/30 | &nbsp;&nbsp;&nbsp; 265 | 269524 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/01/35 | &nbsp;&nbsp;&nbsp; 180 | 183376 |
| &nbsp;&nbsp;&nbsp; 6.40%, 12/01/37 | &nbsp;&nbsp;&nbsp; 120 | 134365 |
|  |  | 2221317 |
| **Machinery — 1.3%** | **Machinery — 1.3%** | **Machinery — 1.3%** |
| Caterpillar Financial Services Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.10%, 09/14/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 369 | 354245 |
| &nbsp;&nbsp;&nbsp; 3.60%, 08/12/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 325 | 324636 |
| &nbsp;&nbsp;&nbsp; 3.70%, 01/10/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 175 | 174983 |
| &nbsp;&nbsp;&nbsp; 3.95%, 11/14/28 | &nbsp;&nbsp;&nbsp; 365 | 366201 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/08/31 | &nbsp;&nbsp;&nbsp; 185 | 184895 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/16/29 | &nbsp;&nbsp;&nbsp; 305 | 309520 |
| &nbsp;&nbsp;&nbsp; 4.40%, 10/15/27 | &nbsp;&nbsp;&nbsp; 295 | 298477 |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/15/27 | &nbsp;&nbsp;&nbsp; 460 | 467350 |
| &nbsp;&nbsp;&nbsp; 4.70%, 11/15/29 | &nbsp;&nbsp;&nbsp; 365 | 374328 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/27/29 | &nbsp;&nbsp;&nbsp; 335 | 344257 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/14/27 | &nbsp;&nbsp;&nbsp; 405 | 411604 |
| &nbsp;&nbsp;&nbsp; Series K, 4.10%, 08/15/28 | &nbsp;&nbsp;&nbsp; 350 | 352544 |
| Caterpillar, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 03/12/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 470 | 423733 |
| &nbsp;&nbsp;&nbsp; 2.60%, 09/19/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 256 | 244712 |
| &nbsp;&nbsp;&nbsp; 2.60%, 04/09/30 | &nbsp;&nbsp;&nbsp; 421 | 398344 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/19/49 | &nbsp;&nbsp;&nbsp; 460 | 328249 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/09/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 569 | 406319 |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/15/42 | &nbsp;&nbsp;&nbsp; 882 | 740210 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/15/44 | &nbsp;&nbsp;&nbsp; 225 | 197385 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/64 | &nbsp;&nbsp;&nbsp; 442 | 389248 |
| &nbsp;&nbsp;&nbsp; 5.20%, 05/15/35 | &nbsp;&nbsp;&nbsp; 700 | 724359 |
| &nbsp;&nbsp;&nbsp; 5.20%, 05/27/41 | &nbsp;&nbsp;&nbsp; 364 | 366174 |
| Deere & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 09/07/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 210 | 141003 |
| &nbsp;&nbsp;&nbsp; 3.10%, 04/15/30 | &nbsp;&nbsp;&nbsp; 533 | 513311 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/15/50 | &nbsp;&nbsp;&nbsp; 369 | 288259 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/09/42 | &nbsp;&nbsp;&nbsp; 631 | 543750 |
| &nbsp;&nbsp;&nbsp; 5.38%, 10/16/29 | &nbsp;&nbsp;&nbsp; 301 | 315905 |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/16/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 565 | 593963 |
| &nbsp;&nbsp;&nbsp; 5.70%, 01/19/55 | &nbsp;&nbsp;&nbsp; 390 | 405205 |
| Deere Funding Canada Corp., 4.15%, 10/09/30 | &nbsp;&nbsp;&nbsp; 20 | 19955 |
| Eaton Capital ULC, 4.45%, 05/09/30 | &nbsp;&nbsp;&nbsp; 215 | 216614 |
| John Deere Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.45%, 01/15/31 | &nbsp;&nbsp;&nbsp; 475 | 419372 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/06/28 | &nbsp;&nbsp;&nbsp; 310 | 296191 |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/09/27 | &nbsp;&nbsp;&nbsp; 200 | 195951 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/17/31 | &nbsp;&nbsp;&nbsp; 340 | 303809 |
| &nbsp;&nbsp;&nbsp; 2.35%, 03/08/27 | &nbsp;&nbsp;&nbsp; 275 | 271082 |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/09/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 275 | 260516 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Aaa - A Rated Corporate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Machinery (continued)** | **Machinery (continued)** | **Machinery (continued)** |
| &nbsp;&nbsp;&nbsp; 2.80%, 09/08/27 | &nbsp;&nbsp;&nbsp; $298 | $293890 |
| &nbsp;&nbsp;&nbsp; 2.80%, 07/18/29 | &nbsp;&nbsp;&nbsp; 325 | 313265 |
| &nbsp;&nbsp;&nbsp; 3.35%, 04/18/29 | &nbsp;&nbsp;&nbsp; 218 | 214337 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/07/29 | &nbsp;&nbsp;&nbsp; 381 | 375981 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/07/32 | &nbsp;&nbsp;&nbsp; 235 | 230203 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/15/27 | &nbsp;&nbsp;&nbsp; 300 | 302148 |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 430 | 433305 |
| &nbsp;&nbsp;&nbsp; 4.35%, 09/15/32 | &nbsp;&nbsp;&nbsp; 280 | 280557 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/15/30 | &nbsp;&nbsp;&nbsp; 355 | 358558 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/08/31 | &nbsp;&nbsp;&nbsp; 705 | 711182 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/16/29 | &nbsp;&nbsp;&nbsp; 515 | 524234 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/07/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 265 | 269704 |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/10/30 | &nbsp;&nbsp;&nbsp; 510 | 522685 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 565 | 576633 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/05/27 | &nbsp;&nbsp;&nbsp; 175 | 177141 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/11/29 | &nbsp;&nbsp;&nbsp; 370 | 380410 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/11/27 | &nbsp;&nbsp;&nbsp; 430 | 437145 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/03/28 | &nbsp;&nbsp;&nbsp; 130 | 133064 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/07/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 405 | 417516 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/14/28 | &nbsp;&nbsp;&nbsp; 775 | 796314 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/11/34 | &nbsp;&nbsp;&nbsp; 645 | 664327 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/08/33 | &nbsp;&nbsp;&nbsp; 525 | 548632 |
| &nbsp;&nbsp;&nbsp; Series 1, 5.05%, 06/12/34 | &nbsp;&nbsp;&nbsp; 380 | 390609 |
| &nbsp;&nbsp;&nbsp; Series I, 4.25%, 06/05/28 | &nbsp;&nbsp;&nbsp; 370 | 374375 |
| &nbsp;&nbsp;&nbsp; Series I, 4.55%, 06/05/30 | &nbsp;&nbsp;&nbsp; 410 | 416966 |
| Rockwell Automation, Inc., 4.20%, 03/01/49 | &nbsp;&nbsp;&nbsp; 250 | 208221 |
|  |  | 23318061 |
| **Manufacturing — 0.6%** | **Manufacturing — 0.6%** | **Manufacturing — 0.6%** |
| 3M Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 08/26/29 | &nbsp;&nbsp;&nbsp; 535 | 505182 |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/15/27 | &nbsp;&nbsp;&nbsp; 415 | 408036 |
| &nbsp;&nbsp;&nbsp; 3.05%, 04/15/30 | &nbsp;&nbsp;&nbsp; 290 | 277145 |
| &nbsp;&nbsp;&nbsp; 3.13%, 09/19/46 | &nbsp;&nbsp;&nbsp; 120 | 83022 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/26/49 | &nbsp;&nbsp;&nbsp; 615 | 423321 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 425 | 416889 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/14/28 | &nbsp;&nbsp;&nbsp; 230 | 228297 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/15/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 186472 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/15/50 | &nbsp;&nbsp;&nbsp; 315 | 233586 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/14/48 | &nbsp;&nbsp;&nbsp; 530 | 418477 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/30 | &nbsp;&nbsp;&nbsp; 270 | 275638 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/35 | &nbsp;&nbsp;&nbsp; 370 | 377690 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/37 | &nbsp;&nbsp;&nbsp; 420 | 441322 |
| Eaton Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 09/15/27 | &nbsp;&nbsp;&nbsp; 310 | 306747 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/02/32 | &nbsp;&nbsp;&nbsp; 560 | 548426 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/33 | &nbsp;&nbsp;&nbsp; 750 | 736656 |
| &nbsp;&nbsp;&nbsp; 4.15%, 11/02/42 | &nbsp;&nbsp;&nbsp; 490 | 425092 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/18/28 | &nbsp;&nbsp;&nbsp; 170 | 171776 |
| &nbsp;&nbsp;&nbsp; 4.70%, 08/23/52 | &nbsp;&nbsp;&nbsp; 315 | 282116 |
| Illinois Tool Works, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 09/01/42 | &nbsp;&nbsp;&nbsp; 520 | 439720 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/15/41 | &nbsp;&nbsp;&nbsp; 305 | 292264 |
| Parker-Hannifin Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/01/27 | &nbsp;&nbsp;&nbsp; 60 | 59615 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/14/29 | &nbsp;&nbsp;&nbsp; 515 | 501713 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/14/49 | &nbsp;&nbsp;&nbsp; 290 | 234356 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/01/47<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 280 | 229924 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/21/34 | &nbsp;&nbsp;&nbsp; 325 | 314900 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/27 | &nbsp;&nbsp;&nbsp; 390 | 392201 |
| &nbsp;&nbsp;&nbsp; 4.45%, 11/21/44 | &nbsp;&nbsp;&nbsp; 270 | 237151 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Manufacturing (continued)** | **Manufacturing (continued)** | **Manufacturing (continued)** |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/29 | &nbsp;&nbsp;&nbsp; $465 | $471369 |
|  |  | 9919103 |
| **Media — 2.4%** | **Media — 2.4%** | **Media — 2.4%** |
| Comcast Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1055 | 920506 |
| &nbsp;&nbsp;&nbsp; 1.95%, 01/15/31 | &nbsp;&nbsp;&nbsp; 850 | 759812 |
| &nbsp;&nbsp;&nbsp; 2.45%, 08/15/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 706 | 373412 |
| &nbsp;&nbsp;&nbsp; 2.65%, 02/01/30 | &nbsp;&nbsp;&nbsp; 755 | 712153 |
| &nbsp;&nbsp;&nbsp; 2.65%, 08/15/62 | &nbsp;&nbsp;&nbsp; 420 | 211611 |
| &nbsp;&nbsp;&nbsp; 2.80%, 01/15/51 | &nbsp;&nbsp;&nbsp; 826 | 480815 |
| &nbsp;&nbsp;&nbsp; 2.89%, 11/01/51 | &nbsp;&nbsp;&nbsp; 2385 | 1401594 |
| &nbsp;&nbsp;&nbsp; 2.94%, 11/01/56 | &nbsp;&nbsp;&nbsp; 2753 | 1551272 |
| &nbsp;&nbsp;&nbsp; 2.99%, 11/01/63 | &nbsp;&nbsp;&nbsp; 1862 | 1006359 |
| &nbsp;&nbsp;&nbsp; 3.15%, 02/15/28 | &nbsp;&nbsp;&nbsp; 60 | 59119 |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 843 | 715728 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/01/39 | &nbsp;&nbsp;&nbsp; 685 | 533254 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/01/27 | &nbsp;&nbsp;&nbsp; 952 | 947675 |
| &nbsp;&nbsp;&nbsp; 3.40%, 04/01/30 | &nbsp;&nbsp;&nbsp; 809 | 783986 |
| &nbsp;&nbsp;&nbsp; 3.40%, 07/15/46 | &nbsp;&nbsp;&nbsp; 512 | 355881 |
| &nbsp;&nbsp;&nbsp; 3.45%, 02/01/50 | &nbsp;&nbsp;&nbsp; 888 | 593492 |
| &nbsp;&nbsp;&nbsp; 3.55%, 05/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 35 | 34768 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/40 | &nbsp;&nbsp;&nbsp; 859 | 705997 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/01/38 | &nbsp;&nbsp;&nbsp; 666 | 578061 |
| &nbsp;&nbsp;&nbsp; 3.97%, 11/01/47 | &nbsp;&nbsp;&nbsp; 962 | 723158 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/15/47 | &nbsp;&nbsp;&nbsp; 416 | 314337 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/48 | &nbsp;&nbsp;&nbsp; 454 | 341327 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/01/49 | &nbsp;&nbsp;&nbsp; 985 | 727208 |
| &nbsp;&nbsp;&nbsp; 4.05%, 11/01/52 | &nbsp;&nbsp;&nbsp; 533 | 389545 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/15/28 | &nbsp;&nbsp;&nbsp; 85 | 85460 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/15/34 | &nbsp;&nbsp;&nbsp; 518 | 493404 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/15/30 | &nbsp;&nbsp;&nbsp; 714 | 713634 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/33 | &nbsp;&nbsp;&nbsp; 995 | 970683 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 373 | 354610 |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/15/29 | &nbsp;&nbsp;&nbsp; 25 | 25416 |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/15/38 | &nbsp;&nbsp;&nbsp; 626 | 579367 |
| &nbsp;&nbsp;&nbsp; 4.60%, 08/15/45 | &nbsp;&nbsp;&nbsp; 387 | 328798 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/15/33 | &nbsp;&nbsp;&nbsp; 730 | 729013 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/15/42 | &nbsp;&nbsp;&nbsp; 354 | 312178 |
| &nbsp;&nbsp;&nbsp; 4.70%, 10/15/48 | &nbsp;&nbsp;&nbsp; 958 | 800478 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/33 | &nbsp;&nbsp;&nbsp; 520 | 522422 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/32 | &nbsp;&nbsp;&nbsp; 350 | 357702 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/58 | &nbsp;&nbsp;&nbsp; 488 | 404744 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 70 | 72326 |
| &nbsp;&nbsp;&nbsp; 5.17%, 01/15/37<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 1461 | 1435879 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/01/34 | &nbsp;&nbsp;&nbsp; 655 | 672603 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 345 | 351799 |
| &nbsp;&nbsp;&nbsp; 5.35%, 05/15/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 795 | 714996 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 550 | 579284 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/64<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 615 | 551287 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/15/35 | &nbsp;&nbsp;&nbsp; 416 | 434260 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 610 | 571717 |
| &nbsp;&nbsp;&nbsp; 6.05%, 05/15/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 505 | 501042 |
| &nbsp;&nbsp;&nbsp; 6.45%, 03/15/37 | &nbsp;&nbsp;&nbsp; 390 | 429006 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/15/35 | &nbsp;&nbsp;&nbsp; 405 | 447762 |
| &nbsp;&nbsp;&nbsp; 7.05%, 03/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 400 | 456647 |
| NBCUniversal Media LLC, 4.45%, 01/15/43 | &nbsp;&nbsp;&nbsp; 401 | 341113 |
| TWDC Enterprises 18 Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/15/27 | &nbsp;&nbsp;&nbsp; 326 | 323005 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/30/46 | &nbsp;&nbsp;&nbsp; 369 | 255516 |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/01/42 | &nbsp;&nbsp;&nbsp; 265 | 215223 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/01/44 | &nbsp;&nbsp;&nbsp; 537 | 451882 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Aaa - A Rated Corporate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Media (continued)** | **Media (continued)** | **Media (continued)** |
| &nbsp;&nbsp;&nbsp; Series B, 7.00%, 03/01/32 | &nbsp;&nbsp;&nbsp; $300 | $341022 |
| &nbsp;&nbsp;&nbsp; Series E, 4.13%, 12/01/41 | &nbsp;&nbsp;&nbsp; 266 | 232020 |
| Walt Disney Co.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 978 | 915835 |
| &nbsp;&nbsp;&nbsp; 2.20%, 01/13/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 375 | 365008 |
| &nbsp;&nbsp;&nbsp; 2.65%, 01/13/31 | &nbsp;&nbsp;&nbsp; 1220 | 1141871 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/01/49 | &nbsp;&nbsp;&nbsp; 1002 | 633777 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/13/40 | &nbsp;&nbsp;&nbsp; 1128 | 939223 |
| &nbsp;&nbsp;&nbsp; 3.60%, 01/13/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1376 | 1020032 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/23/27 | &nbsp;&nbsp;&nbsp; 190 | 189856 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/22/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 574 | 568713 |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/13/60 | &nbsp;&nbsp;&nbsp; 97 | 70831 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/23/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 572 | 544504 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/23/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 891 | 793088 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/15/44 | &nbsp;&nbsp;&nbsp; 335 | 305511 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/01/43 | &nbsp;&nbsp;&nbsp; 366 | 365636 |
| &nbsp;&nbsp;&nbsp; 6.15%, 02/15/41 | &nbsp;&nbsp;&nbsp; 385 | 415384 |
| &nbsp;&nbsp;&nbsp; 6.20%, 12/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 432 | 482269 |
| &nbsp;&nbsp;&nbsp; 6.40%, 12/15/35 | &nbsp;&nbsp;&nbsp; 460 | 516113 |
| &nbsp;&nbsp;&nbsp; 6.65%, 11/15/37 | &nbsp;&nbsp;&nbsp; 708 | 804981 |
|  |  | 41350000 |
| **Metal Fabricate & Hardware — 0.0%** | **Metal Fabricate & Hardware — 0.0%** | **Metal Fabricate & Hardware — 0.0%** |
| Precision Castparts Corp., 3.90%, 01/15/43 | &nbsp;&nbsp;&nbsp; 235 | 196341 |
| **Mining — 0.8%** | **Mining — 0.8%** | **Mining — 0.8%** |
| BHP Billiton Finance USA Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/24/42 | &nbsp;&nbsp;&nbsp; 585 | 506200 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/28/28 | &nbsp;&nbsp;&nbsp; 550 | 559064 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/28/33 | &nbsp;&nbsp;&nbsp; 375 | 381485 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/21/30 | &nbsp;&nbsp;&nbsp; 555 | 571571 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 125 | 126325 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/30/43 | &nbsp;&nbsp;&nbsp; 1321 | 1257377 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/08/28 | &nbsp;&nbsp;&nbsp; 360 | 370117 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/21/32 | &nbsp;&nbsp;&nbsp; 330 | 341229 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/08/30 | &nbsp;&nbsp;&nbsp; 505 | 525661 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/08/33 | &nbsp;&nbsp;&nbsp; 765 | 791482 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/21/35 | &nbsp;&nbsp;&nbsp; 485 | 500421 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/08/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 420 | 415663 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/05/55 | &nbsp;&nbsp;&nbsp; 385 | 393920 |
| Newmont Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 07/15/32 | &nbsp;&nbsp;&nbsp; 45 | 40776 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/42 | &nbsp;&nbsp;&nbsp; 130 | 124250 |
| &nbsp;&nbsp;&nbsp; Newmont Corp./Newcrest Finance Pty. Ltd., <br> 5.35%, 03/15/34<br>| &nbsp;&nbsp;&nbsp; 90 | 93709 |
| Rio Tinto Alcan, Inc., 6.13%, 12/15/33 | &nbsp;&nbsp;&nbsp; 375 | 409290 |
| Rio Tinto Finance USA Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/02/51 | &nbsp;&nbsp;&nbsp; 490 | 302159 |
| &nbsp;&nbsp;&nbsp; 5.20%, 11/02/40 | &nbsp;&nbsp;&nbsp; 692 | 688093 |
| &nbsp;&nbsp;&nbsp; 7.13%, 07/15/28 | &nbsp;&nbsp;&nbsp; 286 | 307119 |
| Rio Tinto Finance USA PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/21/42 | &nbsp;&nbsp;&nbsp; 421 | 361511 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/12/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 260 | 261775 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/14/28 | &nbsp;&nbsp;&nbsp; 435 | 440151 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/22/42 | &nbsp;&nbsp;&nbsp; 350 | 326258 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/14/30 | &nbsp;&nbsp;&nbsp; 785 | 804777 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/14/32 | &nbsp;&nbsp;&nbsp; 440 | 452650 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/09/33 | &nbsp;&nbsp;&nbsp; 240 | 245603 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/09/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 645 | 601822 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/14/35 | &nbsp;&nbsp;&nbsp; 805 | 826922 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/14/55 | &nbsp;&nbsp;&nbsp; 815 | 830343 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mining (continued)** | **Mining (continued)** | **Mining (continued)** |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/14/65 | &nbsp;&nbsp;&nbsp; $585 | $598358 |
|  |  | 14456081 |
| **Oil & Gas — 3.5%** | **Oil & Gas — 3.5%** | **Oil & Gas — 3.5%** |
| BP Capital Markets America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/10/30 | &nbsp;&nbsp;&nbsp; 515 | 463184 |
| &nbsp;&nbsp;&nbsp; 2.72%, 01/12/32 | &nbsp;&nbsp;&nbsp; 975 | 889240 |
| &nbsp;&nbsp;&nbsp; 2.77%, 11/10/50 | &nbsp;&nbsp;&nbsp; 860 | 533567 |
| &nbsp;&nbsp;&nbsp; 2.94%, 06/04/51 | &nbsp;&nbsp;&nbsp; 1212 | 775417 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/24/50 | &nbsp;&nbsp;&nbsp; 897 | 587439 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/17/52 | &nbsp;&nbsp;&nbsp; 545 | 350522 |
| &nbsp;&nbsp;&nbsp; 3.06%, 06/17/41 | &nbsp;&nbsp;&nbsp; 620 | 472147 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/08/61 | &nbsp;&nbsp;&nbsp; 968 | 633422 |
| &nbsp;&nbsp;&nbsp; 3.54%, 04/06/27 | &nbsp;&nbsp;&nbsp; 240 | 239346 |
| &nbsp;&nbsp;&nbsp; 3.59%, 04/14/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 301 | 300261 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/06/30 | &nbsp;&nbsp;&nbsp; 602 | 591132 |
| &nbsp;&nbsp;&nbsp; 3.94%, 09/21/28 | &nbsp;&nbsp;&nbsp; 550 | 550697 |
| &nbsp;&nbsp;&nbsp; 4.23%, 11/06/28 | &nbsp;&nbsp;&nbsp; 988 | 995502 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/10/29 | &nbsp;&nbsp;&nbsp; 640 | 653344 |
| &nbsp;&nbsp;&nbsp; 4.81%, 02/13/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1195 | 1207714 |
| &nbsp;&nbsp;&nbsp; 4.87%, 11/25/29 | &nbsp;&nbsp;&nbsp; 385 | 395228 |
| &nbsp;&nbsp;&nbsp; 4.89%, 09/11/33 | &nbsp;&nbsp;&nbsp; 790 | 800725 |
| &nbsp;&nbsp;&nbsp; 4.97%, 10/17/29 | &nbsp;&nbsp;&nbsp; 410 | 422022 |
| &nbsp;&nbsp;&nbsp; 4.99%, 04/10/34 | &nbsp;&nbsp;&nbsp; 620 | 630947 |
| &nbsp;&nbsp;&nbsp; 5.02%, 11/17/27 | &nbsp;&nbsp;&nbsp; 575 | 586595 |
| &nbsp;&nbsp;&nbsp; 5.23%, 11/17/34 | &nbsp;&nbsp;&nbsp; 1110 | 1143748 |
| BP Capital Markets PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.28%, 09/19/27 | &nbsp;&nbsp;&nbsp; 699 | 694026 |
| &nbsp;&nbsp;&nbsp; 3.72%, 11/28/28 | &nbsp;&nbsp;&nbsp; 329 | 327426 |
| Chevron Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/11/27 | &nbsp;&nbsp;&nbsp; 388 | 380212 |
| &nbsp;&nbsp;&nbsp; 2.24%, 05/11/30 | &nbsp;&nbsp;&nbsp; 964 | 895415 |
| &nbsp;&nbsp;&nbsp; 3.08%, 05/11/50 | &nbsp;&nbsp;&nbsp; 472 | 321136 |
| Chevron USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.02%, 08/12/27 | &nbsp;&nbsp;&nbsp; 273 | 262513 |
| &nbsp;&nbsp;&nbsp; 2.34%, 08/12/50 | &nbsp;&nbsp;&nbsp; 357 | 208180 |
| &nbsp;&nbsp;&nbsp; 3.85%, 01/15/28 | &nbsp;&nbsp;&nbsp; 925 | 928738 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/13/27 | &nbsp;&nbsp;&nbsp; 210 | 210922 |
| &nbsp;&nbsp;&nbsp; 4.05%, 08/13/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 350 | 352705 |
| &nbsp;&nbsp;&nbsp; 4.30%, 10/15/30 | &nbsp;&nbsp;&nbsp; 575 | 580872 |
| &nbsp;&nbsp;&nbsp; 4.41%, 02/26/27 | &nbsp;&nbsp;&nbsp; 310 | 312602 |
| &nbsp;&nbsp;&nbsp; 4.48%, 02/26/28 | &nbsp;&nbsp;&nbsp; 515 | 522515 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/15/32 | &nbsp;&nbsp;&nbsp; 560 | 566027 |
| &nbsp;&nbsp;&nbsp; 4.69%, 04/15/30 | &nbsp;&nbsp;&nbsp; 510 | 521536 |
| &nbsp;&nbsp;&nbsp; 4.82%, 04/15/32 | &nbsp;&nbsp;&nbsp; 505 | 519777 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 490 | 494932 |
| &nbsp;&nbsp;&nbsp; 4.98%, 04/15/35 | &nbsp;&nbsp;&nbsp; 435 | 443927 |
| ConocoPhillips Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.76%, 03/15/42 | &nbsp;&nbsp;&nbsp; 359 | 293884 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/15/52 | &nbsp;&nbsp;&nbsp; 538 | 398313 |
| &nbsp;&nbsp;&nbsp; 4.03%, 03/15/62 | &nbsp;&nbsp;&nbsp; 825 | 600983 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/15/44 | &nbsp;&nbsp;&nbsp; 388 | 329370 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/30 | &nbsp;&nbsp;&nbsp; 700 | 713467 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 375 | 384942 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/35 | &nbsp;&nbsp;&nbsp; 545 | 552394 |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 650 | 666881 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/53 | &nbsp;&nbsp;&nbsp; 540 | 504973 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 635 | 612149 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/54 | &nbsp;&nbsp;&nbsp; 500 | 485331 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/15/65 | &nbsp;&nbsp;&nbsp; 305 | 295309 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/63 | &nbsp;&nbsp;&nbsp; 340 | 331755 |
| &nbsp;&nbsp;&nbsp; 5.90%, 10/15/32 | &nbsp;&nbsp;&nbsp; 286 | 309676 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Aaa - A Rated Corporate 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; 6.50%, 02/01/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $825 | $926436 |
| &nbsp;&nbsp;&nbsp; 6.95%, 04/15/29 | &nbsp;&nbsp;&nbsp; 443 | 481383 |
| EOG Resources, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/01/35 | &nbsp;&nbsp;&nbsp; 324 | 301154 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 502 | 505133 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/15/28 | &nbsp;&nbsp;&nbsp; 315 | 318770 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/15/31 | &nbsp;&nbsp;&nbsp; 315 | 315569 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/15/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 375 | 335767 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/32 | &nbsp;&nbsp;&nbsp; 720 | 737988 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/36 | &nbsp;&nbsp;&nbsp; 630 | 646518 |
| &nbsp;&nbsp;&nbsp; 5.65%, 12/01/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 480 | 472186 |
| &nbsp;&nbsp;&nbsp; 5.95%, 07/15/55 | &nbsp;&nbsp;&nbsp; 340 | 348606 |
| Exxon Mobil Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.44%, 08/16/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 729 | 697404 |
| &nbsp;&nbsp;&nbsp; 2.61%, 10/15/30 | &nbsp;&nbsp;&nbsp; 1067 | 1000881 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/16/39 | &nbsp;&nbsp;&nbsp; 432 | 345062 |
| &nbsp;&nbsp;&nbsp; 3.10%, 08/16/49 | &nbsp;&nbsp;&nbsp; 720 | 491011 |
| &nbsp;&nbsp;&nbsp; 3.29%, 03/19/27 | &nbsp;&nbsp;&nbsp; 279 | 277977 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/15/51 | &nbsp;&nbsp;&nbsp; 1318 | 946144 |
| &nbsp;&nbsp;&nbsp; 3.48%, 03/19/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 941 | 921047 |
| &nbsp;&nbsp;&nbsp; 3.57%, 03/06/45 | &nbsp;&nbsp;&nbsp; 515 | 403624 |
| &nbsp;&nbsp;&nbsp; 4.11%, 03/01/46 | &nbsp;&nbsp;&nbsp; 1234 | 1030870 |
| &nbsp;&nbsp;&nbsp; 4.23%, 03/19/40 | &nbsp;&nbsp;&nbsp; 982 | 896542 |
| &nbsp;&nbsp;&nbsp; 4.33%, 03/19/50 | &nbsp;&nbsp;&nbsp; 1364 | 1142325 |
| Hess Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/01/27 | &nbsp;&nbsp;&nbsp; 90 | 90358 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/15/41 | &nbsp;&nbsp;&nbsp; 575 | 595127 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 270 | 278896 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/40 | &nbsp;&nbsp;&nbsp; 90 | 96958 |
| &nbsp;&nbsp;&nbsp; 7.13%, 03/15/33 | &nbsp;&nbsp;&nbsp; 135 | 155406 |
| &nbsp;&nbsp;&nbsp; 7.30%, 08/15/31 | &nbsp;&nbsp;&nbsp; 230 | 263250 |
| Shell Finance U.S., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 11/07/29 | &nbsp;&nbsp;&nbsp; 597 | 563872 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/06/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 397 | 376468 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/26/51<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 443 | 286923 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/07/49<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 657 | 443383 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/06/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 823 | 568181 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/12/46 | &nbsp;&nbsp;&nbsp; 673 | 524147 |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/13/28<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 779 | 781371 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/10/46 | &nbsp;&nbsp;&nbsp; 891 | 722601 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/06/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 300 | 299596 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/11/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 798 | 764487 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/11/45 | &nbsp;&nbsp;&nbsp; 1127 | 971427 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/12/43 | &nbsp;&nbsp;&nbsp; 513 | 459159 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/06/36 | &nbsp;&nbsp;&nbsp; 325 | 322487 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/25/40<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 528 | 538833 |
| &nbsp;&nbsp;&nbsp; 6.38%, 12/15/38<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 1220 | 1359338 |
| Shell International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/26/41 | &nbsp;&nbsp;&nbsp; 345 | 252871 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/21/42 | &nbsp;&nbsp;&nbsp; 333 | 268198 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/11/45 | &nbsp;&nbsp;&nbsp; 230 | 199417 |
| &nbsp;&nbsp;&nbsp; 6.38%, 12/15/38 | &nbsp;&nbsp;&nbsp; 10 | 11147 |
| TotalEnergies Capital International SA |  |  |
| &nbsp;&nbsp;&nbsp; 2.83%, 01/10/30 | &nbsp;&nbsp;&nbsp; 779 | 745405 |
| &nbsp;&nbsp;&nbsp; 2.99%, 06/29/41 | &nbsp;&nbsp;&nbsp; 477 | 359364 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/29/50 | &nbsp;&nbsp;&nbsp; 1121 | 753015 |
| &nbsp;&nbsp;&nbsp; 3.39%, 06/29/60 | &nbsp;&nbsp;&nbsp; 543 | 354217 |
| &nbsp;&nbsp;&nbsp; 3.46%, 02/19/29 | &nbsp;&nbsp;&nbsp; 735 | 725723 |
| &nbsp;&nbsp;&nbsp; 3.46%, 07/12/49 | &nbsp;&nbsp;&nbsp; 511 | 367463 |
| TotalEnergies Capital SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/11/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 563 | 564282 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Oil & Gas (continued)** | **Oil & Gas (continued)** | **Oil & Gas (continued)** |
| &nbsp;&nbsp;&nbsp; 4.72%, 09/10/34 | &nbsp;&nbsp;&nbsp; $605 | $607626 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/05/34 | &nbsp;&nbsp;&nbsp; 653 | 675441 |
| &nbsp;&nbsp;&nbsp; 5.28%, 09/10/54 | &nbsp;&nbsp;&nbsp; 505 | 476804 |
| &nbsp;&nbsp;&nbsp; 5.43%, 09/10/64 | &nbsp;&nbsp;&nbsp; 650 | 611743 |
| &nbsp;&nbsp;&nbsp; 5.49%, 04/05/54 | &nbsp;&nbsp;&nbsp; 848 | 825031 |
| &nbsp;&nbsp;&nbsp; 5.64%, 04/05/64 | &nbsp;&nbsp;&nbsp; 478 | 466029 |
|  |  | 60513528 |
| **Oil & Gas Services — 0.1%** | **Oil & Gas Services — 0.1%** | **Oil & Gas Services — 0.1%** |
| Baker Hughes Holdings LLC, 5.13%, 09/15/40 | &nbsp;&nbsp;&nbsp; 594 | 580064 |
| &nbsp;&nbsp;&nbsp; Baker Hughes Holdings LLC/Baker Hughes <br> Co-Obligor, Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.14%, 11/07/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 383 | 369919 |
| &nbsp;&nbsp;&nbsp; 3.34%, 12/15/27 | &nbsp;&nbsp;&nbsp; 507 | 502132 |
| &nbsp;&nbsp;&nbsp; 4.08%, 12/15/47 | &nbsp;&nbsp;&nbsp; 563 | 449012 |
| &nbsp;&nbsp;&nbsp; 4.49%, 05/01/30 | &nbsp;&nbsp;&nbsp; 288 | 290986 |
|  |  | 2192113 |
| **Pharmaceuticals — 7.8%** | **Pharmaceuticals — 7.8%** | **Pharmaceuticals — 7.8%** |
| AbbVie, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 11/21/29 | &nbsp;&nbsp;&nbsp; 2715 | 2634067 |
| &nbsp;&nbsp;&nbsp; 4.05%, 11/21/39 | &nbsp;&nbsp;&nbsp; 1975 | 1755807 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/14/28 | &nbsp;&nbsp;&nbsp; 855 | 863554 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/21/49 | &nbsp;&nbsp;&nbsp; 2855 | 2354060 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/14/36 | &nbsp;&nbsp;&nbsp; 670 | 640720 |
| &nbsp;&nbsp;&nbsp; 4.40%, 11/06/42 | &nbsp;&nbsp;&nbsp; 1285 | 1143495 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/14/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1045 | 906441 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/14/35 | &nbsp;&nbsp;&nbsp; 1120 | 1096136 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/15/35 | &nbsp;&nbsp;&nbsp; 880 | 865015 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/28 | &nbsp;&nbsp;&nbsp; 700 | 711460 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/14/45 | &nbsp;&nbsp;&nbsp; 1285 | 1160611 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/45 | &nbsp;&nbsp;&nbsp; 450 | 409522 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/27 | &nbsp;&nbsp;&nbsp; 935 | 944922 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/29 | &nbsp;&nbsp;&nbsp; 1210 | 1239166 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/15/44 | &nbsp;&nbsp;&nbsp; 515 | 475952 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/30 | &nbsp;&nbsp;&nbsp; 545 | 560640 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/14/48 | &nbsp;&nbsp;&nbsp; 925 | 838475 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1065 | 1099778 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/34 | &nbsp;&nbsp;&nbsp; 1540 | 1578037 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/35 | &nbsp;&nbsp;&nbsp; 530 | 546435 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/44 | &nbsp;&nbsp;&nbsp; 370 | 365356 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/54 | &nbsp;&nbsp;&nbsp; 1505 | 1457690 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/64 | &nbsp;&nbsp;&nbsp; 725 | 701988 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/55 | &nbsp;&nbsp;&nbsp; 395 | 394594 |
| Astrazeneca Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/28/28 | &nbsp;&nbsp;&nbsp; 755 | 721236 |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/28/31 | &nbsp;&nbsp;&nbsp; 565 | 513553 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/26/27 | &nbsp;&nbsp;&nbsp; 500 | 505023 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/26/29 | &nbsp;&nbsp;&nbsp; 695 | 713153 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/03/28 | &nbsp;&nbsp;&nbsp; 560 | 571736 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/03/33 | &nbsp;&nbsp;&nbsp; 240 | 246756 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/03/30 | &nbsp;&nbsp;&nbsp; 290 | 298861 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/26/31 | &nbsp;&nbsp;&nbsp; 535 | 552480 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/26/34 | &nbsp;&nbsp;&nbsp; 790 | 813059 |
| AstraZeneca PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 08/06/30 | &nbsp;&nbsp;&nbsp; 655 | 581907 |
| &nbsp;&nbsp;&nbsp; 2.13%, 08/06/50 | &nbsp;&nbsp;&nbsp; 350 | 195197 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/28/51 | &nbsp;&nbsp;&nbsp; 395 | 265325 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/12/27 | &nbsp;&nbsp;&nbsp; 350 | 347704 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/17/29 | &nbsp;&nbsp;&nbsp; 600 | 601841 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/18/42 | &nbsp;&nbsp;&nbsp; 520 | 447431 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/16/45 | &nbsp;&nbsp;&nbsp; 405 | 355824 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Aaa - A Rated Corporate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/17/48 | &nbsp;&nbsp;&nbsp; $350 | $303567 |
| &nbsp;&nbsp;&nbsp; 6.45%, 09/15/37 | &nbsp;&nbsp;&nbsp; 1400 | 1585640 |
| Bristol-Myers Squibb Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 11/13/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 490 | 468778 |
| &nbsp;&nbsp;&nbsp; 1.45%, 11/13/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 765 | 676525 |
| &nbsp;&nbsp;&nbsp; 2.35%, 11/13/40 | &nbsp;&nbsp;&nbsp; 476 | 336508 |
| &nbsp;&nbsp;&nbsp; 2.55%, 11/13/50 | &nbsp;&nbsp;&nbsp; 698 | 412264 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/15/32 | &nbsp;&nbsp;&nbsp; 680 | 629392 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/27/27 | &nbsp;&nbsp;&nbsp; 235 | 233673 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/01/42 | &nbsp;&nbsp;&nbsp; 390 | 298603 |
| &nbsp;&nbsp;&nbsp; 3.40%, 07/26/29 | &nbsp;&nbsp;&nbsp; 903 | 886669 |
| &nbsp;&nbsp;&nbsp; 3.45%, 11/15/27 | &nbsp;&nbsp;&nbsp; 298 | 297151 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/15/42 | &nbsp;&nbsp;&nbsp; 725 | 582117 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/52 | &nbsp;&nbsp;&nbsp; 705 | 516125 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/15/62 | &nbsp;&nbsp;&nbsp; 475 | 342868 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/39 | &nbsp;&nbsp;&nbsp; 1060 | 956766 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/26/49 | &nbsp;&nbsp;&nbsp; 1942 | 1583834 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/15/47 | &nbsp;&nbsp;&nbsp; 660 | 555157 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/20/48 | &nbsp;&nbsp;&nbsp; 709 | 610311 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/44 | &nbsp;&nbsp;&nbsp; 450 | 403575 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/22/29 | &nbsp;&nbsp;&nbsp; 20 | 20580 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/45 | &nbsp;&nbsp;&nbsp; 405 | 380249 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/22/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 715 | 742843 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/22/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1215 | 1257310 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/22/44 | &nbsp;&nbsp;&nbsp; 250 | 249969 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/22/54 | &nbsp;&nbsp;&nbsp; 1365 | 1333799 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/01/31 | &nbsp;&nbsp;&nbsp; 600 | 640373 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 249 | 270617 |
| Eli Lilly & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/15/50 | &nbsp;&nbsp;&nbsp; 694 | 395846 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/15/60 | &nbsp;&nbsp;&nbsp; 555 | 300341 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/15/29 | &nbsp;&nbsp;&nbsp; 521 | 514020 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/49 | &nbsp;&nbsp;&nbsp; 545 | 437793 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 545 | 548806 |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/14/27 | &nbsp;&nbsp;&nbsp; 345 | 347421 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/59 | &nbsp;&nbsp;&nbsp; 353 | 277661 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/14/29 | &nbsp;&nbsp;&nbsp; 575 | 580761 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/31 | &nbsp;&nbsp;&nbsp; 395 | 396884 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/09/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 500 | 503919 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/09/29 | &nbsp;&nbsp;&nbsp; 565 | 575503 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/12/28 | &nbsp;&nbsp;&nbsp; 545 | 553928 |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/15/32 | &nbsp;&nbsp;&nbsp; 505 | 511575 |
| &nbsp;&nbsp;&nbsp; 4.60%, 08/14/34 | &nbsp;&nbsp;&nbsp; 620 | 620591 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/27/33 | &nbsp;&nbsp;&nbsp; 505 | 514428 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/09/34 | &nbsp;&nbsp;&nbsp; 780 | 788017 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/12/30 | &nbsp;&nbsp;&nbsp; 525 | 538640 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/27/53 | &nbsp;&nbsp;&nbsp; 625 | 567812 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/12/32 | &nbsp;&nbsp;&nbsp; 530 | 548209 |
| &nbsp;&nbsp;&nbsp; 4.90%, 10/15/35 | &nbsp;&nbsp;&nbsp; 580 | 586849 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/27/63 | &nbsp;&nbsp;&nbsp; 470 | 421000 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/09/54 | &nbsp;&nbsp;&nbsp; 610 | 563443 |
| &nbsp;&nbsp;&nbsp; 5.05%, 08/14/54 | &nbsp;&nbsp;&nbsp; 670 | 624032 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/12/35 | &nbsp;&nbsp;&nbsp; 625 | 644251 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/09/64 | &nbsp;&nbsp;&nbsp; 830 | 761371 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/14/64 | &nbsp;&nbsp;&nbsp; 370 | 344828 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/12/55 | &nbsp;&nbsp;&nbsp; 645 | 641895 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/15/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 440 | 441275 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/12/65 | &nbsp;&nbsp;&nbsp; 390 | 387471 |
| &nbsp;&nbsp;&nbsp; 5.65%, 10/15/65 | &nbsp;&nbsp;&nbsp; 445 | 444799 |
| GlaxoSmithKline Capital PLC, 3.38%, 06/01/29 | &nbsp;&nbsp;&nbsp; 585 | 574111 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| GlaxoSmithKline Capital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/15/28 | &nbsp;&nbsp;&nbsp; $980 | $981709 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/18/43 | &nbsp;&nbsp;&nbsp; 209 | 182716 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/30 | &nbsp;&nbsp;&nbsp; 290 | 294485 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/15/35 | &nbsp;&nbsp;&nbsp; 335 | 337842 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/15/34 | &nbsp;&nbsp;&nbsp; 331 | 349152 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/15/38 | &nbsp;&nbsp;&nbsp; 1414 | 1583487 |
| Johnson & Johnson |  |  |
| &nbsp;&nbsp;&nbsp; 0.95%, 09/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 735 | 705515 |
| &nbsp;&nbsp;&nbsp; 1.30%, 09/01/30 | &nbsp;&nbsp;&nbsp; 890 | 793402 |
| &nbsp;&nbsp;&nbsp; 2.10%, 09/01/40 | &nbsp;&nbsp;&nbsp; 610 | 429067 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/01/50 | &nbsp;&nbsp;&nbsp; 595 | 349330 |
| &nbsp;&nbsp;&nbsp; 2.45%, 09/01/60<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 430 | 235575 |
| &nbsp;&nbsp;&nbsp; 2.90%, 01/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 754 | 744165 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/03/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 383 | 380340 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/15/38 | &nbsp;&nbsp;&nbsp; 545 | 477053 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/15/48 | &nbsp;&nbsp;&nbsp; 394 | 301976 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/01/36 | &nbsp;&nbsp;&nbsp; 515 | 471798 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/03/37 | &nbsp;&nbsp;&nbsp; 908 | 820977 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/46 | &nbsp;&nbsp;&nbsp; 1053 | 849640 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/03/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 563 | 451947 |
| &nbsp;&nbsp;&nbsp; 4.38%, 12/05/33 | &nbsp;&nbsp;&nbsp; 400 | 403906 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/27 | &nbsp;&nbsp;&nbsp; 410 | 413875 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/40 | &nbsp;&nbsp;&nbsp; 392 | 377126 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/05/43 | &nbsp;&nbsp;&nbsp; 315 | 291748 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/01/28 | &nbsp;&nbsp;&nbsp; 440 | 447854 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/01/30 | &nbsp;&nbsp;&nbsp; 510 | 524809 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/01/29 | &nbsp;&nbsp;&nbsp; 605 | 624025 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/32 | &nbsp;&nbsp;&nbsp; 665 | 688811 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/01/31 | &nbsp;&nbsp;&nbsp; 585 | 608419 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 158 | 165807 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/34 | &nbsp;&nbsp;&nbsp; 495 | 517843 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 725 | 751963 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 465 | 464839 |
| &nbsp;&nbsp;&nbsp; 5.85%, 07/15/38 | &nbsp;&nbsp;&nbsp; 371 | 406095 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/37 | &nbsp;&nbsp;&nbsp; 256 | 283454 |
| McKesson Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/29 | &nbsp;&nbsp;&nbsp; 275 | 276407 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/30/30 | &nbsp;&nbsp;&nbsp; 320 | 325002 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/30/32 | &nbsp;&nbsp;&nbsp; 390 | 400638 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/15/33 | &nbsp;&nbsp;&nbsp; 265 | 273004 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/30/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 390 | 402462 |
| Mead Johnson Nutrition Co., 4.60%, 06/01/44 | &nbsp;&nbsp;&nbsp; 255 | 226695 |
| Merck & Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.45%, 06/24/30 | &nbsp;&nbsp;&nbsp; 890 | 797172 |
| &nbsp;&nbsp;&nbsp; 1.70%, 06/10/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 745 | 726927 |
| &nbsp;&nbsp;&nbsp; 2.15%, 12/10/31 | &nbsp;&nbsp;&nbsp; 970 | 865232 |
| &nbsp;&nbsp;&nbsp; 2.35%, 06/24/40 | &nbsp;&nbsp;&nbsp; 536 | 385210 |
| &nbsp;&nbsp;&nbsp; 2.45%, 06/24/50 | &nbsp;&nbsp;&nbsp; 645 | 377365 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/10/51 | &nbsp;&nbsp;&nbsp; 1111 | 682942 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/10/61 | &nbsp;&nbsp;&nbsp; 640 | 369704 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/07/29 | &nbsp;&nbsp;&nbsp; 588 | 579513 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/42 | &nbsp;&nbsp;&nbsp; 319 | 256939 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/10/45 | &nbsp;&nbsp;&nbsp; 1020 | 808001 |
| &nbsp;&nbsp;&nbsp; 3.85%, 09/15/27 | &nbsp;&nbsp;&nbsp; 385 | 386152 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 425 | 424788 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/07/39 | &nbsp;&nbsp;&nbsp; 545 | 484518 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/07/49 | &nbsp;&nbsp;&nbsp; 656 | 522077 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 555 | 556034 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/31 | &nbsp;&nbsp;&nbsp; 350 | 348586 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/18/43 | &nbsp;&nbsp;&nbsp; 563 | 482930 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Aaa - A Rated Corporate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/17/30 | &nbsp;&nbsp;&nbsp; $525 | $529594 |
| &nbsp;&nbsp;&nbsp; 4.45%, 12/04/32 | &nbsp;&nbsp;&nbsp; 190 | 190236 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/17/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 855 | 859368 |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 415 | 419016 |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/04/35 | &nbsp;&nbsp;&nbsp; 270 | 267612 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/17/44 | &nbsp;&nbsp;&nbsp; 195 | 182601 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/35 | &nbsp;&nbsp;&nbsp; 545 | 550544 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/17/53 | &nbsp;&nbsp;&nbsp; 650 | 592929 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/17/63 | &nbsp;&nbsp;&nbsp; 545 | 494623 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/46 | &nbsp;&nbsp;&nbsp; 295 | 293129 |
| &nbsp;&nbsp;&nbsp; 5.55%, 12/04/55 | &nbsp;&nbsp;&nbsp; 490 | 482176 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/55 | &nbsp;&nbsp;&nbsp; 1060 | 1064057 |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/04/65 | &nbsp;&nbsp;&nbsp; 480 | 472883 |
| &nbsp;&nbsp;&nbsp; 6.50%, 12/01/33 | &nbsp;&nbsp;&nbsp; 543 | 609633 |
| Merck & Co.,Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 12/10/28 | &nbsp;&nbsp;&nbsp; 520 | 494010 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 330 | 332353 |
| Novartis Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/14/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 625 | 614464 |
| &nbsp;&nbsp;&nbsp; 2.20%, 08/14/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 740 | 684443 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/14/50<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 534 | 340799 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/17/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 495 | 491288 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/21/42<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 288 | 238254 |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/18/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 495 | 493332 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/05/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 465 | 466373 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/18/31<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 510 | 507792 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/20/45<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 635 | 528654 |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/05/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 340 | 339966 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/18/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 625 | 610029 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/05/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 285 | 283735 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/06/44<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 900 | 798660 |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/05/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 285 | 282190 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/18/54<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 410 | 363586 |
| &nbsp;&nbsp;&nbsp; 5.30%, 11/05/55<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 19328 |
| Pfizer Investment Enterprises Pte Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/19/28 | &nbsp;&nbsp;&nbsp; 1915 | 1934106 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/19/30 | &nbsp;&nbsp;&nbsp; 1465 | 1492407 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/19/33 | &nbsp;&nbsp;&nbsp; 2570 | 2596425 |
| &nbsp;&nbsp;&nbsp; 5.11%, 05/19/43 | &nbsp;&nbsp;&nbsp; 1475 | 1417193 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/19/53 | &nbsp;&nbsp;&nbsp; 2875 | 2724385 |
| &nbsp;&nbsp;&nbsp; 5.34%, 05/19/63 | &nbsp;&nbsp;&nbsp; 2025 | 1881512 |
| Pfizer, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 05/28/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 580 | 525208 |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/18/31 | &nbsp;&nbsp;&nbsp; 645 | 568112 |
| &nbsp;&nbsp;&nbsp; 2.55%, 05/28/40 | &nbsp;&nbsp;&nbsp; 544 | 399292 |
| &nbsp;&nbsp;&nbsp; 2.63%, 04/01/30 | &nbsp;&nbsp;&nbsp; 650 | 613476 |
| &nbsp;&nbsp;&nbsp; 2.70%, 05/28/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 488 | 305070 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/15/29 | &nbsp;&nbsp;&nbsp; 721 | 713471 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 395 | 394294 |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/15/27 | &nbsp;&nbsp;&nbsp; 205 | 205703 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/15/39 | &nbsp;&nbsp;&nbsp; 458 | 404031 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 590 | 551931 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/49 | &nbsp;&nbsp;&nbsp; 779 | 623574 |
| &nbsp;&nbsp;&nbsp; 4.10%, 09/15/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 502 | 458385 |
| &nbsp;&nbsp;&nbsp; 4.13%, 12/15/46 | &nbsp;&nbsp;&nbsp; 699 | 576200 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/15/30 | &nbsp;&nbsp;&nbsp; 295 | 295553 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/15/48 | &nbsp;&nbsp;&nbsp; 670 | 553006 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/43 | &nbsp;&nbsp;&nbsp; 419 | 365776 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/15/44 | &nbsp;&nbsp;&nbsp; 554 | 493954 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/32 | &nbsp;&nbsp;&nbsp; 485 | 486342 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/35 | &nbsp;&nbsp;&nbsp; 540 | 540119 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/15/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $195 | $193744 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/15/65 | &nbsp;&nbsp;&nbsp; 200 | 197154 |
| &nbsp;&nbsp;&nbsp; 7.20%, 03/15/39 | &nbsp;&nbsp;&nbsp; 1217 | 1447939 |
| Pharmacia LLC, 6.60%, 12/01/28 | &nbsp;&nbsp;&nbsp; 424 | 453977 |
| Sanofi SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/19/28 | &nbsp;&nbsp;&nbsp; 648 | 646496 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/03/32 | &nbsp;&nbsp;&nbsp; 265 | 263294 |
| Wyeth LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/37 | &nbsp;&nbsp;&nbsp; 786 | 844784 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/15/36 | &nbsp;&nbsp;&nbsp; 376 | 406143 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/34 | &nbsp;&nbsp;&nbsp; 427 | 477892 |
|  |  | 134625403 |
| **Pipelines — 0.8%** | **Pipelines — 0.8%** | **Pipelines — 0.8%** |
| Enterprise Products Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 01/31/30 | &nbsp;&nbsp;&nbsp; 665 | 631987 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/31/29 | &nbsp;&nbsp;&nbsp; 675 | 655201 |
| &nbsp;&nbsp;&nbsp; 3.20%, 02/15/52 | &nbsp;&nbsp;&nbsp; 550 | 364817 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/15/53 | &nbsp;&nbsp;&nbsp; 410 | 274968 |
| &nbsp;&nbsp;&nbsp; 3.70%, 01/31/51 | &nbsp;&nbsp;&nbsp; 530 | 389658 |
| &nbsp;&nbsp;&nbsp; 3.95%, 02/15/27 | &nbsp;&nbsp;&nbsp; 100 | 100057 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/31/60 | &nbsp;&nbsp;&nbsp; 440 | 321309 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/16/28 | &nbsp;&nbsp;&nbsp; 590 | 593697 |
| &nbsp;&nbsp;&nbsp; 4.20%, 01/31/50 | &nbsp;&nbsp;&nbsp; 700 | 563416 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/15/48 | &nbsp;&nbsp;&nbsp; 755 | 619455 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/20/28 | &nbsp;&nbsp;&nbsp; 400 | 403432 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/15/43 | &nbsp;&nbsp;&nbsp; 730 | 639770 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 570 | 577318 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/01/49 | &nbsp;&nbsp;&nbsp; 680 | 598379 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/31/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 560 | 564741 |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/15/42 | &nbsp;&nbsp;&nbsp; 415 | 384103 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/15/44 | &nbsp;&nbsp;&nbsp; 740 | 676728 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/15/46 | &nbsp;&nbsp;&nbsp; 580 | 526726 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 395 | 399205 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/15/45 | &nbsp;&nbsp;&nbsp; 645 | 605375 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/15/36 | &nbsp;&nbsp;&nbsp; 695 | 706747 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/31/33 | &nbsp;&nbsp;&nbsp; 590 | 615591 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/16/55 | &nbsp;&nbsp;&nbsp; 690 | 670518 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/15/42 | &nbsp;&nbsp;&nbsp; 250 | 254013 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/01/41 | &nbsp;&nbsp;&nbsp; 385 | 402315 |
| &nbsp;&nbsp;&nbsp; 6.13%, 10/15/39 | &nbsp;&nbsp;&nbsp; 115 | 123347 |
| &nbsp;&nbsp;&nbsp; 6.45%, 09/01/40 | &nbsp;&nbsp;&nbsp; 300 | 331765 |
| &nbsp;&nbsp;&nbsp; Series D, 6.88%, 03/01/33 | &nbsp;&nbsp;&nbsp; 395 | 447710 |
|  |  | 13442348 |
| **Private Equity — 0.1%** | **Private Equity — 0.1%** | **Private Equity — 0.1%** |
| Brookfield Finance, Inc., 5.81%, 03/03/55 | &nbsp;&nbsp;&nbsp; 230 | 227626 |
| Carlyle Group, Inc. (The), 5.05%, 09/19/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 340 | 334527 |
| KKR & Co., Inc., 5.10%, 08/07/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 425 | 420711 |
|  |  | 982864 |
| **Real Estate Investment Trusts — 1.7%** | **Real Estate Investment Trusts — 1.7%** | **Real Estate Investment Trusts — 1.7%** |
| AvalonBay Communities, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 01/15/32 | &nbsp;&nbsp;&nbsp; 485 | 426551 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 465 | 431710 |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/15/31 | &nbsp;&nbsp;&nbsp; 316 | 288891 |
| Camden Property Trust |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/15/30 | &nbsp;&nbsp;&nbsp; 287 | 270872 |
| &nbsp;&nbsp;&nbsp; 3.15%, 07/01/29 | &nbsp;&nbsp;&nbsp; 455 | 440355 |
| ERP Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 08/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 390 | 344749 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/15/30 | &nbsp;&nbsp;&nbsp; 320 | 300582 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/29 | &nbsp;&nbsp;&nbsp; 441 | 426069 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Aaa - A Rated Corporate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/28 | &nbsp;&nbsp;&nbsp; $371 | $367823 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/44 | &nbsp;&nbsp;&nbsp; 372 | 331663 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/15/34 | &nbsp;&nbsp;&nbsp; 145 | 143154 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 345 | 352804 |
| Kimco Realty OP LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 12/01/31 | &nbsp;&nbsp;&nbsp; 50 | 44401 |
| &nbsp;&nbsp;&nbsp; 2.70%, 10/01/30 | &nbsp;&nbsp;&nbsp; 40 | 37519 |
| &nbsp;&nbsp;&nbsp; 3.20%, 04/01/32 | &nbsp;&nbsp;&nbsp; 190 | 176324 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/45 | &nbsp;&nbsp;&nbsp; 150 | 126569 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/01/33 | &nbsp;&nbsp;&nbsp; 70 | 69686 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/35 | &nbsp;&nbsp;&nbsp; 145 | 143932 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10213 |
| &nbsp;&nbsp;&nbsp; 6.40%, 03/01/34 | &nbsp;&nbsp;&nbsp; 130 | 142966 |
| Mid-America Apartments LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/01/27 | &nbsp;&nbsp;&nbsp; 330 | 328756 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/29 | &nbsp;&nbsp;&nbsp; 280 | 278670 |
| Prologis LP |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 10/15/30 | &nbsp;&nbsp;&nbsp; 630 | 551602 |
| &nbsp;&nbsp;&nbsp; 2.13%, 04/15/27 | &nbsp;&nbsp;&nbsp; 310 | 303827 |
| &nbsp;&nbsp;&nbsp; 2.13%, 10/15/50 | &nbsp;&nbsp;&nbsp; 252 | 136072 |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/15/30 | &nbsp;&nbsp;&nbsp; 523 | 485629 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/15/50 | &nbsp;&nbsp;&nbsp; 375 | 246560 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 560 | 562862 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/31 | &nbsp;&nbsp;&nbsp; 80 | 81706 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/15/33 | &nbsp;&nbsp;&nbsp; 420 | 422072 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 340 | 347849 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/34 | &nbsp;&nbsp;&nbsp; 430 | 436732 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/31/35 | &nbsp;&nbsp;&nbsp; 255 | 257471 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/15/34 | &nbsp;&nbsp;&nbsp; 279 | 285281 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/35 | &nbsp;&nbsp;&nbsp; 355 | 364684 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/53 | &nbsp;&nbsp;&nbsp; 459 | 436620 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/54 | &nbsp;&nbsp;&nbsp; 440 | 417805 |
| Public Storage Operating Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 05/01/28 | &nbsp;&nbsp;&nbsp; 427 | 408145 |
| &nbsp;&nbsp;&nbsp; 1.95%, 11/09/28 | &nbsp;&nbsp;&nbsp; 355 | 336578 |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/09/31 | &nbsp;&nbsp;&nbsp; 350 | 312990 |
| &nbsp;&nbsp;&nbsp; 2.30%, 05/01/31 | &nbsp;&nbsp;&nbsp; 419 | 379426 |
| &nbsp;&nbsp;&nbsp; 3.09%, 09/15/27 | &nbsp;&nbsp;&nbsp; 297 | 294041 |
| &nbsp;&nbsp;&nbsp; 3.39%, 05/01/29 | &nbsp;&nbsp;&nbsp; 174 | 170785 |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/01/33 | &nbsp;&nbsp;&nbsp; 290 | 299280 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 160 | 165243 |
| &nbsp;&nbsp;&nbsp; 5.35%, 08/01/53 | &nbsp;&nbsp;&nbsp; 475 | 458480 |
| Realty Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 12/15/32 | &nbsp;&nbsp;&nbsp; 395 | 354429 |
| &nbsp;&nbsp;&nbsp; 3.10%, 12/15/29 | &nbsp;&nbsp;&nbsp; 411 | 396723 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/15/29 | &nbsp;&nbsp;&nbsp; 225 | 219046 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/31 | &nbsp;&nbsp;&nbsp; 611 | 580466 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/15/28 | &nbsp;&nbsp;&nbsp; 335 | 331594 |
| &nbsp;&nbsp;&nbsp; 3.65%, 01/15/28 | &nbsp;&nbsp;&nbsp; 300 | 298602 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/15/27 | &nbsp;&nbsp;&nbsp; 315 | 315272 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/47 | &nbsp;&nbsp;&nbsp; 381 | 336459 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 330 | 338302 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 370 | 373999 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/34 | &nbsp;&nbsp;&nbsp; 510 | 520971 |
| &nbsp;&nbsp;&nbsp; 5.13%, 04/15/35 | &nbsp;&nbsp;&nbsp; 190 | 192943 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/01/54 | &nbsp;&nbsp;&nbsp; 170 | 163856 |
| &nbsp;&nbsp;&nbsp; 5.63%, 10/13/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 355 | 375882 |
| Regency Centers LP, 3.70%, 06/15/30 | &nbsp;&nbsp;&nbsp; 135 | 132112 |
| Simon Property Group LP |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/01/28 | &nbsp;&nbsp;&nbsp; 350 | 336151 |
| &nbsp;&nbsp;&nbsp; 2.20%, 02/01/31 | &nbsp;&nbsp;&nbsp; 277 | 250438 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/15/32 | &nbsp;&nbsp;&nbsp; $330 | $291705 |
| &nbsp;&nbsp;&nbsp; 2.45%, 09/13/29 | &nbsp;&nbsp;&nbsp; 835 | 790128 |
| &nbsp;&nbsp;&nbsp; 2.65%, 07/15/30 | &nbsp;&nbsp;&nbsp; 392 | 367232 |
| &nbsp;&nbsp;&nbsp; 2.65%, 02/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 410 | 369584 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/13/49 | &nbsp;&nbsp;&nbsp; 480 | 330726 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/15/27 | &nbsp;&nbsp;&nbsp; 430 | 427418 |
| &nbsp;&nbsp;&nbsp; 3.38%, 12/01/27 | &nbsp;&nbsp;&nbsp; 475 | 471453 |
| &nbsp;&nbsp;&nbsp; 3.80%, 07/15/50 | &nbsp;&nbsp;&nbsp; 423 | 319004 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/30/46 | &nbsp;&nbsp;&nbsp; 315 | 263188 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/15/31 | &nbsp;&nbsp;&nbsp; 175 | 174549 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/01/30 | &nbsp;&nbsp;&nbsp; 365 | 366585 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/26/34 | &nbsp;&nbsp;&nbsp; 565 | 560302 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/42 | &nbsp;&nbsp;&nbsp; 306 | 281681 |
| &nbsp;&nbsp;&nbsp; 5.13%, 10/01/35 | &nbsp;&nbsp;&nbsp; 395 | 399371 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/08/33 | &nbsp;&nbsp;&nbsp; 450 | 472252 |
| &nbsp;&nbsp;&nbsp; 5.85%, 03/08/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 295 | 300456 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/15/34 | &nbsp;&nbsp;&nbsp; 300 | 327714 |
| &nbsp;&nbsp;&nbsp; 6.65%, 01/15/54 | &nbsp;&nbsp;&nbsp; 275 | 307756 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/01/40 | &nbsp;&nbsp;&nbsp; 416 | 476050 |
| Welltower OP LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 01/15/29 | &nbsp;&nbsp;&nbsp; 85 | 80481 |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 45 | 44477 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 165 | 153470 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 405 | 368652 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/01/31 | &nbsp;&nbsp;&nbsp; 185 | 171183 |
| &nbsp;&nbsp;&nbsp; 3.10%, 01/15/30 | &nbsp;&nbsp;&nbsp; 275 | 263661 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/15/32 | &nbsp;&nbsp;&nbsp; 555 | 536091 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/29 | &nbsp;&nbsp;&nbsp; 120 | 120310 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/15/28 | &nbsp;&nbsp;&nbsp; 100 | 100679 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/30 | &nbsp;&nbsp;&nbsp; 465 | 469415 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/01/48 | &nbsp;&nbsp;&nbsp; 280 | 260351 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/01/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 725 | 736128 |
|  |  | 29765296 |
| **Retail — 2.2%** | **Retail — 2.2%** | **Retail — 2.2%** |
| Costco Wholesale Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 06/20/27 | &nbsp;&nbsp;&nbsp; 607 | 589237 |
| &nbsp;&nbsp;&nbsp; 1.60%, 04/20/30 | &nbsp;&nbsp;&nbsp; 917 | 831397 |
| &nbsp;&nbsp;&nbsp; 1.75%, 04/20/32 | &nbsp;&nbsp;&nbsp; 520 | 450882 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/18/27 | &nbsp;&nbsp;&nbsp; 333 | 330662 |
| Home Depot, Inc.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 0.90%, 03/15/28 | &nbsp;&nbsp;&nbsp; 115 | 108587 |
| &nbsp;&nbsp;&nbsp; 1.38%, 03/15/31 | &nbsp;&nbsp;&nbsp; 595 | 517216 |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/15/28 | &nbsp;&nbsp;&nbsp; 652 | 616155 |
| &nbsp;&nbsp;&nbsp; 1.88%, 09/15/31 | &nbsp;&nbsp;&nbsp; 462 | 407637 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/51 | &nbsp;&nbsp;&nbsp; 685 | 394009 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/15/27 | &nbsp;&nbsp;&nbsp; 398 | 392393 |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/30 | &nbsp;&nbsp;&nbsp; 772 | 730810 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/15/51 | &nbsp;&nbsp;&nbsp; 522 | 323677 |
| &nbsp;&nbsp;&nbsp; 2.80%, 09/14/27 | &nbsp;&nbsp;&nbsp; 450 | 443635 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/15/27 | &nbsp;&nbsp;&nbsp; 270 | 267415 |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/15/29 | &nbsp;&nbsp;&nbsp; 862 | 835909 |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/15/49 | &nbsp;&nbsp;&nbsp; 702 | 478769 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/15/32 | &nbsp;&nbsp;&nbsp; 710 | 668765 |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/15/40 | &nbsp;&nbsp;&nbsp; 697 | 568709 |
| &nbsp;&nbsp;&nbsp; 3.35%, 04/15/50 | &nbsp;&nbsp;&nbsp; 708 | 501329 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/15/56 | &nbsp;&nbsp;&nbsp; 278 | 194023 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/15/52 | &nbsp;&nbsp;&nbsp; 775 | 568062 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/15/28 | &nbsp;&nbsp;&nbsp; 295 | 295046 |
| &nbsp;&nbsp;&nbsp; 3.90%, 12/06/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 588 | 590003 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/15/47 | &nbsp;&nbsp;&nbsp; 560 | 445565 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 265 | 263602 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Aaa - A Rated Corporate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Retail (continued)** | **Retail (continued)** | **Retail (continued)** |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/43 | &nbsp;&nbsp;&nbsp; $541 | $469818 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/46 | &nbsp;&nbsp;&nbsp; 782 | 661527 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/45 | &nbsp;&nbsp;&nbsp; 527 | 458812 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 725 | 733071 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/06/48 | &nbsp;&nbsp;&nbsp; 822 | 709981 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/15/35 | &nbsp;&nbsp;&nbsp; 375 | 370490 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/25/29 | &nbsp;&nbsp;&nbsp; 675 | 691829 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/25/31 | &nbsp;&nbsp;&nbsp; 380 | 392691 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/25/27 | &nbsp;&nbsp;&nbsp; 475 | 482550 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/44 | &nbsp;&nbsp;&nbsp; 547 | 511377 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/15/29 | &nbsp;&nbsp;&nbsp; 420 | 431933 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/25/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 805 | 820785 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 550 | 502889 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/25/54 | &nbsp;&nbsp;&nbsp; 764 | 733388 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/15/40 | &nbsp;&nbsp;&nbsp; 235 | 241790 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/25/64 | &nbsp;&nbsp;&nbsp; 360 | 344416 |
| &nbsp;&nbsp;&nbsp; 5.88%, 12/16/36 | &nbsp;&nbsp;&nbsp; 1319 | 1424106 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/41 | &nbsp;&nbsp;&nbsp; 500 | 535882 |
| Target Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.35%, 02/15/30 | &nbsp;&nbsp;&nbsp; 535 | 501070 |
| &nbsp;&nbsp;&nbsp; 2.95%, 01/15/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 575 | 369238 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/15/29 | &nbsp;&nbsp;&nbsp; 607 | 596672 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/15/46 | &nbsp;&nbsp;&nbsp; 386 | 294608 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/15/47 | &nbsp;&nbsp;&nbsp; 76 | 59940 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/42 | &nbsp;&nbsp;&nbsp; 570 | 481251 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/15/28 | &nbsp;&nbsp;&nbsp; 305 | 309104 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/15/33 | &nbsp;&nbsp;&nbsp; 260 | 259448 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 515 | 519955 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/34 | &nbsp;&nbsp;&nbsp; 310 | 306172 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/15/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 590 | 526122 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 420 | 424044 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 265 | 271166 |
| &nbsp;&nbsp;&nbsp; 7.00%, 01/15/38 | &nbsp;&nbsp;&nbsp; 300 | 350719 |
| TJX Companies, Inc.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.15%, 05/15/28 | &nbsp;&nbsp;&nbsp; 257 | 242161 |
| &nbsp;&nbsp;&nbsp; 1.60%, 05/15/31 | &nbsp;&nbsp;&nbsp; 145 | 127279 |
| Walmart, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/22/41 | &nbsp;&nbsp;&nbsp; 560 | 404734 |
| &nbsp;&nbsp;&nbsp; 2.65%, 09/22/51 | &nbsp;&nbsp;&nbsp; 635 | 398427 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/24/49 | &nbsp;&nbsp;&nbsp; 330 | 224686 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/08/29 | &nbsp;&nbsp;&nbsp; 388 | 382032 |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/26/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 645 | 646483 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/15/28 | &nbsp;&nbsp;&nbsp; 375 | 376852 |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/28/38 | &nbsp;&nbsp;&nbsp; 175 | 162359 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/30 | &nbsp;&nbsp;&nbsp; 330 | 332166 |
| &nbsp;&nbsp;&nbsp; 4.05%, 06/29/48 | &nbsp;&nbsp;&nbsp; 856 | 712261 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/28/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 395 | 397704 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/15/33 | &nbsp;&nbsp;&nbsp; 630 | 626413 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/09/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 470 | 471985 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/28/30 | &nbsp;&nbsp;&nbsp; 525 | 533311 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/09/52 | &nbsp;&nbsp;&nbsp; 500 | 439107 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/53 | &nbsp;&nbsp;&nbsp; 790 | 696658 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/28/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 665 | 680578 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/01/35 | &nbsp;&nbsp;&nbsp; 630 | 665196 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/01/40 | &nbsp;&nbsp;&nbsp; 335 | 356818 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/15/41 | &nbsp;&nbsp;&nbsp; 300 | 317249 |
| &nbsp;&nbsp;&nbsp; 6.20%, 04/15/38 | &nbsp;&nbsp;&nbsp; 400 | 449270 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/15/37 | &nbsp;&nbsp;&nbsp; 610 | 704572 |
|  |  | 37948639 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Semiconductors — 2.9%** | **Semiconductors — 2.9%** | **Semiconductors — 2.9%** |
| Advanced Micro Devices, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.92%, 06/01/32 | &nbsp;&nbsp;&nbsp; $230 | $225267 |
| &nbsp;&nbsp;&nbsp; 4.32%, 03/24/28 | &nbsp;&nbsp;&nbsp; 380 | 384397 |
| &nbsp;&nbsp;&nbsp; 4.39%, 06/01/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 230 | 193144 |
| Analog Devices, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 10/01/28 | &nbsp;&nbsp;&nbsp; 371 | 350799 |
| &nbsp;&nbsp;&nbsp; 2.10%, 10/01/31 | &nbsp;&nbsp;&nbsp; 525 | 466548 |
| &nbsp;&nbsp;&nbsp; 2.80%, 10/01/41 | &nbsp;&nbsp;&nbsp; 270 | 198152 |
| &nbsp;&nbsp;&nbsp; 2.95%, 10/01/51 | &nbsp;&nbsp;&nbsp; 555 | 359733 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/15/28 | &nbsp;&nbsp;&nbsp; 440 | 443386 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/30 | &nbsp;&nbsp;&nbsp; 380 | 384973 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/01/34 | &nbsp;&nbsp;&nbsp; 285 | 293795 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/54 | &nbsp;&nbsp;&nbsp; 295 | 283961 |
| Applied Materials, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 06/01/30 | &nbsp;&nbsp;&nbsp; 235 | 212604 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/01/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 482 | 310325 |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 575 | 572208 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/31 | &nbsp;&nbsp;&nbsp; 310 | 307129 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/01/47 | &nbsp;&nbsp;&nbsp; 534 | 461042 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/29 | &nbsp;&nbsp;&nbsp; 485 | 497609 |
| &nbsp;&nbsp;&nbsp; 5.10%, 10/01/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 272 | 279894 |
| &nbsp;&nbsp;&nbsp; 5.85%, 06/15/41 | &nbsp;&nbsp;&nbsp; 155 | 164724 |
| &nbsp;&nbsp;&nbsp; Broadcom Corp./Broadcom Cayman Finance Ltd., <br> 3.50%, 01/15/28<br>| &nbsp;&nbsp;&nbsp; 5 | 4970 |
| Broadcom, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 02/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 65 | 62604 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/15/31 | &nbsp;&nbsp;&nbsp; 30 | 27447 |
| &nbsp;&nbsp;&nbsp; 3.14%, 11/15/35<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 5000 | 4301068 |
| &nbsp;&nbsp;&nbsp; 3.19%, 11/15/36<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 195 | 165097 |
| &nbsp;&nbsp;&nbsp; 3.42%, 04/15/33 | &nbsp;&nbsp;&nbsp; 35 | 32316 |
| &nbsp;&nbsp;&nbsp; 3.47%, 04/15/34 | &nbsp;&nbsp;&nbsp; 315 | 286455 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/41 | &nbsp;&nbsp;&nbsp; 1680 | 1363531 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 485 | 366223 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/29<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 85 | 84761 |
| &nbsp;&nbsp;&nbsp; 4.15%, 11/15/30 | &nbsp;&nbsp;&nbsp; 250 | 248478 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/15/32<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 45 | 43997 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/15/31 | &nbsp;&nbsp;&nbsp; 200 | 199823 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 160 | 157746 |
| &nbsp;&nbsp;&nbsp; 4.35%, 02/15/30 | &nbsp;&nbsp;&nbsp; 190 | 191117 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/15/32 | &nbsp;&nbsp;&nbsp; 55 | 54965 |
| &nbsp;&nbsp;&nbsp; 4.60%, 07/15/30 | &nbsp;&nbsp;&nbsp; 30 | 30411 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/15/33 | &nbsp;&nbsp;&nbsp; 400 | 398618 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 215 | 219016 |
| &nbsp;&nbsp;&nbsp; 4.80%, 04/15/28 | &nbsp;&nbsp;&nbsp; 30 | 30587 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/15/34 | &nbsp;&nbsp;&nbsp; 4440 | 4429556 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/36 | &nbsp;&nbsp;&nbsp; 245 | 241678 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/15/32 | &nbsp;&nbsp;&nbsp; 5515 | 5625016 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/15/38 | &nbsp;&nbsp;&nbsp; 395 | 386462 |
| &nbsp;&nbsp;&nbsp; 4.93%, 05/15/37<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 1755 | 1728844 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/36 | &nbsp;&nbsp;&nbsp; 160 | 159753 |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/12/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 18 | 18318 |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/12/29 | &nbsp;&nbsp;&nbsp; 40 | 41206 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/15/30 | &nbsp;&nbsp;&nbsp; 55 | 56668 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/15/31 | &nbsp;&nbsp;&nbsp; 10 | 10370 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/32 | &nbsp;&nbsp;&nbsp; 70 | 72461 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/15/35 | &nbsp;&nbsp;&nbsp; 130 | 132805 |
| &nbsp;&nbsp;&nbsp; 5.70%, 01/15/56 | &nbsp;&nbsp;&nbsp; 150 | 151110 |
| KLA Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/01/50 | &nbsp;&nbsp;&nbsp; 385 | 269685 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/15/29 | &nbsp;&nbsp;&nbsp; 415 | 416590 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 560 | 568507 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Aaa - A Rated Corporate 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; 4.70%, 02/01/34 | &nbsp;&nbsp;&nbsp; $295 | $295801 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/15/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 687 | 625982 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/62 | &nbsp;&nbsp;&nbsp; 450 | 417887 |
| Lam Research Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 06/15/30 | &nbsp;&nbsp;&nbsp; 425 | 386933 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/15/50 | &nbsp;&nbsp;&nbsp; 296 | 192540 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/15/60 | &nbsp;&nbsp;&nbsp; 352 | 219200 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/29 | &nbsp;&nbsp;&nbsp; 495 | 495178 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/49 | &nbsp;&nbsp;&nbsp; 362 | 333008 |
| NVIDIA Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.55%, 06/15/28 | &nbsp;&nbsp;&nbsp; 550 | 523789 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/15/31 | &nbsp;&nbsp;&nbsp; 650 | 585583 |
| &nbsp;&nbsp;&nbsp; 2.85%, 04/01/30 | &nbsp;&nbsp;&nbsp; 831 | 794240 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/40 | &nbsp;&nbsp;&nbsp; 540 | 455924 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 962 | 712903 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/60 | &nbsp;&nbsp;&nbsp; 340 | 248344 |
| QUALCOMM, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.30%, 05/20/28 | &nbsp;&nbsp;&nbsp; 567 | 536451 |
| &nbsp;&nbsp;&nbsp; 1.65%, 05/20/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 400 | 340795 |
| &nbsp;&nbsp;&nbsp; 2.15%, 05/20/30 | &nbsp;&nbsp;&nbsp; 608 | 560325 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/20/27 | &nbsp;&nbsp;&nbsp; 430 | 427803 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/20/50 | &nbsp;&nbsp;&nbsp; 388 | 267108 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/20/32 | &nbsp;&nbsp;&nbsp; 285 | 284175 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/20/47 | &nbsp;&nbsp;&nbsp; 724 | 604867 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/20/30 | &nbsp;&nbsp;&nbsp; 275 | 279221 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/20/52 | &nbsp;&nbsp;&nbsp; 510 | 428522 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/20/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 376 | 375975 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/20/45 | &nbsp;&nbsp;&nbsp; 702 | 639763 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/20/35 | &nbsp;&nbsp;&nbsp; 275 | 278107 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/20/33 | &nbsp;&nbsp;&nbsp; 390 | 411433 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/20/53 | &nbsp;&nbsp;&nbsp; 605 | 634074 |
| Texas Instruments, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/04/30 | &nbsp;&nbsp;&nbsp; 444 | 404479 |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/15/31 | &nbsp;&nbsp;&nbsp; 349 | 309949 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/04/29 | &nbsp;&nbsp;&nbsp; 345 | 325904 |
| &nbsp;&nbsp;&nbsp; 2.70%, 09/15/51 | &nbsp;&nbsp;&nbsp; 220 | 134756 |
| &nbsp;&nbsp;&nbsp; 2.90%, 11/03/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 221 | 218661 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/15/39 | &nbsp;&nbsp;&nbsp; 390 | 346971 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/15/48 | &nbsp;&nbsp;&nbsp; 706 | 583660 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/23/30 | &nbsp;&nbsp;&nbsp; 275 | 279310 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/08/27 | &nbsp;&nbsp;&nbsp; 420 | 423507 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/15/28 | &nbsp;&nbsp;&nbsp; 370 | 375746 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/08/29 | &nbsp;&nbsp;&nbsp; 275 | 281057 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/08/34 | &nbsp;&nbsp;&nbsp; 285 | 291721 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/14/33 | &nbsp;&nbsp;&nbsp; 480 | 494443 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/14/53 | &nbsp;&nbsp;&nbsp; 325 | 298811 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/18/63 | &nbsp;&nbsp;&nbsp; 750 | 675168 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/23/35 | &nbsp;&nbsp;&nbsp; 325 | 334383 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/08/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 380 | 360017 |
| TSMC Arizona Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/25/31 | &nbsp;&nbsp;&nbsp; 848 | 772996 |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/25/41 | &nbsp;&nbsp;&nbsp; 465 | 375620 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/25/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 525 | 395665 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/22/27 | &nbsp;&nbsp;&nbsp; 435 | 435324 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/22/29 | &nbsp;&nbsp;&nbsp; 305 | 305908 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/22/32 | &nbsp;&nbsp;&nbsp; 290 | 289544 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/22/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 445 | 415583 |
| Xilinx, Inc., 2.38%, 06/01/30 | &nbsp;&nbsp;&nbsp; 408 | 379529 |
|  |  | 50832592 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Software — 1.3%** | **Software — 1.3%** | **Software — 1.3%** |
| Adobe, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 02/01/27 | &nbsp;&nbsp;&nbsp; $459 | $452227 |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/01/30 | &nbsp;&nbsp;&nbsp; 635 | 594315 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/17/28 | &nbsp;&nbsp;&nbsp; 275 | 280270 |
| &nbsp;&nbsp;&nbsp; 4.80%, 04/04/29 | &nbsp;&nbsp;&nbsp; 430 | 441455 |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/04/27 | &nbsp;&nbsp;&nbsp; 185 | 187327 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/17/30 | &nbsp;&nbsp;&nbsp; 385 | 398285 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/04/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 455 | 466796 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/17/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 170 | 178264 |
| Cadence Design Systems, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/10/27 | &nbsp;&nbsp;&nbsp; 225 | 226030 |
| &nbsp;&nbsp;&nbsp; 4.30%, 09/10/29 | &nbsp;&nbsp;&nbsp; 520 | 523164 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/10/34 | &nbsp;&nbsp;&nbsp; 425 | 422483 |
| Intuit, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.35%, 07/15/27 | &nbsp;&nbsp;&nbsp; 150 | 145040 |
| &nbsp;&nbsp;&nbsp; 1.65%, 07/15/30 | &nbsp;&nbsp;&nbsp; 240 | 215545 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/15/28 | &nbsp;&nbsp;&nbsp; 225 | 231551 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/33 | &nbsp;&nbsp;&nbsp; 565 | 585839 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/15/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 615 | 592902 |
| Microsoft Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/15/50 | &nbsp;&nbsp;&nbsp; 535 | 322406 |
| &nbsp;&nbsp;&nbsp; 2.53%, 06/01/50 | &nbsp;&nbsp;&nbsp; 3099 | 1877595 |
| &nbsp;&nbsp;&nbsp; 2.68%, 06/01/60 | &nbsp;&nbsp;&nbsp; 1853 | 1050932 |
| &nbsp;&nbsp;&nbsp; 2.92%, 03/17/52 | &nbsp;&nbsp;&nbsp; 3119 | 2031597 |
| &nbsp;&nbsp;&nbsp; 3.04%, 03/17/62 | &nbsp;&nbsp;&nbsp; 954 | 587874 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/06/27 | &nbsp;&nbsp;&nbsp; 1887 | 1880664 |
| &nbsp;&nbsp;&nbsp; 3.45%, 08/08/36 | &nbsp;&nbsp;&nbsp; 945 | 856477 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/12/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 445 | 417125 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/08/46 | &nbsp;&nbsp;&nbsp; 849 | 676550 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/12/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 285 | 225783 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/06/37 | &nbsp;&nbsp;&nbsp; 508 | 488157 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/03/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 610 | 604659 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/06/47 | &nbsp;&nbsp;&nbsp; 570 | 498839 |
| &nbsp;&nbsp;&nbsp; 4.45%, 11/03/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 350 | 319156 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/06/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 525 | 464660 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/39 | &nbsp;&nbsp;&nbsp; 280 | 291140 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/08/41 | &nbsp;&nbsp;&nbsp; 445 | 457366 |
| Salesforce, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 07/15/28 | &nbsp;&nbsp;&nbsp; 515 | 488813 |
| &nbsp;&nbsp;&nbsp; 1.95%, 07/15/31 | &nbsp;&nbsp;&nbsp; 820 | 728867 |
| &nbsp;&nbsp;&nbsp; 2.70%, 07/15/41 | &nbsp;&nbsp;&nbsp; 590 | 422862 |
| &nbsp;&nbsp;&nbsp; 2.90%, 07/15/51 | &nbsp;&nbsp;&nbsp; 965 | 603538 |
| &nbsp;&nbsp;&nbsp; 3.05%, 07/15/61 | &nbsp;&nbsp;&nbsp; 665 | 395397 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/11/28 | &nbsp;&nbsp;&nbsp; 748 | 748212 |
| ServiceNow, Inc., 1.40%, 09/01/30 | &nbsp;&nbsp;&nbsp; 785 | 691905 |
|  |  | 23072067 |
| **Telecommunications — 0.9%** | **Telecommunications — 0.9%** | **Telecommunications — 0.9%** |
| America Movil SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/07/30 | &nbsp;&nbsp;&nbsp; 435 | 408271 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/22/29 | &nbsp;&nbsp;&nbsp; 488 | 477796 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/16/42 | &nbsp;&nbsp;&nbsp; 404 | 350790 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/22/49 | &nbsp;&nbsp;&nbsp; 345 | 287938 |
| &nbsp;&nbsp;&nbsp; 4.70%, 07/21/32 | &nbsp;&nbsp;&nbsp; 303 | 302458 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/20/33 | &nbsp;&nbsp;&nbsp; 275 | 278276 |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/30/40 | &nbsp;&nbsp;&nbsp; 1527 | 1613663 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/35 | &nbsp;&nbsp;&nbsp; 447 | 490532 |
| Cisco Systems, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/24/28 | &nbsp;&nbsp;&nbsp; 310 | 314899 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/24/30 | &nbsp;&nbsp;&nbsp; 585 | 600092 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/26/27 | &nbsp;&nbsp;&nbsp; 900 | 909942 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/26/29 | &nbsp;&nbsp;&nbsp; 1220 | 1251199 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Aaa - A Rated Corporate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Telecommunications (continued)** | **Telecommunications (continued)** | **Telecommunications (continued)** |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/26/31 | &nbsp;&nbsp;&nbsp; $1090 | $1127412 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/24/32 | &nbsp;&nbsp;&nbsp; 540 | 556863 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/26/34 | &nbsp;&nbsp;&nbsp; 1270 | 1302279 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/24/35 | &nbsp;&nbsp;&nbsp; 615 | 630435 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/26/54 | &nbsp;&nbsp;&nbsp; 1015 | 970805 |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/26/64 | &nbsp;&nbsp;&nbsp; 505 | 477804 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/40 | &nbsp;&nbsp;&nbsp; 946 | 978596 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/24/55 | &nbsp;&nbsp;&nbsp; 340 | 335515 |
| &nbsp;&nbsp;&nbsp; 5.90%, 02/15/39 | &nbsp;&nbsp;&nbsp; 978 | 1051662 |
|  |  | 14717227 |
| **Transportation — 2.4%** | **Transportation — 2.4%** | **Transportation — 2.4%** |
| Burlington Northern Santa Fe LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/15/52 | &nbsp;&nbsp;&nbsp; 370 | 232538 |
| &nbsp;&nbsp;&nbsp; 3.05%, 02/15/51 | &nbsp;&nbsp;&nbsp; 484 | 319519 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/15/27 | &nbsp;&nbsp;&nbsp; 544 | 540882 |
| &nbsp;&nbsp;&nbsp; 3.30%, 09/15/51 | &nbsp;&nbsp;&nbsp; 481 | 332534 |
| &nbsp;&nbsp;&nbsp; 3.55%, 02/15/50 | &nbsp;&nbsp;&nbsp; 436 | 319058 |
| &nbsp;&nbsp;&nbsp; 3.90%, 08/01/46 | &nbsp;&nbsp;&nbsp; 403 | 322492 |
| &nbsp;&nbsp;&nbsp; 4.05%, 06/15/48 | &nbsp;&nbsp;&nbsp; 358 | 289618 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/47 | &nbsp;&nbsp;&nbsp; 400 | 329482 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/01/45 | &nbsp;&nbsp;&nbsp; 547 | 458939 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/15/48 | &nbsp;&nbsp;&nbsp; 335 | 273845 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/01/42 | &nbsp;&nbsp;&nbsp; 352 | 312305 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/42 | &nbsp;&nbsp;&nbsp; 332 | 296590 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/15/43 | &nbsp;&nbsp;&nbsp; 427 | 378996 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/15/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 500 | 420630 |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/01/44 | &nbsp;&nbsp;&nbsp; 405 | 359740 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/01/45 | &nbsp;&nbsp;&nbsp; 428 | 387742 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/01/44 | &nbsp;&nbsp;&nbsp; 499 | 469169 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/01/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 437 | 429965 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/01/43 | &nbsp;&nbsp;&nbsp; 329 | 318633 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/54 | &nbsp;&nbsp;&nbsp; 745 | 701050 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/41 | &nbsp;&nbsp;&nbsp; 230 | 233439 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/55 | &nbsp;&nbsp;&nbsp; 620 | 609892 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/56 | &nbsp;&nbsp;&nbsp; 365 | 360486 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/01/40 | &nbsp;&nbsp;&nbsp; 321 | 338569 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/56 | &nbsp;&nbsp;&nbsp; 470 | 481655 |
| &nbsp;&nbsp;&nbsp; 6.15%, 05/01/37 | &nbsp;&nbsp;&nbsp; 265 | 292872 |
| Canadian National Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 05/01/50 | &nbsp;&nbsp;&nbsp; 205 | 122490 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/02/46 | &nbsp;&nbsp;&nbsp; 321 | 232420 |
| &nbsp;&nbsp;&nbsp; 3.65%, 02/03/48 | &nbsp;&nbsp;&nbsp; 216 | 165027 |
| &nbsp;&nbsp;&nbsp; 3.85%, 08/05/32 | &nbsp;&nbsp;&nbsp; 395 | 382888 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/18/34 | &nbsp;&nbsp;&nbsp; 430 | 422326 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/05/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 345 | 293013 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/20/49 | &nbsp;&nbsp;&nbsp; 331 | 284000 |
| &nbsp;&nbsp;&nbsp; 6.25%, 08/01/34 | &nbsp;&nbsp;&nbsp; 350 | 385559 |
| CSX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/15/51 | &nbsp;&nbsp;&nbsp; 165 | 98408 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/27 | &nbsp;&nbsp;&nbsp; 270 | 268052 |
| &nbsp;&nbsp;&nbsp; 3.35%, 09/15/49 | &nbsp;&nbsp;&nbsp; 255 | 180512 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/01/28 | &nbsp;&nbsp;&nbsp; 245 | 244813 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/01/46 | &nbsp;&nbsp;&nbsp; 485 | 380880 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/15/50 | &nbsp;&nbsp;&nbsp; 290 | 220384 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/01/50 | &nbsp;&nbsp;&nbsp; 315 | 245668 |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 530 | 521803 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/15/44 | &nbsp;&nbsp;&nbsp; 440 | 370157 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/29 | &nbsp;&nbsp;&nbsp; 620 | 625604 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/01/66 | &nbsp;&nbsp;&nbsp; 290 | 222656 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/01/48 | &nbsp;&nbsp;&nbsp; 415 | 346868 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 470 | 399427 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Transportation (continued)** | **Transportation (continued)** | **Transportation (continued)** |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/01/68 | &nbsp;&nbsp;&nbsp; $320 | $262538 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/30/42 | &nbsp;&nbsp;&nbsp; 290 | 268329 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/48 | &nbsp;&nbsp;&nbsp; 310 | 275843 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 295 | 264952 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/15/35 | &nbsp;&nbsp;&nbsp; 510 | 518357 |
| &nbsp;&nbsp;&nbsp; 5.20%, 11/15/33 | &nbsp;&nbsp;&nbsp; 375 | 389384 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/41 | &nbsp;&nbsp;&nbsp; 265 | 270901 |
| &nbsp;&nbsp;&nbsp; 6.15%, 05/01/37 | &nbsp;&nbsp;&nbsp; 295 | 322943 |
| &nbsp;&nbsp;&nbsp; 6.22%, 04/30/40 | &nbsp;&nbsp;&nbsp; 285 | 312633 |
| &nbsp;&nbsp;&nbsp; Federal Express Corp. Pass-Through Trusts, <br> Series 2020-1, Class AA, 1.88%, 08/20/35<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 392 | 341810 |
| Union Pacific Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 02/05/27 | &nbsp;&nbsp;&nbsp; 205 | 201682 |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/20/31 | &nbsp;&nbsp;&nbsp; 460 | 420831 |
| &nbsp;&nbsp;&nbsp; 2.40%, 02/05/30 | &nbsp;&nbsp;&nbsp; 365 | 341929 |
| &nbsp;&nbsp;&nbsp; 2.80%, 02/14/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 685 | 630258 |
| &nbsp;&nbsp;&nbsp; 2.89%, 04/06/36 | &nbsp;&nbsp;&nbsp; 310 | 261863 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/10/52 | &nbsp;&nbsp;&nbsp; 430 | 274090 |
| &nbsp;&nbsp;&nbsp; 2.97%, 09/16/62<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 535 | 312450 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/15/27 | &nbsp;&nbsp;&nbsp; 265 | 262665 |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/20/41 | &nbsp;&nbsp;&nbsp; 500 | 391513 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/05/50 | &nbsp;&nbsp;&nbsp; 855 | 590720 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/14/42 | &nbsp;&nbsp;&nbsp; 230 | 180400 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/14/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 685 | 484988 |
| &nbsp;&nbsp;&nbsp; 3.55%, 08/15/39 | &nbsp;&nbsp;&nbsp; 215 | 182997 |
| &nbsp;&nbsp;&nbsp; 3.55%, 05/20/61 | &nbsp;&nbsp;&nbsp; 345 | 231165 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/37 | &nbsp;&nbsp;&nbsp; 155 | 137434 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/29 | &nbsp;&nbsp;&nbsp; 300 | 297985 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/05/70 | &nbsp;&nbsp;&nbsp; 401 | 272227 |
| &nbsp;&nbsp;&nbsp; 3.80%, 10/01/51 | &nbsp;&nbsp;&nbsp; 550 | 413944 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/06/71 | &nbsp;&nbsp;&nbsp; 440 | 300242 |
| &nbsp;&nbsp;&nbsp; 3.84%, 03/20/60 | &nbsp;&nbsp;&nbsp; 955 | 689008 |
| &nbsp;&nbsp;&nbsp; 3.85%, 02/14/72 | &nbsp;&nbsp;&nbsp; 185 | 127833 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/10/28 | &nbsp;&nbsp;&nbsp; 805 | 806821 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/15/59 | &nbsp;&nbsp;&nbsp; 305 | 226817 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/47 | &nbsp;&nbsp;&nbsp; 260 | 208773 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/01/46 | &nbsp;&nbsp;&nbsp; 275 | 223787 |
| &nbsp;&nbsp;&nbsp; 4.10%, 09/15/67 | &nbsp;&nbsp;&nbsp; 270 | 199372 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/01/49 | &nbsp;&nbsp;&nbsp; 325 | 269731 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/20/33 | &nbsp;&nbsp;&nbsp; 445 | 448259 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/09/52 | &nbsp;&nbsp;&nbsp; 360 | 327919 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/53 | &nbsp;&nbsp;&nbsp; 225 | 203942 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/20/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 650 | 668478 |
| &nbsp;&nbsp;&nbsp; 5.60%, 12/01/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 335 | 333569 |
| United Parcel Service, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.05%, 11/15/27 | &nbsp;&nbsp;&nbsp; 350 | 346185 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/15/29 | &nbsp;&nbsp;&nbsp; 598 | 589935 |
| &nbsp;&nbsp;&nbsp; 3.40%, 11/15/46 | &nbsp;&nbsp;&nbsp; 195 | 143615 |
| &nbsp;&nbsp;&nbsp; 3.40%, 09/01/49 | &nbsp;&nbsp;&nbsp; 458 | 324445 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/15/47 | &nbsp;&nbsp;&nbsp; 228 | 175867 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/49 | &nbsp;&nbsp;&nbsp; 423 | 348244 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/01/30 | &nbsp;&nbsp;&nbsp; 596 | 606038 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 485 | 496525 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/03/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 510 | 524190 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/40 | &nbsp;&nbsp;&nbsp; 209 | 201592 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/03/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 575 | 524644 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/22/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 455 | 471927 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/40 | &nbsp;&nbsp;&nbsp; 218 | 219781 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/14/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 400 | 414208 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 679 | 649660 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/22/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 605 | 587739 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Aaa - A Rated Corporate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Transportation (continued)** | **Transportation (continued)** | **Transportation (continued)** |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/22/64 | &nbsp;&nbsp;&nbsp; $330 | $318239 |
| &nbsp;&nbsp;&nbsp; 5.95%, 05/14/55 | &nbsp;&nbsp;&nbsp; 645 | 665588 |
| &nbsp;&nbsp;&nbsp; 6.05%, 05/14/65 | &nbsp;&nbsp;&nbsp; 515 | 531768 |
| &nbsp;&nbsp;&nbsp; 6.20%, 01/15/38 | &nbsp;&nbsp;&nbsp; 696 | 768188 |
| Walmart, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/22/28 | &nbsp;&nbsp;&nbsp; 587 | 556196 |
| &nbsp;&nbsp;&nbsp; 1.80%, 09/22/31 | &nbsp;&nbsp;&nbsp; 1205 | 1074688 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/09/27 | &nbsp;&nbsp;&nbsp; 382 | 384041 |
|  |  | 41298280 |
| **Total Long-Term Investments — 97.8%** <br>**(Cost: $1,759,563,199)** | **Total Long-Term Investments — 97.8%** <br>**(Cost: $1,759,563,199)** | 1696392179 |
|  | &nbsp;&nbsp; *Shares* |  |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Money Market Funds — 7.8%** | **Money Market Funds — 7.8%** | **Money Market Funds — 7.8%** |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institutional, SL Agency <br> Shares, 3.82%<sup>(d)(e)(f)</sup><br>| &nbsp;&nbsp;&nbsp; 120327901 | 120388065 |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL Agency <br> Shares, 3.64%<sup>(d)(e)</sup><br>| &nbsp;&nbsp;&nbsp; 14940000 | 14940000 |
| **Total Short-Term Securities — 7.8%** <br>**(Cost: $135,281,365)** | **Total Short-Term Securities — 7.8%** <br>**(Cost: $135,281,365)** | 135328065 |
| **Total Investments — 105.6%** <br>**(Cost: $1,894,844,564)** | **Total Investments — 105.6%** <br>**(Cost: $1,894,844,564)** | 1831720244 |
| **Liabilities in Excess of Other Assets — (5.6)%** | **Liabilities in Excess of Other Assets — (5.6)%** | (97199253)<br>|
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | $1734520991 |

---

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

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

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

<sup>(c)</sup> 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>(d)</sup> Affiliate of the Fund.

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

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

**Affiliates**

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at* <br>*10/31/25*<br>| &nbsp;&nbsp; *Proceeds* <br>*from Sales*<br>| *Net Realized* <br>*Gain (Loss)*<br>| *Change in* <br>*Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>| *Value at* <br>*01/31/26*<br>| *Shares* <br>*Held at* <br>*01/31/26*<br>| *Income* | &nbsp;&nbsp; *Capital* <br>*Gain* <br>*Distributions* <br>*from* <br>*Underlying* <br>*Funds*<br>|
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institutional, SL <br> Agency Shares<br>| $114422027<br> $5965949 <br><sup>(a)</sup><br>| $— | $905 | $(816)<br>| $120388065 | 120327901 | $78966 <br><sup>(b)</sup><br>| $— |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL <br> Agency Shares<br>| &nbsp;&nbsp;&nbsp;&nbsp; 3740000<br> 11200000 <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; 14940000 | 14940000 | &nbsp;&nbsp; 122396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
|  |  |  | $905 | $(816) | $135328065 |  | $201362 | $— |

---

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

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

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

**Fair Value Hierarchy as of Period End** 

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

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

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

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Aaa - A Rated Corporate Bond ETF**

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Assets  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Long-Term Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds & Notes | &nbsp;&nbsp; $— | &nbsp;&nbsp; $1696392179 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $1696392179 |
| &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; 135328065 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 135328065 |
|  | &nbsp;&nbsp; $135328065 | &nbsp;&nbsp; $1696392179 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $1831720244 |

---

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

---

| | |
|:---|:---|
| **Portfolio Abbreviation** | **Portfolio Abbreviation** |
| CME | Chicago Mercantile Exchange |
| CMT | Constant Maturity Treasury |
| SOFR | Secured Overnight Financing Rate |

---

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

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

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

- **a. Name of Series:** iShares Aaa - A Rated Corporate Bond ETF

- **b. EDGAR series identifier (if any):** S000035916

- **c. LEI of Series:** 5493009W1LC1TK28CL24

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1973157604.83

**Total Liabilities:** $245864489.09

**Net Assets:** $1727293115.74

**Delayed Delivery Securities:** $1760455.80

**Cash Not Reported:** $4388.70

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 4.78000000 | **1-Year:** 50489.62000000 | **5-Year:** 332224.58000000 | **10-Year:** 258975.89000000 | **30-Year:** 553990.74000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000110081 | 0.69%                | -0.40%               | 0.18%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-934929.86              | $6981344.81                                |
| Month 2  | $-428454.99              | $-13213657.56                              |
| Month 3  | $566507.62               | $-3704196.35                               |

### Schedule of Portfolio Investments

| Name                                           | Title                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABB FINANCE USA INC                            | ABB Finance USA Inc                                           | CUSIP: 00037BAC6<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |    260000 | PA      | $230447.58    | 0.01%             | 2042-05-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                      | Aflac Inc                                                     | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    293000 | PA      | $257341.51    | 0.01%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                      | Aflac Inc                                                     | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    698000 | PA      | $685870.50    | 0.04%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                        | AEP Transmission Co LLC                                       | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $190976.56    | 0.01%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                        | AEP Transmission Co LLC                                       | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    355000 | PA      | $262250.53    | 0.02%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                        | AEP Transmission Co LLC                                       | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    330000 | PA      | $278119.48    | 0.02%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                        | AEP Transmission Co LLC                                       | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    320000 | PA      | $309157.27    | 0.02%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                            | Abbott Laboratories                                           | CUSIP: 002819AC4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    390000 | PA      | $431037.85    | 0.02%             | 2037-11-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                            | Abbott Laboratories                                           | CUSIP: 002824AV2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    175000 | PA      | $191190.11    | 0.01%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                            | Abbott Laboratories                                           | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    542000 | PA      | $556179.01    | 0.03%             | 2040-05-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                            | Abbott Laboratories                                           | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    797000 | PA      | $792434.35    | 0.05%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                            | Abbott Laboratories                                           | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1536000 | PA      | $1431277.73   | 0.08%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                            | Abbott Laboratories                                           | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    403000 | PA      | $377059.72    | 0.02%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                            | Abbott Laboratories                                           | CUSIP: 002824BP4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    404000 | PA      | $384852.02    | 0.02%             | 2028-01-30      | Fixed         | 1.15%                 | No            |                  2 | On Loan: —       |
| ABBOTT LABORATORIES                            | Abbott Laboratories                                           | CUSIP: 002824BQ2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    433000 | PA      | $387797.32    | 0.02%             | 2030-06-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                    | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1143494.62   | 0.07%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                    | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1096135.85   | 0.06%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                    | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1160611.36   | 0.07%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                    | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    670000 | PA      | $640720.23    | 0.04%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                    | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $906441.13    | 0.05%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                    | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    925000 | PA      | $838474.85    | 0.05%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                    | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    855000 | PA      | $863554.32    | 0.05%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                    | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2715000 | PA      | $2634067.02   | 0.15%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                    | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1755806.98   | 0.10%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                    | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2855000 | PA      | $2354060.04   | 0.14%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                    | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    880000 | PA      | $865015.21    | 0.05%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                    | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    515000 | PA      | $475952.32    | 0.03%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| ABBVIE INC                                     | AbbVie Inc                                                    | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    450000 | PA      | $409521.94    | 0.02%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                    | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    935000 | PA      | $944921.96    | 0.05%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                    | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1239165.83   | 0.07%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                    | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1099778.03   | 0.06%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| ABBVIE INC                                     | AbbVie Inc                                                    | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1578036.51   | 0.09%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                    | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    370000 | PA      | $365355.56    | 0.02%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                    | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1457690.11   | 0.08%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                    | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    690000 | PA      | $668098.77    | 0.04%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                    | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    700000 | PA      | $711460.47    | 0.04%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                    | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    545000 | PA      | $560640.07    | 0.03%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                    | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    530000 | PA      | $546435.41    | 0.03%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                    | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    360000 | PA      | $359629.60    | 0.02%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                         | Chubb INA Holdings LLC                                        | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    805000 | PA      | $698640.37    | 0.04%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                          | Accenture Capital Inc                                         | CUSIP: 00440KAA1<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    520000 | PA      | $522175.54    | 0.03%             | 2027-10-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                          | Accenture Capital Inc                                         | CUSIP: 00440KAB9<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    625000 | PA      | $626927.61    | 0.04%             | 2029-10-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                          | Accenture Capital Inc                                         | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    630000 | PA      | $629939.05    | 0.04%             | 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        |    730000 | PA      | $717290.71    | 0.04%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                      | Adobe Inc                                                     | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    459000 | PA      | $452227.27    | 0.03%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                      | Adobe Inc                                                     | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    635000 | PA      | $594314.94    | 0.03%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                      | Adobe Inc                                                     | CUSIP: 00724PAE9<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187326.79    | 0.01%             | 2027-04-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                      | Adobe Inc                                                     | CUSIP: 00724PAF6<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    430000 | PA      | $441455.02    | 0.03%             | 2029-04-04      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                      | Adobe Inc                                                     | CUSIP: 00724PAG4<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    455000 | PA      | $466795.61    | 0.03%             | 2034-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| ADOBE INC                                      | Adobe Inc                                                     | CUSIP: 00724PAH2<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280270.36    | 0.02%             | 2028-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                      | Adobe Inc                                                     | CUSIP: 00724PAJ8<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    385000 | PA      | $398284.58    | 0.02%             | 2030-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                      | Adobe Inc                                                     | CUSIP: 00724PAK5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    170000 | PA      | $178264.12    | 0.01%             | 2035-01-17      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| ADVANCED MICRO DEVICES                         | Advanced Micro Devices Inc                                    | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    220000 | PA      | $215473.15    | 0.01%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                         | Advanced Micro Devices Inc                                    | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    230000 | PA      | $193143.62    | 0.01%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: —       |
| ADVANCED MICRO DEVICES                         | Advanced Micro Devices Inc                                    | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    380000 | PA      | $384397.04    | 0.02%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                       | Air Products and Chemicals Inc                                | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    496000 | PA      | $484430.21    | 0.03%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                       | Air Products and Chemicals Inc                                | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    402000 | PA      | $302383.09    | 0.02%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                       | Air Products and Chemicals Inc                                | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    503000 | PA      | $322260.65    | 0.02%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                       | Air Products and Chemicals Inc                                | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    605000 | PA      | $557085.66    | 0.03%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                       | Air Products and Chemicals Inc                                | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    245000 | PA      | $249128.72    | 0.01%             | 2033-03-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                       | Air Products and Chemicals Inc                                | CUSIP: 009158BH8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    570000 | PA      | $580494.10    | 0.03%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                       | Air Products and Chemicals Inc                                | CUSIP: 009158BJ4<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    420000 | PA      | $430414.34    | 0.02%             | 2031-02-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| AIR PRODUCTS & CHEMICALS                       | Air Products and Chemicals Inc                                | CUSIP: 009158BK1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    475000 | PA      | $482689.72    | 0.03%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| AIR PRODUCTS & CHEMICALS                       | Air Products and Chemicals Inc                                | CUSIP: 009158BN5<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    255000 | PA      | $257462.11    | 0.01%             | 2028-06-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| AIR PRODUCTS & CHEMICALS                       | Air Products and Chemicals Inc                                | CUSIP: 009158BP0<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189887.42    | 0.01%             | 2032-10-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                               | Alabama Power Co                                              | CUSIP: 010392FB9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    242000 | PA      | $259166.96    | 0.02%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                               | Alabama Power Co                                              | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    353000 | PA      | $277391.92    | 0.02%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                               | Alabama Power Co                                              | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    279000 | PA      | $213109.75    | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| ALABAMA POWER CO                               | Alabama Power Co                                              | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    297000 | PA      | $246028.09    | 0.01%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                               | Alabama Power Co                                              | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    350000 | PA      | $250680.33    | 0.01%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                               | Alabama Power Co                                              | CUSIP: 010392FU7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    335000 | PA      | $296969.01    | 0.02%             | 2030-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                               | Alabama Power Co                                              | CUSIP: 010392FV5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    335000 | PA      | $222214.62    | 0.01%             | 2051-07-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                               | Alabama Power Co                                              | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    430000 | PA      | $277278.80    | 0.02%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                               | Alabama Power Co                                              | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    225000 | PA      | $208418.93    | 0.01%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                               | Alabama Power Co                                              | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    305000 | PA      | $304940.01    | 0.02%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                               | Alabama Power Co                                              | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265647.93    | 0.02%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                               | Alabama Power Co                                              | CUSIP: 010392GE2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230183.38    | 0.01%             | 2031-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| RIO TINTO ALCAN INC                            | Rio Tinto Alcan Inc                                           | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    375000 | PA      | $409290.28    | 0.02%             | 2033-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                     | CUSIP: 01609WAR3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    340000 | PA      | $334533.81    | 0.02%             | 2034-11-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                     | CUSIP: 01609WAT9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1210000 | PA      | $1199457.15   | 0.07%             | 2027-12-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                     | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    520000 | PA      | $477669.97    | 0.03%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                     | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    850000 | PA      | $709091.07    | 0.04%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                     | CUSIP: 01609WAW2<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    460000 | PA      | $381578.41    | 0.02%             | 2057-12-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                     | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    765000 | PA      | $694776.43    | 0.04%             | 2031-02-09      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                     | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    510000 | PA      | $374224.13    | 0.02%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                     | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    950000 | PA      | $646039.28    | 0.04%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                     | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    415000 | PA      | $271089.20    | 0.02%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                     | CUSIP: 01609WBM3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    240000 | PA      | $246539.73    | 0.01%             | 2030-05-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                     | CUSIP: 01609WBP6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    455000 | PA      | $471394.64    | 0.03%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                     | CUSIP: 01609WBQ4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    170000 | PA      | $171948.77    | 0.01%             | 2054-11-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                 | Alleghany Corp                                                | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    385000 | PA      | $376975.34    | 0.02%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                 | Alleghany Corp                                                | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    255000 | PA      | $172559.23    | 0.01%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| ALPHABET INC                                   | Alphabet Inc                                                  | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1212000 | PA      | $1069118.58   | 0.06%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                   | Alphabet Inc                                                  | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    470000 | PA      | $316316.89    | 0.02%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| ALPHABET INC                                   | Alphabet Inc                                                  | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1722000 | PA      | $928685.21    | 0.05%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                   | Alphabet Inc                                                  | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $534918.45    | 0.03%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                   | Alphabet Inc                                                  | CUSIP: 02079KAJ6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105584.65    | 0.01%             | 2027-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                   | Alphabet Inc                                                  | CUSIP: 02079KAK3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    385000 | PA      | $385132.67    | 0.02%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                   | Alphabet Inc                                                  | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    625000 | PA      | $619022.86    | 0.04%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                   | Alphabet Inc                                                  | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    535000 | PA      | $509521.78    | 0.03%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                   | Alphabet Inc                                                  | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    540000 | PA      | $504439.84    | 0.03%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                   | Alphabet Inc                                                  | CUSIP: 02079KAV9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190837.00    | 0.01%             | 2028-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                   | Alphabet Inc                                                  | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    965000 | PA      | $966097.89    | 0.06%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                   | Alphabet Inc                                                  | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    315000 | PA      | $315859.63    | 0.02%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                   | Alphabet Inc                                                  | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    980000 | PA      | $975141.14    | 0.06%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                   | Alphabet Inc                                                  | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    805000 | PA      | $794251.89    | 0.05%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                   | Alphabet Inc                                                  | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $1958356.52   | 0.11%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                   | Alphabet Inc                                                  | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1373431.53   | 0.08%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    404000 | PA      | $414064.17    | 0.02%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    784000 | PA      | $750691.77    | 0.04%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                                 | Amazon.com Inc                                                | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    512000 | PA      | $508474.89    | 0.03%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1309000 | PA      | $1188546.64   | 0.07%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1722000 | PA      | $1407331.79   | 0.08%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1082000 | PA      | $863198.93    | 0.05%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    747000 | PA      | $724487.45    | 0.04%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1321000 | PA      | $1190051.21   | 0.07%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1261000 | PA      | $749627.21    | 0.04%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                                 | Amazon.com Inc                                                | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1126000 | PA      | $632019.03    | 0.04%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $1020078.72   | 0.06%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1767000 | PA      | $1594475.16   | 0.09%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1057000 | PA      | $797347.71    | 0.05%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1055569.55   | 0.06%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    980000 | PA      | $623898.50    | 0.04%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    990000 | PA      | $986177.86    | 0.06%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    845000 | PA      | $836285.84    | 0.05%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1083523.65   | 0.06%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $918809.68    | 0.05%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    580000 | PA      | $442699.11    | 0.03%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1204788.59   | 0.07%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    565000 | PA      | $579721.62    | 0.03%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1241550.11   | 0.07%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                                 | Amazon.com Inc                                                | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    835000 | PA      | $837888.66    | 0.05%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1150360.82   | 0.07%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    945000 | PA      | $939599.52    | 0.05%             | 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        |   1190000 | PA      | $1177968.10   | 0.07%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1431038.78   | 0.08%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1008792.77   | 0.06%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                      | Hess Corp                                                     | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    230000 | PA      | $263250.01    | 0.02%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                      | Hess Corp                                                     | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    135000 | PA      | $155406.15    | 0.01%             | 2033-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                             | Ameren Illinois Co                                            | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    226000 | PA      | $172798.47    | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                             | Ameren Illinois Co                                            | CUSIP: 02361DAT7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    260000 | PA      | $223175.13    | 0.01%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                             | Ameren Illinois Co                                            | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    245000 | PA      | $235808.85    | 0.01%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                             | Ameren Illinois Co                                            | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244839.97    | 0.01%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| AMEREN ILLINOIS CO                             | Ameren Illinois Co                                            | CUSIP: 02361DBB5<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    320000 | PA      | $315067.56    | 0.02%             | 2054-07-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                             | Ameren Illinois Co                                            | CUSIP: 02361DBC3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    345000 | PA      | $344309.98    | 0.02%             | 2055-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                        | America Movil SAB de CV                                       | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    447000 | PA      | $490532.34    | 0.03%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                        | America Movil SAB de CV                                       | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   1527000 | PA      | $1613663.07   | 0.09%             | 2040-03-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                        | America Movil SAB de CV                                       | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    404000 | PA      | $350789.88    | 0.02%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                        | America Movil SAB de CV                                       | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    345000 | PA      | $287938.39    | 0.02%             | 2049-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                        | America Movil SAB de CV                                       | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    488000 | PA      | $477795.51    | 0.03%             | 2029-04-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                        | America Movil SAB de CV                                       | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    435000 | PA      | $408271.21    | 0.02%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                        | America Movil SAB de CV                                       | CUSIP: 02364WBK0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    303000 | PA      | $302457.43    | 0.02%             | 2032-07-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                        | America Movil SAB de CV                                       | CUSIP: 02364WBM6<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    275000 | PA      | $278275.73    | 0.02%             | 2033-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 25-1A PTT                         | American Airlines 2025-1 Class A Pass Through Trust           | CUSIP: 02377NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29644.04     | 0.00%             | 2038-05-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| AMER AIRLINE 21-1A EETC                        | American Airlines 2021-1 Class A Pass Through Trust           | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    276188 | PA      | $250788.16    | 0.01%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                           | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    239000 | PA      | $204984.14    | 0.01%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                           | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $1003390.53   | 0.06%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                           | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    840000 | PA      | $829076.95    | 0.05%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                           | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    590000 | PA      | $592188.26    | 0.03%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                           | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    680000 | PA      | $672149.66    | 0.04%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                           | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    875000 | PA      | $903629.72    | 0.05%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                            | American Express Co                                           | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    675000 | PA      | $686139.57    | 0.04%             | 2034-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                           | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    785000 | PA      | $807260.74    | 0.05%             | 2029-07-27      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                           | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    475000 | PA      | $517082.58    | 0.03%             | 2031-10-30      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                           | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    925000 | PA      | $935635.90    | 0.05%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                           | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    835000 | PA      | $869520.71    | 0.05%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                           | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    660000 | PA      | $670351.08    | 0.04%             | 2028-07-26      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                           | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    825000 | PA      | $843857.01    | 0.05%             | 2035-07-26      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                           | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    790000 | PA      | $811765.65    | 0.05%             | 2031-01-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                           | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    660000 | PA      | $680525.70    | 0.04%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                           | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    815000 | PA      | $826925.01    | 0.05%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                           | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    750000 | PA      | $769345.28    | 0.04%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                           | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    565000 | PA      | $592085.69    | 0.03%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                           | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    805000 | PA      | $809945.20    | 0.05%             | 2029-07-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                           | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1002636.40   | 0.06%             | 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        |    785000 | PA      | $770243.96    | 0.04%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                   | CUSIP: 02665WCE9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    176000 | PA      | $174500.05    | 0.01%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                   | CUSIP: 02665WDT5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $264808.47    | 0.02%             | 2031-01-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                   | CUSIP: 02665WDW8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    380000 | PA      | $364769.24    | 0.02%             | 2028-03-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                   | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    225000 | PA      | $213767.55    | 0.01%             | 2029-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                   | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    285000 | PA      | $289162.01    | 0.02%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                   | CUSIP: 02665WEH0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    385000 | PA      | $388793.07    | 0.02%             | 2030-04-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                   | CUSIP: 02665WEM9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410308.26    | 0.02%             | 2028-07-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                   | CUSIP: 02665WER8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    265000 | PA      | $280901.40    | 0.02%             | 2030-10-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                   | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    340000 | PA      | $354428.96    | 0.02%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                   | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275511.91    | 0.02%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                   | CUSIP: 02665WFD8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    270000 | PA      | $273028.67    | 0.02%             | 2027-03-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                   | CUSIP: 02665WFE6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    285000 | PA      | $291352.89    | 0.02%             | 2029-03-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                   | CUSIP: 02665WFK2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    335000 | PA      | $339785.83    | 0.02%             | 2027-07-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                   | CUSIP: 02665WFL0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    325000 | PA      | $333629.42    | 0.02%             | 2031-07-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                   | CUSIP: 02665WFQ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504475.13    | 0.03%             | 2029-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                   | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    355000 | PA      | $358185.53    | 0.02%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                   | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    265000 | PA      | $269743.84    | 0.02%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                   | CUSIP: 02665WFX4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    335000 | PA      | $338816.21    | 0.02%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                   | CUSIP: 02665WFY2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    290000 | PA      | $295758.25    | 0.02%             | 2030-03-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                   | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171733.50    | 0.01%             | 2035-03-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                   | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302797.01    | 0.02%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                   | CUSIP: 02665WGF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    390000 | PA      | $400372.49    | 0.02%             | 2032-07-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                   | CUSIP: 02665WGK1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    365000 | PA      | $367189.47    | 0.02%             | 2028-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                   | CUSIP: 02665WGL9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    365000 | PA      | $366302.97    | 0.02%             | 2030-09-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                   | CUSIP: 02665WGR6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225518.40    | 0.01%             | 2029-01-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                   | CUSIP: 02665WGS4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224873.46    | 0.01%             | 2031-01-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                   | CUSIP: 02665WGT2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223897.72    | 0.01%             | 2036-01-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                            | American International Group Inc                              | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43966.24     | 0.00%             | 2044-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                            | American International Group Inc                              | CUSIP: 026874DC8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41915.56     | 0.00%             | 2035-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                         | American International Group Inc                              | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22299.00     | 0.00%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| AMERICAN INTL GROUP                            | American International Group Inc                              | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    510000 | PA      | $425050.89    | 0.02%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                         | American International Group Inc                              | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150273.63    | 0.01%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN UNIVERSITY                            | American University/The                                       | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |    228000 | PA      | $172883.16    | 0.01%             | 2049-04-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                       | Ameriprise Financial Inc                                      | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171060.56    | 0.01%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                       | Ameriprise Financial Inc                                      | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    345000 | PA      | $356624.01    | 0.02%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| AMERIPRISE FINANCIAL INC                       | Ameriprise Financial Inc                                      | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    305000 | PA      | $319133.08    | 0.02%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                       | Ameriprise Financial Inc                                      | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356291.97    | 0.02%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                  | Amphenol Corp                                                 | CUSIP: 032095AH4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262858.51    | 0.02%             | 2029-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                  | Amphenol Corp                                                 | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    235000 | PA      | $223257.90    | 0.01%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| AMPHENOL CORP                                  | Amphenol Corp                                                 | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    600000 | PA      | $536435.76    | 0.03%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                  | Amphenol Corp                                                 | CUSIP: 032095AN1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20269.11     | 0.00%             | 2027-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                  | Amphenol Corp                                                 | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    355000 | PA      | $367455.30    | 0.02%             | 2034-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                  | Amphenol Corp                                                 | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    410000 | PA      | $415395.98    | 0.02%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                  | Amphenol Corp                                                 | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    205000 | PA      | $199337.71    | 0.01%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| AMPHENOL CORP                                  | Amphenol Corp                                                 | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    470000 | PA      | $474664.06    | 0.03%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                  | Amphenol Corp                                                 | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499813.41    | 0.03%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                  | Amphenol Corp                                                 | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    205000 | PA      | $204861.23    | 0.01%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                  | Amphenol Corp                                                 | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    425000 | PA      | $422178.70    | 0.02%             | 2030-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                  | Amphenol Corp                                                 | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    720000 | PA      | $711401.69    | 0.04%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                  | Amphenol Corp                                                 | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    695000 | PA      | $679134.18    | 0.04%             | 2036-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                  | Amphenol Corp                                                 | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    595000 | PA      | $569097.33    | 0.03%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                             | Analog Devices Inc                                            | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    371000 | PA      | $350798.72    | 0.02%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                             | Analog Devices Inc                                            | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    525000 | PA      | $466547.70    | 0.03%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                             | Analog Devices Inc                                            | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    270000 | PA      | $198151.71    | 0.01%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                             | Analog Devices Inc                                            | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    540000 | PA      | $350010.67    | 0.02%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                             | Analog Devices Inc                                            | CUSIP: 032654BB0<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    285000 | PA      | $293795.30    | 0.02%             | 2034-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                             | Analog Devices Inc                                            | CUSIP: 032654BC8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    295000 | PA      | $283960.73    | 0.02%             | 2054-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                             | Analog Devices Inc                                            | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    440000 | PA      | $443386.41    | 0.03%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                             | Analog Devices Inc                                            | CUSIP: 032654BE4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    380000 | PA      | $384972.99    | 0.02%             | 2030-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                        | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc   | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2537657.94   | 0.15%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                        | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc   | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4455000 | PA      | $4109210.34   | 0.24%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                            | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    755000 | PA      | $967035.26    | 0.06%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                            | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $984227.52    | 0.06%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                            | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    880000 | PA      | $906587.43    | 0.05%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                            | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $2036238.93   | 0.12%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                            | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    920000 | PA      | $937060.13    | 0.05%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                            | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    465000 | PA      | $478382.69    | 0.03%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                            | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1027874.98   | 0.06%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                            | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283685.50    | 0.02%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                            | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    160000 | PA      | $141302.05    | 0.01%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                            | CUSIP: 035240AP5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    315000 | PA      | $274613.55    | 0.02%             | 2058-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                            | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1482000 | PA      | $1512552.72   | 0.09%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                            | CUSIP: 035240AR1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    415000 | PA      | $428774.36    | 0.02%             | 2031-01-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                            | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    105000 | PA      | $94886.27     | 0.01%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                            | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    915000 | PA      | $893893.00    | 0.05%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                       | Anheuser-Busch InBev Finance Inc                              | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    445000 | PA      | $438298.90    | 0.03%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| ANHEUSER-BUSCH INBEV FIN                       | Anheuser-Busch InBev Finance Inc                              | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    810000 | PA      | $747536.17    | 0.04%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                       | Anheuser-Busch InBev Finance Inc                              | CUSIP: 03524BAF3<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    335000 | PA      | $302671.34    | 0.02%             | 2044-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                       | Apollo Global Management Inc                                  | CUSIP: 03769MAA4<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    250000 | PA      | $273503.30    | 0.02%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                       | Apollo Global Management Inc                                  | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    385000 | PA      | $378943.76    | 0.02%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                       | Apollo Global Management Inc                                  | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    355000 | PA      | $353393.44    | 0.02%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1492000 | PA      | $1253346.99   | 0.07%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    459000 | PA      | $419865.40    | 0.02%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    934000 | PA      | $723941.91    | 0.04%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    953000 | PA      | $845007.87    | 0.05%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    498000 | PA      | $501204.53    | 0.03%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1937000 | PA      | $1767099.34   | 0.10%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    967000 | PA      | $781237.40    | 0.05%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    538000 | PA      | $459740.06    | 0.03%             | 2047-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1089481.00   | 0.06%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    887000 | PA      | $882457.02    | 0.05%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    836000 | PA      | $829610.28    | 0.05%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    745000 | PA      | $736898.24    | 0.04%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    480000 | PA      | $378435.34    | 0.02%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    677000 | PA      | $534225.93    | 0.03%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833DK3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    739000 | PA      | $732308.27    | 0.04%             | 2027-11-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    892000 | PA      | $843362.13    | 0.05%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    763000 | PA      | $509340.63    | 0.03%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    856000 | PA      | $778533.55    | 0.05%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $793326.64    | 0.05%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833DY3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    623000 | PA      | $552942.45    | 0.03%             | 2030-08-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    560000 | PA      | $330834.83    | 0.02%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    950000 | PA      | $522554.29    | 0.03%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1128000 | PA      | $1075127.48   | 0.06%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1412000 | PA      | $1260523.21   | 0.07%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    655000 | PA      | $469061.86    | 0.03%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1507000 | PA      | $929620.93    | 0.05%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    880000 | PA      | $510293.47    | 0.03%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1013131.15   | 0.06%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    490000 | PA      | $433667.89    | 0.03%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    868000 | PA      | $538096.31    | 0.03%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    680000 | PA      | $399390.12    | 0.02%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    490000 | PA      | $481649.13    | 0.03%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    780000 | PA      | $746971.24    | 0.04%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    865000 | PA      | $683412.01    | 0.04%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    640000 | PA      | $498754.00    | 0.03%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833ET3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    765000 | PA      | $770987.01    | 0.04%             | 2028-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833EU0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252403.01    | 0.01%             | 2030-05-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833EV8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    535000 | PA      | $540042.77    | 0.03%             | 2033-05-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833EW6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    680000 | PA      | $638922.47    | 0.04%             | 2053-05-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833EY2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    820000 | PA      | $826630.77    | 0.05%             | 2028-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    540000 | PA      | $545711.47    | 0.03%             | 2030-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833FA3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    590000 | PA      | $602823.24    | 0.03%             | 2032-05-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                     | CUSIP: 037833FB1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    555000 | PA      | $566780.22    | 0.03%             | 2035-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| APPLIED MATERIALS INC                          | Applied Materials Inc                                         | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    155000 | PA      | $164724.48    | 0.01%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                          | Applied Materials Inc                                         | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    272000 | PA      | $279894.29    | 0.02%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| APPLIED MATERIALS INC                          | Applied Materials Inc                                         | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    575000 | PA      | $572207.62    | 0.03%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| APPLIED MATERIALS INC                          | Applied Materials Inc                                         | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    534000 | PA      | $461042.15    | 0.03%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                          | Applied Materials Inc                                         | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    235000 | PA      | $212604.15    | 0.01%             | 2030-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                          | Applied Materials Inc                                         | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    482000 | PA      | $310324.90    | 0.02%             | 2050-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| APPLIED MATERIALS INC                          | Applied Materials Inc                                         | CUSIP: 038222AS4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    485000 | PA      | $497609.25    | 0.03%             | 2029-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                          | Applied Materials Inc                                         | CUSIP: 038222AT2<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    310000 | PA      | $307129.08    | 0.02%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GRP US INC                        | Arch Capital Group US Inc                                     | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |    230000 | PA      | $217243.07    | 0.01%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                         | Arch Capital Group Ltd                                        | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    510000 | PA      | $377715.24    | 0.02%             | 2050-06-30      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                       | Archer-Daniels-Midland Co                                     | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    525000 | PA      | $506947.34    | 0.03%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                       | Archer-Daniels-Midland Co                                     | CUSIP: 039482AC8<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    415000 | PA      | $253962.05    | 0.01%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                       | Archer-Daniels-Midland Co                                     | CUSIP: 039482AD6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    440000 | PA      | $404438.47    | 0.02%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| ARCHER-DANIELS-MIDLAND C                       | Archer-Daniels-Midland Co                                     | CUSIP: 039482AE4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299139.14    | 0.02%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ARCHER-DANIELS-MIDLAND C                       | Archer-Daniels-Midland Co                                     | CUSIP: 039483BQ4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    308000 | PA      | $264858.60    | 0.02%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                               | Ascension Health                                              | CUSIP: 04351LAB6<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |    597000 | PA      | $482620.34    | 0.03%             | 2046-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                               | Ascension Health                                              | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    452000 | PA      | $428788.03    | 0.02%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: —       |
| ASCENSION HEALTH                               | Ascension Health                                              | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $285489.12    | 0.02%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                | AstraZeneca PLC                                               | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1585639.72   | 0.09%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                | AstraZeneca PLC                                               | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    520000 | PA      | $447431.00    | 0.03%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                | AstraZeneca PLC                                               | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    405000 | PA      | $355824.19    | 0.02%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                | AstraZeneca PLC                                               | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $347703.65    | 0.02%             | 2027-06-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                | AstraZeneca PLC                                               | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $601840.84    | 0.03%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                | AstraZeneca PLC                                               | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $303566.62    | 0.02%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                | AstraZeneca PLC                                               | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    615000 | PA      | $546370.69    | 0.03%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                | AstraZeneca PLC                                               | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $195197.31    | 0.01%             | 2050-08-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                | AstraZeneca PLC                                               | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    395000 | PA      | $265324.64    | 0.02%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                        | Astrazeneca Finance LLC                                       | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    565000 | PA      | $513552.60    | 0.03%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                        | Astrazeneca Finance LLC                                       | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    720000 | PA      | $687801.26    | 0.04%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                        | Astrazeneca Finance LLC                                       | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    560000 | PA      | $571736.09    | 0.03%             | 2028-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                        | Astrazeneca Finance LLC                                       | CUSIP: 04636NAG8<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    290000 | PA      | $298861.43    | 0.02%             | 2030-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                        | Astrazeneca Finance LLC                                       | CUSIP: 04636NAH6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    240000 | PA      | $246755.92    | 0.01%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                        | Astrazeneca Finance LLC                                       | CUSIP: 04636NAK9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505022.96    | 0.03%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                        | Astrazeneca Finance LLC                                       | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    695000 | PA      | $713153.23    | 0.04%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                        | Astrazeneca Finance LLC                                       | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    535000 | PA      | $552480.32    | 0.03%             | 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        |    790000 | PA      | $813058.91    | 0.05%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                             | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127993.08    | 0.01%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                             | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    374000 | PA      | $315514.52    | 0.02%             | 2044-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                             | CUSIP: 049560AN5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    172000 | PA      | $170328.17    | 0.01%             | 2027-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                             | CUSIP: 049560AP0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    325000 | PA      | $269194.54    | 0.02%             | 2048-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                             | CUSIP: 049560AR6<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    360000 | PA      | $343320.65    | 0.02%             | 2029-09-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                             | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    233000 | PA      | $163891.55    | 0.01%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                             | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    342000 | PA      | $300213.97    | 0.02%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                             | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    335000 | PA      | $209126.32    | 0.01%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                             | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    265000 | PA      | $267710.36    | 0.02%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                             | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    330000 | PA      | $356548.90    | 0.02%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                             | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    240000 | PA      | $258911.54    | 0.01%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                             | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    340000 | PA      | $307514.87    | 0.02%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                             | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308490.35    | 0.02%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                             | CUSIP: 049560BE4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    330000 | PA      | $318902.69    | 0.02%             | 2056-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.     | Australia & New Zealand Banking Group Ltd.                    | CUSIP: 05253JB34<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    425000 | PA      | $431799.81    | 0.02%             | 2027-07-16      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.     | Australia & New Zealand Banking Group Ltd.                    | CUSIP: 05253JB42<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    305000 | PA      | $306099.93    | 0.02%             | 2027-09-30      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.     | Australia & New Zealand Banking Group Ltd.                    | CUSIP: 05253JB75<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    270000 | PA      | $273118.17    | 0.02%             | 2028-06-18      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GRP NY                       | Australia & New Zealand Banking Group Ltd/New York NY         | CUSIP: 05253JB83<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $250332.12    | 0.01%             | 2028-12-08      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                       | Automatic Data Processing Inc                                 | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    581000 | PA      | $513721.04    | 0.03%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                       | Automatic Data Processing Inc                                 | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    512000 | PA      | $490086.19    | 0.03%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                       | Automatic Data Processing Inc                                 | CUSIP: 053015AH6<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    505000 | PA      | $500837.21    | 0.03%             | 2034-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| AUTOMATIC DATA PROCESSNG                       | Automatic Data Processing Inc                                 | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    550000 | PA      | $563040.26    | 0.03%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                          | AvalonBay Communities Inc                                     | CUSIP: 053484AB7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    485000 | PA      | $426551.40    | 0.02%             | 2032-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                          | AvalonBay Communities Inc                                     | CUSIP: 05348EBG3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    465000 | PA      | $431709.54    | 0.02%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| AVALONBAY COMMUNITIES                          | AvalonBay Communities Inc                                     | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    316000 | PA      | $288890.87    | 0.02%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AXA SA                                         | AXA SA                                                        | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    285000 | PA      | $333853.28    | 0.02%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                       | BHP Billiton Finance USA Ltd                                  | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    585000 | PA      | $506199.55    | 0.03%             | 2042-02-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                       | BHP Billiton Finance USA Ltd                                  | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1321000 | PA      | $1257377.36   | 0.07%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                       | BHP Billiton Finance USA Ltd                                  | CUSIP: 055451AZ1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    520000 | PA      | $528569.50    | 0.03%             | 2028-02-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                       | BHP Billiton Finance USA Ltd                                  | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    375000 | PA      | $381485.25    | 0.02%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                       | BHP Billiton Finance USA Ltd                                  | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    360000 | PA      | $370117.11    | 0.02%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                       | BHP Billiton Finance USA Ltd                                  | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    505000 | PA      | $525661.33    | 0.03%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                       | BHP Billiton Finance USA Ltd                                  | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    765000 | PA      | $791482.21    | 0.05%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                       | BHP Billiton Finance USA Ltd                                  | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    420000 | PA      | $415662.88    | 0.02%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| BHP BILLITON FIN USA LTD                       | BHP Billiton Finance USA Ltd                                  | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    555000 | PA      | $571570.58    | 0.03%             | 2030-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                       | BHP Billiton Finance USA Ltd                                  | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    330000 | PA      | $341228.73    | 0.02%             | 2032-02-21      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                       | BHP Billiton Finance USA Ltd                                  | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    485000 | PA      | $500420.56    | 0.03%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                       | BHP Billiton Finance USA Ltd                                  | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    385000 | PA      | $393920.27    | 0.02%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                       | BHP Billiton Finance USA Ltd                                  | CUSIP: 055451BN7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    125000 | PA      | $126324.73    | 0.01%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| BP CAPITAL MARKETS PLC                         | BP Capital Markets PLC                                        | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    329000 | PA      | $327426.44    | 0.02%             | 2028-11-28      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                         | BP Capital Markets PLC                                        | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    699000 | PA      | $694025.74    | 0.04%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                      | Baidu Inc                                                     | CUSIP: 056752AJ7<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    215000 | PA      | $214000.38    | 0.01%             | 2027-07-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                      | Baidu Inc                                                     | CUSIP: 056752AL2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     35000 | PA      | $35253.43     | 0.00%             | 2028-03-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                      | Baidu Inc                                                     | CUSIP: 056752AU2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    270000 | PA      | $244766.91    | 0.01%             | 2031-08-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HLDGS LLC                         | Baker Hughes Holdings LLC                                     | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    594000 | PA      | $580064.01    | 0.03%             | 2040-09-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                        | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc       | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    507000 | PA      | $502132.25    | 0.03%             | 2027-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                        | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc       | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    563000 | PA      | $449012.38    | 0.03%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                        | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc       | CUSIP: 05723KAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    348000 | PA      | $336113.98    | 0.02%             | 2029-11-07      | Fixed         | 3.14%                 | No            |                  2 | On Loan: —       |
| BAKER HUGHES LLC/CO-OBL                        | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc       | CUSIP: 05724BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    288000 | PA      | $290985.97    | 0.02%             | 2030-05-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                       | Baltimore Gas and Electric Co                                 | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    243000 | PA      | $180489.26    | 0.01%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                       | Baltimore Gas and Electric Co                                 | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     98000 | PA      | $88605.06     | 0.01%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                       | Baltimore Gas and Electric Co                                 | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    268000 | PA      | $225440.43    | 0.01%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                       | Baltimore Gas and Electric Co                                 | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    355000 | PA      | $340997.84    | 0.02%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                       | Baltimore Gas and Electric Co                                 | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    210000 | PA      | $217344.94    | 0.01%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 059438AK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    274000 | PA      | $287865.04    | 0.02%             | 2027-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                       | Banco Bilbao Vizcaya Argentaria SA                            | CUSIP: 05946KAQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    220000 | PA      | $228046.96    | 0.01%             | 2029-03-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                            | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    695000 | PA      | $696226.41    | 0.04%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                            | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    458000 | PA      | $455253.79    | 0.03%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                            | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    578000 | PA      | $581451.19    | 0.03%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                            | CUSIP: 05964HAM7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    440000 | PA      | $407203.01    | 0.02%             | 2031-03-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                            | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    835000 | PA      | $835419.08    | 0.05%             | 2028-03-24      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                            | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    885000 | PA      | $900790.80    | 0.05%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                            | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    695000 | PA      | $720423.62    | 0.04%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                            | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    465000 | PA      | $495822.15    | 0.03%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                            | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    615000 | PA      | $701765.84    | 0.04%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                            | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    460000 | PA      | $467110.85    | 0.03%             | 2028-03-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                            | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    620000 | PA      | $642166.16    | 0.04%             | 2030-03-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                            | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $814530.18    | 0.05%             | 2028-07-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                            | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    530000 | PA      | $555148.30    | 0.03%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: —       |
| BANCO SANTANDER SA                             | Banco Santander SA                                            | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    510000 | PA      | $530854.30    | 0.03%             | 2030-01-17      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                            | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    445000 | PA      | $475669.43    | 0.03%             | 2035-01-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                            | CUSIP: 05971KAC3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    540000 | PA      | $525489.56    | 0.03%             | 2029-06-27      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                            | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    485000 | PA      | $467757.04    | 0.03%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                            | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $200129.43    | 0.01%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                            | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $299563.62    | 0.02%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                             | Bank of America NA                                            | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    405000 | PA      | $435497.08    | 0.03%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    448000 | PA      | $475743.82    | 0.03%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    682000 | PA      | $654599.92    | 0.04%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    185000 | PA      | $175007.23    | 0.01%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GFQ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    195000 | PA      | $176419.33    | 0.01%             | 2045-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    784000 | PA      | $777600.03    | 0.05%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    590000 | PA      | $590799.06    | 0.03%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    610000 | PA      | $527240.54    | 0.03%             | 2048-01-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    820000 | PA      | $816875.85    | 0.05%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    638000 | PA      | $592170.82    | 0.03%             | 2038-04-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    794000 | PA      | $789133.69    | 0.05%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    544000 | PA      | $432631.28    | 0.03%             | 2049-01-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2187000 | PA      | $2163160.37   | 0.13%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    954000 | PA      | $952236.09    | 0.06%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1053000 | PA      | $1057533.68   | 0.06%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1084740.10   | 0.06%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    831000 | PA      | $698186.96    | 0.04%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    483000 | PA      | $427382.16    | 0.02%             | 2040-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    951000 | PA      | $919681.32    | 0.05%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    755000 | PA      | $719789.30    | 0.04%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1169582.48   | 0.07%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1808000 | PA      | $1444968.44   | 0.08%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1034000 | PA      | $963851.31    | 0.06%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1146040.60   | 0.07%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    905000 | PA      | $814397.17    | 0.05%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    940000 | PA      | $840861.80    | 0.05%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    290000 | PA      | $183525.46    | 0.01%             | 2051-10-24      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    290000 | PA      | $207710.19    | 0.01%             | 2052-03-13      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    621000 | PA      | $569706.89    | 0.03%             | 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        |   1320000 | PA      | $1210327.27   | 0.07%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $837006.12    | 0.05%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    975000 | PA      | $931432.70    | 0.05%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1241683.66   | 0.07%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    610000 | PA      | $398112.61    | 0.02%             | 2052-07-21      | Fixed         | 2.97%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    660000 | PA      | $578815.32    | 0.03%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1235899.11   | 0.07%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    665000 | PA      | $655533.65    | 0.04%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1106089.71   | 0.06%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    830000 | PA      | $778847.77    | 0.05%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    755000 | PA      | $758203.98    | 0.04%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1273425.79   | 0.07%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1018868.40   | 0.06%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1585488.98   | 0.09%             | 2033-07-22      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    845000 | PA      | $876623.68    | 0.05%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1106055.22   | 0.06%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1576340.42   | 0.09%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    885000 | PA      | $922744.60    | 0.05%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1348829.84   | 0.08%             | 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        |   1765000 | PA      | $1830566.78   | 0.11%             | 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        |    855000 | PA      | $869378.74    | 0.05%             | 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        |   1070000 | PA      | $1092214.48   | 0.06%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    745000 | PA      | $758772.76    | 0.04%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1025908.19   | 0.06%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1265970.60   | 0.07%             | 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        |    885000 | PA      | $915911.62    | 0.05%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    725000 | PA      | $734563.07    | 0.04%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    750000 | PA      | $775800.26    | 0.04%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                               | Bank of Montreal                                              | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    505000 | PA      | $498723.74    | 0.03%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                              | CUSIP: 06368L3K0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $305845.39    | 0.02%             | 2027-06-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                              | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $471959.61    | 0.03%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                              | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101371.27    | 0.01%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                              | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    390000 | PA      | $394856.81    | 0.02%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                              | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    785000 | PA      | $804150.28    | 0.05%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                              | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    370000 | PA      | $385639.89    | 0.02%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                              | CUSIP: 06368ME67<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $249442.28    | 0.01%             | 2032-01-14      | Fixed         | 4.44%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                               | Bank of Montreal                                              | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $417597.37    | 0.02%             | 2029-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                              | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    710000 | PA      | $711097.15    | 0.04%             | 2028-09-22      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                              | CUSIP: 06368MXV1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $648624.89    | 0.04%             | 2031-09-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                        | Bank of New York Mellon/The                                   | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    635000 | PA      | $645660.70    | 0.04%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                              | CUSIP: 06406GAA9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    456000 | PA      | $444933.67    | 0.03%             | 2028-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                              | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    501000 | PA      | $498931.22    | 0.03%             | 2028-02-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                              | CUSIP: 06406RAD9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    448000 | PA      | $445927.58    | 0.03%             | 2027-05-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                              | CUSIP: 06406RAF4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    388000 | PA      | $385340.55    | 0.02%             | 2028-01-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                              | CUSIP: 06406RAH0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    435000 | PA      | $436118.38    | 0.03%             | 2028-04-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                              | CUSIP: 06406RAR8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    335000 | PA      | $296821.88    | 0.02%             | 2031-01-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                              | CUSIP: 06406RAU1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    145000 | PA      | $138108.76    | 0.01%             | 2028-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                              | CUSIP: 06406RAW7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    275000 | PA      | $241606.75    | 0.01%             | 2031-07-28      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                              | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    330000 | PA      | $330397.30    | 0.02%             | 2028-06-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                              | CUSIP: 06406RBH9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    480000 | PA      | $473349.89    | 0.03%             | 2033-06-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                              | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193327.32    | 0.01%             | 2030-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                              | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    505000 | PA      | $521145.18    | 0.03%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                              | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    720000 | PA      | $773325.04    | 0.04%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                              | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    265000 | PA      | $268081.53    | 0.02%             | 2029-02-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                              | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    395000 | PA      | $395646.86    | 0.02%             | 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        |    520000 | PA      | $528202.12    | 0.03%             | 2034-04-26      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                              | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    335000 | PA      | $354735.58    | 0.02%             | 2029-10-25      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                              | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    530000 | PA      | $589871.82    | 0.03%             | 2034-10-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                              | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    485000 | PA      | $498572.83    | 0.03%             | 2030-03-14      | Fixed         | 4.98%                 | 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        |    495000 | PA      | $509440.44    | 0.03%             | 2035-03-14      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                              | CUSIP: 06406RBX4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    310000 | PA      | $314704.87    | 0.02%             | 2028-07-21      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                              | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    420000 | PA      | $433655.15    | 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        |    390000 | PA      | $400522.91    | 0.02%             | 2035-11-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                              | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    620000 | PA      | $636917.78    | 0.04%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                              | CUSIP: 06406RCG0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274677.14    | 0.02%             | 2030-01-22      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                              | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    310000 | PA      | $312299.87    | 0.02%             | 2028-06-09      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                              | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    295000 | PA      | $303882.51    | 0.02%             | 2036-06-06      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                              | CUSIP: 06406YAA0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    440000 | PA      | $428205.89    | 0.02%             | 2029-08-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                              | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    225000 | PA      | $234693.60    | 0.01%             | 2039-07-21      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                       | CUSIP: 0641594B9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $293860.84    | 0.02%             | 2031-08-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                       | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $260253.55    | 0.02%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                       | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    465000 | PA      | $415815.49    | 0.02%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                       | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    635000 | PA      | $648849.70    | 0.04%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                       | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $227856.93    | 0.01%             | 2027-03-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                       | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $139047.83    | 0.01%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                       | CUSIP: 06418GAH0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    385000 | PA      | $392624.41    | 0.02%             | 2027-06-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                       | CUSIP: 06418GAK3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    315000 | PA      | $328129.40    | 0.02%             | 2029-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                       | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $754519.94    | 0.04%             | 2028-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                       | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    345000 | PA      | $347971.91    | 0.02%             | 2032-11-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                       | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    495000 | PA      | $504232.19    | 0.03%             | 2029-02-14      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                       | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    495000 | PA      | $509192.94    | 0.03%             | 2031-02-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                       | CUSIP: 06418GAU1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $650198.85    | 0.04%             | 2028-09-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                       | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $418213.01    | 0.02%             | 2031-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                       | CUSIP: 06418GAY3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $400739.90    | 0.02%             | 2030-02-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                       | CUSIP: 06418GAZ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $400086.24    | 0.02%             | 2034-02-02      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                       | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $211199.01    | 0.01%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAPTIST HEALTHCARE                             | Baptist Healthcare System Obligated Group                     | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $28830.33     | 0.00%             | 2050-08-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BASIN ELECTRIC PWR COOP                        | Basin Electric Power Cooperative                              | CUSIP: 070101AJ9<br>LEI: 5493002CLOJ5KYT5GB16 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34529.27     | 0.00%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BAYCARE HEALTH SYSTEM                          | BayCare Health System Inc                                     | CUSIP: 072722AE1<br>LEI: 1H90SRZU22X0SF1UZR52 | Long             | DBT              | CORP              | US        |    209000 | PA      | $159707.07    | 0.01%             | 2050-11-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                       | Baylor Scott & White Holdings                                 | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    390000 | PA      | $247752.32    | 0.01%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                                  | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    352000 | PA      | $305872.37    | 0.02%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                                  | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    369000 | PA      | $364486.62    | 0.02%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                                  | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    310000 | PA      | $237159.25    | 0.01%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                                  | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    402000 | PA      | $335027.65    | 0.02%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                                  | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    465000 | PA      | $457062.36    | 0.03%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                                  | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    395000 | PA      | $318906.69    | 0.02%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                                  | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    820000 | PA      | $508735.03    | 0.03%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                                  | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    240000 | PA      | $209474.46    | 0.01%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                                  | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    470000 | PA      | $395732.29    | 0.02%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                               | CUSIP: 084664BL4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    352000 | PA      | $379726.11    | 0.02%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                               | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    545000 | PA      | $495482.36    | 0.03%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                               | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    303000 | PA      | $268612.01    | 0.02%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                               | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1176000 | PA      | $974153.09    | 0.06%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                               | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    892000 | PA      | $742797.08    | 0.04%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                               | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    450000 | PA      | $414081.26    | 0.02%             | 2030-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                               | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    855000 | PA      | $544244.48    | 0.03%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                               | CUSIP: 084664CW9<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    137000 | PA      | $122503.79    | 0.01%             | 2030-10-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                               | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    540000 | PA      | $320822.40    | 0.02%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                               | CUSIP: 084664CZ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19700.66     | 0.00%             | 2027-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                               | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    595000 | PA      | $554662.17    | 0.03%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                               | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1186985.33   | 0.07%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                         | Berkshire Hathaway Inc                                        | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    287000 | PA      | $267350.54    | 0.02%             | 2043-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE REG FINANCE                         | Blackstone Reg Finance Co LLC                                 | CUSIP: 092914AA8<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249616.18    | 0.01%             | 2034-12-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE                         | Blackstone Reg Finance Co LLC                                 | CUSIP: 092914AB6<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259149.09    | 0.02%             | 2030-11-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE REG FINANCE                         | Blackstone Reg Finance Co LLC                                 | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    425000 | PA      | $420012.91    | 0.02%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                            | Leland Stanford Junior University/The                         | CUSIP: 09659DAC0<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100389.61    | 0.01%             | 2030-08-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| BOSTON SCIENTIFIC CORP                         | Boston Scientific Corp                                        | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    225000 | PA      | $202214.30    | 0.01%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| BOSTON SCIENTIFIC CORP                         | Boston Scientific Corp                                        | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187981.99    | 0.01%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    550000 | PA      | $550696.60    | 0.03%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    988000 | PA      | $995501.87    | 0.06%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                | CUSIP: 10373QAZ3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    301000 | PA      | $300261.31    | 0.02%             | 2027-04-14      | Fixed         | 3.59%                 | No            |                  2 | On Loan: —       |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    897000 | PA      | $587438.94    | 0.03%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239345.94    | 0.01%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    602000 | PA      | $591132.00    | 0.03%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    515000 | PA      | $463184.04    | 0.03%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    860000 | PA      | $533567.49    | 0.03%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1212000 | PA      | $775417.15    | 0.04%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    968000 | PA      | $633422.01    | 0.04%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    620000 | PA      | $472146.66    | 0.03%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    545000 | PA      | $350522.01    | 0.02%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    975000 | PA      | $889239.79    | 0.05%             | 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        |   1195000 | PA      | $1207714.29   | 0.07%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: —       |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    790000 | PA      | $800724.63    | 0.05%             | 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        |    620000 | PA      | $630947.47    | 0.04%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                | CUSIP: 10373QBX7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    640000 | PA      | $653343.92    | 0.04%             | 2029-04-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    575000 | PA      | $586595.33    | 0.03%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                | CUSIP: 10373QBZ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    410000 | PA      | $422021.97    | 0.02%             | 2029-10-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1143747.90   | 0.07%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                | CUSIP: 10373QCB4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    385000 | PA      | $395228.04    | 0.02%             | 2029-11-25      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                       | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    390000 | PA      | $298602.55    | 0.02%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                       | CUSIP: 110122BB3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    235000 | PA      | $233673.46    | 0.01%             | 2027-02-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                       | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    903000 | PA      | $886669.43    | 0.05%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                       | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $925174.69    | 0.05%             | 2039-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                       | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1902000 | PA      | $1551211.50   | 0.09%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                       | CUSIP: 110122DD7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    298000 | PA      | $297151.01    | 0.02%             | 2027-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                       | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    450000 | PA      | $403574.89    | 0.02%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                       | CUSIP: 110122DJ4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    405000 | PA      | $380248.73    | 0.02%             | 2045-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                       | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    660000 | PA      | $555157.48    | 0.03%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                       | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    709000 | PA      | $610310.56    | 0.04%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                       | CUSIP: 110122DP0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    490000 | PA      | $468778.47    | 0.03%             | 2027-11-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                       | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    765000 | PA      | $676525.02    | 0.04%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                       | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    476000 | PA      | $336507.82    | 0.02%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                       | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    698000 | PA      | $412264.31    | 0.02%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                       | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    680000 | PA      | $629392.20    | 0.04%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                       | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    725000 | PA      | $582117.32    | 0.03%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                       | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    680000 | PA      | $497822.35    | 0.03%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                       | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    475000 | PA      | $342868.04    | 0.02%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                       | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    600000 | PA      | $640373.18    | 0.04%             | 2031-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                       | CUSIP: 110122DZ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    249000 | PA      | $270617.05    | 0.02%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                       | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20579.53     | 0.00%             | 2029-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                       | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    715000 | PA      | $742843.42    | 0.04%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                       | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1257309.69   | 0.07%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                       | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249968.61    | 0.01%             | 2044-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                       | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1333799.18   | 0.08%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                        | Broadcom Corp / Broadcom Cayman Finance Ltd                   | CUSIP: 11134LAR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | XX        |      5000 | PA      | $4970.01      | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                  | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    215000 | PA      | $213690.86    | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                  | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157745.56    | 0.01%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                  | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    215000 | PA      | $219016.29    | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                  | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4960000 | PA      | $4266659.46   | 0.25%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                  | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    155000 | PA      | $131231.09    | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                  | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84761.11     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                  | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9777.06      | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                  | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1728843.57   | 0.10%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                  | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41205.91     | 0.00%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                  | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10369.94     | 0.00%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                  | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18317.76     | 0.00%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                                   | Broadcom Inc                                                  | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191116.79    | 0.01%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                  | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54964.98     | 0.00%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                  | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4430000 | PA      | $4419579.00   | 0.26%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                  | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30586.56     | 0.00%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                  | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56667.87     | 0.00%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                  | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72461.38     | 0.00%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                  | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30410.70     | 0.00%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                  | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5515000 | PA      | $5625016.47   | 0.33%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                  | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97049.45     | 0.01%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                  | CUSIP: 11135FCP4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62604.21     | 0.00%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                                   | Broadcom Inc                                                  | CUSIP: 11135FCS8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    235000 | PA      | $177448.26    | 0.01%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                                   | Broadcom Inc                                                  | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    315000 | PA      | $286455.44    | 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        |     35000 | PA      | $32315.98     | 0.00%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                  | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1363530.99   | 0.08%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                  | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    395000 | PA      | $386462.44    | 0.02%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                  | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    245000 | PA      | $241677.97    | 0.01%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                  | CUSIP: 11135FCZ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199823.02    | 0.01%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                  | CUSIP: 11135FDA6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398618.20    | 0.02%             | 2033-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                  | CUSIP: 11135FDB4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159752.94    | 0.01%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                  | CUSIP: 11135FDD0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151110.10    | 0.01%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                       | Brookfield Asset Management Ltd                               | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    385000 | PA      | $396181.55    | 0.02%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: —       |
| BROOKFIELD CAPITAL FIN                         | Brookfield Capital Finance LLC                                | CUSIP: 11259NAA2<br>LEI: 254900P8CLQEIJ039941 | Long             | DBT              | CORP              | US        |    250000 | PA      | $266414.36    | 0.02%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                        | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    452000 | PA      | $392441.97    | 0.02%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                        | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    566000 | PA      | $565301.98    | 0.03%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                        | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    445000 | PA      | $452811.03    | 0.03%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                        | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    316000 | PA      | $316717.26    | 0.02%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                        | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    388000 | PA      | $269585.26    | 0.02%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                        | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    385000 | PA      | $352980.08    | 0.02%             | 2031-04-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                        | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    345000 | PA      | $373189.38    | 0.02%             | 2034-01-05      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                        | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    485000 | PA      | $491472.07    | 0.03%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                        | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $227625.97    | 0.01%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                        | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $300357.02    | 0.02%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: —       |
| BROOKFLD FIN LLC/FIN INC                       | Brookfield Finance LLC / Brookfield Finance Inc               | CUSIP: 11271RAB5<br>LEI: 549300E643C5WZF8BL44 | Long             | DBT              | CORP              | US        |    334000 | PA      | $230068.38    | 0.01%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN I UK PLC                        | Brookfield Finance I UK Plc / Brookfield Finance Inc          | CUSIP: 11272BAA1<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | DBT              | CORP              | GB        |    670000 | PA      | $588486.93    | 0.03%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                       | Brookfield Asset Management Ltd                               | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $187635.06    | 0.01%             | 2035-04-24      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                       | Brookfield Asset Management Ltd                               | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $176536.34    | 0.01%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BROWN-FORMAN CORP                              | Brown-Forman Corp                                             | CUSIP: 115637AP5<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    230000 | PA      | $199953.66    | 0.01%             | 2045-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROWN-FORMAN CORP                              | Brown-Forman Corp                                             | CUSIP: 115637AU4<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    325000 | PA      | $328759.20    | 0.02%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| BROWN UNIVERSITY                               | Brown University                                              | CUSIP: 11575TAC2<br>LEI: 9M13ULPHBPDR83N6CB89 | Long             | DBT              | CORP              | US        |    235000 | PA      | $154684.68    | 0.01%             | 2050-09-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                              | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    321000 | PA      | $338569.22    | 0.02%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                              | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    437000 | PA      | $429965.51    | 0.02%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                              | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $233438.61    | 0.01%             | 2041-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                              | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    332000 | PA      | $296589.62    | 0.02%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                              | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    352000 | PA      | $312305.08    | 0.02%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                              | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    427000 | PA      | $378996.37    | 0.02%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                              | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    329000 | PA      | $318632.89    | 0.02%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                              | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    499000 | PA      | $469168.61    | 0.03%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                              | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $359739.89    | 0.02%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                              | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    547000 | PA      | $458939.15    | 0.03%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                              | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    428000 | PA      | $387741.82    | 0.02%             | 2045-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                              | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    403000 | PA      | $322491.68    | 0.02%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                              | CUSIP: 12189LBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    544000 | PA      | $540881.80    | 0.03%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                              | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $329482.12    | 0.02%             | 2047-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                              | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    358000 | PA      | $289617.94    | 0.02%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                              | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $273844.87    | 0.02%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                              | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    436000 | PA      | $319058.49    | 0.02%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                              | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    484000 | PA      | $319519.34    | 0.02%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                              | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    481000 | PA      | $332534.19    | 0.02%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                              | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $232538.25    | 0.01%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                              | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $420630.18    | 0.02%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                              | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    745000 | PA      | $701049.57    | 0.04%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                              | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $609892.20    | 0.04%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                              | CUSIP: 12189LBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $481655.11    | 0.03%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                              | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $325918.86    | 0.02%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                              | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $292871.54    | 0.02%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                        | Cboe Global Markets Inc                                       | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    495000 | PA      | $437998.76    | 0.03%             | 2030-12-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                  | CME Group Inc                                                 | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    422000 | PA      | $422873.37    | 0.02%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                  | CME Group Inc                                                 | CUSIP: 12572QAH8<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $417979.11    | 0.02%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| CME GROUP INC                                  | CME Group Inc                                                 | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    537000 | PA      | $536583.07    | 0.03%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                  | CME Group Inc                                                 | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    630000 | PA      | $575357.65    | 0.03%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                  | CME Group Inc                                                 | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    375000 | PA      | $379921.86    | 0.02%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                      | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    295000 | PA      | $322942.52    | 0.02%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                      | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    285000 | PA      | $312633.06    | 0.02%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                      | CUSIP: 126408GU1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    265000 | PA      | $270901.18    | 0.02%             | 2041-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                      | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    290000 | PA      | $268329.39    | 0.02%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                      | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    400000 | PA      | $336506.09    | 0.02%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                      | CUSIP: 126408HC0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    315000 | PA      | $245668.13    | 0.01%             | 2050-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                      | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    485000 | PA      | $380879.57    | 0.02%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                      | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    290000 | PA      | $222656.00    | 0.01%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                      | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    270000 | PA      | $268052.10    | 0.02%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                      | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244813.49    | 0.01%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                      | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    415000 | PA      | $346868.15    | 0.02%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                      | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    320000 | PA      | $262537.68    | 0.02%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                      | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    620000 | PA      | $625604.47    | 0.04%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                      | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    310000 | PA      | $275842.94    | 0.02%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                      | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    255000 | PA      | $180511.63    | 0.01%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                      | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    290000 | PA      | $220383.67    | 0.01%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                      | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    165000 | PA      | $98408.34     | 0.01%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                      | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    530000 | PA      | $521802.89    | 0.03%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| CSX CORP                                       | CSX Corp                                                      | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    470000 | PA      | $399427.25    | 0.02%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CSX CORP                                       | CSX Corp                                                      | CUSIP: 126408HW6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    375000 | PA      | $389384.07    | 0.02%             | 2033-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| CSX CORP                                       | CSX Corp                                                      | CUSIP: 126408HY2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    295000 | PA      | $264951.94    | 0.02%             | 2055-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| CSX CORP                                       | CSX Corp                                                      | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    510000 | PA      | $518357.05    | 0.03%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                         | Cadence Design Systems Inc                                    | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226029.87    | 0.01%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                         | Cadence Design Systems Inc                                    | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    520000 | PA      | $523164.19    | 0.03%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                         | Cadence Design Systems Inc                                    | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    425000 | PA      | $422483.13    | 0.02%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                        | California Institute of Technology                            | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    275000 | PA      | $174008.05    | 0.01%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                          | Camden Property Trust                                         | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    455000 | PA      | $440354.90    | 0.03%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                          | Camden Property Trust                                         | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    287000 | PA      | $270872.32    | 0.02%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                            | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    565000 | PA      | $538923.84    | 0.03%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                            | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    475000 | PA      | $473097.63    | 0.03%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                            | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    680000 | PA      | $692637.94    | 0.04%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                            | CUSIP: 13607LNG4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    445000 | PA      | $454628.06    | 0.03%             | 2028-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                            | CUSIP: 13607LWV1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $324931.37    | 0.02%             | 2028-10-03      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                            | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    375000 | PA      | $406013.92    | 0.02%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                            | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $711295.03    | 0.04%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: —       |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                            | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $324267.63    | 0.02%             | 2030-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                            | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    605000 | PA      | $624275.94    | 0.04%             | 2031-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                            | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    555000 | PA      | $557003.44    | 0.03%             | 2028-09-08      | Fixed         | 4.24%                 | No            |                  2 | On Loan: —       |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                            | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $654631.60    | 0.04%             | 2031-09-08      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                            | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $451239.53    | 0.03%             | 2030-01-29      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                            | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    660000 | PA      | $682913.69    | 0.04%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                  | CUSIP: 136375BL5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $385559.32    | 0.02%             | 2034-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                  | CUSIP: 136375CK6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    321000 | PA      | $232419.93    | 0.01%             | 2046-08-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                  | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    216000 | PA      | $165026.90    | 0.01%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                  | CUSIP: 136375CV2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    331000 | PA      | $284000.17    | 0.02%             | 2049-01-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                  | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $122489.72    | 0.01%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                  | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    345000 | PA      | $293012.93    | 0.02%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                  | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    395000 | PA      | $382887.68    | 0.02%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                  | CUSIP: 136375DR0<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    430000 | PA      | $422326.34    | 0.02%             | 2034-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CARLYLE GROUP INC/THE                          | Carlyle Group Inc/The                                         | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |    340000 | PA      | $334527.06    | 0.02%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY PROGRESS LLC                       | Duke Energy Progress LLC                                      | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    250000 | PA      | $212267.98    | 0.01%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                       | Duke Energy Progress LLC                                      | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    251000 | PA      | $211007.85    | 0.01%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                | Caterpillar Inc                                               | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    364000 | PA      | $366174.32    | 0.02%             | 2041-05-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                | Caterpillar Inc                                               | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    847000 | PA      | $710836.20    | 0.04%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                | Caterpillar Inc                                               | CUSIP: 149123CD1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    225000 | PA      | $197384.50    | 0.01%             | 2044-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                | Caterpillar Inc                                               | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    442000 | PA      | $389247.99    | 0.02%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                | Caterpillar Inc                                               | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    460000 | PA      | $328248.88    | 0.02%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                | Caterpillar Inc                                               | CUSIP: 149123CG4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    256000 | PA      | $244711.64    | 0.01%             | 2029-09-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR INC                                | Caterpillar Inc                                               | CUSIP: 149123CH2<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    421000 | PA      | $398343.99    | 0.02%             | 2030-04-09      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                | Caterpillar Inc                                               | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    569000 | PA      | $406319.40    | 0.02%             | 2050-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR INC                                | Caterpillar Inc                                               | CUSIP: 149123CK5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    470000 | PA      | $423732.74    | 0.02%             | 2031-03-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR INC                                | Caterpillar Inc                                               | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    700000 | PA      | $724358.63    | 0.04%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                           | CUSIP: 14913R2G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    369000 | PA      | $354245.26    | 0.02%             | 2027-09-14      | Fixed         | 1.10%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                           | CUSIP: 14913R3A3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324635.92    | 0.02%             | 2027-08-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                           | CUSIP: 14913UAJ9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    335000 | PA      | $344257.08    | 0.02%             | 2029-02-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                           | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    405000 | PA      | $411604.30    | 0.02%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                           | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    305000 | PA      | $309520.46    | 0.02%             | 2029-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                           | CUSIP: 14913UAR1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    295000 | PA      | $298476.65    | 0.02%             | 2027-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                           | CUSIP: 14913UAS9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    460000 | PA      | $467350.03    | 0.03%             | 2027-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                           | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    365000 | PA      | $374328.06    | 0.02%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                           | CUSIP: 14913UBB5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352543.91    | 0.02%             | 2028-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                           | CUSIP: 14913UBD1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    365000 | PA      | $366200.89    | 0.02%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                           | CUSIP: 14913UBF6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174983.37    | 0.01%             | 2028-01-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                           | CUSIP: 14913UBH2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184895.18    | 0.01%             | 2031-01-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                            | CommonSpirit Health                                           | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    350000 | PA      | $305105.84    | 0.02%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                         | CenterPoint Energy Resources Corp                             | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    270000 | PA      | $267950.06    | 0.02%             | 2032-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                       | CUSIP: 15189XAM0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    205000 | PA      | $162646.46    | 0.01%             | 2042-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                       | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    299000 | PA      | $261967.97    | 0.02%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                       | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    333000 | PA      | $233901.30    | 0.01%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                       | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    345000 | PA      | $252118.18    | 0.01%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                       | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164201.77    | 0.01%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                       | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    330000 | PA      | $335365.46    | 0.02%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                       | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    375000 | PA      | $386802.62    | 0.02%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                       | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    185000 | PA      | $186906.43    | 0.01%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                       | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    310000 | PA      | $317186.43    | 0.02%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                       | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    295000 | PA      | $295564.34    | 0.02%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                         | CenterPoint Energy Resources Corp                             | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    395000 | PA      | $352129.53    | 0.02%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                         | CenterPoint Energy Resources Corp                             | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    410000 | PA      | $420306.38    | 0.02%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CHEVRON USA INC                                | Chevron USA Inc                                               | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    357000 | PA      | $208179.51    | 0.01%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                | Chevron USA Inc                                               | CUSIP: 166756AL0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    273000 | PA      | $262513.21    | 0.02%             | 2027-08-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                | Chevron USA Inc                                               | CUSIP: 166756AR7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    925000 | PA      | $928738.33    | 0.05%             | 2028-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                | Chevron USA Inc                                               | CUSIP: 166756AZ9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    310000 | PA      | $312601.68    | 0.02%             | 2027-02-26      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                | Chevron USA Inc                                               | CUSIP: 166756BB1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    515000 | PA      | $522514.91    | 0.03%             | 2028-02-26      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                | Chevron USA Inc                                               | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    510000 | PA      | $521535.97    | 0.03%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                | Chevron USA Inc                                               | CUSIP: 166756BE5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    505000 | PA      | $519777.01    | 0.03%             | 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        |    435000 | PA      | $443927.04    | 0.03%             | 2035-04-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                | Chevron USA Inc                                               | CUSIP: 166756BG0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210922.36    | 0.01%             | 2027-08-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                | Chevron USA Inc                                               | CUSIP: 166756BH8<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352705.24    | 0.02%             | 2028-08-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| CHEVRON USA INC                                | Chevron USA Inc                                               | CUSIP: 166756BJ4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    575000 | PA      | $580872.13    | 0.03%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                | Chevron USA Inc                                               | CUSIP: 166756BK1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    560000 | PA      | $566026.64    | 0.03%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                | Chevron USA Inc                                               | CUSIP: 166756BL9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    490000 | PA      | $494932.11    | 0.03%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| CHEVRON CORP                                   | Chevron Corp                                                  | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    388000 | PA      | $380212.48    | 0.02%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                   | Chevron Corp                                                  | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    964000 | PA      | $895414.66    | 0.05%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                   | Chevron Corp                                                  | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    472000 | PA      | $321135.75    | 0.02%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL/PHIL                       | Children's Hospital of Philadelphia/The                       | CUSIP: 16877PAA8<br>LEI: 254900N2KNSY5WTR1Q61 | Long             | DBT              | CORP              | US        |    230000 | PA      | $142503.61    | 0.01%             | 2050-07-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                         | Chubb INA Holdings LLC                                        | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    478000 | PA      | $518431.81    | 0.03%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                         | Chubb INA Holdings LLC                                        | CUSIP: 171232AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $407231.05    | 0.02%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                         | Chubb INA Holdings LLC                                        | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    580000 | PA      | $511854.97    | 0.03%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                         | Chubb INA Holdings LLC                                        | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    235000 | PA      | $149167.07    | 0.01%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                         | Chubb INA Holdings LLC                                        | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    285000 | PA      | $174854.63    | 0.01%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                         | Chubb INA Holdings LLC                                        | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    845000 | PA      | $861491.37    | 0.05%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                         | Chubb INA Holdings LLC                                        | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    440000 | PA      | $450068.83    | 0.03%             | 2029-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                         | Chubb INA Holdings LLC                                        | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    470000 | PA      | $470318.99    | 0.03%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                       | Cintas Corp No 2                                              | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    488000 | PA      | $487056.03    | 0.03%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                       | Cintas Corp No 2                                              | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    465000 | PA      | $454943.46    | 0.03%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                             | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    978000 | PA      | $1051662.16   | 0.06%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                             | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    946000 | PA      | $978596.18    | 0.06%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                             | CUSIP: 17275RBQ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    900000 | PA      | $909941.94    | 0.05%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                             | CUSIP: 17275RBR2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1251198.63   | 0.07%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                             | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1127412.14   | 0.07%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                             | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1302279.42   | 0.08%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                             | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    980000 | PA      | $937328.64    | 0.05%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                             | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    505000 | PA      | $477804.31    | 0.03%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                             | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    310000 | PA      | $314898.67    | 0.02%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                             | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    585000 | PA      | $600091.78    | 0.03%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                             | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    540000 | PA      | $556863.30    | 0.03%             | 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        |    615000 | PA      | $630435.13    | 0.04%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                             | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    340000 | PA      | $335514.62    | 0.02%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                 | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    948000 | PA      | $1204576.04   | 0.07%             | 2039-07-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                 | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    560000 | PA      | $587074.34    | 0.03%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                 | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    639000 | PA      | $574527.21    | 0.03%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                 | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    436000 | PA      | $366514.18    | 0.02%             | 2048-04-24      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                 | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1304000 | PA      | $1297366.29   | 0.08%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                 | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1176000 | PA      | $1166517.03   | 0.07%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                 | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    471000 | PA      | $414566.23    | 0.02%             | 2039-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                 | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1019000 | PA      | $1019062.14   | 0.06%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                 | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $1045136.70   | 0.06%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                 | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1334251.45   | 0.08%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                 | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1196000 | PA      | $1120333.53   | 0.06%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                 | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    560000 | PA      | $557119.84    | 0.03%             | 2041-03-26      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                 | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1954000 | PA      | $1953244.51   | 0.11%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                 | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1728000 | PA      | $1601259.53   | 0.09%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                 | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1441524.02   | 0.08%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                 | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $935158.97    | 0.05%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                 | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    550000 | PA      | $404988.38    | 0.02%             | 2042-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                 | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    475000 | PA      | $470336.60    | 0.03%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                 | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1446471.03   | 0.08%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                 | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    845000 | PA      | $851898.98    | 0.05%             | 2028-05-24      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                 | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1433988.66   | 0.08%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                 | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1559609.57   | 0.09%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                 | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1669548.89   | 0.10%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                 | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1472227.03   | 0.09%             | 2035-06-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                 | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1163816.05   | 0.07%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                 | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1101507.04   | 0.06%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                 | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1366079.89   | 0.08%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                 | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1040476.06   | 0.06%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                 | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1256323.95   | 0.07%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                    | Citibank NA                                                   | CUSIP: 17325FBB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1350413.00   | 0.08%             | 2028-09-29      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                    | Citibank NA                                                   | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1131296.33   | 0.07%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                    | Citibank NA                                                   | CUSIP: 17325FBK3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    845000 | PA      | $864325.13    | 0.05%             | 2029-08-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                    | Citibank NA                                                   | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1357280.48   | 0.08%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                    | Citibank NA                                                   | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1051665.33   | 0.06%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                 | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1450647.14   | 0.08%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                 | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1497638.14   | 0.09%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                 | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1110600.86   | 0.06%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                 | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1047069.11   | 0.06%             | 2056-03-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                 | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1166262.51   | 0.07%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                              | CUSIP: 191216CE8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    264000 | PA      | $261618.30    | 0.02%             | 2027-05-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                              | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    453000 | PA      | $427357.76    | 0.02%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                              | CUSIP: 191216CQ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    320000 | PA      | $267847.43    | 0.02%             | 2050-03-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                              | CUSIP: 191216CR9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    601000 | PA      | $599410.49    | 0.03%             | 2027-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                              | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    665000 | PA      | $651478.61    | 0.04%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                              | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    575000 | PA      | $559187.74    | 0.03%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                              | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    835000 | PA      | $756729.11    | 0.04%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                              | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    629000 | PA      | $466898.76    | 0.03%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                              | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    855000 | PA      | $530268.09    | 0.03%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                              | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    632000 | PA      | $368604.92    | 0.02%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                              | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    378000 | PA      | $227179.98    | 0.01%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                              | CUSIP: 191216DD9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    560000 | PA      | $529910.74    | 0.03%             | 2028-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                              | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    714000 | PA      | $625965.79    | 0.04%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                              | CUSIP: 191216DJ6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    351000 | PA      | $335983.59    | 0.02%             | 2028-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                              | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    430000 | PA      | $389517.54    | 0.02%             | 2031-03-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                              | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    897000 | PA      | $599424.55    | 0.03%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                              | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    965000 | PA      | $869297.31    | 0.05%             | 2032-01-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                              | CUSIP: 191216DQ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    470000 | PA      | $359966.60    | 0.02%             | 2041-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                              | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415205.73    | 0.02%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                              | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    615000 | PA      | $600117.11    | 0.03%             | 2054-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                              | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    735000 | PA      | $712223.36    | 0.04%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                              | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    470000 | PA      | $477883.13    | 0.03%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                              | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    815000 | PA      | $782174.81    | 0.05%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                         | Coca-Cola Femsa SAB de CV                                     | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    360000 | PA      | $340181.60    | 0.02%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                         | Coca-Cola Femsa SAB de CV                                     | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    373000 | PA      | $315057.96    | 0.02%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                         | Coca-Cola Femsa SAB de CV                                     | CUSIP: 191241AK4<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    280000 | PA      | $282958.52    | 0.02%             | 2035-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                           | Colgate-Palmolive Co                                          | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    245000 | PA      | $243181.94    | 0.01%             | 2027-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                           | Colgate-Palmolive Co                                          | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    160000 | PA      | $150828.58    | 0.01%             | 2032-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                           | Colgate-Palmolive Co                                          | CUSIP: 194162AR4<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279621.91    | 0.02%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                           | Colgate-Palmolive Co                                          | CUSIP: 194162AS2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356124.42    | 0.02%             | 2033-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                           | Colgate-Palmolive Co                                          | CUSIP: 194162AT0<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302213.66    | 0.02%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                           | Colgate-Palmolive Co                                          | CUSIP: 19416QEJ5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    352000 | PA      | $300257.07    | 0.02%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| COLGATE-PALMOLIVE CO                           | Colgate-Palmolive Co                                          | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    248000 | PA      | $196205.14    | 0.01%             | 2047-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $456646.58    | 0.03%             | 2033-03-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    416000 | PA      | $434259.70    | 0.03%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    405000 | PA      | $447761.80    | 0.03%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    390000 | PA      | $429005.68    | 0.02%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    354000 | PA      | $312178.53    | 0.02%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    995000 | PA      | $970682.74    | 0.06%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    518000 | PA      | $493403.61    | 0.03%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    373000 | PA      | $354609.99    | 0.02%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NBQ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    387000 | PA      | $328798.41    | 0.02%             | 2045-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    803000 | PA      | $681766.62    | 0.04%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    462000 | PA      | $321126.78    | 0.02%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    952000 | PA      | $947675.01    | 0.05%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    416000 | PA      | $314337.45    | 0.02%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NCA7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59118.93     | 0.00%             | 2028-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    962000 | PA      | $723158.48    | 0.04%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    985000 | PA      | $727207.85    | 0.04%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    533000 | PA      | $389545.17    | 0.02%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34767.62     | 0.00%             | 2028-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    666000 | PA      | $578061.25    | 0.03%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    454000 | PA      | $341326.72    | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    626000 | PA      | $579367.48    | 0.03%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    918000 | PA      | $767054.82    | 0.04%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    488000 | PA      | $404743.92    | 0.02%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85460.10     | 0.00%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    714000 | PA      | $713633.93    | 0.04%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    685000 | PA      | $533253.90    | 0.03%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    888000 | PA      | $593492.05    | 0.03%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    755000 | PA      | $712152.81    | 0.04%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    809000 | PA      | $783986.13    | 0.05%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    859000 | PA      | $705997.41    | 0.04%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    826000 | PA      | $480814.71    | 0.03%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    850000 | PA      | $759811.57    | 0.04%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $920506.44    | 0.05%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    706000 | PA      | $373412.43    | 0.02%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    420000 | PA      | $211610.94    | 0.01%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $1392778.90   | 0.08%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2753000 | PA      | $1551271.89   | 0.09%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1862000 | PA      | $1006358.94   | 0.06%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    520000 | PA      | $547687.03    | 0.03%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    695000 | PA      | $694060.78    | 0.04%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NED9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25415.83     | 0.00%             | 2029-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    520000 | PA      | $522421.75    | 0.03%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    795000 | PA      | $714995.89    | 0.04%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    615000 | PA      | $551287.31    | 0.03%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NEH0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72326.04     | 0.00%             | 2029-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    655000 | PA      | $672602.57    | 0.04%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    610000 | PA      | $571717.42    | 0.03%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    345000 | PA      | $351798.55    | 0.02%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    505000 | PA      | $501042.42    | 0.03%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NER8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357702.18    | 0.02%             | 2032-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                  | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1461000 | PA      | $1435878.56   | 0.08%             | 2037-01-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                            | CommonSpirit Health                                           | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387214.76    | 0.02%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                            | CommonSpirit Health                                           | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    400000 | PA      | $316509.02    | 0.02%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                            | CommonSpirit Health                                           | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    262000 | PA      | $195207.60    | 0.01%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: —       |
| COMMONSPIRIT HEALTH                            | CommonSpirit Health                                           | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    215000 | PA      | $200112.39    | 0.01%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                            | CommonSpirit Health                                           | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    240000 | PA      | $179004.31    | 0.01%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                            | CommonSpirit Health                                           | CUSIP: 20268JAK9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180441.16    | 0.01%             | 2027-11-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                            | CommonSpirit Health                                           | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    350000 | PA      | $361045.56    | 0.02%             | 2031-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                            | CommonSpirit Health                                           | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253914.14    | 0.01%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTR NY                       | Commonwealth Bank of Australia/New York NY                    | CUSIP: 20271RAV2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    270000 | PA      | $273446.79    | 0.02%             | 2028-03-14      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTR NY                       | Commonwealth Bank of Australia/New York NY                    | CUSIP: 20271RAW0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    295000 | PA      | $294656.98    | 0.02%             | 2030-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                        | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    320000 | PA      | $342742.20    | 0.02%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                        | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    352000 | PA      | $269164.29    | 0.02%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                        | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    251000 | PA      | $192911.83    | 0.01%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                        | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    400000 | PA      | $318219.42    | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                        | CUSIP: 202795JN1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    363000 | PA      | $361781.07    | 0.02%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                        | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    345000 | PA      | $226130.92    | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                        | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    421000 | PA      | $279294.96    | 0.02%             | 2051-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                        | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    310000 | PA      | $292783.94    | 0.02%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                        | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    380000 | PA      | $392707.10    | 0.02%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                        | Connecticut Light and Power Co/The                            | CUSIP: 207597EJ0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99384.40     | 0.01%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                        | Connecticut Light and Power Co/The                            | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    480000 | PA      | $381774.28    | 0.02%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                        | Connecticut Light and Power Co/The                            | CUSIP: 207597EP6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    205000 | PA      | $194469.30    | 0.01%             | 2053-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                             | CUSIP: 208251AE8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    443000 | PA      | $481383.16    | 0.03%             | 2029-04-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                 | ConocoPhillips                                                | CUSIP: 20825CAF1<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    286000 | PA      | $309675.78    | 0.02%             | 2032-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                 | ConocoPhillips                                                | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    820000 | PA      | $920821.24    | 0.05%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                             | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    388000 | PA      | $329370.33    | 0.02%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                             | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    538000 | PA      | $398312.90    | 0.02%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                             | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    359000 | PA      | $293883.72    | 0.02%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                             | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    825000 | PA      | $600983.47    | 0.03%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                             | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    540000 | PA      | $504973.35    | 0.03%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                             | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    650000 | PA      | $666880.97    | 0.04%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                             | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485331.23    | 0.03%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                             | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    340000 | PA      | $331755.03    | 0.02%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                             | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    700000 | PA      | $713466.55    | 0.04%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                             | CUSIP: 20826FBK1<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    375000 | PA      | $384942.15    | 0.02%             | 2032-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                             | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    545000 | PA      | $552394.04    | 0.03%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                             | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    635000 | PA      | $612148.50    | 0.04%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                             | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    305000 | PA      | $295308.67    | 0.02%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                        | CUSIP: 209111ES8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    207000 | PA      | $229243.29    | 0.01%             | 2037-08-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                        | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    311000 | PA      | $356131.57    | 0.02%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                        | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    301000 | PA      | $307675.88    | 0.02%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                        | CUSIP: 209111FC2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    382000 | PA      | $313596.97    | 0.02%             | 2043-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                        | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    398000 | PA      | $345982.46    | 0.02%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                        | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    403000 | PA      | $340353.01    | 0.02%             | 2054-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                        | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    418000 | PA      | $360192.43    | 0.02%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                        | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    530000 | PA      | $415371.23    | 0.02%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                        | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    315000 | PA      | $247414.86    | 0.01%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                        | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    320000 | PA      | $248472.18    | 0.01%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                        | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    350000 | PA      | $285183.40    | 0.02%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                        | CUSIP: 209111FS7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    315000 | PA      | $316098.62    | 0.02%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                        | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    252000 | PA      | $217890.73    | 0.01%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                        | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    368000 | PA      | $292655.56    | 0.02%             | 2049-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                        | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    295000 | PA      | $205852.56    | 0.01%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                        | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    418000 | PA      | $405173.61    | 0.02%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                        | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    504000 | PA      | $391468.71    | 0.02%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                        | CUSIP: 209111FZ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    355000 | PA      | $208084.04    | 0.01%             | 2060-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                        | CUSIP: 209111GA5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    445000 | PA      | $406756.27    | 0.02%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                        | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    400000 | PA      | $273278.77    | 0.02%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                        | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    355000 | PA      | $235342.63    | 0.01%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                        | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    375000 | PA      | $393649.42    | 0.02%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                        | CUSIP: 209111GE7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    215000 | PA      | $222464.56    | 0.01%             | 2033-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                        | CUSIP: 209111GF4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    195000 | PA      | $204572.57    | 0.01%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                        | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    445000 | PA      | $453081.96    | 0.03%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                        | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    425000 | PA      | $423260.58    | 0.02%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                        | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48377.10     | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                        | CUSIP: 209111GP2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    445000 | PA      | $444717.36    | 0.03%             | 2055-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                            | Consumers Energy Co                                           | CUSIP: 210518DB9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    220000 | PA      | $177562.40    | 0.01%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                            | Consumers Energy Co                                           | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    358000 | PA      | $300861.60    | 0.02%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                            | Consumers Energy Co                                           | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    305000 | PA      | $204921.07    | 0.01%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                            | Consumers Energy Co                                           | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    337000 | PA      | $243684.19    | 0.01%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                            | Consumers Energy Co                                           | CUSIP: 210518DJ2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     10000 | PA      | $5483.68      | 0.00%             | 2060-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                            | Consumers Energy Co                                           | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    345000 | PA      | $345742.97    | 0.02%             | 2033-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| CONSUMERS ENERGY CO                            | Consumers Energy Co                                           | CUSIP: 210518DV5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230833.17    | 0.01%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                            | Consumers Energy Co                                           | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    355000 | PA      | $361187.07    | 0.02%             | 2029-05-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                            | Consumers Energy Co                                           | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    270000 | PA      | $275799.03    | 0.02%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                            | Consumers Energy Co                                           | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    255000 | PA      | $257643.72    | 0.01%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                            | Consumers Energy Co                                           | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263977.20    | 0.02%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                       | Cooperatieve Rabobank UA                                      | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    501000 | PA      | $499692.02    | 0.03%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                        | Cooperatieve Rabobank UA/NY                                   | CUSIP: 21688ABC5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    165000 | PA      | $168899.59    | 0.01%             | 2029-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                        | Cooperatieve Rabobank UA/NY                                   | CUSIP: 21688ABD3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    315000 | PA      | $319171.93    | 0.02%             | 2027-03-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                        | Cooperatieve Rabobank UA/NY                                   | CUSIP: 21688ABH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $254434.39    | 0.01%             | 2029-10-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                        | Cooperatieve Rabobank UA/NY                                   | CUSIP: 21688ABK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $255416.79    | 0.01%             | 2028-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                        | Cooperatieve Rabobank UA/NY                                   | CUSIP: 21688ABM3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $251944.35    | 0.01%             | 2027-05-27      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                        | Cooperatieve Rabobank UA/NY                                   | CUSIP: 21688ABP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    335000 | PA      | $336264.25    | 0.02%             | 2028-10-17      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                        | Cooperatieve Rabobank UA/NY                                   | CUSIP: 21688ABT8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $249124.26    | 0.01%             | 2031-01-14      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| CORNELL UNIVERSITY                             | Cornell University                                            | CUSIP: 219207AC1<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243241.82    | 0.01%             | 2034-06-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| CORNELL UNIVERSITY                             | Cornell University                                            | CUSIP: 219207AD9<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20056.33     | 0.00%             | 2030-06-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                          | Costco Wholesale Corp                                         | CUSIP: 22160KAM7<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    333000 | PA      | $330662.08    | 0.02%             | 2027-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                          | Costco Wholesale Corp                                         | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    607000 | PA      | $589236.61    | 0.03%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                          | Costco Wholesale Corp                                         | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    917000 | PA      | $831397.52    | 0.05%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                          | Costco Wholesale Corp                                         | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    520000 | PA      | $450881.61    | 0.03%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COTTAGE HEALTH SYSTEM                          | Cottage Health Obligated Group                                | CUSIP: 22170QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $164457.33    | 0.01%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE USA LLC                          | Credit Suisse USA LLC                                         | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |    431000 | PA      | $491056.59    | 0.03%             | 2032-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| CUMMINS INC                                    | Cummins Inc                                                   | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    355000 | PA      | $338131.81    | 0.02%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                    | Cummins Inc                                                   | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    335000 | PA      | $203240.86    | 0.01%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                    | Cummins Inc                                                   | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    418000 | PA      | $373381.23    | 0.02%             | 2030-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                    | Cummins Inc                                                   | CUSIP: 231021AV8<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    295000 | PA      | $303197.16    | 0.02%             | 2029-02-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| CUMMINS INC                                    | Cummins Inc                                                   | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    335000 | PA      | $344960.71    | 0.02%             | 2034-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                    | Cummins Inc                                                   | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    445000 | PA      | $437020.13    | 0.03%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| CUMMINS INC                                    | Cummins Inc                                                   | CUSIP: 231021AZ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    380000 | PA      | $387687.67    | 0.02%             | 2031-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                    | Cummins Inc                                                   | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    355000 | PA      | $366657.61    | 0.02%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                           | DH Europe Finance II Sarl                                     | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    310000 | PA      | $294403.25    | 0.02%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                           | DH Europe Finance II Sarl                                     | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    515000 | PA      | $420336.19    | 0.02%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                           | DH Europe Finance II Sarl                                     | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    415000 | PA      | $298626.37    | 0.02%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                | DR Horton Inc                                                 | CUSIP: 23331ABP3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    215000 | PA      | $206178.40    | 0.01%             | 2027-10-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                | DR Horton Inc                                                 | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    310000 | PA      | $312531.91    | 0.02%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                | DR Horton Inc                                                 | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61382.99     | 0.00%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| D.R. HORTON INC                                | DR Horton Inc                                                 | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    315000 | PA      | $326035.87    | 0.02%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                | DTE Electric Co                                               | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    206000 | PA      | $161286.89    | 0.01%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                | DTE Electric Co                                               | CUSIP: 23338VAH9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     90000 | PA      | $72798.86     | 0.00%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                | DTE Electric Co                                               | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    655000 | PA      | $516991.42    | 0.03%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                | DTE Electric Co                                               | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    288000 | PA      | $267813.58    | 0.02%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                | DTE Electric Co                                               | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    402000 | PA      | $265684.81    | 0.02%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                | DTE Electric Co                                               | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    319000 | PA      | $295873.92    | 0.02%             | 2031-03-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                | DTE Electric Co                                               | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    408000 | PA      | $391824.04    | 0.02%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| DTE ELECTRIC CO                                | DTE Electric Co                                               | CUSIP: 23338VAQ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    210000 | PA      | $194566.12    | 0.01%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| DTE ELECTRIC CO                                | DTE Electric Co                                               | CUSIP: 23338VAS5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    325000 | PA      | $337384.31    | 0.02%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                | DTE Electric Co                                               | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    245000 | PA      | $238119.77    | 0.01%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| DTE ELECTRIC CO                                | DTE Electric Co                                               | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    230000 | PA      | $237038.34    | 0.01%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                | DTE Electric Co                                               | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358543.98    | 0.02%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                | DTE Electric Co                                               | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231466.07    | 0.01%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                           | Mercedes-Benz Finance North America LLC                       | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    585000 | PA      | $690961.68    | 0.04%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                   | Danaher Corp                                                  | CUSIP: 235851AR3<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    240000 | PA      | $209228.50    | 0.01%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                   | Danaher Corp                                                  | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    525000 | PA      | $320313.95    | 0.02%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                   | Danaher Corp                                                  | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    540000 | PA      | $342091.99    | 0.02%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                | Deere & Co                                                    | CUSIP: 244199BD6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    301000 | PA      | $315905.01    | 0.02%             | 2029-10-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                | Deere & Co                                                    | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    631000 | PA      | $543750.01    | 0.03%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                | Deere & Co                                                    | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    210000 | PA      | $141003.43    | 0.01%             | 2049-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| DEERE & COMPANY                                | Deere & Co                                                    | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    533000 | PA      | $513311.03    | 0.03%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                | Deere & Co                                                    | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    369000 | PA      | $288258.77    | 0.02%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                | Deere & Co                                                    | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    565000 | PA      | $593962.91    | 0.03%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                | Deere & Co                                                    | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    390000 | PA      | $405204.67    | 0.02%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                       | CUSIP: 24422ETW9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    298000 | PA      | $293890.46    | 0.02%             | 2027-09-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                       | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    381000 | PA      | $375980.67    | 0.02%             | 2029-03-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                       | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    325000 | PA      | $313264.53    | 0.02%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                       | CUSIP: 24422EVD8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    275000 | PA      | $260515.97    | 0.02%             | 2030-01-09      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                       | CUSIP: 24422EVF3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195950.65    | 0.01%             | 2027-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                       | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    475000 | PA      | $419372.42    | 0.02%             | 2031-01-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                       | CUSIP: 24422EVP1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    310000 | PA      | $296190.58    | 0.02%             | 2028-03-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                       | CUSIP: 24422EVS5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    340000 | PA      | $303808.95    | 0.02%             | 2031-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                       | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    275000 | PA      | $271082.10    | 0.02%             | 2027-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                       | CUSIP: 24422EWE5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    218000 | PA      | $214337.44    | 0.01%             | 2029-04-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                       | CUSIP: 24422EWH8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    235000 | PA      | $230203.20    | 0.01%             | 2032-06-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                       | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302147.85    | 0.02%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                       | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280556.90    | 0.02%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                       | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    565000 | PA      | $576633.46    | 0.03%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                       | CUSIP: 24422EWV7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133063.79    | 0.01%             | 2028-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                       | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    475000 | PA      | $486814.70    | 0.03%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                       | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    775000 | PA      | $796314.36    | 0.05%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                       | CUSIP: 24422EXE4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    525000 | PA      | $548632.32    | 0.03%             | 2033-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                       | CUSIP: 24422EXH7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    515000 | PA      | $524233.76    | 0.03%             | 2029-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                       | CUSIP: 24422EXM6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177141.15    | 0.01%             | 2027-03-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                       | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    405000 | PA      | $417515.69    | 0.02%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                       | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    645000 | PA      | $664327.17    | 0.04%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                       | CUSIP: 24422EXR5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    430000 | PA      | $437144.56    | 0.03%             | 2027-06-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                       | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    370000 | PA      | $380409.84    | 0.02%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                       | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    380000 | PA      | $390608.76    | 0.02%             | 2034-06-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                       | CUSIP: 24422EXV6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    430000 | PA      | $433305.49    | 0.03%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                       | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    705000 | PA      | $711182.25    | 0.04%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                       | CUSIP: 24422EXZ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    265000 | PA      | $269704.47    | 0.02%             | 2028-01-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                       | CUSIP: 24422EYD5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    370000 | PA      | $374374.97    | 0.02%             | 2028-06-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                       | CUSIP: 24422EYE3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    410000 | PA      | $416965.55    | 0.02%             | 2030-06-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                       | CUSIP: 24422EYF0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    355000 | PA      | $358558.02    | 0.02%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DEERE FUNDING CANADA COR                       | Deere Funding Canada Corp                                     | CUSIP: 2442GAAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     20000 | PA      | $19955.23     | 0.00%             | 2030-10-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                        | Delta Air Lines 2020-1 Class AA Pass Through Trust            | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124160 | PA      | $119845.39    | 0.01%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                  | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    280000 | PA      | $291057.81    | 0.02%             | 2029-05-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                  | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $199647.39    | 0.01%             | 2031-12-10      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                            | CUSIP: 25243YAH2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    329000 | PA      | $354539.34    | 0.02%             | 2036-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                            | CUSIP: 25243YAV1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    281000 | PA      | $230356.57    | 0.01%             | 2043-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                            | CUSIP: 25243YAZ2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $250011.98    | 0.01%             | 2028-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                            | CUSIP: 25243YBB4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    558000 | PA      | $525547.12    | 0.03%             | 2029-10-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                            | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    568000 | PA      | $519777.42    | 0.03%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                            | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    485000 | PA      | $422413.01    | 0.02%             | 2032-04-29      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                            | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    245000 | PA      | $250869.01    | 0.01%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                            | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $315094.76    | 0.02%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                            | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    530000 | PA      | $560961.90    | 0.03%             | 2033-10-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                         | Diageo Investment Corp                                        | CUSIP: 25245BAA5<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    263000 | PA      | $226303.68    | 0.01%             | 2042-05-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| DIAGEO INVESTMENT CORP                         | Diageo Investment Corp                                        | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144842.03    | 0.01%             | 2030-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                         | Diageo Investment Corp                                        | CUSIP: 25245BAE7<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    220000 | PA      | $231762.31    | 0.01%             | 2035-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                 | Capital One NA                                                | CUSIP: 25466AAP6<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111494.03    | 0.01%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                 | Capital One NA                                                | CUSIP: 25466AAR2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235355.78    | 0.01%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                            | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    432000 | PA      | $482268.82    | 0.03%             | 2034-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                            | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    460000 | PA      | $516113.53    | 0.03%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                            | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    708000 | PA      | $804980.76    | 0.05%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                            | CUSIP: 254687ER3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    385000 | PA      | $415383.56    | 0.02%             | 2041-02-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                            | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    366000 | PA      | $365635.75    | 0.02%             | 2043-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                            | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    335000 | PA      | $305510.54    | 0.02%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                            | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    978000 | PA      | $915834.72    | 0.05%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                            | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1002000 | PA      | $633777.30    | 0.04%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                            | CUSIP: 254687FP6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189856.16    | 0.01%             | 2027-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                            | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    574000 | PA      | $568712.80    | 0.03%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                            | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    537000 | PA      | $511186.89    | 0.03%             | 2040-03-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                            | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    891000 | PA      | $793087.87    | 0.05%             | 2050-03-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                            | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    375000 | PA      | $365008.02    | 0.02%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                            | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1141871.33   | 0.07%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                            | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $905917.21    | 0.05%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                            | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1376000 | PA      | $1020032.36   | 0.06%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                            | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     97000 | PA      | $70831.15     | 0.00%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                       | TWDC Enterprises 18 Corp                                      | CUSIP: 25468PBW5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    300000 | PA      | $341022.20    | 0.02%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                       | TWDC Enterprises 18 Corp                                      | CUSIP: 25468PCR5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    266000 | PA      | $232020.26    | 0.01%             | 2041-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                       | TWDC Enterprises 18 Corp                                      | CUSIP: 25468PCX2<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    265000 | PA      | $215222.79    | 0.01%             | 2042-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                       | TWDC Enterprises 18 Corp                                      | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    537000 | PA      | $451882.53    | 0.03%             | 2044-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                       | TWDC Enterprises 18 Corp                                      | CUSIP: 25468PDN3<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    369000 | PA      | $255516.24    | 0.01%             | 2046-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                       | TWDC Enterprises 18 Corp                                      | CUSIP: 25468PDV5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    326000 | PA      | $323004.73    | 0.02%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                          | Dominion Energy South Carolina Inc                            | CUSIP: 25731VAB0<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    225000 | PA      | $241494.28    | 0.01%             | 2053-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                       | EIDP Inc                                                      | CUSIP: 263534CP2<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    457000 | PA      | $422954.58    | 0.02%             | 2030-07-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                       | EIDP Inc                                                      | CUSIP: 263534CR8<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249859.17    | 0.01%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                       | EIDP Inc                                                      | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231622.22    | 0.01%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                        | Duke Energy Indiana LLC                                       | CUSIP: 263901AA8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    231000 | PA      | $254583.04    | 0.01%             | 2038-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                     | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    237000 | PA      | $255027.35    | 0.01%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                     | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    330000 | PA      | $357368.03    | 0.02%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                     | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    426000 | PA      | $429041.53    | 0.02%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                     | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    381000 | PA      | $335920.83    | 0.02%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                     | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    320000 | PA      | $269392.89    | 0.02%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                     | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    257000 | PA      | $202321.12    | 0.01%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                     | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    320000 | PA      | $252828.40    | 0.01%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                     | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    255000 | PA      | $194030.54    | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                     | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    287000 | PA      | $226546.71    | 0.01%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                     | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    380000 | PA      | $380556.47    | 0.02%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                     | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    565000 | PA      | $386991.71    | 0.02%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                     | CUSIP: 26442CBA1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    304000 | PA      | $284710.63    | 0.02%             | 2030-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                     | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    229000 | PA      | $211047.00    | 0.01%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                     | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    175000 | PA      | $160289.67    | 0.01%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                     | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    415000 | PA      | $298396.92    | 0.02%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                     | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    580000 | PA      | $595060.20    | 0.03%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                     | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    410000 | PA      | $393206.83    | 0.02%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                     | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    422000 | PA      | $408270.89    | 0.02%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                     | CUSIP: 26442CBM5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    275000 | PA      | $277230.20    | 0.02%             | 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        |    345000 | PA      | $355448.99    | 0.02%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                       | Duke Energy Progress LLC                                      | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    270000 | PA      | $224576.49    | 0.01%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                | Duke University                                               | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    240000 | PA      | $151379.08    | 0.01%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY PROGRESS LLC                       | Duke Energy Progress LLC                                      | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    310000 | PA      | $257979.72    | 0.01%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                       | Duke Energy Progress LLC                                      | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    360000 | PA      | $269098.77    | 0.02%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                       | Duke Energy Progress LLC                                      | CUSIP: 26442UAG9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    249000 | PA      | $248212.43    | 0.01%             | 2028-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                       | Duke Energy Progress LLC                                      | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    335000 | PA      | $330223.58    | 0.02%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                       | Duke Energy Progress LLC                                      | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    328000 | PA      | $191761.55    | 0.01%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                       | Duke Energy Progress LLC                                      | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    305000 | PA      | $271118.77    | 0.02%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                       | Duke Energy Progress LLC                                      | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    255000 | PA      | $241092.40    | 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        |    185000 | PA      | $191743.27    | 0.01%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                       | Duke Energy Progress LLC                                      | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    310000 | PA      | $296829.11    | 0.02%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                       | Duke Energy Progress LLC                                      | CUSIP: 26442UAS3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    345000 | PA      | $354187.06    | 0.02%             | 2034-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                       | Duke Energy Progress LLC                                      | CUSIP: 26442UAT1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241604.02    | 0.01%             | 2027-03-06      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                       | Duke Energy Progress LLC                                      | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    235000 | PA      | $238138.41    | 0.01%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                       | Duke Energy Progress LLC                                      | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    430000 | PA      | $423984.59    | 0.02%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| DUKE UNIVERSITY HEALTH                         | Duke University Health System Inc                             | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |    225000 | PA      | $180252.74    | 0.01%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                        | Duke Energy Indiana LLC                                       | CUSIP: 26443TAA4<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    240000 | PA      | $187080.97    | 0.01%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                        | Duke Energy Indiana LLC                                       | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    230000 | PA      | $158518.70    | 0.01%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                        | Duke Energy Indiana LLC                                       | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    375000 | PA      | $235103.57    | 0.01%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                        | Duke Energy Indiana LLC                                       | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238520.09    | 0.01%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                        | Duke Energy Florida LLC                                       | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    280000 | PA      | $204241.35    | 0.01%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                        | Duke Energy Florida LLC                                       | CUSIP: 26444HAE1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    330000 | PA      | $329970.15    | 0.02%             | 2028-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY FLORIDA LLC                        | Duke Energy Florida LLC                                       | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    540000 | PA      | $510421.74    | 0.03%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                        | Duke Energy Florida LLC                                       | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    305000 | PA      | $275231.41    | 0.02%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                        | Duke Energy Florida LLC                                       | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    560000 | PA      | $505629.00    | 0.03%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                        | Duke Energy Florida LLC                                       | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    295000 | PA      | $190382.52    | 0.01%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                        | Duke Energy Florida LLC                                       | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    295000 | PA      | $305180.82    | 0.02%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                        | Duke Energy Florida LLC                                       | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    330000 | PA      | $354803.07    | 0.02%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                        | Duke Energy Florida LLC                                       | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    235000 | PA      | $251671.42    | 0.01%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                        | Duke Energy Florida LLC                                       | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39920.83     | 0.00%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                        | Duke Energy Florida LLC                                       | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272984.89    | 0.02%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                              | EOG Resources Inc                                             | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    324000 | PA      | $301153.94    | 0.02%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                              | EOG Resources Inc                                             | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    375000 | PA      | $335767.05    | 0.02%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| EOG RESOURCES INC                              | EOG Resources Inc                                             | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    502000 | PA      | $505133.45    | 0.03%             | 2030-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| EOG RESOURCES INC                              | EOG Resources Inc                                             | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    480000 | PA      | $472186.10    | 0.03%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| EOG RESOURCES INC                              | EOG Resources Inc                                             | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    315000 | PA      | $318769.95    | 0.02%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                              | EOG Resources Inc                                             | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    720000 | PA      | $737988.06    | 0.04%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                              | EOG Resources Inc                                             | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    630000 | PA      | $646517.81    | 0.04%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                              | EOG Resources Inc                                             | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    340000 | PA      | $348606.03    | 0.02%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                              | EOG Resources Inc                                             | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    315000 | PA      | $315568.74    | 0.02%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                               | ERP Operating LP                                              | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    372000 | PA      | $331663.39    | 0.02%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                               | ERP Operating LP                                              | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    371000 | PA      | $367823.39    | 0.02%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                               | ERP Operating LP                                              | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    441000 | PA      | $426069.08    | 0.02%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                               | ERP Operating LP                                              | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    320000 | PA      | $300581.84    | 0.02%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                               | ERP Operating LP                                              | CUSIP: 26884ABN2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    390000 | PA      | $344749.12    | 0.02%             | 2031-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: —       |
| ERP OPERATING LP                               | ERP Operating LP                                              | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    145000 | PA      | $143154.11    | 0.01%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                               | ERP Operating LP                                              | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    345000 | PA      | $352804.24    | 0.02%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| EATON CORP                                     | Eaton Corp                                                    | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    560000 | PA      | $548425.62    | 0.03%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                     | Eaton Corp                                                    | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    490000 | PA      | $425092.20    | 0.02%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                     | Eaton Corp                                                    | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    310000 | PA      | $306747.47    | 0.02%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                     | Eaton Corp                                                    | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    715000 | PA      | $702278.68    | 0.04%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                     | Eaton Corp                                                    | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    315000 | PA      | $282116.39    | 0.02%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                     | Eaton Corp                                                    | CUSIP: 278062AK0<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171775.51    | 0.01%             | 2028-05-18      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                              | Eaton Capital ULC                                             | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |    215000 | PA      | $216614.41    | 0.01%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab Inc                                                    | CUSIP: 278865BD1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    312000 | PA      | $309849.41    | 0.02%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab Inc                                                    | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    472000 | PA      | $483842.92    | 0.03%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab Inc                                                    | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    240000 | PA      | $208906.93    | 0.01%             | 2031-01-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: —       |
| ECOLAB INC                                     | Ecolab Inc                                                    | CUSIP: 278865BG4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    335000 | PA      | $186906.57    | 0.01%             | 2050-08-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab Inc                                                    | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    350000 | PA      | $211619.03    | 0.01%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab Inc                                                    | CUSIP: 278865BL3<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    360000 | PA      | $352694.47    | 0.02%             | 2027-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab Inc                                                    | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    305000 | PA      | $269707.57    | 0.02%             | 2032-02-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab Inc                                                    | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    460000 | PA      | $284850.25    | 0.02%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| ECOLAB INC                                     | Ecolab Inc                                                    | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    270000 | PA      | $277289.66    | 0.02%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab Inc                                                    | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272712.59    | 0.02%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab Inc                                                    | CUSIP: 278865BS8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193624.85    | 0.01%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                            | Emerson Electric Co                                           | CUSIP: 291011BL7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    232000 | PA      | $224752.20    | 0.01%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: —       |
| EMERSON ELECTRIC CO                            | Emerson Electric Co                                           | CUSIP: 291011BM5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    227000 | PA      | $143986.10    | 0.01%             | 2050-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                            | Emerson Electric Co                                           | CUSIP: 291011BN3<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    270000 | PA      | $245115.74    | 0.01%             | 2030-10-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                            | Emerson Electric Co                                           | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    630000 | PA      | $598504.97    | 0.03%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                            | Emerson Electric Co                                           | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    595000 | PA      | $531707.74    | 0.03%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                            | Emerson Electric Co                                           | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    473000 | PA      | $300103.51    | 0.02%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                            | Emerson Electric Co                                           | CUSIP: 291011BT0<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194089.48    | 0.01%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                         | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    422000 | PA      | $406053.38    | 0.02%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                         | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    403000 | PA      | $325331.76    | 0.02%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                         | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    333000 | PA      | $265116.99    | 0.02%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                         | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    360000 | PA      | $225421.83    | 0.01%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                         | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    215000 | PA      | $190216.28    | 0.01%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                         | CUSIP: 29364WBJ6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    370000 | PA      | $282423.15    | 0.02%             | 2041-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                         | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    230000 | PA      | $199504.72    | 0.01%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                         | CUSIP: 29364WBM9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191990.32    | 0.01%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                         | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    345000 | PA      | $342932.90    | 0.02%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                         | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    375000 | PA      | $382785.78    | 0.02%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                         | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    415000 | PA      | $416766.00    | 0.02%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                              | Entergy Texas Inc                                             | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    330000 | PA      | $291271.52    | 0.02%             | 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        |    330000 | PA      | $336997.04    | 0.02%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                           | Entergy Arkansas LLC                                          | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    225000 | PA      | $181676.83    | 0.01%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                           | Entergy Arkansas LLC                                          | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    407000 | PA      | $241846.25    | 0.01%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                           | Entergy Arkansas LLC                                          | CUSIP: 29366MAF5<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    230000 | PA      | $240092.17    | 0.01%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                           | Entergy Arkansas LLC                                          | CUSIP: 29366MAH1<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174478.53    | 0.01%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                           | Entergy Arkansas LLC                                          | CUSIP: 29366MAJ7<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175102.98    | 0.01%             | 2056-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                        | Entergy Mississippi LLC                                       | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    265000 | PA      | $266338.05    | 0.02%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                             | CUSIP: 293791AF6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    395000 | PA      | $447709.65    | 0.03%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                             | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    115000 | PA      | $123346.60    | 0.01%             | 2039-10-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                             | CUSIP: 29379VAQ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $331765.03    | 0.02%             | 2040-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                             | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    385000 | PA      | $402315.41    | 0.02%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                             | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254013.16    | 0.01%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                             | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    380000 | PA      | $351708.62    | 0.02%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                             | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    730000 | PA      | $639769.90    | 0.04%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                             | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    740000 | PA      | $676728.43    | 0.04%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                             | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    610000 | PA      | $572525.71    | 0.03%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                             | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    580000 | PA      | $526725.61    | 0.03%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                             | CUSIP: 29379VBL6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100057.52    | 0.01%             | 2027-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                             | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    755000 | PA      | $619454.57    | 0.04%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                             | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    555000 | PA      | $558477.58    | 0.03%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                             | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    665000 | PA      | $585179.02    | 0.03%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                             | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    675000 | PA      | $655200.62    | 0.04%             | 2029-07-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                             | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $563416.09    | 0.03%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                             | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    665000 | PA      | $631986.83    | 0.04%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                             | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    530000 | PA      | $389658.18    | 0.02%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                             | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    440000 | PA      | $321308.92    | 0.02%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                             | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    550000 | PA      | $364816.95    | 0.02%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                             | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    410000 | PA      | $274967.80    | 0.02%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                             | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    590000 | PA      | $615591.30    | 0.04%             | 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        |    560000 | PA      | $564741.22    | 0.03%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                             | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    395000 | PA      | $399204.94    | 0.02%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                             | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    690000 | PA      | $670518.12    | 0.04%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                             | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403431.67    | 0.02%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                             | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    570000 | PA      | $577317.64    | 0.03%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                             | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    695000 | PA      | $706747.49    | 0.04%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                            | Estee Lauder Cos Inc/The                                      | CUSIP: 29736RAJ9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    248000 | PA      | $246137.67    | 0.01%             | 2027-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                            | Estee Lauder Cos Inc/The                                      | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    335000 | PA      | $269678.89    | 0.02%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                            | Estee Lauder Cos Inc/The                                      | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    204000 | PA      | $135702.48    | 0.01%             | 2049-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                            | Estee Lauder Cos Inc/The                                      | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    330000 | PA      | $309452.10    | 0.02%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                            | Estee Lauder Cos Inc/The                                      | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    305000 | PA      | $286660.62    | 0.02%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| ESTEE LAUDER CO INC                            | Estee Lauder Cos Inc/The                                      | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    350000 | PA      | $312236.49    | 0.02%             | 2031-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| ESTEE LAUDER CO INC                            | Estee Lauder Cos Inc/The                                      | CUSIP: 29736RAS9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    380000 | PA      | $383305.09    | 0.02%             | 2028-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                            | Estee Lauder Cos Inc/The                                      | CUSIP: 29736RAT7<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    485000 | PA      | $485848.27    | 0.03%             | 2033-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                            | Estee Lauder Cos Inc/The                                      | CUSIP: 29736RAU4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    325000 | PA      | $299616.89    | 0.02%             | 2053-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| ESTEE LAUDER CO INC                            | Estee Lauder Cos Inc/The                                      | CUSIP: 29736RAV2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243503.93    | 0.01%             | 2034-02-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| EVERGY KANSAS CENTRAL                          | Evergy Kansas Central Inc                                     | CUSIP: 30036FAA9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    265000 | PA      | $186447.07    | 0.01%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| EVERGY KANSAS CENTRAL                          | Evergy Kansas Central Inc                                     | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101863.80    | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                              | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    470000 | PA      | $368356.14    | 0.02%             | 2045-03-06      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                              | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1234000 | PA      | $1030869.53   | 0.06%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                              | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    432000 | PA      | $345061.65    | 0.02%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                              | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    720000 | PA      | $491011.41    | 0.03%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                              | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    729000 | PA      | $697403.94    | 0.04%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: —       |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                              | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    982000 | PA      | $896542.39    | 0.05%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                              | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1364000 | PA      | $1142324.89   | 0.07%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                              | CUSIP: 30231GBJ0<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    279000 | PA      | $277977.20    | 0.02%             | 2027-03-19      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                              | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    941000 | PA      | $921047.15    | 0.05%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: —       |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                              | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $946143.83    | 0.05%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                              | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $1000880.58   | 0.06%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                            | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    615000 | PA      | $613997.77    | 0.04%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                            | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1560450.69   | 0.09%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                            | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1103797.94   | 0.06%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                            | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    375000 | PA      | $298346.81    | 0.02%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                            | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    480000 | PA      | $488736.79    | 0.03%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                            | CUSIP: 30303M8M7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    485000 | PA      | $498128.49    | 0.03%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                            | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    835000 | PA      | $850387.12    | 0.05%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                            | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1161886.20   | 0.07%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                            | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    855000 | PA      | $811203.37    | 0.05%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                            | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    680000 | PA      | $687538.75    | 0.04%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                            | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    760000 | PA      | $769934.61    | 0.04%             | 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        |   1235000 | PA      | $1232658.58   | 0.07%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                            | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1515770.12   | 0.09%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                            | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1303000 | PA      | $1193312.83   | 0.07%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                            | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2455000 | PA      | $2360861.72   | 0.14%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                            | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2240779.40   | 0.13%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| META PLATFORMS INC                             | Meta Platforms Inc                                            | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1038000.24   | 0.06%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                            | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    785000 | PA      | $786475.67    | 0.05%             | 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        |   2885000 | PA      | $2850630.04   | 0.17%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                            | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3205000 | PA      | $3044812.02   | 0.18%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| FEDEX 2020-1 PASS TST                          | Federal Express Corp 2020-1 Pass Through Trusts               | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    388298 | PA      | $338615.85    | 0.02%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| FIFTH THIRD BANK INC                           | Fifth Third Bank NA                                           | CUSIP: 31677QBR9<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    305000 | PA      | $300255.01    | 0.02%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                      | CUSIP: 341081FA0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    255000 | PA      | $275897.47    | 0.02%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                      | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $269345.54    | 0.02%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                      | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    220000 | PA      | $230696.76    | 0.01%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                      | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    367000 | PA      | $318437.00    | 0.02%             | 2042-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                      | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    278000 | PA      | $236722.06    | 0.01%             | 2042-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                      | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    335000 | PA      | $278488.71    | 0.02%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                      | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    410000 | PA      | $314542.84    | 0.02%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                      | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    408000 | PA      | $324825.11    | 0.02%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                      | CUSIP: 341081FR3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    267000 | PA      | $217066.17    | 0.01%             | 2048-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                      | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    355000 | PA      | $281750.12    | 0.02%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                      | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    469000 | PA      | $321377.63    | 0.02%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                      | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    834000 | PA      | $532491.55    | 0.03%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                      | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    710000 | PA      | $639774.43    | 0.04%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                      | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    555000 | PA      | $568876.59    | 0.03%             | 2028-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                      | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412948.83    | 0.02%             | 2033-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                      | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478913.59    | 0.03%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                      | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    430000 | PA      | $435397.62    | 0.03%             | 2028-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                      | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    315000 | PA      | $321249.11    | 0.02%             | 2030-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                      | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406047.75    | 0.02%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                      | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    415000 | PA      | $430598.34    | 0.02%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                      | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    365000 | PA      | $381018.06    | 0.02%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                      | CUSIP: 341081GV3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    380000 | PA      | $380843.16    | 0.02%             | 2054-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                      | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    495000 | PA      | $502114.55    | 0.03%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                      | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    355000 | PA      | $361360.97    | 0.02%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                      | CUSIP: 341081HA8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    285000 | PA      | $281544.99    | 0.02%             | 2036-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                      | CUSIP: 341081HB6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    430000 | PA      | $423992.46    | 0.02%             | 2066-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                        | Duke Energy Florida LLC                                       | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    225000 | PA      | $249202.97    | 0.01%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                        | Duke Energy Florida LLC                                       | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    285000 | PA      | $316750.36    | 0.02%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                            | Ford Foundation/The                                           | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    205000 | PA      | $116696.11    | 0.01%             | 2070-06-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                         | Franklin Resources Inc                                        | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    555000 | PA      | $492599.91    | 0.03%             | 2030-10-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL INTL FUNDING                        | GE Capital International Funding Co Unlimited Co              | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |    410000 | PA      | $398852.58    | 0.02%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                          | General Dynamics Corp                                         | CUSIP: 369550AT5<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    188000 | PA      | $152250.27    | 0.01%             | 2042-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                          | General Dynamics Corp                                         | CUSIP: 369550AZ1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    278000 | PA      | $273225.04    | 0.02%             | 2027-11-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                          | General Dynamics Corp                                         | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    374000 | PA      | $374596.81    | 0.02%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                          | General Dynamics Corp                                         | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    504000 | PA      | $459449.32    | 0.03%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                          | General Dynamics Corp                                         | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    372000 | PA      | $313211.39    | 0.02%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                          | General Dynamics Corp                                         | CUSIP: 369550BL1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    347000 | PA      | $346363.21    | 0.02%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                          | General Dynamics Corp                                         | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    525000 | PA      | $515301.36    | 0.03%             | 2030-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                          | General Dynamics Corp                                         | CUSIP: 369550BP2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    298000 | PA      | $270368.04    | 0.02%             | 2031-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                          | General Dynamics Corp                                         | CUSIP: 369550BQ0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    265000 | PA      | $199674.15    | 0.01%             | 2041-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                          | General Dynamics Corp                                         | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    460000 | PA      | $467480.53    | 0.03%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                            | General Electric Co                                           | CUSIP: 369604BH5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    235000 | PA      | $211670.48    | 0.01%             | 2044-03-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                            | General Electric Co                                           | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    505000 | PA      | $508547.71    | 0.03%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                            | General Electric Co                                           | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    495000 | PA      | $499917.94    | 0.03%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| GENERAL ELECTRIC CO                            | General Electric Co                                           | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    565000 | PA      | $610060.08    | 0.04%             | 2038-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                            | General Electric Co                                           | CUSIP: 36962G4B7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    135000 | PA      | $158396.34    | 0.01%             | 2039-01-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                            | General Electric Co                                           | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $565332.59    | 0.03%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                       | George Washington University/The                              | CUSIP: 372546AW1<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    311000 | PA      | $253281.28    | 0.01%             | 2048-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                            | Georgia-Pacific LLC                                           | CUSIP: 373298BR8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    326000 | PA      | $367951.90    | 0.02%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| GEORGIA POWER CO                               | Georgia Power Co                                              | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    265000 | PA      | $251510.96    | 0.01%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| GEORGIA POWER CO                               | Georgia Power Co                                              | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    545000 | PA      | $478574.81    | 0.03%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                               | Georgia Power Co                                              | CUSIP: 373334KL4<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    265000 | PA      | $252407.42    | 0.01%             | 2029-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                               | Georgia Power Co                                              | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    285000 | PA      | $213013.56    | 0.01%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                               | Georgia Power Co                                              | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $273899.76    | 0.02%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                               | Georgia Power Co                                              | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    265000 | PA      | $268525.50    | 0.02%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                               | Georgia Power Co                                              | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    405000 | PA      | $376676.23    | 0.02%             | 2052-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                               | Georgia Power Co                                              | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    395000 | PA      | $400844.25    | 0.02%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                               | Georgia Power Co                                              | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    415000 | PA      | $423608.57    | 0.02%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                               | Georgia Power Co                                              | CUSIP: 373334KV2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192352.24    | 0.01%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                               | Georgia Power Co                                              | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    360000 | PA      | $371343.23    | 0.02%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                               | Georgia Power Co                                              | CUSIP: 373334KY6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    425000 | PA      | $431366.11    | 0.02%             | 2030-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                               | Georgia Power Co                                              | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    470000 | PA      | $481810.56    | 0.03%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                               | Georgia Power Co                                              | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    355000 | PA      | $363688.05    | 0.02%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| GEORGIA POWER CO                               | Georgia Power Co                                              | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    305000 | PA      | $305974.23    | 0.02%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                               | Georgia Power Co                                              | CUSIP: 373334LD1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243509.17    | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| J PAUL GETTY TRUST                             | J Paul Getty Trust/The                                        | CUSIP: 374288AC2<br>LEI: 72TDDU3K225INPK3EI14 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10167.03     | 0.00%             | 2035-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                           | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    285000 | PA      | $295541.16    | 0.02%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                           | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1318094.13   | 0.08%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                           | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    525000 | PA      | $464368.58    | 0.03%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                           | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1481259.85   | 0.09%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                           | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    355000 | PA      | $350186.11    | 0.02%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                           | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    160000 | PA      | $148754.62    | 0.01%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                           | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    165000 | PA      | $136707.05    | 0.01%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                           | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29746.14     | 0.00%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                           | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    265000 | PA      | $194992.80    | 0.01%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                           | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    840000 | PA      | $531659.29    | 0.03%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                           | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91167.51     | 0.01%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                           | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    170000 | PA      | $152302.96    | 0.01%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                           | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62781.52     | 0.00%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                           | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297727.39    | 0.02%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                           | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    255000 | PA      | $261927.51    | 0.02%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                           | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1120407.39   | 0.06%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                           | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    925000 | PA      | $911130.30    | 0.05%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                           | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    295000 | PA      | $291526.24    | 0.02%             | 2064-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                        | GlaxoSmithKline Capital Inc                                   | CUSIP: 377372AB3<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    331000 | PA      | $349152.15    | 0.02%             | 2034-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                        | GlaxoSmithKline Capital Inc                                   | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   1414000 | PA      | $1583487.22   | 0.09%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                        | GlaxoSmithKline Capital Inc                                   | CUSIP: 377372AJ6<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    209000 | PA      | $182715.92    | 0.01%             | 2043-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                        | GlaxoSmithKline Capital Inc                                   | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    980000 | PA      | $981709.26    | 0.06%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                        | GLAXOSMITHKLINE CAPITAL                                       | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    290000 | PA      | $294484.95    | 0.02%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                        | GLAXOSMITHKLINE CAPITAL                                       | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    305000 | PA      | $307587.05    | 0.02%             | 2035-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                        | GlaxoSmithKline Capital PLC                                   | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    585000 | PA      | $574111.03    | 0.03%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    808000 | PA      | $743317.10    | 0.04%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1434465.13   | 0.08%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    900000 | PA      | $995854.35    | 0.06%             | 2034-10-24      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1273743.78   | 0.07%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1574809.49   | 0.09%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1239292.78   | 0.07%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1697496.05   | 0.10%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1094854.24   | 0.06%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1954768.45   | 0.11%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1375085.66   | 0.08%             | 2045-11-19      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1020533.14   | 0.06%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1684603.24   | 0.10%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1540100.49   | 0.09%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    380000 | PA      | $384040.68    | 0.02%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1554990.36   | 0.09%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GCU6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    963000 | PA      | $1048633.38   | 0.06%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1214102.75   | 0.07%             | 2029-10-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1352732.73   | 0.08%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1282133.42   | 0.07%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1194000 | PA      | $1298387.96   | 0.08%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    835000 | PA      | $752971.95    | 0.04%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1752297.73   | 0.10%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1235267.81   | 0.07%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1717000 | PA      | $1720563.60   | 0.10%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    660000 | PA      | $608431.14    | 0.04%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1133000 | PA      | $1063769.38   | 0.06%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1338000 | PA      | $1317708.48   | 0.08%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1215637.81   | 0.07%             | 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        |   1855000 | PA      | $1688879.02   | 0.10%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $785566.17    | 0.05%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1967000 | PA      | $1759141.05   | 0.10%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    697000 | PA      | $508986.49    | 0.03%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1426874.77   | 0.08%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    480000 | PA      | $473195.84    | 0.03%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1823471.36   | 0.11%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    870000 | PA      | $676678.22    | 0.04%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497714.77    | 0.03%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1624765.00   | 0.09%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2862036.72   | 0.17%             | 2029-01-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2848080.21   | 0.16%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1891817.90   | 0.11%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2806212.14   | 0.16%             | 2047-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                   | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1353000 | PA      | $1208085.00   | 0.07%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                | WW Grainger Inc                                               | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    457000 | PA      | $412975.21    | 0.02%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                | WW Grainger Inc                                               | CUSIP: 384802AF1<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    340000 | PA      | $335912.39    | 0.02%             | 2034-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                             | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $252706.15    | 0.01%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                             | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1313000 | PA      | $1312867.52   | 0.08%             | 2028-03-13      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                             | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1488000 | PA      | $1501722.10   | 0.09%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                             | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1798000 | PA      | $1779241.56   | 0.10%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                             | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1263000 | PA      | $1293088.27   | 0.07%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                             | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    825000 | PA      | $771952.82    | 0.04%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                             | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    870000 | PA      | $792861.65    | 0.05%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                             | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1315000 | PA      | $1271640.54   | 0.07%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                             | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1475000 | PA      | $1349068.91   | 0.08%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                             | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1110000 | PA      | $1056869.77   | 0.06%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                             | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    770000 | PA      | $698872.73    | 0.04%             | 2032-11-22      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                             | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1165000 | PA      | $1175370.59   | 0.07%             | 2028-06-09      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                             | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1265000 | PA      | $1285940.16   | 0.07%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                             | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1106000 | PA      | $1143373.16   | 0.07%             | 2033-08-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                             | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1285000 | PA      | $1356052.21   | 0.08%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                             | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    930000 | PA      | $966534.72    | 0.06%             | 2029-03-09      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                             | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1045000 | PA      | $1131245.79   | 0.07%             | 2034-03-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                             | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1260000 | PA      | $1375089.84   | 0.08%             | 2044-03-09      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                             | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    815000 | PA      | $844637.88    | 0.05%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                             | CUSIP: 404280EE5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    835000 | PA      | $877387.15    | 0.05%             | 2035-03-04      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                             | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1010000 | PA      | $1029070.97   | 0.06%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                             | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    960000 | PA      | $1009227.12   | 0.06%             | 2032-05-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                             | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    990000 | PA      | $1007741.39   | 0.06%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                             | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1330000 | PA      | $1373339.43   | 0.08%             | 2030-11-19      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                             | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    695000 | PA      | $705075.96    | 0.04%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                             | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1065000 | PA      | $1091522.56   | 0.06%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                             | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1055000 | PA      | $1083326.17   | 0.06%             | 2036-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                             | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1125000 | PA      | $1157775.49   | 0.07%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                             | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1240000 | PA      | $1303175.41   | 0.08%             | 2036-05-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                             | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $702561.59    | 0.04%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                             | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    610000 | PA      | $608987.91    | 0.04%             | 2036-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                   | HSBC USA Inc                                                  | CUSIP: 40428HA44<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    645000 | PA      | $654625.91    | 0.04%             | 2027-03-04      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                   | HSBC USA Inc                                                  | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    480000 | PA      | $487465.34    | 0.03%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                               | HSBC Bank USA NA                                              | CUSIP: 4042Q1AD9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    260000 | PA      | $301614.70    | 0.02%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                       | Hackensack Meridian Health Inc                                | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    200000 | PA      | $144524.24    | 0.01%             | 2041-09-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                       | Hackensack Meridian Health Inc                                | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    290000 | PA      | $183255.79    | 0.01%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                       | Hartford Insurance Group Inc/The                              | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8495.23      | 0.00%             | 2048-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                       | Hartford Insurance Group Inc/The                              | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25815.62     | 0.00%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                | Hershey Co/The                                                | CUSIP: 427866BK3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    205000 | PA      | $208256.35    | 0.01%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                | Hershey Co/The                                                | CUSIP: 427866BL1<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    270000 | PA      | $276509.71    | 0.02%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                | Hershey Co/The                                                | CUSIP: 427866BM9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    360000 | PA      | $371982.57    | 0.02%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                | Hershey Co/The                                                | CUSIP: 427866BN7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    275000 | PA      | $282133.61    | 0.02%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                      | Hess Corp                                                     | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80798.08     | 0.00%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                      | Hess Corp                                                     | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    575000 | PA      | $595127.05    | 0.03%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                      | Hess Corp                                                     | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90357.55     | 0.01%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                      | Hess Corp                                                     | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    270000 | PA      | $278896.08    | 0.02%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| HOAG MEMORIAL HOSPITAL                         | Hoag Memorial Hospital Presbyterian                           | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |    240000 | PA      | $182491.90    | 0.01%             | 2052-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1319000 | PA      | $1424106.43   | 0.08%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    235000 | PA      | $241790.44    | 0.01%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    500000 | PA      | $535881.67    | 0.03%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    541000 | PA      | $469818.48    | 0.03%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    547000 | PA      | $511377.37    | 0.03%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    527000 | PA      | $458811.63    | 0.03%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    782000 | PA      | $661527.47    | 0.04%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    278000 | PA      | $194023.17    | 0.01%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    560000 | PA      | $445565.01    | 0.03%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    450000 | PA      | $443634.62    | 0.03%             | 2027-09-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    588000 | PA      | $590002.75    | 0.03%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    782000 | PA      | $675431.86    | 0.04%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    862000 | PA      | $835908.66    | 0.05%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    702000 | PA      | $478769.50    | 0.03%             | 2049-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    398000 | PA      | $392393.02    | 0.02%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    772000 | PA      | $730810.33    | 0.04%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    697000 | PA      | $568709.23    | 0.03%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    708000 | PA      | $501328.57    | 0.03%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076CE0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108586.98    | 0.01%             | 2028-03-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    555000 | PA      | $482444.89    | 0.03%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    685000 | PA      | $394008.68    | 0.02%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    652000 | PA      | $616155.17    | 0.04%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    462000 | PA      | $407636.86    | 0.02%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    522000 | PA      | $323677.44    | 0.02%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076CN0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    270000 | PA      | $267414.63    | 0.02%             | 2027-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    710000 | PA      | $668764.68    | 0.04%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    775000 | PA      | $568061.65    | 0.03%             | 2052-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    725000 | PA      | $733071.28    | 0.04%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    515000 | PA      | $470886.99    | 0.03%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    390000 | PA      | $401081.02    | 0.02%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    475000 | PA      | $482550.25    | 0.03%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    660000 | PA      | $676455.01    | 0.04%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    380000 | PA      | $392690.84    | 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        |    805000 | PA      | $820784.94    | 0.05%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    754000 | PA      | $723788.83    | 0.04%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    360000 | PA      | $344415.61    | 0.02%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076DH2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    295000 | PA      | $295045.79    | 0.02%             | 2028-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076DJ8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    265000 | PA      | $263601.90    | 0.02%             | 2030-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                 | Home Depot Inc/The                                            | CUSIP: 437076DK5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    375000 | PA      | $370489.81    | 0.02%             | 2035-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                             | Honda Motor Co Ltd                                            | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    725000 | PA      | $714610.96    | 0.04%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                             | Honda Motor Co Ltd                                            | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    420000 | PA      | $384257.08    | 0.02%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                             | Honda Motor Co Ltd                                            | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    405000 | PA      | $408795.55    | 0.02%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                             | Honda Motor Co Ltd                                            | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    635000 | PA      | $641909.32    | 0.04%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                             | Honda Motor Co Ltd                                            | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    465000 | PA      | $474458.30    | 0.03%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                   | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    350000 | PA      | $335030.37    | 0.02%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                   | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    521000 | PA      | $475809.11    | 0.03%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                   | CUSIP: 438516CA2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    339000 | PA      | $223595.09    | 0.01%             | 2050-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                   | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    470000 | PA      | $457009.64    | 0.03%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: —       |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                   | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    835000 | PA      | $730361.11    | 0.04%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                   | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    238000 | PA      | $243180.26    | 0.01%             | 2028-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                   | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    608000 | PA      | $625660.86    | 0.04%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                   | CUSIP: 438516CL8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    330000 | PA      | $332657.39    | 0.02%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                   | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    590000 | PA      | $584789.86    | 0.03%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                   | CUSIP: 438516CQ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    270000 | PA      | $277884.71    | 0.02%             | 2029-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                   | CUSIP: 438516CR5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    280000 | PA      | $289778.67    | 0.02%             | 2031-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                   | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    755000 | PA      | $767264.32    | 0.04%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                   | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    835000 | PA      | $791363.38    | 0.05%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                   | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    400000 | PA      | $381810.45    | 0.02%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                   | CUSIP: 438516CX2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    435000 | PA      | $440403.09    | 0.03%             | 2027-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                   | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    485000 | PA      | $495468.68    | 0.03%             | 2030-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                   | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    390000 | PA      | $398000.89    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                              | Hormel Foods Corp                                             | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    541000 | PA      | $488795.26    | 0.03%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                              | Hormel Foods Corp                                             | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    420000 | PA      | $399819.54    | 0.02%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                              | Hormel Foods Corp                                             | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    325000 | PA      | $213720.71    | 0.01%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                              | Hormel Foods Corp                                             | CUSIP: 440452AK6<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242371.77    | 0.01%             | 2027-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                       | Huntington National Bank/The                                  | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    395000 | PA      | $397260.13    | 0.02%             | 2028-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                       | Huntington National Bank/The                                  | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31381.80     | 0.00%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                       | Huntington National Bank/The                                  | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    340000 | PA      | $342903.47    | 0.02%             | 2028-04-12      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                           | IBM International Capital Pte Ltd                             | CUSIP: 449276AB0<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    315000 | PA      | $317121.19    | 0.02%             | 2027-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                           | IBM International Capital Pte Ltd                             | CUSIP: 449276AC8<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    240000 | PA      | $243866.58    | 0.01%             | 2029-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| IBM INTERNAT CAPITAL                           | IBM International Capital Pte Ltd                             | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    255000 | PA      | $259451.13    | 0.02%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| IBM INTERNAT CAPITAL                           | IBM International Capital Pte Ltd                             | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    575000 | PA      | $577103.70    | 0.03%             | 2034-02-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                           | IBM International Capital Pte Ltd                             | CUSIP: 449276AF1<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    555000 | PA      | $533709.93    | 0.03%             | 2044-02-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                           | IBM International Capital Pte Ltd                             | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    725000 | PA      | $671857.70    | 0.04%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                        | Illinois Tool Works Inc                                       | CUSIP: 452308AQ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    305000 | PA      | $292264.08    | 0.02%             | 2041-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                        | Illinois Tool Works Inc                                       | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    520000 | PA      | $439720.17    | 0.03%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                         | Indiana Michigan Power Co                                     | CUSIP: 454889AV8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228801.26    | 0.01%             | 2053-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                  | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    790000 | PA      | $790466.76    | 0.05%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                  | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    640000 | PA      | $647903.52    | 0.04%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                  | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    525000 | PA      | $523602.68    | 0.03%             | 2029-04-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                  | CUSIP: 456837AW3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    443000 | PA      | $407401.25    | 0.02%             | 2032-04-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                  | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $400157.19    | 0.02%             | 2028-03-28      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                  | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $490238.26    | 0.03%             | 2033-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                  | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    620000 | PA      | $668353.29    | 0.04%             | 2034-09-11      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                  | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    690000 | PA      | $711694.51    | 0.04%             | 2030-03-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                  | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    645000 | PA      | $669593.65    | 0.04%             | 2035-03-19      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                  | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    260000 | PA      | $264090.11    | 0.02%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                  | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    465000 | PA      | $476133.99    | 0.03%             | 2031-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                  | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    445000 | PA      | $460948.94    | 0.03%             | 2036-03-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDC                       | Trane Technologies Holdco Inc                                 | CUSIP: 45687AAP7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49983.00     | 0.00%             | 2028-08-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                 | CUSIP: 45865VAA8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120097.36    | 0.01%             | 2028-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                 | CUSIP: 45865VAC4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99757.85     | 0.01%             | 2031-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                 | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    365000 | PA      | $361050.12    | 0.02%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                 | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    650000 | PA      | $541374.71    | 0.03%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                 | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    375000 | PA      | $373158.26    | 0.02%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                 | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    635000 | PA      | $582281.70    | 0.03%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                 | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    760000 | PA      | $500463.30    | 0.03%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                 | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    990000 | PA      | $844229.39    | 0.05%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: —       |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                 | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    790000 | PA      | $582765.54    | 0.03%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                 | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    845000 | PA      | $504340.44    | 0.03%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                 | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1123071.12   | 0.07%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                 | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $605870.87    | 0.04%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                 | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    850000 | PA      | $854623.26    | 0.05%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                 | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    759000 | PA      | $691112.35    | 0.04%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                 | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    550000 | PA      | $504663.82    | 0.03%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                 | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    440000 | PA      | $459394.53    | 0.03%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                 | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    575000 | PA      | $570534.00    | 0.03%             | 2028-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                          | CUSIP: 459200BB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    317000 | PA      | $342042.44    | 0.02%             | 2032-11-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                          | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    474000 | PA      | $489781.20    | 0.03%             | 2039-11-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                          | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    575000 | PA      | $480739.69    | 0.03%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                          | CUSIP: 459200JH5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $264553.65    | 0.02%             | 2046-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                          | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1603258.38   | 0.09%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                          | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    825000 | PA      | $735418.06    | 0.04%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                       | International Business Machines Corp                          | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1178145.89   | 0.07%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                       | International Business Machines Corp                          | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    590000 | PA      | $574448.50    | 0.03%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                          | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    690000 | PA      | $629233.60    | 0.04%             | 2030-05-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                       | International Business Machines Corp                          | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    233000 | PA      | $174766.02    | 0.01%             | 2040-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                          | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    295000 | PA      | $187559.33    | 0.01%             | 2050-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                          | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    270000 | PA      | $265729.44    | 0.02%             | 2027-02-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                          | CUSIP: 459200KN0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    290000 | PA      | $263461.82    | 0.02%             | 2032-02-09      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                          | CUSIP: 459200KP5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    330000 | PA      | $225800.57    | 0.01%             | 2052-02-09      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                          | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    330000 | PA      | $331589.87    | 0.02%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                       | International Business Machines Corp                          | CUSIP: 459200KU4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    380000 | PA      | $378769.04    | 0.02%             | 2032-07-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                          | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $438882.88    | 0.03%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                          | CUSIP: 459200KX8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    505000 | PA      | $511321.77    | 0.03%             | 2028-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                          | CUSIP: 459200KY6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354214.57    | 0.02%             | 2033-02-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                       | International Business Machines Corp                          | CUSIP: 459200KZ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    340000 | PA      | $308795.23    | 0.02%             | 2053-02-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                          | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    615000 | PA      | $624224.75    | 0.04%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                          | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    450000 | PA      | $459955.48    | 0.03%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                          | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    390000 | PA      | $400377.44    | 0.02%             | 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        |    360000 | PA      | $367702.00    | 0.02%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                       | International Business Machines Corp                          | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491934.06    | 0.03%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                       | International Business Machines Corp                          | CUSIP: 459200LQ2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200148.20    | 0.01%             | 2029-02-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                          | CUSIP: 459200LR0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199889.79    | 0.01%             | 2031-02-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                          | CUSIP: 459200LS8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199643.86    | 0.01%             | 2033-02-03      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                          | CUSIP: 459200LT6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398614.55    | 0.02%             | 2036-02-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                          | CUSIP: 459200LV1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    270000 | PA      | $268913.37    | 0.02%             | 2056-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                     | Intuit Inc                                                    | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145040.22    | 0.01%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                     | Intuit Inc                                                    | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    240000 | PA      | $215545.33    | 0.01%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                     | Intuit Inc                                                    | CUSIP: 46124HAF3<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231550.97    | 0.01%             | 2028-09-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                     | Intuit Inc                                                    | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    565000 | PA      | $585839.17    | 0.03%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                     | Intuit Inc                                                    | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    615000 | PA      | $592902.24    | 0.03%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    852000 | PA      | $955231.91    | 0.06%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    420000 | PA      | $435546.95    | 0.03%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    508000 | PA      | $525215.38    | 0.03%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    345000 | PA      | $351610.94    | 0.02%             | 2043-08-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    308000 | PA      | $290671.78    | 0.02%             | 2044-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    525000 | PA      | $490728.75    | 0.03%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    550000 | PA      | $553927.20    | 0.03%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    587000 | PA      | $584354.37    | 0.03%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    894000 | PA      | $892221.13    | 0.05%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    618000 | PA      | $524152.47    | 0.03%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    728000 | PA      | $724105.09    | 0.04%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    681000 | PA      | $608389.17    | 0.04%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    433000 | PA      | $353171.11    | 0.02%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $856566.72    | 0.05%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    720000 | PA      | $713008.46    | 0.04%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    530000 | PA      | $420699.87    | 0.02%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    725000 | PA      | $724380.62    | 0.04%             | 2029-04-23      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    665000 | PA      | $667303.80    | 0.04%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    820000 | PA      | $827801.38    | 0.05%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    836000 | PA      | $824158.51    | 0.05%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1130921.46   | 0.07%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    940000 | PA      | $947019.45    | 0.05%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    905000 | PA      | $842767.96    | 0.05%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    430000 | PA      | $334959.95    | 0.02%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    665000 | PA      | $450880.89    | 0.03%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    866000 | PA      | $815804.08    | 0.05%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    566000 | PA      | $552905.88    | 0.03%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    590000 | PA      | $524205.08    | 0.03%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    475000 | PA      | $340934.50    | 0.02%             | 2041-11-19      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    994000 | PA      | $885021.88    | 0.05%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $912853.48    | 0.05%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    610000 | PA      | $470305.04    | 0.03%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    930000 | PA      | $656053.14    | 0.04%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    640000 | PA      | $611946.38    | 0.04%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    955000 | PA      | $860134.08    | 0.05%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1219169.49   | 0.07%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    575000 | PA      | $568835.11    | 0.03%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    965000 | PA      | $968928.86    | 0.06%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    790000 | PA      | $791110.31    | 0.05%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    805000 | PA      | $814559.45    | 0.05%             | 2030-06-14      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    960000 | PA      | $971778.40    | 0.06%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1198567.19   | 0.07%             | 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        |    710000 | PA      | $748989.62    | 0.04%             | 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        |   1355000 | PA      | $1400741.44   | 0.08%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    750000 | PA      | $771805.72    | 0.04%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    725000 | PA      | $761891.43    | 0.04%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    830000 | PA      | $905089.57    | 0.05%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    580000 | PA      | $594687.46    | 0.03%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    840000 | PA      | $864389.78    | 0.05%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    775000 | PA      | $789611.94    | 0.05%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    910000 | PA      | $948069.46    | 0.05%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    885000 | PA      | $937010.20    | 0.05%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    915000 | PA      | $938950.13    | 0.05%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1231683.18   | 0.07%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    695000 | PA      | $704831.59    | 0.04%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    740000 | PA      | $746704.27    | 0.04%             | 2028-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    870000 | PA      | $882055.73    | 0.05%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    975000 | PA      | $978235.54    | 0.06%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    720000 | PA      | $725012.13    | 0.04%             | 2045-11-29      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    650000 | PA      | $661681.12    | 0.04%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    815000 | PA      | $840598.14    | 0.05%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    865000 | PA      | $899626.43    | 0.05%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1237257.86   | 0.07%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    905000 | PA      | $932740.02    | 0.05%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    840000 | PA      | $863511.43    | 0.05%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    750000 | PA      | $745874.42    | 0.04%             | 2031-10-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $990684.08    | 0.06%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    805000 | PA      | $803121.12    | 0.05%             | 2032-01-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1096422.01   | 0.06%             | 2037-01-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $697572.98    | 0.04%             | 2037-02-05      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                        | Jersey Central Power & Light Co                               | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    310000 | PA      | $314134.92    | 0.02%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| JERSEY CENTRAL PWR & LT                        | Jersey Central Power & Light Co                               | CUSIP: 476556DG7<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    280000 | PA      | $279114.34    | 0.02%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                        | Jersey Central Power & Light Co                               | CUSIP: 476556DH5<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    255000 | PA      | $258216.32    | 0.01%             | 2036-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JOHN SEVIER COMB CYCLE                         | John Sevier Combined Cycle Generation LLC                     | CUSIP: 478045AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155191 | PA      | $151531.94    | 0.01%             | 2042-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| JOHNS HOPKINS HEALTH SYS                       | Johns Hopkins Health System Corp/The                          | CUSIP: 478111AC1<br>LEI: 549300D81FCFUS7TQR04 | Long             | DBT              | CORP              | US        |    286000 | PA      | $227708.88    | 0.01%             | 2046-05-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                             | CUSIP: 478160AL8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    158000 | PA      | $165806.54    | 0.01%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                             | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    256000 | PA      | $283454.27    | 0.02%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                             | CUSIP: 478160AT1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    366000 | PA      | $400621.93    | 0.02%             | 2038-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                             | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    392000 | PA      | $377126.16    | 0.02%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                             | CUSIP: 478160BJ2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403905.70    | 0.02%             | 2033-12-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                             | CUSIP: 478160BK9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    315000 | PA      | $291747.76    | 0.02%             | 2043-12-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                             | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    515000 | PA      | $471798.44    | 0.03%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                             | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1053000 | PA      | $849640.28    | 0.05%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                             | CUSIP: 478160CE2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    383000 | PA      | $380339.74    | 0.02%             | 2027-03-03      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                             | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    908000 | PA      | $820977.11    | 0.05%             | 2037-03-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                             | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    563000 | PA      | $451947.20    | 0.03%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                             | CUSIP: 478160CK8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    754000 | PA      | $744165.04    | 0.04%             | 2028-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                             | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    545000 | PA      | $477053.10    | 0.03%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                             | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    394000 | PA      | $301976.39    | 0.02%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                             | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    735000 | PA      | $705514.98    | 0.04%             | 2027-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                             | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    890000 | PA      | $793402.20    | 0.05%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                             | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    560000 | PA      | $393897.61    | 0.02%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                             | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    545000 | PA      | $319974.33    | 0.02%             | 2050-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                             | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    430000 | PA      | $235575.43    | 0.01%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                             | CUSIP: 478160CU6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    605000 | PA      | $624025.07    | 0.04%             | 2029-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                             | CUSIP: 478160CV4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    585000 | PA      | $608419.35    | 0.04%             | 2031-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                             | CUSIP: 478160CW2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    495000 | PA      | $517843.18    | 0.03%             | 2034-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                             | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    465000 | PA      | $464838.76    | 0.03%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                             | CUSIP: 478160DG6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    410000 | PA      | $413874.74    | 0.02%             | 2027-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                             | CUSIP: 478160DH4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    440000 | PA      | $447853.96    | 0.03%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                             | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    510000 | PA      | $524808.74    | 0.03%             | 2030-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                             | CUSIP: 478160DK7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    665000 | PA      | $688810.98    | 0.04%             | 2032-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                             | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    725000 | PA      | $751963.10    | 0.04%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| JOHNSONVILLE AERO COMBST                       | Johnsonville Aeroderivative Combustion Turbine Generation LLC | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    291348 | PA      | $279175.06    | 0.02%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                           | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    384000 | PA      | $388263.19    | 0.02%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                       | KLA Corp                                                      | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    380000 | PA      | $381456.07    | 0.02%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                       | KLA Corp                                                      | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    385000 | PA      | $269685.09    | 0.02%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                       | KLA Corp                                                      | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    560000 | PA      | $568507.40    | 0.03%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| KLA CORP                                       | KLA Corp                                                      | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    687000 | PA      | $625981.89    | 0.04%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                       | KLA Corp                                                      | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    450000 | PA      | $417887.01    | 0.02%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                       | KLA Corp                                                      | CUSIP: 482480AP5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260705.94    | 0.02%             | 2034-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                   | KKR & Co Inc                                                  | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |    425000 | PA      | $420711.31    | 0.02%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| KAISER FOUNDATION HOSPIT                       | Kaiser Foundation Hospitals                                   | CUSIP: 48305QAB9<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    325000 | PA      | $308514.85    | 0.02%             | 2042-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| KAISER FOUNDATION HOSPIT                       | Kaiser Foundation Hospitals                                   | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    312000 | PA      | $309560.37    | 0.02%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                       | Kaiser Foundation Hospitals                                   | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    672000 | PA      | $558107.44    | 0.03%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                       | Kaiser Foundation Hospitals                                   | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    500000 | PA      | $350959.02    | 0.02%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                       | Kaiser Foundation Hospitals                                   | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    660000 | PA      | $490245.56    | 0.03%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                       | Kaiser Foundation Hospitals                                   | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    745000 | PA      | $486370.63    | 0.03%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                      | Kellanova                                                     | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     35000 | PA      | $40087.14     | 0.00%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                      | Kellanova                                                     | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73325.90     | 0.00%             | 2030-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                          | Kentucky Utilities Co                                         | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    399000 | PA      | $390566.80    | 0.02%             | 2040-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                          | Kentucky Utilities Co                                         | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    287000 | PA      | $243151.29    | 0.01%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                          | Kentucky Utilities Co                                         | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    395000 | PA      | $273414.98    | 0.02%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                          | Kentucky Utilities Co                                         | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233512.37    | 0.01%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                     | Kenvue Inc                                                    | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    340000 | PA      | $347422.80    | 0.02%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                     | Kenvue Inc                                                    | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    525000 | PA      | $540117.06    | 0.03%             | 2030-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                     | Kenvue Inc                                                    | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    630000 | PA      | $641609.80    | 0.04%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                     | Kenvue Inc                                                    | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    365000 | PA      | $350411.23    | 0.02%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| KENVUE INC                                     | Kenvue Inc                                                    | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    780000 | PA      | $713590.79    | 0.04%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| KENVUE INC                                     | Kenvue Inc                                                    | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    340000 | PA      | $309314.33    | 0.02%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                     | Kenvue Inc                                                    | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    410000 | PA      | $418552.08    | 0.02%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                            | Kimberly-Clark Corp                                           | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    376000 | PA      | $431840.40    | 0.03%             | 2037-08-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                            | Kimberly-Clark Corp                                           | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    274000 | PA      | $195962.33    | 0.01%             | 2046-07-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                            | Kimberly-Clark Corp                                           | CUSIP: 494368BY8<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    290000 | PA      | $290374.14    | 0.02%             | 2028-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                            | Kimberly-Clark Corp                                           | CUSIP: 494368BZ5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    355000 | PA      | $347081.85    | 0.02%             | 2029-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                            | Kimberly-Clark Corp                                           | CUSIP: 494368CA9<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    246000 | PA      | $163259.53    | 0.01%             | 2050-02-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                            | Kimberly-Clark Corp                                           | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    420000 | PA      | $403599.64    | 0.02%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                            | Kimberly-Clark Corp                                           | CUSIP: 494368CC5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    270000 | PA      | $259071.77    | 0.01%             | 2027-09-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                            | Kimberly-Clark Corp                                           | CUSIP: 494368CD3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    410000 | PA      | $367451.79    | 0.02%             | 2031-11-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| KIMCO REALTY OP LLC                            | Kimco Realty OP LLC                                           | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    150000 | PA      | $126569.16    | 0.01%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                            | Kimco Realty OP LLC                                           | CUSIP: 49446RAW9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     40000 | PA      | $37518.63     | 0.00%             | 2030-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                            | Kimco Realty OP LLC                                           | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     50000 | PA      | $44400.94     | 0.00%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                            | Kimco Realty OP LLC                                           | CUSIP: 49446RAZ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    190000 | PA      | $176323.74    | 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        |     70000 | PA      | $69685.72     | 0.00%             | 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        |    130000 | PA      | $142965.51    | 0.01%             | 2034-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                            | Kimco Realty OP LLC                                           | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    145000 | PA      | $143932.45    | 0.01%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                            | Kimco Realty OP LLC                                           | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     10000 | PA      | $10212.73     | 0.00%             | 2036-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| LAM RESEARCH CORP                              | Lam Research Corp                                             | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    362000 | PA      | $333007.63    | 0.02%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                              | Lam Research Corp                                             | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    495000 | PA      | $495177.93    | 0.03%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                              | Lam Research Corp                                             | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    425000 | PA      | $386933.43    | 0.02%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                              | Lam Research Corp                                             | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    296000 | PA      | $192539.82    | 0.01%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                              | Lam Research Corp                                             | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    352000 | PA      | $219200.19    | 0.01%             | 2060-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LEGG MASON INC                                 | Legg Mason Inc                                                | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    363000 | PA      | $361352.89    | 0.02%             | 2044-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    545000 | PA      | $437792.99    | 0.03%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    353000 | PA      | $277661.22    | 0.02%             | 2059-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    521000 | PA      | $514020.40    | 0.03%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    694000 | PA      | $395845.50    | 0.02%             | 2050-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    555000 | PA      | $300341.26    | 0.02%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    505000 | PA      | $514427.83    | 0.03%             | 2033-02-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    625000 | PA      | $567811.52    | 0.03%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    470000 | PA      | $420999.64    | 0.02%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                | CUSIP: 532457CJ5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503918.70    | 0.03%             | 2027-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                | CUSIP: 532457CK2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    535000 | PA      | $544945.31    | 0.03%             | 2029-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    780000 | PA      | $788016.79    | 0.05%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    610000 | PA      | $563443.49    | 0.03%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    795000 | PA      | $729264.72    | 0.04%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                | CUSIP: 532457CP1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    345000 | PA      | $347420.75    | 0.02%             | 2027-08-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    575000 | PA      | $580761.29    | 0.03%             | 2029-08-14      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    620000 | PA      | $620590.84    | 0.04%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    670000 | PA      | $624032.22    | 0.04%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    370000 | PA      | $344827.67    | 0.02%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                | CUSIP: 532457CU0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    545000 | PA      | $553928.09    | 0.03%             | 2028-02-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    525000 | PA      | $538640.07    | 0.03%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    530000 | PA      | $548209.19    | 0.03%             | 2032-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    625000 | PA      | $644251.26    | 0.04%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    645000 | PA      | $641895.47    | 0.04%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    390000 | PA      | $387471.30    | 0.02%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                | CUSIP: 532457DB1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    510000 | PA      | $513561.56    | 0.03%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                | CUSIP: 532457DC9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    395000 | PA      | $396883.70    | 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        |    505000 | PA      | $511574.56    | 0.03%             | 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        |    580000 | PA      | $586849.35    | 0.03%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    440000 | PA      | $441275.21    | 0.03%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    415000 | PA      | $414812.70    | 0.02%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                      | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    970000 | PA      | $962391.51    | 0.06%             | 2028-11-07      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                      | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    780000 | PA      | $785456.95    | 0.05%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                      | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    615000 | PA      | $622875.48    | 0.04%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                      | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    610000 | PA      | $632056.60    | 0.04%             | 2029-03-06      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                      | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    465000 | PA      | $483394.07    | 0.03%             | 2035-11-26      | Fixed         | 5.59%                 | No            |                  2 | On Loan: —       |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                      | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    460000 | PA      | $467267.73    | 0.03%             | 2029-06-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                      | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    285000 | PA      | $284178.96    | 0.02%             | 2028-03-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                      | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    615000 | PA      | $625746.57    | 0.04%             | 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        |    835000 | PA      | $875067.78    | 0.05%             | 2035-01-05      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                      | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    580000 | PA      | $606893.11    | 0.04%             | 2030-06-05      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                      | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    575000 | PA      | $585324.78    | 0.03%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                      | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    795000 | PA      | $792153.58    | 0.05%             | 2031-11-04      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                      | CUSIP: 53944YBE2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    535000 | PA      | $526892.62    | 0.03%             | 2036-11-04      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                          | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    365000 | PA      | $405220.67    | 0.02%             | 2036-09-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                          | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    613000 | PA      | $525381.03    | 0.03%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                          | CUSIP: 539830BC2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    333000 | PA      | $306902.58    | 0.02%             | 2035-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                          | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    565000 | PA      | $454425.22    | 0.03%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                          | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    305000 | PA      | $299429.09    | 0.02%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                          | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    608000 | PA      | $550464.00    | 0.03%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                          | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    336000 | PA      | $267123.43    | 0.02%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                          | CUSIP: 539830BQ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    454000 | PA      | $289598.15    | 0.02%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                          | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    415000 | PA      | $406872.95    | 0.02%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                          | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $400632.49    | 0.02%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                          | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    480000 | PA      | $379868.29    | 0.02%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                          | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    365000 | PA      | $373725.81    | 0.02%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                          | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    535000 | PA      | $562828.91    | 0.03%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                          | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    510000 | PA      | $516751.25    | 0.03%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                          | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    420000 | PA      | $435241.32    | 0.03%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                          | CUSIP: 539830BZ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283556.75    | 0.02%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                          | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    480000 | PA      | $485859.22    | 0.03%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                          | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    595000 | PA      | $561539.10    | 0.03%             | 2055-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                          | CUSIP: 539830CC1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    355000 | PA      | $360933.21    | 0.02%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                          | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    475000 | PA      | $479817.13    | 0.03%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                          | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    490000 | PA      | $453600.75    | 0.03%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                          | CUSIP: 539830CG2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    445000 | PA      | $457808.49    | 0.03%             | 2031-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                          | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166257.62    | 0.01%             | 2028-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                          | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    380000 | PA      | $383876.63    | 0.02%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                          | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    245000 | PA      | $249500.97    | 0.01%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP                                     | Loews Corp                                                    | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    271000 | PA      | $230806.88    | 0.01%             | 2043-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP                                     | Loews Corp                                                    | CUSIP: 540424AT5<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    323000 | PA      | $309654.88    | 0.02%             | 2030-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                          | Louisville Gas and Electric Co                                | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121634.47    | 0.01%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                       | Manufacturers & Traders Trust Co                              | CUSIP: 55279HAQ3<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247592.81    | 0.01%             | 2027-08-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                       | Manufacturers & Traders Trust Co                              | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    510000 | PA      | $517138.45    | 0.03%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                        | Magna International Inc                                       | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    446000 | PA      | $413694.32    | 0.02%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| MAGNA INTERNATIONAL INC                        | Magna International Inc                                       | CUSIP: 559222AY0<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $182157.83    | 0.01%             | 2033-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| MANUF & TRADERS TRUST CO                       | Manufacturers & Traders Trust Co                              | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    295000 | PA      | $297745.87    | 0.02%             | 2028-07-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                        | Manulife Financial Corp                                       | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    427000 | PA      | $421548.61    | 0.02%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| MANULIFE FINANCIAL CORP                        | Manulife Financial Corp                                       | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $219523.06    | 0.01%             | 2032-02-24      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                        | Manulife Financial Corp                                       | CUSIP: 56501RAK2<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $113013.18    | 0.01%             | 2027-05-19      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                        | Manulife Financial Corp                                       | CUSIP: 56501RAN6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    565000 | PA      | $540903.44    | 0.03%             | 2032-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                        | Manulife Financial Corp                                       | CUSIP: 56501RAX4<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $189677.01    | 0.01%             | 2035-12-11      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                      | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    363000 | PA      | $307004.86    | 0.02%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                      | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    430000 | PA      | $351642.68    | 0.02%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                      | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    884000 | PA      | $892615.82    | 0.05%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                      | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    369000 | PA      | $353161.62    | 0.02%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                      | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    618000 | PA      | $558009.36    | 0.03%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                      | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    380000 | PA      | $346727.30    | 0.02%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                      | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    120000 | PA      | $128099.54    | 0.01%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                      | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    310000 | PA      | $334085.96    | 0.02%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                      | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    335000 | PA      | $324271.51    | 0.02%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                      | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    350000 | PA      | $365981.23    | 0.02%             | 2033-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                      | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    515000 | PA      | $517187.41    | 0.03%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                      | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    355000 | PA      | $365173.11    | 0.02%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                      | CUSIP: 571748BX9<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    195000 | PA      | $188844.26    | 0.01%             | 2054-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                      | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    270000 | PA      | $273103.86    | 0.02%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                      | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    560000 | PA      | $570118.48    | 0.03%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                      | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    595000 | PA      | $609198.66    | 0.04%             | 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        |    850000 | PA      | $857858.42    | 0.05%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                      | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    755000 | PA      | $728150.18    | 0.04%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                      | CUSIP: 571748CE0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    220000 | PA      | $214819.14    | 0.01%             | 2044-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                         | Massachusetts Institute of Technology                         | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    433000 | PA      | $427875.03    | 0.02%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                         | Massachusetts Institute of Technology                         | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    395000 | PA      | $327224.34    | 0.02%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                         | Massachusetts Institute of Technology                         | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    333000 | PA      | $229597.71    | 0.01%             | 2116-07-01      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                         | Massachusetts Institute of Technology                         | CUSIP: 575718AG6<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    320000 | PA      | $216180.04    | 0.01%             | 2050-07-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                         | Massachusetts Institute of Technology                         | CUSIP: 575718AJ0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    285000 | PA      | $192192.38    | 0.01%             | 2052-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                         | Massachusetts Institute of Technology                         | CUSIP: 575718AK7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56663.15     | 0.00%             | 2055-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                                | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    286000 | PA      | $228396.85    | 0.01%             | 2046-11-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| MASTERCARD INC                                 | Mastercard Inc                                                | CUSIP: 57636QAJ3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248976.43    | 0.01%             | 2028-02-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                                | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    280000 | PA      | $225048.64    | 0.01%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                                | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    515000 | PA      | $389843.75    | 0.02%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                                | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    506000 | PA      | $490752.20    | 0.03%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                                | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    807000 | PA      | $787448.63    | 0.05%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                                | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    761000 | PA      | $592900.94    | 0.03%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                                | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    295000 | PA      | $293714.18    | 0.02%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                                | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224569.93    | 0.01%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                                | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    348000 | PA      | $227825.42    | 0.01%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| MASTERCARD INC                                 | Mastercard Inc                                                | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    455000 | PA      | $405056.42    | 0.02%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| MASTERCARD INC                                 | Mastercard Inc                                                | CUSIP: 57636QAW4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    425000 | PA      | $434422.91    | 0.03%             | 2028-03-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                                | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    285000 | PA      | $291851.29    | 0.02%             | 2033-03-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                                | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    420000 | PA      | $427967.18    | 0.02%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                                | CUSIP: 57636QBA1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    365000 | PA      | $367870.56    | 0.02%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                                | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    550000 | PA      | $552600.96    | 0.03%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                                | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    580000 | PA      | $575824.20    | 0.03%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                                | CUSIP: 57636QBG8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    270000 | PA      | $279540.39    | 0.02%             | 2032-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                    | Mayo Clinic                                                   | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    235000 | PA      | $150070.68    | 0.01%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                  | McKesson Corp                                                 | CUSIP: 581557BU8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    265000 | PA      | $273003.70    | 0.02%             | 2033-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                  | McKesson Corp                                                 | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276406.56    | 0.02%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                  | McKesson Corp                                                 | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    320000 | PA      | $325002.04    | 0.02%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                  | McKesson Corp                                                 | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    390000 | PA      | $400637.96    | 0.02%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                  | McKesson Corp                                                 | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    390000 | PA      | $402462.10    | 0.02%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| MEAD JOHNSON NUTRITION C                       | Mead Johnson Nutrition Co                                     | CUSIP: 582839AG1<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    255000 | PA      | $226694.81    | 0.01%             | 2044-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                  | Medtronic Inc                                                 | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    927000 | PA      | $907415.64    | 0.05%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                  | Medtronic Inc                                                 | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    797000 | PA      | $729335.58    | 0.04%             | 2045-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                       | Medtronic Global Holdings SCA                                 | CUSIP: 58507LBB4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    585000 | PA      | $589484.84    | 0.03%             | 2028-03-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                       | Medtronic Global Holdings SCA                                 | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    560000 | PA      | $559353.11    | 0.03%             | 2033-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                       | Memorial Sloan-Kettering Cancer Center                        | CUSIP: 586054AC2<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    155000 | PA      | $125678.96    | 0.01%             | 2055-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    319000 | PA      | $256939.12    | 0.01%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    563000 | PA      | $482929.59    | 0.03%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $808001.17    | 0.05%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    545000 | PA      | $484518.25    | 0.03%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    656000 | PA      | $522077.14    | 0.03%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    588000 | PA      | $579512.73    | 0.03%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    890000 | PA      | $797171.52    | 0.05%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    536000 | PA      | $385210.41    | 0.02%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    645000 | PA      | $377364.94    | 0.02%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    745000 | PA      | $726927.17    | 0.04%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| MERCK & CO INC                                 | Merck & Co Inc                                                | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    520000 | PA      | $494010.16    | 0.03%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    970000 | PA      | $865231.84    | 0.05%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1111000 | PA      | $682942.24    | 0.04%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    640000 | PA      | $369703.98    | 0.02%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                | CUSIP: 58933YBH7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    295000 | PA      | $297103.35    | 0.02%             | 2028-05-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| MERCK & CO INC                                 | Merck & Co Inc                                                | CUSIP: 58933YBJ3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    490000 | PA      | $494287.34    | 0.03%             | 2030-05-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    855000 | PA      | $859367.90    | 0.05%             | 2033-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| MERCK & CO INC                                 | Merck & Co Inc                                                | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    195000 | PA      | $182600.74    | 0.01%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    650000 | PA      | $592929.45    | 0.03%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    545000 | PA      | $494622.69    | 0.03%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                | CUSIP: 58933YBP9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    385000 | PA      | $386151.90    | 0.02%             | 2027-09-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                | CUSIP: 58933YBQ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    555000 | PA      | $556033.88    | 0.03%             | 2030-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| MERCK & CO INC                                 | Merck & Co Inc                                                | CUSIP: 58933YBR5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    415000 | PA      | $419015.60    | 0.02%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| MERCK & CO INC                                 | Merck & Co Inc                                                | CUSIP: 58933YBS3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    545000 | PA      | $550544.31    | 0.03%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1064056.66   | 0.06%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                | CUSIP: 58933YBW4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    425000 | PA      | $424788.29    | 0.02%             | 2029-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| MERCK & CO INC                                 | Merck & Co Inc                                                | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348585.65    | 0.02%             | 2031-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190235.89    | 0.01%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    270000 | PA      | $267612.17    | 0.02%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                | CUSIP: 58933YCA1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    295000 | PA      | $293128.79    | 0.02%             | 2046-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    490000 | PA      | $482176.46    | 0.03%             | 2055-12-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| MERCK & CO INC                                 | Merck & Co Inc                                                | CUSIP: 58933YCC7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    480000 | PA      | $472882.77    | 0.03%             | 2065-12-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    695000 | PA      | $744684.95    | 0.04%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                          | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    675000 | PA      | $822419.63    | 0.05%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| METHODIST HOSPITAL/THE                         | Methodist Hospital/The                                        | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |    295000 | PA      | $181258.94    | 0.01%             | 2050-12-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                                   | CUSIP: 59156RAE8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    336000 | PA      | $374913.96    | 0.02%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                                   | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    374000 | PA      | $415378.80    | 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        |    476000 | PA      | $506623.92    | 0.03%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| METLIFE INC                                    | MetLife Inc                                                   | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    345000 | PA      | $360875.98    | 0.02%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                                   | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    405000 | PA      | $344417.07    | 0.02%             | 2042-08-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                                   | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    520000 | PA      | $483388.41    | 0.03%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                                   | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    499000 | PA      | $412022.36    | 0.02%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                                   | CUSIP: 59156RBR8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    370000 | PA      | $328783.76    | 0.02%             | 2046-05-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                                   | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    770000 | PA      | $784609.20    | 0.05%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| METLIFE INC                                    | MetLife Inc                                                   | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    515000 | PA      | $469303.64    | 0.03%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| METLIFE INC                                    | MetLife Inc                                                   | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    460000 | PA      | $435340.44    | 0.03%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                                   | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    520000 | PA      | $545520.14    | 0.03%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| METLIFE INC                                    | MetLife Inc                                                   | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    330000 | PA      | $341982.47    | 0.02%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| MICROSOFT CORP                                 | Microsoft Corp                                                | CUSIP: 594918AD6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    280000 | PA      | $291139.76    | 0.02%             | 2039-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                | CUSIP: 594918AM6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    445000 | PA      | $457365.81    | 0.03%             | 2041-02-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    445000 | PA      | $417125.48    | 0.02%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| MICROSOFT CORP                                 | Microsoft Corp                                                | CUSIP: 594918BE3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    285000 | PA      | $225782.95    | 0.01%             | 2055-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| MICROSOFT CORP                                 | Microsoft Corp                                                | CUSIP: 594918BK9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    610000 | PA      | $604658.55    | 0.04%             | 2035-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| MICROSOFT CORP                                 | Microsoft Corp                                                | CUSIP: 594918BL7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    350000 | PA      | $319155.83    | 0.02%             | 2045-11-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| MICROSOFT CORP                                 | Microsoft Corp                                                | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    945000 | PA      | $856477.37    | 0.05%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    849000 | PA      | $676550.24    | 0.04%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1887000 | PA      | $1880664.21   | 0.11%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    508000 | PA      | $488156.67    | 0.03%             | 2037-02-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                | CUSIP: 594918CA0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    570000 | PA      | $498838.78    | 0.03%             | 2047-02-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                | CUSIP: 594918CB8<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    525000 | PA      | $464659.94    | 0.03%             | 2057-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| MICROSOFT CORP                                 | Microsoft Corp                                                | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3099000 | PA      | $1877595.41   | 0.11%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1853000 | PA      | $1050931.80   | 0.06%             | 2060-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3119000 | PA      | $2031596.99   | 0.12%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    954000 | PA      | $587874.10    | 0.03%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    535000 | PA      | $322406.23    | 0.02%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                         | Mid-America Apartments LP                                     | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    330000 | PA      | $328756.39    | 0.02%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                         | Mid-America Apartments LP                                     | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    280000 | PA      | $278670.03    | 0.02%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                          | MidAmerican Energy Co                                         | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    373000 | PA      | $279860.83    | 0.02%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                          | MidAmerican Energy Co                                         | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    363000 | PA      | $359608.06    | 0.02%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                          | MidAmerican Energy Co                                         | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    417000 | PA      | $342223.36    | 0.02%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                          | MidAmerican Energy Co                                         | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    335000 | PA      | $226063.95    | 0.01%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                          | MidAmerican Energy Co                                         | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    325000 | PA      | $199516.17    | 0.01%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                          | MidAmerican Energy Co                                         | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    595000 | PA      | $609925.15    | 0.04%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                          | MidAmerican Energy Co                                         | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    335000 | PA      | $317681.29    | 0.02%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                                  | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    806000 | PA      | $873594.03    | 0.05%             | 2036-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                                  | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    290000 | PA      | $312206.40    | 0.02%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                                  | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    420000 | PA      | $402015.92    | 0.02%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                            | CUSIP: 606822AN4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    547000 | PA      | $546154.95    | 0.03%             | 2027-02-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                            | CUSIP: 606822AR5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    467000 | PA      | $463306.57    | 0.03%             | 2027-07-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                            | CUSIP: 606822AV6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    472000 | PA      | $472477.73    | 0.03%             | 2028-03-02      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                            | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    270000 | PA      | $253683.57    | 0.01%             | 2038-07-26      | Fixed         | 4.29%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                            | CUSIP: 606822BC7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    481000 | PA      | $482405.04    | 0.03%             | 2028-09-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                            | CUSIP: 606822BE3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     77000 | PA      | $70983.73     | 0.00%             | 2039-03-07      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                            | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    735000 | PA      | $729487.27    | 0.04%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                            | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    770000 | PA      | $667485.80    | 0.04%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                            | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    784000 | PA      | $760219.80    | 0.04%             | 2029-07-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                            | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    584000 | PA      | $546333.12    | 0.03%             | 2030-02-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                            | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    415000 | PA      | $377371.02    | 0.02%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                            | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    945000 | PA      | $843622.19    | 0.05%             | 2032-07-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                            | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    420000 | PA      | $376169.45    | 0.02%             | 2032-10-13      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                            | CUSIP: 606822CD4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    520000 | PA      | $472119.58    | 0.03%             | 2033-01-19      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                            | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    340000 | PA      | $340338.50    | 0.02%             | 2028-04-19      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                            | CUSIP: 606822CG7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    385000 | PA      | $377828.48    | 0.02%             | 2033-04-19      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                            | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    760000 | PA      | $778514.19    | 0.05%             | 2033-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                            | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    950000 | PA      | $963154.91    | 0.06%             | 2028-07-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                            | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    680000 | PA      | $694338.75    | 0.04%             | 2028-09-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                            | CUSIP: 606822CR3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    320000 | PA      | $333853.27    | 0.02%             | 2033-09-13      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                            | CUSIP: 606822CS1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    560000 | PA      | $575034.43    | 0.03%             | 2029-02-22      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                            | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    225000 | PA      | $233899.98    | 0.01%             | 2031-02-22      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                            | CUSIP: 606822CX0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    595000 | PA      | $619444.87    | 0.04%             | 2034-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                            | CUSIP: 606822CY8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    345000 | PA      | $353662.63    | 0.02%             | 2029-04-19      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                            | CUSIP: 606822DC5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    330000 | PA      | $342816.68    | 0.02%             | 2034-04-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                            | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    430000 | PA      | $443222.99    | 0.03%             | 2030-04-17      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                            | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    795000 | PA      | $822349.62    | 0.05%             | 2035-04-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                            | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    595000 | PA      | $612281.13    | 0.04%             | 2031-01-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                            | CUSIP: 606822DH4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    620000 | PA      | $646423.01    | 0.04%             | 2036-01-16      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                            | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    465000 | PA      | $478292.22    | 0.03%             | 2031-04-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                            | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    720000 | PA      | $751643.76    | 0.04%             | 2036-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                            | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    615000 | PA      | $617304.55    | 0.04%             | 2031-09-12      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                            | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    450000 | PA      | $455169.18    | 0.03%             | 2036-09-12      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                            | CUSIP: 606822DS0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    420000 | PA      | $420741.38    | 0.02%             | 2032-01-14      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                            | CUSIP: 606822DT8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    420000 | PA      | $419209.37    | 0.02%             | 2037-01-14      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                    | CUSIP: 60687YAK5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $199613.26    | 0.01%             | 2027-02-28      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                    | CUSIP: 60687YAM1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    571000 | PA      | $564727.84    | 0.03%             | 2027-09-11      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                    | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    585000 | PA      | $586450.96    | 0.03%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                    | CUSIP: 60687YAT6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    675000 | PA      | $676825.34    | 0.04%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                    | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    460000 | PA      | $443230.66    | 0.03%             | 2030-07-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                    | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    235000 | PA      | $223649.48    | 0.01%             | 2030-09-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                    | CUSIP: 60687YBE8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    210000 | PA      | $194900.83    | 0.01%             | 2031-05-25      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                    | CUSIP: 60687YBH1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    595000 | PA      | $541972.20    | 0.03%             | 2031-07-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                    | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    445000 | PA      | $399207.65    | 0.02%             | 2031-09-08      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                    | CUSIP: 60687YBQ1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    295000 | PA      | $261957.09    | 0.02%             | 2032-05-22      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                    | CUSIP: 60687YBT5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    335000 | PA      | $297906.52    | 0.02%             | 2032-07-09      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                    | CUSIP: 60687YBX6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    245000 | PA      | $237470.29    | 0.01%             | 2030-05-22      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                    | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    340000 | PA      | $347531.41    | 0.02%             | 2028-09-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                    | CUSIP: 60687YCM9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    310000 | PA      | $327764.60    | 0.02%             | 2033-09-13      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                    | CUSIP: 60687YCP2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $362173.77    | 0.02%             | 2029-05-27      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                    | CUSIP: 60687YCR8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    260000 | PA      | $272989.03    | 0.02%             | 2031-05-27      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                    | CUSIP: 60687YCT4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    325000 | PA      | $342811.22    | 0.02%             | 2034-05-27      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                    | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    750000 | PA      | $778986.42    | 0.05%             | 2029-07-06      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                    | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    580000 | PA      | $612394.17    | 0.04%             | 2034-07-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                    | CUSIP: 60687YDD8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    270000 | PA      | $279348.97    | 0.02%             | 2030-05-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                    | CUSIP: 60687YDE6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    445000 | PA      | $464154.32    | 0.03%             | 2035-05-26      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                    | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    345000 | PA      | $356876.67    | 0.02%             | 2030-07-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                    | CUSIP: 60687YDG1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    395000 | PA      | $412034.77    | 0.02%             | 2035-07-10      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                    | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    335000 | PA      | $343588.74    | 0.02%             | 2031-05-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                    | CUSIP: 60687YDJ5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    380000 | PA      | $391674.41    | 0.02%             | 2036-05-13      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                    | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    570000 | PA      | $576238.25    | 0.03%             | 2031-07-08      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                    | CUSIP: 60687YDM8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    480000 | PA      | $491485.17    | 0.03%             | 2036-07-08      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                         | Morgan Stanley Bank NA                                        | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    870000 | PA      | $886406.11    | 0.05%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                         | Morgan Stanley Bank NA                                        | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    960000 | PA      | $978376.92    | 0.06%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                         | Morgan Stanley Bank NA                                        | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    680000 | PA      | $689417.33    | 0.04%             | 2028-07-14      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1262000 | PA      | $1270448.38   | 0.07%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1616000 | PA      | $1516625.34   | 0.09%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    741000 | PA      | $737378.61    | 0.04%             | 2051-03-24      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    985000 | PA      | $956171.41    | 0.06%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $991640.49    | 0.06%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1063000 | PA      | $933895.49    | 0.05%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    740000 | PA      | $468945.01    | 0.03%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    446000 | PA      | $511521.12    | 0.03%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1296483.18   | 0.08%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    804000 | PA      | $721953.21    | 0.04%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1287000 | PA      | $1280012.39   | 0.07%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    375000 | PA      | $351488.60    | 0.02%             | 2039-04-22      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    815000 | PA      | $701992.67    | 0.04%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    945000 | PA      | $815773.37    | 0.05%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1424000 | PA      | $1262931.32   | 0.07%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $919568.43    | 0.05%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $934368.08    | 0.05%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1172594.22   | 0.07%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    825000 | PA      | $834275.03    | 0.05%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    910000 | PA      | $943832.94    | 0.05%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1210804.78   | 0.07%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1080974.79   | 0.06%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1159677.10   | 0.07%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1358185.37   | 0.08%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    915000 | PA      | $943146.91    | 0.05%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    910000 | PA      | $941954.76    | 0.05%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    830000 | PA      | $877934.51    | 0.05%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    685000 | PA      | $761485.22    | 0.04%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1103829.11   | 0.06%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1069896.64   | 0.06%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    655000 | PA      | $667245.05    | 0.04%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1234274.42   | 0.07%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1099503.14   | 0.06%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1203217.63   | 0.07%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1337190.15   | 0.08%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1457634.79   | 0.08%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1079276.92   | 0.06%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    800000 | PA      | $814541.17    | 0.05%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1230476.45   | 0.07%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1164199.02   | 0.07%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    747000 | PA      | $826522.77    | 0.05%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1250411.87   | 0.07%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1216253.52   | 0.07%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    495000 | PA      | $494452.25    | 0.03%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1198100.59   | 0.07%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    965000 | PA      | $949724.22    | 0.05%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    955000 | PA      | $958012.49    | 0.06%             | 2030-01-09      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1039182.20   | 0.06%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1146403.54   | 0.07%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    747000 | PA      | $579648.93    | 0.03%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                        | Morgan Stanley Private Bank NA                                | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999690.18    | 0.06%             | 2030-02-08      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                        | Morgan Stanley Private Bank NA                                | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276740.71    | 0.02%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                        | Morgan Stanley Private Bank NA                                | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    550000 | PA      | $557159.50    | 0.03%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                        | Morgan Stanley Private Bank NA                                | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1098091.68   | 0.06%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                        | Morgan Stanley Private Bank NA                                | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1270463.18   | 0.07%             | 2031-11-19      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| NVR INC                                        | NVR Inc                                                       | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |    275000 | PA      | $261281.85    | 0.02%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                       | National Australia Bank Ltd/New York                          | CUSIP: 632525CA7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    330000 | PA      | $333971.07    | 0.02%             | 2027-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                       | National Australia Bank Ltd/New York                          | CUSIP: 632525CJ8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    435000 | PA      | $439436.68    | 0.03%             | 2028-06-13      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                       | National Australia Bank Ltd/New York                          | CUSIP: 632525CK5<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    330000 | PA      | $335158.42    | 0.02%             | 2030-06-13      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                       | National Australia Bank Ltd/New York                          | CUSIP: 632525CQ2<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    270000 | PA      | $269800.30    | 0.02%             | 2028-12-13      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                       | National Australia Bank Ltd/New York                          | CUSIP: 632525CR0<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $249763.62    | 0.01%             | 2031-01-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                       | National Australia Bank Ltd/New York                          | CUSIP: 63253QAB0<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    680000 | PA      | $694333.42    | 0.04%             | 2028-01-12      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                       | National Australia Bank Ltd/New York                          | CUSIP: 63253QAE4<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    350000 | PA      | $358360.00    | 0.02%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                       | National Australia Bank Ltd/New York                          | CUSIP: 63253QAG9<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    445000 | PA      | $455681.39    | 0.03%             | 2029-01-10      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                       | National Australia Bank Ltd/New York                          | CUSIP: 63253QAJ3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    465000 | PA      | $472998.46    | 0.03%             | 2027-06-11      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                       | National Australia Bank Ltd/New York                          | CUSIP: 63253QAL8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    355000 | PA      | $365231.06    | 0.02%             | 2030-01-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                       | National Australia Bank Ltd/New York                          | CUSIP: 63254ABE7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    370000 | PA      | $370826.03    | 0.02%             | 2027-06-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                       | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $260690.19    | 0.02%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                       | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    415000 | PA      | $419666.70    | 0.02%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                       | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $413625.16    | 0.02%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                       | CUSIP: 63307A3K9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $265553.72    | 0.02%             | 2029-01-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp             | CUSIP: 637432MS1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    293000 | PA      | $284610.56    | 0.02%             | 2032-11-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp             | CUSIP: 637432NP6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    346000 | PA      | $343121.05    | 0.02%             | 2028-02-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp             | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    292000 | PA      | $244083.17    | 0.01%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp             | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    188000 | PA      | $175205.50    | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp             | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    225000 | PA      | $204202.27    | 0.01%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp             | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    335000 | PA      | $358820.39    | 0.02%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp             | CUSIP: 63743HFG2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    405000 | PA      | $412214.45    | 0.02%             | 2028-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp             | CUSIP: 63743HFM9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    215000 | PA      | $217129.42    | 0.01%             | 2027-02-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp             | CUSIP: 63743HFN7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    305000 | PA      | $312152.34    | 0.02%             | 2029-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp             | CUSIP: 63743HFS6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    340000 | PA      | $351196.18    | 0.02%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp             | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230864.57    | 0.01%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp             | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116751.26    | 0.01%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp             | CUSIP: 63743HFX5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92421.13     | 0.01%             | 2030-02-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp             | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    255000 | PA      | $256229.59    | 0.01%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp             | CUSIP: 63743HGB2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115235.07    | 0.01%             | 2027-12-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                             | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    515000 | PA      | $527166.33    | 0.03%             | 2028-09-30      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                             | CUSIP: 639057AH1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    425000 | PA      | $455223.56    | 0.03%             | 2034-03-02      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                             | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    655000 | PA      | $681873.05    | 0.04%             | 2029-09-13      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                             | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    480000 | PA      | $487916.43    | 0.03%             | 2028-03-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                             | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $686033.25    | 0.04%             | 2035-03-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                             | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    580000 | PA      | $592060.91    | 0.03%             | 2030-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                             | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    590000 | PA      | $604975.14    | 0.04%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                         | NBCUniversal Media LLC                                        | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    401000 | PA      | $341112.62    | 0.02%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                    | Netflix Inc                                                   | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122454.38    | 0.01%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                    | Netflix Inc                                                   | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209803.12    | 0.01%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                    | Netflix Inc                                                   | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    445000 | PA      | $475889.76    | 0.03%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                    | Netflix Inc                                                   | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60920.70     | 0.00%             | 2034-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| NETFLIX INC                                    | Netflix Inc                                                   | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    240000 | PA      | $229396.15    | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                | Nevada Power Co                                               | CUSIP: 641423CC0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    295000 | PA      | $291547.53    | 0.02%             | 2029-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                | Nevada Power Co                                               | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245571.48    | 0.01%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                       | New York and Presbyterian Hospital/The                        | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    216000 | PA      | $178604.07    | 0.01%             | 2045-08-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                       | New York and Presbyterian Hospital/The                        | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    105000 | PA      | $72288.39     | 0.00%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                   | Newmont Corp                                                  | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124249.63    | 0.01%             | 2042-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                   | Newmont Corp                                                  | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18122.51     | 0.00%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN                         | Newmont Corp / Newcrest Finance Pty Ltd                       | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $93709.19     | 0.01%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                       | NIKE Inc                                                      | CUSIP: 654106AD5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    327000 | PA      | $260936.75    | 0.02%             | 2043-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                       | NIKE Inc                                                      | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    520000 | PA      | $418808.75    | 0.02%             | 2045-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                       | NIKE Inc                                                      | CUSIP: 654106AG8<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    320000 | PA      | $236951.86    | 0.01%             | 2046-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                       | NIKE Inc                                                      | CUSIP: 654106AJ2<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    471000 | PA      | $465916.02    | 0.03%             | 2027-03-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                       | NIKE Inc                                                      | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    757000 | PA      | $721926.62    | 0.04%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                       | NIKE Inc                                                      | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    587000 | PA      | $472296.54    | 0.03%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| NIKE INC                                       | NIKE Inc                                                      | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    630000 | PA      | $451440.53    | 0.03%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| NORTHERN STATES PWR-MINN                       | Northern States Power Co/MN                                   | CUSIP: 665772CJ6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    184000 | PA      | $144190.85    | 0.01%             | 2042-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| NORTHERN STATES PWR-MINN                       | Northern States Power Co/MN                                   | CUSIP: 665772CQ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    243000 | PA      | $182872.99    | 0.01%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                       | Northern States Power Co/MN                                   | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    523000 | PA      | $342470.92    | 0.02%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| NORTHERN STATES PWR-MINN                       | Northern States Power Co/MN                                   | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    351000 | PA      | $213863.40    | 0.01%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                       | Northern States Power Co/MN                                   | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    320000 | PA      | $271084.51    | 0.02%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                       | Northern States Power Co/MN                                   | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    440000 | PA      | $407002.97    | 0.02%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                       | Northern States Power Co/MN                                   | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    360000 | PA      | $348204.86    | 0.02%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                       | Northern States Power Co/MN                                   | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    325000 | PA      | $330118.85    | 0.02%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| NORTHERN STATES PWR-MINN                       | Northern States Power Co/MN                                   | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244819.32    | 0.01%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-WISC                       | Northern States Power Co/WI                                   | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15019.11     | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                            | Northern Trust Corp                                           | CUSIP: 665859AT1<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144690.38    | 0.01%             | 2028-08-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                            | Northern Trust Corp                                           | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    260000 | PA      | $253511.74    | 0.01%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                            | Northern Trust Corp                                           | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    460000 | PA      | $421330.58    | 0.02%             | 2030-05-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                            | Northern Trust Corp                                           | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401204.76    | 0.02%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                            | Northern Trust Corp                                           | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    545000 | PA      | $592130.11    | 0.03%             | 2032-11-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                            | Northern Trust Corp                                           | CUSIP: 665859AY0<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179968.52    | 0.01%             | 2030-11-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| NORTHERN TRUST CORP                            | Northern Trust Corp                                           | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149351.97    | 0.01%             | 2040-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                       | Northwell Healthcare Inc                                      | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    210000 | PA      | $165905.41    | 0.01%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: —       |
| NORTHWELL HEALTHCARE INC                       | Northwell Healthcare Inc                                      | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    388000 | PA      | $318581.60    | 0.02%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                        | Northwestern University                                       | CUSIP: 668444AC6<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    249000 | PA      | $234922.10    | 0.01%             | 2044-12-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                        | Northwestern University                                       | CUSIP: 668444AT9<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96724.95     | 0.01%             | 2035-12-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                              | Novant Health Inc                                             | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    251000 | PA      | $166715.88    | 0.01%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                          | Novartis Capital Corp                                         | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    288000 | PA      | $238254.13    | 0.01%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                          | Novartis Capital Corp                                         | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    900000 | PA      | $798660.41    | 0.05%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                          | Novartis Capital Corp                                         | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    635000 | PA      | $528654.45    | 0.03%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| NOVARTIS CAPITAL CORP                          | Novartis Capital Corp                                         | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    495000 | PA      | $491287.99    | 0.03%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                          | Novartis Capital Corp                                         | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    625000 | PA      | $614464.29    | 0.04%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                          | Novartis Capital Corp                                         | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    740000 | PA      | $684443.03    | 0.04%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                          | Novartis Capital Corp                                         | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    534000 | PA      | $340799.21    | 0.02%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                          | Novartis Capital Corp                                         | CUSIP: 66989HAT5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    495000 | PA      | $493332.05    | 0.03%             | 2029-09-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                          | Novartis Capital Corp                                         | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    510000 | PA      | $507791.90    | 0.03%             | 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        |    625000 | PA      | $610029.29    | 0.04%             | 2034-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                          | Novartis Capital Corp                                         | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    410000 | PA      | $363585.51    | 0.02%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                          | Novartis Capital Corp                                         | CUSIP: 66989HAX6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    465000 | PA      | $466373.12    | 0.03%             | 2028-11-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                          | Novartis Capital Corp                                         | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    340000 | PA      | $339965.61    | 0.02%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                          | Novartis Capital Corp                                         | CUSIP: 66989HAZ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    285000 | PA      | $283734.55    | 0.02%             | 2032-11-05      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                          | Novartis Capital Corp                                         | CUSIP: 66989HBA5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    285000 | PA      | $282190.32    | 0.02%             | 2035-11-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                          | Novartis Capital Corp                                         | CUSIP: 66989HBC1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19328.41     | 0.00%             | 2055-11-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                              | NSTAR Electric Co                                             | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    395000 | PA      | $391978.27    | 0.02%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                              | NSTAR Electric Co                                             | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    345000 | PA      | $357140.81    | 0.02%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                              | NSTAR Electric Co                                             | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178113.52    | 0.01%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                     | Nucor Corp                                                    | CUSIP: 670346AH8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $134365.41    | 0.01%             | 2037-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                     | Nucor Corp                                                    | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    365000 | PA      | $365158.05    | 0.02%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| NUCOR CORP                                     | Nucor Corp                                                    | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    340000 | PA      | $319610.69    | 0.02%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| NUCOR CORP                                     | Nucor Corp                                                    | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    225000 | PA      | $209264.83    | 0.01%             | 2032-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| NUCOR CORP                                     | Nucor Corp                                                    | CUSIP: 670346AW5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    355000 | PA      | $271898.29    | 0.02%             | 2052-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                     | Nucor Corp                                                    | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    465000 | PA      | $468120.20    | 0.03%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                     | Nucor Corp                                                    | CUSIP: 670346AZ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    265000 | PA      | $269524.12    | 0.02%             | 2030-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                     | Nucor Corp                                                    | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183375.52    | 0.01%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                    | NVIDIA Corp                                                   | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    831000 | PA      | $794240.02    | 0.05%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                    | NVIDIA Corp                                                   | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    540000 | PA      | $455924.32    | 0.03%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                    | NVIDIA Corp                                                   | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    962000 | PA      | $712903.05    | 0.04%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| NVIDIA CORP                                    | NVIDIA Corp                                                   | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    340000 | PA      | $248344.20    | 0.01%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                    | NVIDIA Corp                                                   | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    550000 | PA      | $523789.41    | 0.03%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                    | NVIDIA Corp                                                   | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    650000 | PA      | $585583.06    | 0.03%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                | Oklahoma Gas and Electric Co                                  | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    310000 | PA      | $304955.37    | 0.02%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    308000 | PA      | $241610.56    | 0.01%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                | CUSIP: 68233JBH6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    380000 | PA      | $377554.11    | 0.02%             | 2028-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    379000 | PA      | $251387.67    | 0.01%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    234000 | PA      | $221133.44    | 0.01%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349412.51    | 0.02%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    426000 | PA      | $378757.79    | 0.02%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                | CUSIP: 68233JCQ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    330000 | PA      | $332514.75    | 0.02%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    350000 | PA      | $370493.53    | 0.02%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    410000 | PA      | $398550.07    | 0.02%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305398.32    | 0.02%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221714.39    | 0.01%             | 2027-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    420000 | PA      | $431079.90    | 0.02%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    315000 | PA      | $316297.27    | 0.02%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                    | ONE Gas Inc                                                   | CUSIP: 68235PAF5<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    235000 | PA      | $209251.79    | 0.01%             | 2044-02-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                    | ONE Gas Inc                                                   | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    240000 | PA      | $247112.30    | 0.01%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                      | ORIX Corp                                                     | CUSIP: 686329AB9<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    260000 | PA      | $267484.86    | 0.02%             | 2035-02-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                      | ORIX Corp                                                     | CUSIP: 686330AN1<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    215000 | PA      | $193522.72    | 0.01%             | 2031-03-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                      | ORIX Corp                                                     | CUSIP: 686330AP6<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    435000 | PA      | $421775.37    | 0.02%             | 2032-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                      | ORIX Corp                                                     | CUSIP: 686330AQ4<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    165000 | PA      | $167601.96    | 0.01%             | 2027-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                      | ORIX Corp                                                     | CUSIP: 686330AR2<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    185000 | PA      | $191036.58    | 0.01%             | 2032-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                      | ORIX Corp                                                     | CUSIP: 686330AS0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    155000 | PA      | $157843.65    | 0.01%             | 2029-09-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                      | ORIX Corp                                                     | CUSIP: 686330AV3<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    195000 | PA      | $195207.12    | 0.01%             | 2030-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                 | PECO Energy Co                                                | CUSIP: 693304AW7<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    347000 | PA      | $272943.28    | 0.02%             | 2048-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                 | PECO Energy Co                                                | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    218000 | PA      | $222267.03    | 0.01%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                 | PECO Energy Co                                                | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282843.82    | 0.02%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                 | PECO Energy Co                                                | CUSIP: 693304BH9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401039.41    | 0.02%             | 2035-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                 | PECO Energy Co                                                | CUSIP: 693304BJ5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259669.55    | 0.02%             | 2055-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                          | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    405000 | PA      | $401381.34    | 0.02%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                          | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1021000 | PA      | $1006074.49   | 0.06%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                          | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1171710.12   | 0.07%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                          | CUSIP: 693475BA2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    433000 | PA      | $390548.79    | 0.02%             | 2032-04-23      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                          | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    445000 | PA      | $440473.41    | 0.03%             | 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        |    750000 | PA      | $806802.35    | 0.05%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                          | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    435000 | PA      | $445736.39    | 0.03%             | 2028-12-02      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                          | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    780000 | PA      | $794267.71    | 0.05%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                          | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1154000 | PA      | $1194421.60   | 0.07%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                          | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    390000 | PA      | $416433.93    | 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        |    925000 | PA      | $1038495.57   | 0.06%             | 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        |    735000 | PA      | $770561.56    | 0.04%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                          | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    960000 | PA      | $998916.21    | 0.06%             | 2030-05-14      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                          | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    765000 | PA      | $787264.95    | 0.05%             | 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        |    765000 | PA      | $776162.32    | 0.04%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                          | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    575000 | PA      | $593684.38    | 0.03%             | 2031-01-29      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                          | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    865000 | PA      | $897413.82    | 0.05%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                          | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    760000 | PA      | $775880.72    | 0.04%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                          | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    780000 | PA      | $798833.86    | 0.05%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                          | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239949.01    | 0.01%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                    | PNC Bank NA                                                   | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    635000 | PA      | $635069.90    | 0.04%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                    | PNC Bank NA                                                   | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    560000 | PA      | $529791.55    | 0.03%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                         | PPL Electric Utilities Corp                                   | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255608.76    | 0.01%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                         | PPL Electric Utilities Corp                                   | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    410000 | PA      | $390840.79    | 0.02%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                         | PPL Electric Utilities Corp                                   | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    305000 | PA      | $307572.32    | 0.02%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                         | PPL Electric Utilities Corp                                   | CUSIP: 69351UBD4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    420000 | PA      | $415468.49    | 0.02%             | 2055-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                    | PNC Bank NA                                                   | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    605000 | PA      | $598058.62    | 0.03%             | 2027-10-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                    | PNC Bank NA                                                   | CUSIP: 69353RFJ2<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    325000 | PA      | $321608.99    | 0.02%             | 2028-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                    | PNC Bank NA                                                   | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    390000 | PA      | $392709.38    | 0.02%             | 2028-07-21      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                          | PACCAR Financial Corp                                         | CUSIP: 69371RS80<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265331.36    | 0.02%             | 2029-01-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                          | PACCAR Financial Corp                                         | CUSIP: 69371RT22<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233805.19    | 0.01%             | 2027-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                          | PACCAR Financial Corp                                         | CUSIP: 69371RT30<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    335000 | PA      | $338659.30    | 0.02%             | 2027-08-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                          | PACCAR Financial Corp                                         | CUSIP: 69371RT63<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    330000 | PA      | $335272.80    | 0.02%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                           | Parker-Hannifin Corp                                          | CUSIP: 701094AJ3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59614.99     | 0.00%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                           | Parker-Hannifin Corp                                          | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    280000 | PA      | $229923.64    | 0.01%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                           | Parker-Hannifin Corp                                          | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    515000 | PA      | $501713.03    | 0.03%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                           | Parker-Hannifin Corp                                          | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    290000 | PA      | $234356.35    | 0.01%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                           | Parker-Hannifin Corp                                          | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    390000 | PA      | $392200.68    | 0.02%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                           | Parker-Hannifin Corp                                          | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    465000 | PA      | $471369.45    | 0.03%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                           | Parker-Hannifin Corp                                          | CUSIP: 70109HAM7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    325000 | PA      | $314900.46    | 0.02%             | 2034-11-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                           | Parker-Hannifin Corp                                          | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    270000 | PA      | $237151.18    | 0.01%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                        | PartnerRe Finance B LLC                                       | CUSIP: 70213BAB7<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    335000 | PA      | $327662.54    | 0.02%             | 2029-07-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                       | Mass General Brigham Inc                                      | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    244000 | PA      | $159516.89    | 0.01%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                           | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    585000 | PA      | $560866.64    | 0.03%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                           | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    660000 | PA      | $611243.58    | 0.04%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                           | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    505000 | PA      | $341512.53    | 0.02%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                           | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240455.93    | 0.01%             | 2027-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                           | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    345000 | PA      | $343965.57    | 0.02%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                           | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    460000 | PA      | $415272.67    | 0.02%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                           | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    260000 | PA      | $237685.24    | 0.01%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                           | CUSIP: 70450YAP8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    460000 | PA      | $469245.62    | 0.03%             | 2034-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                           | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    285000 | PA      | $288508.26    | 0.02%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                   | CUSIP: 713448BP2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    355000 | PA      | $370109.11    | 0.02%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                   | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    520000 | PA      | $460209.40    | 0.03%             | 2046-04-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                   | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    586000 | PA      | $443489.12    | 0.03%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                   | CUSIP: 713448DV7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    305000 | PA      | $249123.01    | 0.01%             | 2047-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                   | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    745000 | PA      | $737605.23    | 0.04%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                   | CUSIP: 713448EG9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    265000 | PA      | $288247.14    | 0.02%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                   | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    543000 | PA      | $519266.75    | 0.03%             | 2029-07-29      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                   | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    630000 | PA      | $414540.83    | 0.02%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                   | CUSIP: 713448ER5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167926.88    | 0.01%             | 2027-03-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                   | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    832000 | PA      | $791276.52    | 0.05%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                   | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    344000 | PA      | $260237.25    | 0.02%             | 2050-03-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                   | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    165000 | PA      | $125897.97    | 0.01%             | 2060-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                   | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    565000 | PA      | $512122.94    | 0.03%             | 2030-05-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                   | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    390000 | PA      | $342292.83    | 0.02%             | 2031-02-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: —       |
| PEPSICO INC                                    | PepsiCo Inc                                                   | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    680000 | PA      | $604055.17    | 0.03%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                   | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    610000 | PA      | $443519.87    | 0.03%             | 2041-10-21      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                   | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    490000 | PA      | $307410.83    | 0.02%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                   | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    405000 | PA      | $404160.48    | 0.02%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                   | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    680000 | PA      | $667112.50    | 0.04%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                   | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    275000 | PA      | $225244.31    | 0.01%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                   | CUSIP: 713448FR4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    305000 | PA      | $309749.57    | 0.02%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                   | CUSIP: 713448FS2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    440000 | PA      | $446005.38    | 0.03%             | 2033-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                   | CUSIP: 713448FT0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    260000 | PA      | $229095.39    | 0.01%             | 2053-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                   | CUSIP: 713448FX1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    510000 | PA      | $520013.33    | 0.03%             | 2029-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                   | CUSIP: 713448FY9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509139.35    | 0.03%             | 2034-07-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                   | CUSIP: 713448FZ6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    385000 | PA      | $373413.60    | 0.02%             | 2054-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| PEPSICO INC                                    | PepsiCo Inc                                                   | CUSIP: 713448GA0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    380000 | PA      | $385318.07    | 0.02%             | 2028-02-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                   | CUSIP: 713448GB8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    295000 | PA      | $301328.11    | 0.02%             | 2030-02-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                   | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    385000 | PA      | $394426.91    | 0.02%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                   | CUSIP: 713448GD4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281792.73    | 0.02%             | 2027-02-07      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                   | CUSIP: 713448GH5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    320000 | PA      | $323135.71    | 0.02%             | 2030-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| PEPSICO INC                                    | PepsiCo Inc                                                   | CUSIP: 713448GJ1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    385000 | PA      | $392156.93    | 0.02%             | 2032-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                   | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    450000 | PA      | $457595.50    | 0.03%             | 2035-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                   | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    425000 | PA      | $428125.71    | 0.02%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FIN                          | Pepsico Singapore Financing I Pte Ltd                         | CUSIP: 713466AA8<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |    280000 | PA      | $282288.50    | 0.02%             | 2027-02-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                        | Pfizer Investment Enterprises Pte Ltd                         | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1915000 | PA      | $1934105.65   | 0.11%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                        | Pfizer Investment Enterprises Pte Ltd                         | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1465000 | PA      | $1492407.26   | 0.09%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                        | Pfizer Investment Enterprises Pte Ltd                         | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   2535000 | PA      | $2561065.25   | 0.15%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                        | Pfizer Investment Enterprises Pte Ltd                         | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1440000 | PA      | $1383564.31   | 0.08%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                        | Pfizer Investment Enterprises Pte Ltd                         | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   2875000 | PA      | $2724384.67   | 0.16%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                        | Pfizer Investment Enterprises Pte Ltd                         | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   2000000 | PA      | $1858283.00   | 0.11%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer Inc                                                    | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1217000 | PA      | $1447939.38   | 0.08%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: —       |
| PFIZER INC                                     | Pfizer Inc                                                    | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    419000 | PA      | $365775.81    | 0.02%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer Inc                                                    | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    554000 | PA      | $493953.81    | 0.03%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer Inc                                                    | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    590000 | PA      | $551930.59    | 0.03%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| PFIZER INC                                     | Pfizer Inc                                                    | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    699000 | PA      | $576200.32    | 0.03%             | 2046-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer Inc                                                    | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    502000 | PA      | $458385.18    | 0.03%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| PFIZER INC                                     | Pfizer Inc                                                    | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    670000 | PA      | $553006.26    | 0.03%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| PFIZER INC                                     | Pfizer Inc                                                    | CUSIP: 717081EP4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    395000 | PA      | $394293.63    | 0.02%             | 2028-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| PFIZER INC                                     | Pfizer Inc                                                    | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    686000 | PA      | $678836.29    | 0.04%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer Inc                                                    | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    458000 | PA      | $404031.37    | 0.02%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer Inc                                                    | CUSIP: 717081EV1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    779000 | PA      | $623573.95    | 0.04%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer Inc                                                    | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    615000 | PA      | $580442.31    | 0.03%             | 2030-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer Inc                                                    | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    580000 | PA      | $525207.70    | 0.03%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| PFIZER INC                                     | Pfizer Inc                                                    | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    544000 | PA      | $399291.93    | 0.02%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer Inc                                                    | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    488000 | PA      | $305070.09    | 0.02%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| PFIZER INC                                     | Pfizer Inc                                                    | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    645000 | PA      | $568111.88    | 0.03%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer Inc                                                    | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    295000 | PA      | $295553.46    | 0.02%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer Inc                                                    | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    485000 | PA      | $486341.71    | 0.03%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer Inc                                                    | CUSIP: 717081FF5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    540000 | PA      | $540119.40    | 0.03%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer Inc                                                    | CUSIP: 717081FG3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    195000 | PA      | $193743.66    | 0.01%             | 2055-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| PFIZER INC                                     | Pfizer Inc                                                    | CUSIP: 717081FH1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197153.87    | 0.01%             | 2065-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer Inc                                                    | CUSIP: 717081FJ7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    205000 | PA      | $205702.97    | 0.01%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHARMACIA LLC                                  | Pharmacia LLC                                                 | CUSIP: 71713UAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    424000 | PA      | $453977.30    | 0.03%             | 2028-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                               | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1091957.78   | 0.06%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                               | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    360000 | PA      | $319212.40    | 0.02%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                               | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    236000 | PA      | $210962.07    | 0.01%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                               | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    460000 | PA      | $378416.10    | 0.02%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                               | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    424000 | PA      | $359629.69    | 0.02%             | 2043-03-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                               | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    412000 | PA      | $379864.39    | 0.02%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                               | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    598000 | PA      | $507594.21    | 0.03%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                               | CUSIP: 718172CB3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    295000 | PA      | $291979.99    | 0.02%             | 2027-08-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                               | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    230000 | PA      | $226538.84    | 0.01%             | 2028-03-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                               | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    314000 | PA      | $306741.75    | 0.02%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                               | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    386000 | PA      | $353943.41    | 0.02%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                               | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $356528.37    | 0.02%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                               | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    245000 | PA      | $250118.41    | 0.01%             | 2027-11-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                               | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    635000 | PA      | $667300.27    | 0.04%             | 2029-11-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                               | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    720000 | PA      | $767635.64    | 0.04%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                               | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    860000 | PA      | $875800.75    | 0.05%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                               | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1140804.19   | 0.07%             | 2030-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                               | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1019044.32   | 0.06%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                               | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    350000 | PA      | $360995.75    | 0.02%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                               | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    315000 | PA      | $330729.56    | 0.02%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                               | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    490000 | PA      | $517992.53    | 0.03%             | 2033-09-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                               | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    320000 | PA      | $323091.93    | 0.02%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                               | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    530000 | PA      | $542539.37    | 0.03%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                               | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $620658.68    | 0.04%             | 2031-02-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                               | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    940000 | PA      | $969679.58    | 0.06%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                               | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    535000 | PA      | $540077.90    | 0.03%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                               | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    440000 | PA      | $447451.91    | 0.03%             | 2029-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                               | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356328.86    | 0.02%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                               | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    435000 | PA      | $437316.61    | 0.03%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                               | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301393.62    | 0.02%             | 2028-04-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                               | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    435000 | PA      | $437473.65    | 0.03%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                               | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    380000 | PA      | $379025.22    | 0.02%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                               | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    445000 | PA      | $444414.21    | 0.03%             | 2028-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                               | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    330000 | PA      | $326340.83    | 0.02%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                               | CUSIP: 718172DZ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    360000 | PA      | $354058.46    | 0.02%             | 2032-10-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                               | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341484.04    | 0.02%             | 2035-10-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                              | Ralph Lauren Corp                                             | CUSIP: 731572AB9<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    435000 | PA      | $412785.18    | 0.02%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                         | Potomac Electric Power Co                                     | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    235000 | PA      | $261909.89    | 0.02%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                         | Potomac Electric Power Co                                     | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    340000 | PA      | $287514.54    | 0.02%             | 2043-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                   | Linde Inc/CT                                                  | CUSIP: 74005PBD5<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    267000 | PA      | $214545.49    | 0.01%             | 2042-11-07      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                   | Linde Inc/CT                                                  | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    510000 | PA      | $448083.06    | 0.03%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| PRECISION CASTPARTS CORP                       | Precision Castparts Corp                                      | CUSIP: 740189AH8<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    235000 | PA      | $196341.22    | 0.01%             | 2043-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                       | President and Fellows of Harvard College                      | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    254000 | PA      | $185580.83    | 0.01%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                       | President and Fellows of Harvard College                      | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    230000 | PA      | $157752.19    | 0.01%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                       | President and Fellows of Harvard College                      | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    241000 | PA      | $146432.90    | 0.01%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                       | President and Fellows of Harvard College                      | CUSIP: 740816AQ6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    210000 | PA      | $160531.16    | 0.01%             | 2052-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                       | President and Fellows of Harvard College                      | CUSIP: 740816AR4<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    550000 | PA      | $554112.83    | 0.03%             | 2035-02-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: —       |
| BOOKING HOLDINGS INC                           | Booking Holdings Inc                                          | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    270000 | PA      | $267723.43    | 0.02%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                        | Principal Financial Group Inc                                 | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    335000 | PA      | $363481.30    | 0.02%             | 2036-10-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| PRINCIPAL FINANCIAL GRP                        | Principal Financial Group Inc                                 | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    310000 | PA      | $305772.35    | 0.02%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                        | Principal Financial Group Inc                                 | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    356000 | PA      | $324585.51    | 0.02%             | 2030-06-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                       | CUSIP: 742718DF3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    400000 | PA      | $430411.93    | 0.02%             | 2037-03-05      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                       | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    263000 | PA      | $260260.92    | 0.02%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                       | CUSIP: 742718FG9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    262000 | PA      | $259711.55    | 0.02%             | 2027-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                       | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    745000 | PA      | $718112.74    | 0.04%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                       | CUSIP: 742718FJ3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    300000 | PA      | $258694.40    | 0.01%             | 2040-03-25      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                       | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    675000 | PA      | $594705.89    | 0.03%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                       | CUSIP: 742718FQ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    640000 | PA      | $577967.00    | 0.03%             | 2031-04-23      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                       | CUSIP: 742718FV6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    410000 | PA      | $403119.81    | 0.02%             | 2027-02-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                       | CUSIP: 742718FW4<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    425000 | PA      | $387485.77    | 0.02%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                       | CUSIP: 742718FZ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    365000 | PA      | $368009.42    | 0.02%             | 2028-01-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                       | CUSIP: 742718GA1<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    420000 | PA      | $418356.44    | 0.02%             | 2033-01-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                       | CUSIP: 742718GF0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    325000 | PA      | $331239.83    | 0.02%             | 2029-01-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                       | CUSIP: 742718GG8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    355000 | PA      | $359284.77    | 0.02%             | 2034-01-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                       | CUSIP: 742718GK9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253110.68    | 0.01%             | 2029-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                       | CUSIP: 742718GL7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    290000 | PA      | $292422.85    | 0.02%             | 2034-10-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                       | CUSIP: 742718GM5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    340000 | PA      | $341770.43    | 0.02%             | 2030-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                       | CUSIP: 742718GN3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    330000 | PA      | $332473.34    | 0.02%             | 2035-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                       | CUSIP: 742718GP8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    265000 | PA      | $262832.21    | 0.02%             | 2032-11-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                       | CUSIP: 742718GQ6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    355000 | PA      | $347788.75    | 0.02%             | 2035-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| PROGRESSIVE CORP                               | Progressive Corp/The                                          | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    298000 | PA      | $244826.79    | 0.01%             | 2047-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                          | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    375000 | PA      | $309653.28    | 0.02%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                          | CUSIP: 743315AV5<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280548.04    | 0.02%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                          | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    434000 | PA      | $419273.77    | 0.02%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                          | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    288000 | PA      | $225660.41    | 0.01%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                          | CUSIP: 743315AY9<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49287.46     | 0.00%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                          | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    395000 | PA      | $364074.25    | 0.02%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                          | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    325000 | PA      | $242332.22    | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                          | CUSIP: 743315BB8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245333.60    | 0.01%             | 2033-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                   | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    523000 | PA      | $485628.61    | 0.03%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                   | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    310000 | PA      | $303827.20    | 0.02%             | 2027-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                   | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    375000 | PA      | $246559.64    | 0.01%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                   | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    252000 | PA      | $136071.54    | 0.01%             | 2050-10-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                   | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    630000 | PA      | $551601.79    | 0.03%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                   | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    560000 | PA      | $562861.72    | 0.03%             | 2033-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| PROLOGIS LP                                    | Prologis LP                                                   | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    420000 | PA      | $422072.49    | 0.02%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                   | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    439000 | PA      | $417595.32    | 0.02%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| PROLOGIS LP                                    | Prologis LP                                                   | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    340000 | PA      | $347848.84    | 0.02%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| PROLOGIS LP                                    | Prologis LP                                                   | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    279000 | PA      | $285280.54    | 0.02%             | 2034-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                   | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    430000 | PA      | $436732.42    | 0.03%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                   | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    440000 | PA      | $417805.40    | 0.02%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                   | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    255000 | PA      | $257471.28    | 0.01%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                   | CUSIP: 74340XCQ2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     80000 | PA      | $81705.58     | 0.00%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                   | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    355000 | PA      | $364684.17    | 0.02%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                        | Providence St Joseph Health Obligated Group                   | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    306000 | PA      | $287612.03    | 0.02%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                        | Providence St Joseph Health Obligated Group                   | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $222656.96    | 0.01%             | 2051-10-01      | Fixed         | 2.70%                 | 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        |    275000 | PA      | $282791.25    | 0.02%             | 2033-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                      | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    478000 | PA      | $372940.22    | 0.02%             | 2047-12-07      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                      | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    543000 | PA      | $419641.72    | 0.02%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                      | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    335000 | PA      | $353768.47    | 0.02%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                      | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    393000 | PA      | $349501.79    | 0.02%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                      | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    443000 | PA      | $365685.33    | 0.02%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                      | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    732000 | PA      | $539952.15    | 0.03%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                      | CUSIP: 74432QCG8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    257000 | PA      | $238586.58    | 0.01%             | 2030-03-10      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                      | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     56000 | PA      | $43510.60     | 0.00%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                      | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    410000 | PA      | $418232.01    | 0.02%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| PRUDENTIAL FUNDING ASIA                        | Prudential Funding Asia PLC                                   | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    545000 | PA      | $521843.46    | 0.03%             | 2030-04-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                        | Public Service Co of Colorado                                 | CUSIP: 744448CG4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    259000 | PA      | $203239.78    | 0.01%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                        | Public Service Co of Colorado                                 | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    310000 | PA      | $210358.36    | 0.01%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE COLORADO                        | Public Service Co of Colorado                                 | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    340000 | PA      | $299487.52    | 0.02%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                        | Public Service Co of Colorado                                 | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    460000 | PA      | $427439.57    | 0.02%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                        | Public Service Co of Colorado                                 | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    390000 | PA      | $400526.31    | 0.02%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                        | Public Service Co of Colorado                                 | CUSIP: 744448DA6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    435000 | PA      | $434990.16    | 0.03%             | 2054-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                        | Public Service Co of Colorado                                 | CUSIP: 744448DB4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    420000 | PA      | $424197.36    | 0.02%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                        | Public Service Co of Colorado                                 | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    410000 | PA      | $414041.85    | 0.02%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                               | Public Service Co of New Hampshire                            | CUSIP: 744538AF6<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    195000 | PA      | $202894.13    | 0.01%             | 2033-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                            | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    228000 | PA      | $179546.69    | 0.01%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                            | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    270000 | PA      | $250518.05    | 0.01%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                            | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    305000 | PA      | $306104.80    | 0.02%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                            | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206918.77    | 0.01%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                            | CUSIP: 74456QCR5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    305000 | PA      | $297881.05    | 0.02%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                            | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    270000 | PA      | $271698.95    | 0.02%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                            | CUSIP: 74456QCT1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    320000 | PA      | $305961.62    | 0.02%             | 2054-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                            | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177059.52    | 0.01%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                            | CUSIP: 74456QCX2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174513.24    | 0.01%             | 2031-01-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                            | CUSIP: 74456QCY0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125100.11    | 0.01%             | 2056-01-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| PUBLIC STORAGE OP CO                           | Public Storage Operating Co                                   | CUSIP: 74460DAC3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    297000 | PA      | $294041.25    | 0.02%             | 2027-09-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                           | Public Storage Operating Co                                   | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    174000 | PA      | $170784.99    | 0.01%             | 2029-05-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                           | Public Storage Operating Co                                   | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    605000 | PA      | $573604.54    | 0.03%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                           | Public Storage Operating Co                                   | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    350000 | PA      | $312989.67    | 0.02%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                           | Public Storage Operating Co                                   | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    677000 | PA      | $647105.95    | 0.04%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                           | Public Storage Operating Co                                   | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    419000 | PA      | $379425.91    | 0.02%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                           | Public Storage Operating Co                                   | CUSIP: 74460WAF4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    160000 | PA      | $165242.81    | 0.01%             | 2029-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| PUBLIC STORAGE OP CO                           | Public Storage Operating Co                                   | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    290000 | PA      | $299279.96    | 0.02%             | 2033-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                           | Public Storage Operating Co                                   | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    475000 | PA      | $458479.94    | 0.03%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                         | Puget Sound Energy Inc                                        | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    125000 | PA      | $101714.51    | 0.01%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                         | Puget Sound Energy Inc                                        | CUSIP: 745332CP9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    345000 | PA      | $335822.23    | 0.02%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                   | QUALCOMM Inc                                                  | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    376000 | PA      | $375974.73    | 0.02%             | 2035-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| QUALCOMM INC                                   | QUALCOMM Inc                                                  | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    702000 | PA      | $639763.25    | 0.04%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                   | QUALCOMM Inc                                                  | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    430000 | PA      | $427802.51    | 0.02%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                   | QUALCOMM Inc                                                  | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    724000 | PA      | $604867.10    | 0.04%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                   | QUALCOMM Inc                                                  | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    388000 | PA      | $267107.74    | 0.02%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                   | QUALCOMM Inc                                                  | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    608000 | PA      | $560324.56    | 0.03%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                   | QUALCOMM Inc                                                  | CUSIP: 747525BN2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    567000 | PA      | $536450.68    | 0.03%             | 2028-05-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                   | QUALCOMM Inc                                                  | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    400000 | PA      | $340794.58    | 0.02%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| QUALCOMM INC                                   | QUALCOMM Inc                                                  | CUSIP: 747525BQ5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    285000 | PA      | $284175.11    | 0.02%             | 2032-05-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                   | QUALCOMM Inc                                                  | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    510000 | PA      | $428522.21    | 0.02%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                   | QUALCOMM Inc                                                  | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    390000 | PA      | $411433.30    | 0.02%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                   | QUALCOMM Inc                                                  | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    605000 | PA      | $634074.19    | 0.04%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                   | QUALCOMM Inc                                                  | CUSIP: 747525BU6<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279220.84    | 0.02%             | 2030-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                   | QUALCOMM Inc                                                  | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278106.80    | 0.02%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                               | RELX Capital Inc                                              | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104715.62    | 0.01%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                               | RELX Capital Inc                                              | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123628.98    | 0.01%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                               | RELX Capital Inc                                              | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253522.78    | 0.01%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                               | RELX Capital Inc                                              | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234264.75    | 0.01%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                               | RELX Capital Inc                                              | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    305000 | PA      | $313140.54    | 0.02%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                              | Ralph Lauren Corp                                             | CUSIP: 751212AD3<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133835.11    | 0.01%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                        | Raymond James Financial Inc                                   | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    520000 | PA      | $476148.89    | 0.03%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                        | Raymond James Financial Inc                                   | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    425000 | PA      | $432590.82    | 0.03%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                        | Raymond James Financial Inc                                   | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    515000 | PA      | $381249.33    | 0.02%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                        | Raymond James Financial Inc                                   | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247672.43    | 0.01%             | 2035-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                        | Raymond James Financial Inc                                   | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    295000 | PA      | $288535.49    | 0.02%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| CITIZENS BANK NA/RI                            | Citizens Bank NA/Providence RI                                | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141017.41    | 0.01%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                            | Citizens Bank NA/Providence RI                                | CUSIP: 75524KSA3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250377.36    | 0.01%             | 2029-01-29      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                            | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    381000 | PA      | $336459.01    | 0.02%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                            | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    300000 | PA      | $298602.29    | 0.02%             | 2028-01-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                            | CUSIP: 756109AW4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    225000 | PA      | $219045.78    | 0.01%             | 2029-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                            | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    611000 | PA      | $580465.92    | 0.03%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                            | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    315000 | PA      | $315271.51    | 0.02%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                            | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    335000 | PA      | $331593.91    | 0.02%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                            | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    411000 | PA      | $396722.74    | 0.02%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                            | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    395000 | PA      | $354429.36    | 0.02%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                            | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    355000 | PA      | $375881.96    | 0.02%             | 2032-10-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| REALTY INCOME CORP                             | Realty Income Corp                                            | CUSIP: 756109BR4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    330000 | PA      | $338301.67    | 0.02%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| REALTY INCOME CORP                             | Realty Income Corp                                            | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    370000 | PA      | $373998.84    | 0.02%             | 2033-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| REALTY INCOME CORP                             | Realty Income Corp                                            | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    510000 | PA      | $520971.00    | 0.03%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                            | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    170000 | PA      | $163856.07    | 0.01%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                            | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    190000 | PA      | $192942.95    | 0.01%             | 2035-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                             | Regency Centers LP                                            | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    135000 | PA      | $132111.77    | 0.01%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                       | RenaissanceRe Holdings Ltd                                    | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    375000 | PA      | $391645.58    | 0.02%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| RENAISSANCERE HOLDINGS L                       | RenaissanceRe Holdings Ltd                                    | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    240000 | PA      | $250043.13    | 0.01%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                          | Republic Services Inc                                         | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84490.95     | 0.00%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                          | Republic Services Inc                                         | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25053.98     | 0.00%             | 2028-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                          | Republic Services Inc                                         | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    115000 | PA      | $107120.19    | 0.01%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| REPUBLIC SERVICES INC                          | Republic Services Inc                                         | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    790000 | PA      | $689780.28    | 0.04%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                          | Republic Services Inc                                         | CUSIP: 760759AZ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172673.19    | 0.01%             | 2032-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| REPUBLIC SERVICES INC                          | Republic Services Inc                                         | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    235000 | PA      | $204854.88    | 0.01%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| REPUBLIC SERVICES INC                          | Republic Services Inc                                         | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    305000 | PA      | $312641.13    | 0.02%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                          | Republic Services Inc                                         | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    810000 | PA      | $827671.15    | 0.05%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| REPUBLIC SERVICES INC                          | Republic Services Inc                                         | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51436.66     | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| REPUBLIC SERVICES INC                          | Republic Services Inc                                         | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20619.83     | 0.00%             | 2034-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                          | Republic Services Inc                                         | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194228.55    | 0.01%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                          | Republic Services Inc                                         | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    555000 | PA      | $571123.31    | 0.03%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| RIO TINTO FIN USA LTD                          | Rio Tinto Finance USA Ltd                                     | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    286000 | PA      | $307118.85    | 0.02%             | 2028-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                          | Rio Tinto Finance USA Ltd                                     | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    692000 | PA      | $688093.10    | 0.04%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                          | Rio Tinto Finance USA Ltd                                     | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    490000 | PA      | $302159.27    | 0.02%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                          | Rio Tinto Finance USA PLC                                     | CUSIP: 76720AAD8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $326257.96    | 0.02%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                          | Rio Tinto Finance USA PLC                                     | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    421000 | PA      | $361510.85    | 0.02%             | 2042-08-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                          | Rio Tinto Finance USA PLC                                     | CUSIP: 76720AAN6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $245603.36    | 0.01%             | 2033-03-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                          | Rio Tinto Finance USA PLC                                     | CUSIP: 76720AAP1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    645000 | PA      | $601822.50    | 0.03%             | 2053-03-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| RIO TINTO FIN USA PLC                          | Rio Tinto Finance USA PLC                                     | CUSIP: 76720AAQ9<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $261774.99    | 0.02%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| RIO TINTO FIN USA PLC                          | RIO TINTO FIN USA PLC                                         | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    435000 | PA      | $440150.68    | 0.03%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                          | Rio Tinto Finance USA PLC                                     | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    785000 | PA      | $804777.24    | 0.05%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                          | RIO TINTO FIN USA PLC                                         | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    440000 | PA      | $452649.87    | 0.03%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                          | RIO TINTO FIN USA PLC                                         | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    805000 | PA      | $826921.93    | 0.05%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                          | RIO TINTO FIN USA PLC                                         | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    785000 | PA      | $799778.54    | 0.05%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                          | RIO TINTO FIN USA PLC                                         | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    585000 | PA      | $598357.56    | 0.03%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROCKEFELLER FOUNDATION                         | Rockefeller Foundation/The                                    | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |    450000 | PA      | $271883.70    | 0.02%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: —       |
| ROCKWELL AUTOMATION                            | Rockwell Automation Inc                                       | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $208220.54    | 0.01%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                             | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    740000 | PA      | $752569.14    | 0.04%             | 2029-05-18      | Fixed         | 4.89%                 | No            |                  2 | On Loan: —       |
| NATWEST GROUP PLC                              | NatWest Group PLC                                             | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    585000 | PA      | $587556.44    | 0.03%             | 2030-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                             | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    555000 | PA      | $548448.40    | 0.03%             | 2028-05-22      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                             | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    855000 | PA      | $875689.55    | 0.05%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                          | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    565000 | PA      | $508941.65    | 0.03%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                          | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    595000 | PA      | $594152.78    | 0.03%             | 2027-05-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                          | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    605000 | PA      | $587189.63    | 0.03%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                          | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    540000 | PA      | $543434.07    | 0.03%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                          | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    710000 | PA      | $735696.67    | 0.04%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                          | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    355000 | PA      | $362193.81    | 0.02%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                          | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    845000 | PA      | $865574.36    | 0.05%             | 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        |    460000 | PA      | $470511.74    | 0.03%             | 2033-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                          | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    460000 | PA      | $474079.47    | 0.03%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                          | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    505000 | PA      | $518824.08    | 0.03%             | 2029-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                          | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $622531.57    | 0.04%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                          | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1020000 | PA      | $1044401.70   | 0.06%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                          | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    760000 | PA      | $774723.04    | 0.04%             | 2029-01-24      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                          | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    855000 | PA      | $880542.85    | 0.05%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                          | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    470000 | PA      | $474052.12    | 0.03%             | 2028-03-27      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                          | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $327625.63    | 0.02%             | 2031-05-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                          | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    560000 | PA      | $565813.80    | 0.03%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                          | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    475000 | PA      | $480877.87    | 0.03%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                          | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $450208.39    | 0.03%             | 2028-11-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                          | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    585000 | PA      | $582908.85    | 0.03%             | 2031-11-03      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                          | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    475000 | PA      | $479599.73    | 0.03%             | 2028-10-18      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                          | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    995000 | PA      | $1010006.79   | 0.06%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                                | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    270000 | PA      | $255348.12    | 0.01%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| S&P GLOBAL INC                                 | S&P Global Inc                                                | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    304000 | PA      | $212599.67    | 0.01%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                                | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    248000 | PA      | $125581.93    | 0.01%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                                | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    195000 | PA      | $171518.20    | 0.01%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                                | CUSIP: 78409VBF0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    360000 | PA      | $366916.65    | 0.02%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| S&P GLOBAL INC                                 | S&P Global Inc                                                | CUSIP: 78409VBG8<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    475000 | PA      | $477695.80    | 0.03%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                                | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    590000 | PA      | $581644.54    | 0.03%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                                | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    640000 | PA      | $616326.09    | 0.04%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                                | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    765000 | PA      | $704005.88    | 0.04%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                                | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    495000 | PA      | $372992.27    | 0.02%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                                | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    380000 | PA      | $281957.23    | 0.02%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                                | CUSIP: 78409VBQ6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    270000 | PA      | $282329.27    | 0.02%             | 2033-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| S&P GLOBAL INC                                 | S&P Global Inc                                                | CUSIP: 78409VBT0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149711.21    | 0.01%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SSM HEALTH CARE                                | SSM Health Care Corp                                          | CUSIP: 784710AA3<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209668.67    | 0.01%             | 2027-06-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: —       |
| SALESFORCE INC                                 | Salesforce Inc                                                | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    748000 | PA      | $748212.21    | 0.04%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                 | Salesforce Inc                                                | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    515000 | PA      | $488812.68    | 0.03%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                 | Salesforce Inc                                                | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    820000 | PA      | $728866.76    | 0.04%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                 | Salesforce Inc                                                | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    590000 | PA      | $422861.79    | 0.02%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                 | Salesforce Inc                                                | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    965000 | PA      | $603537.58    | 0.03%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                 | Salesforce Inc                                                | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    665000 | PA      | $395397.03    | 0.02%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                   | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182483.57    | 0.01%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                   | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    306000 | PA      | $273175.35    | 0.02%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                   | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    465000 | PA      | $297799.70    | 0.02%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                   | CUSIP: 797440CB8<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    210000 | PA      | $192940.50    | 0.01%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                   | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    280000 | PA      | $204169.93    | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                   | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    335000 | PA      | $315998.84    | 0.02%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                   | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    375000 | PA      | $384318.53    | 0.02%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                   | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    335000 | PA      | $325185.95    | 0.02%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                   | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    395000 | PA      | $407145.90    | 0.02%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                      | Sanofi SA                                                     | CUSIP: 801060AD6<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    613000 | PA      | $611577.17    | 0.04%             | 2028-06-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                      | Sanofi SA                                                     | CUSIP: 801060AJ3<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    265000 | PA      | $263293.82    | 0.02%             | 2032-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                | CUSIP: 806605AG6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    543000 | PA      | $609633.20    | 0.04%             | 2033-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                       | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    455000 | PA      | $451955.87    | 0.03%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                       | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    425000 | PA      | $420357.78    | 0.02%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                       | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    277000 | PA      | $278402.41    | 0.02%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                       | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    351000 | PA      | $342900.44    | 0.02%             | 2029-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                       | CUSIP: 808513BC8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    221000 | PA      | $225807.71    | 0.01%             | 2030-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                       | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    454000 | PA      | $398469.37    | 0.02%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                       | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    676000 | PA      | $651433.23    | 0.04%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                       | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    225000 | PA      | $203931.00    | 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        |    545000 | PA      | $479157.39    | 0.03%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                       | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    743000 | PA      | $738478.58    | 0.04%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                       | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    715000 | PA      | $705146.13    | 0.04%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                       | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    670000 | PA      | $614580.27    | 0.04%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                       | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    600000 | PA      | $622675.87    | 0.04%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                       | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    775000 | PA      | $826521.31    | 0.05%             | 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        |    483000 | PA      | $524547.54    | 0.03%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                       | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    615000 | PA      | $649891.07    | 0.04%             | 2029-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                       | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    390000 | PA      | $389580.02    | 0.02%             | 2031-11-14      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                       | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    370000 | PA      | $366731.11    | 0.02%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                 | ServiceNow Inc                                                | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    785000 | PA      | $691905.23    | 0.04%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     10000 | PA      | $11147.04     | 0.00%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    333000 | PA      | $268198.43    | 0.02%             | 2042-08-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    230000 | PA      | $199417.31    | 0.01%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    345000 | PA      | $252871.44    | 0.01%             | 2041-11-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                           | Shell Finance US Inc                                          | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1127000 | PA      | $971427.04    | 0.06%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                           | Shell Finance US Inc                                          | CUSIP: 822905AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    397000 | PA      | $376468.03    | 0.02%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                           | Shell Finance US Inc                                          | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    763000 | PA      | $730956.84    | 0.04%             | 2035-05-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| SHELL FINANCE US INC                           | Shell Finance US Inc                                          | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    513000 | PA      | $459158.61    | 0.03%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                           | Shell Finance US Inc                                          | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    891000 | PA      | $722600.88    | 0.04%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                           | Shell Finance US Inc                                          | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    597000 | PA      | $563871.64    | 0.03%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                           | Shell Finance US Inc                                          | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    773000 | PA      | $533662.13    | 0.03%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| SHELL FINANCE US INC                           | Shell Finance US Inc                                          | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    673000 | PA      | $524146.93    | 0.03%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                           | Shell Finance US Inc                                          | CUSIP: 822905AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $299595.56    | 0.02%             | 2030-11-06      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| SHELL FINANCE US INC                           | Shell Finance US Inc                                          | CUSIP: 822905AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $322487.13    | 0.02%             | 2036-01-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                           | Shell Finance US Inc                                          | CUSIP: 822905AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    779000 | PA      | $781371.04    | 0.05%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                           | Shell Finance US Inc                                          | CUSIP: 822905AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1359337.91   | 0.08%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                           | Shell Finance US Inc                                          | CUSIP: 822905AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    528000 | PA      | $538833.04    | 0.03%             | 2040-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                           | Shell Finance US Inc                                          | CUSIP: 822905AZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    657000 | PA      | $443383.02    | 0.03%             | 2049-11-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                           | Shell Finance US Inc                                          | CUSIP: 822905BB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    443000 | PA      | $286923.37    | 0.02%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                       | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    416000 | PA      | $476050.43    | 0.03%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                       | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    306000 | PA      | $281680.85    | 0.02%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                       | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    315000 | PA      | $263188.07    | 0.02%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                       | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    430000 | PA      | $427418.43    | 0.02%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                       | CUSIP: 828807DE4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    475000 | PA      | $471452.96    | 0.03%             | 2027-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                       | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    800000 | PA      | $757008.71    | 0.04%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                       | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    480000 | PA      | $330726.42    | 0.02%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                       | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    423000 | PA      | $319003.91    | 0.02%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                       | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    392000 | PA      | $367231.73    | 0.02%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                       | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    350000 | PA      | $336150.57    | 0.02%             | 2028-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                       | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    277000 | PA      | $250437.78    | 0.01%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                       | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    330000 | PA      | $291704.68    | 0.02%             | 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        |    410000 | PA      | $369584.44    | 0.02%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                       | CUSIP: 828807DU8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    450000 | PA      | $472252.32    | 0.03%             | 2033-03-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                       | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    295000 | PA      | $300456.04    | 0.02%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                       | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    300000 | PA      | $327714.47    | 0.02%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                       | CUSIP: 828807DX2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    275000 | PA      | $307756.20    | 0.02%             | 2054-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                       | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    530000 | PA      | $525593.44    | 0.03%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                       | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    365000 | PA      | $366585.44    | 0.02%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                       | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    395000 | PA      | $399371.05    | 0.02%             | 2035-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                       | CUSIP: 828807EB9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    175000 | PA      | $174548.54    | 0.01%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                    | Snap-on Inc                                                   | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    218000 | PA      | $147737.17    | 0.01%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                          | Dominion Energy South Carolina Inc                            | CUSIP: 837004CB4<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    260000 | PA      | $280365.33    | 0.02%             | 2038-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                          | Dominion Energy South Carolina Inc                            | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    309000 | PA      | $274858.91    | 0.02%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                 | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    225000 | PA      | $236282.56    | 0.01%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                 | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    335000 | PA      | $342981.77    | 0.02%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                 | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    271000 | PA      | $279032.90    | 0.02%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                 | CUSIP: 842400FP3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    184000 | PA      | $179454.46    | 0.01%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                 | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    260000 | PA      | $226947.79    | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                 | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    384000 | PA      | $327406.50    | 0.02%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                 | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    909000 | PA      | $686271.41    | 0.04%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                 | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    647000 | PA      | $495477.45    | 0.03%             | 2048-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                 | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    314000 | PA      | $312747.01    | 0.02%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                 | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    320000 | PA      | $270192.53    | 0.02%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                 | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    322000 | PA      | $305886.06    | 0.02%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                 | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    612000 | PA      | $427176.81    | 0.02%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                 | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    255000 | PA      | $232092.13    | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                 | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    380000 | PA      | $232625.07    | 0.01%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                 | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    490000 | PA      | $439864.61    | 0.03%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                 | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    365000 | PA      | $242676.36    | 0.01%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                 | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    325000 | PA      | $327652.44    | 0.02%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                 | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    230000 | PA      | $236524.22    | 0.01%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                 | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    295000 | PA      | $312890.07    | 0.02%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                 | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    475000 | PA      | $485996.98    | 0.03%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                 | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    310000 | PA      | $297906.05    | 0.02%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                 | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196752.75    | 0.01%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                 | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    435000 | PA      | $435351.81    | 0.03%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                 | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    265000 | PA      | $267023.47    | 0.02%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                 | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    295000 | PA      | $302013.21    | 0.02%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                 | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181152.15    | 0.01%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                 | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    430000 | PA      | $434824.39    | 0.03%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                 | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    315000 | PA      | $304418.28    | 0.02%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                 | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    375000 | PA      | $385051.36    | 0.02%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                 | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    330000 | PA      | $332337.08    | 0.02%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                    | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    262000 | PA      | $213254.32    | 0.01%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                    | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    269000 | PA      | $253592.14    | 0.01%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                    | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    335000 | PA      | $331577.89    | 0.02%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                    | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $322567.20    | 0.02%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                    | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    235000 | PA      | $233887.90    | 0.01%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                    | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    475000 | PA      | $488745.53    | 0.03%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                    | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    242000 | PA      | $236101.15    | 0.01%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                    | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    340000 | PA      | $344581.70    | 0.02%             | 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        |    315000 | PA      | $327064.31    | 0.02%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                    | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266255.51    | 0.02%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                       | Southwestern Public Service Co                                | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    310000 | PA      | $204021.44    | 0.01%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                       | Southwestern Public Service Co                                | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    325000 | PA      | $332044.97    | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                       | Southwestern Public Service Co                                | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    215000 | PA      | $219243.45    | 0.01%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BK/NY                       | Standard Chartered Bank/New York                              | CUSIP: 85325X2B1<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |     15000 | PA      | $15302.12     | 0.00%             | 2027-12-03      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                           | Stanford Health Care                                          | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    260000 | PA      | $202032.28    | 0.01%             | 2048-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                            | Leland Stanford Junior University/The                         | CUSIP: 85440KAA2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    309000 | PA      | $242913.14    | 0.01%             | 2048-05-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK & TR                         | State Street Bank & Trust Co                                  | CUSIP: 857449AE2<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |    380000 | PA      | $390819.63    | 0.02%             | 2029-11-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                             | CUSIP: 857477BD4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    235000 | PA      | $236270.38    | 0.01%             | 2029-12-03      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                             | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237271.91    | 0.01%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                             | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    465000 | PA      | $438729.40    | 0.03%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| STATE STREET CORP                              | State Street Corp                                             | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    422000 | PA      | $380081.40    | 0.02%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                             | CUSIP: 857477BS1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    305000 | PA      | $299768.91    | 0.02%             | 2028-02-07      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                             | CUSIP: 857477BT9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    335000 | PA      | $302310.33    | 0.02%             | 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        |    290000 | PA      | $288445.70    | 0.02%             | 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        |    370000 | PA      | $362041.51    | 0.02%             | 2033-08-04      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                             | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    360000 | PA      | $371758.91    | 0.02%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: —       |
| STATE STREET CORP                              | State Street Corp                                             | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    475000 | PA      | $478953.67    | 0.03%             | 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        |    510000 | PA      | $523812.43    | 0.03%             | 2034-05-18      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                             | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    490000 | PA      | $512090.48    | 0.03%             | 2029-11-21      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                             | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    195000 | PA      | $209919.47    | 0.01%             | 2034-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                             | CUSIP: 857477CL5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    495000 | PA      | $501183.85    | 0.03%             | 2027-03-18      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                             | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    540000 | PA      | $546089.80    | 0.03%             | 2029-02-20      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                             | CUSIP: 857477CP6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    560000 | PA      | $565163.40    | 0.03%             | 2027-10-22      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                             | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    435000 | PA      | $441171.03    | 0.03%             | 2032-10-22      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                             | CUSIP: 857477CU5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    470000 | PA      | $476576.90    | 0.03%             | 2028-02-28      | Fixed         | 4.54%                 | No            |                  2 | On Loan: —       |
| STATE STREET CORP                              | State Street Corp                                             | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    335000 | PA      | $342788.79    | 0.02%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                             | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    290000 | PA      | $294955.73    | 0.02%             | 2036-02-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                             | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    385000 | PA      | $388189.96    | 0.02%             | 2028-04-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                             | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    435000 | PA      | $447019.59    | 0.03%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                             | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394903.04    | 0.02%             | 2036-10-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                           | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    564000 | PA      | $560160.64    | 0.03%             | 2027-07-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                           | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    410000 | PA      | $406557.73    | 0.02%             | 2027-10-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                           | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    380000 | PA      | $377226.10    | 0.02%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                           | CUSIP: 86562MBC3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    371000 | PA      | $371097.70    | 0.02%             | 2028-07-19      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                           | CUSIP: 86562MBG4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    245000 | PA      | $246910.85    | 0.01%             | 2028-10-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                           | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    964000 | PA      | $928132.96    | 0.05%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                           | CUSIP: 86562MBU3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    265000 | PA      | $251245.41    | 0.01%             | 2029-09-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                           | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    795000 | PA      | $750097.06    | 0.04%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                           | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    810000 | PA      | $737913.65    | 0.04%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                           | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $308012.59    | 0.02%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                           | CUSIP: 86562MCF5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $139867.33    | 0.01%             | 2041-01-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                           | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1005000 | PA      | $951219.68    | 0.06%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                           | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    550000 | PA      | $487850.97    | 0.03%             | 2031-09-17      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                           | CUSIP: 86562MCN8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    385000 | PA      | $367336.80    | 0.02%             | 2029-01-14      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                           | CUSIP: 86562MCQ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $152503.50    | 0.01%             | 2042-01-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                           | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    795000 | PA      | $818590.66    | 0.05%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                           | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    835000 | PA      | $885140.94    | 0.05%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                           | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    755000 | PA      | $792977.33    | 0.05%             | 2030-01-13      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                           | CUSIP: 86562MDB3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    415000 | PA      | $432055.84    | 0.03%             | 2028-07-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                           | CUSIP: 86562MDC1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    385000 | PA      | $407795.03    | 0.02%             | 2030-07-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                           | CUSIP: 86562MDD9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    465000 | PA      | $493816.81    | 0.03%             | 2033-07-13      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                           | CUSIP: 86562MDG2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    565000 | PA      | $587890.88    | 0.03%             | 2028-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                           | CUSIP: 86562MDJ6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    450000 | PA      | $479734.34    | 0.03%             | 2033-09-14      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                           | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    590000 | PA      | $610646.55    | 0.04%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                           | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    585000 | PA      | $610488.97    | 0.04%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                           | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    825000 | PA      | $862173.25    | 0.05%             | 2034-07-09      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                           | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    325000 | PA      | $336174.56    | 0.02%             | 2030-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                           | CUSIP: 86562MDT4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    450000 | PA      | $469859.08    | 0.03%             | 2032-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                           | CUSIP: 86562MDU1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    425000 | PA      | $447194.56    | 0.03%             | 2035-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | SUMITOMO MITSUI FINL GRP                                      | CUSIP: 86562MDY3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    480000 | PA      | $484398.24    | 0.03%             | 2031-07-08      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                           | CUSIP: 86562MDZ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    245000 | PA      | $248935.77    | 0.01%             | 2033-07-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | SUMITOMO MITSUI FINL GRP                                      | CUSIP: 86562MEA4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    345000 | PA      | $351487.91    | 0.02%             | 2036-07-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                           | CUSIP: 86562MED8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    420000 | PA      | $420999.65    | 0.02%             | 2032-01-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                           | CUSIP: 86562MEF3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $204473.62    | 0.01%             | 2037-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                           | CUSIP: 86562MEG1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $204726.44    | 0.01%             | 2047-01-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                           | CUSIP: 86562MEJ5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    330000 | PA      | $330028.53    | 0.02%             | 2029-01-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                  | Sutter Health                                                 | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    225000 | PA      | $206529.15    | 0.01%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                  | Sutter Health                                                 | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     89000 | PA      | $62264.38     | 0.00%             | 2050-08-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                    | TJX Cos Inc/The                                               | CUSIP: 872540AV1<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    257000 | PA      | $242161.21    | 0.01%             | 2028-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                    | TJX Cos Inc/The                                               | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    145000 | PA      | $127279.49    | 0.01%             | 2031-05-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                         | TPG Operating Group II LP                                     | CUSIP: 872652AA0<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31158.94     | 0.00%             | 2034-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| TPG OPERATING GROUP II                         | TPG Operating Group II LP                                     | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247464.36    | 0.01%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                             | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    848000 | PA      | $772996.38    | 0.04%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                             | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    465000 | PA      | $375619.70    | 0.02%             | 2041-10-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                             | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    525000 | PA      | $395664.84    | 0.02%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                             | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    435000 | PA      | $435324.44    | 0.03%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                             | CUSIP: 872898AG6<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    305000 | PA      | $305908.24    | 0.02%             | 2029-04-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                             | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    290000 | PA      | $289543.73    | 0.02%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                             | CUSIP: 872898AJ0<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    445000 | PA      | $415583.42    | 0.02%             | 2052-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| TAMPA ELECTRIC CO                              | Tampa Electric Co                                             | CUSIP: 875127BM3<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    245000 | PA      | $250622.05    | 0.01%             | 2029-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                              | Tampa Electric Co                                             | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272992.92    | 0.02%             | 2035-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                                   | CUSIP: 87612EAU0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $350718.56    | 0.02%             | 2038-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                                   | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    570000 | PA      | $481251.23    | 0.03%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                                   | CUSIP: 87612EBF2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    386000 | PA      | $294608.30    | 0.02%             | 2046-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                                   | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     76000 | PA      | $59940.17     | 0.00%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                                   | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    607000 | PA      | $596672.13    | 0.03%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                                   | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $468289.68    | 0.03%             | 2030-02-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                                   | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    575000 | PA      | $369238.46    | 0.02%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| TARGET CORP                                    | Target Corp                                                   | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    515000 | PA      | $519955.09    | 0.03%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| TARGET CORP                                    | Target Corp                                                   | CUSIP: 87612EBQ8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259448.29    | 0.02%             | 2033-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                                   | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    590000 | PA      | $526121.78    | 0.03%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| TARGET CORP                                    | Target Corp                                                   | CUSIP: 87612EBS4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    310000 | PA      | $306171.89    | 0.02%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                                   | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    420000 | PA      | $424044.35    | 0.02%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| TARGET CORP                                    | Target Corp                                                   | CUSIP: 87612EBU9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    305000 | PA      | $309103.53    | 0.02%             | 2028-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                                   | CUSIP: 87612EBV7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    265000 | PA      | $271166.12    | 0.02%             | 2036-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| TENCENT MUSIC ENT GRP                          | Tencent Music Entertainment Group                             | CUSIP: 88034PAB5<br>LEI: 213800XTZK2GOHQTYK41 | Long             | DBT              | CORP              | KY        |    260000 | PA      | $235638.23    | 0.01%             | 2030-09-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                         | CUSIP: 882508BC7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    221000 | PA      | $218661.09    | 0.01%             | 2027-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                         | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    706000 | PA      | $583659.93    | 0.03%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                         | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    390000 | PA      | $346970.77    | 0.02%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                         | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    345000 | PA      | $325903.48    | 0.02%             | 2029-09-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                         | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    444000 | PA      | $404479.40    | 0.02%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                         | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    309000 | PA      | $274424.82    | 0.02%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                         | CUSIP: 882508BM5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    220000 | PA      | $134755.93    | 0.01%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                         | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    340000 | PA      | $345280.22    | 0.02%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                         | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    480000 | PA      | $494443.40    | 0.03%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                         | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    325000 | PA      | $298810.72    | 0.02%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                         | CUSIP: 882508CE2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    420000 | PA      | $423507.01    | 0.02%             | 2027-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                         | CUSIP: 882508CG7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281057.18    | 0.02%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                         | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    285000 | PA      | $291721.23    | 0.02%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                         | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    380000 | PA      | $360017.37    | 0.02%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                         | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279309.71    | 0.02%             | 2030-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                         | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    325000 | PA      | $334383.19    | 0.02%             | 2035-05-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                         | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    750000 | PA      | $675168.19    | 0.04%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                  | CUSIP: 883556BY7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    385000 | PA      | $319111.75    | 0.02%             | 2047-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                  | CUSIP: 883556BZ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    555000 | PA      | $528397.62    | 0.03%             | 2029-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                  | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    365000 | PA      | $345128.18    | 0.02%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                  | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    750000 | PA      | $668168.20    | 0.04%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                  | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    611000 | PA      | $451355.46    | 0.03%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                  | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    550000 | PA      | $559393.74    | 0.03%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                  | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231701.33    | 0.01%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                  | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    415000 | PA      | $428764.63    | 0.02%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                  | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    370000 | PA      | $382287.43    | 0.02%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                  | CUSIP: 883556CY6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270544.55    | 0.02%             | 2043-08-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                  | CUSIP: 883556DA7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    535000 | PA      | $550971.38    | 0.03%             | 2029-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                  | CUSIP: 883556DB5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124461.78    | 0.01%             | 2034-01-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                  | CUSIP: 883556DC3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    340000 | PA      | $339032.49    | 0.02%             | 2031-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                  | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    285000 | PA      | $285404.22    | 0.02%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                  | CUSIP: 883556DE9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    340000 | PA      | $338474.77    | 0.02%             | 2035-10-07      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                  | CUSIP: 883556DF6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    340000 | PA      | $337219.88    | 0.02%             | 2037-10-07      | Fixed         | 4.89%                 | No            |                  2 | On Loan: —       |
| 3M COMPANY                                     | 3M Co                                                         | CUSIP: 88579EAC9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    420000 | PA      | $441322.35    | 0.03%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                         | CUSIP: 88579YAW1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    120000 | PA      | $83021.55     | 0.00%             | 2046-09-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                         | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    415000 | PA      | $408036.24    | 0.02%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                         | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    250000 | PA      | $186471.61    | 0.01%             | 2047-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| 3M COMPANY                                     | 3M Co                                                         | CUSIP: 88579YBC4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228296.56    | 0.01%             | 2028-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                         | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    530000 | PA      | $418476.86    | 0.02%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                         | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    425000 | PA      | $416888.56    | 0.02%             | 2029-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| 3M COMPANY                                     | 3M Co                                                         | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $472133.12    | 0.03%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                         | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    615000 | PA      | $423320.71    | 0.02%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                         | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    290000 | PA      | $277145.25    | 0.02%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                         | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    315000 | PA      | $233585.87    | 0.01%             | 2050-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                         | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    270000 | PA      | $275637.79    | 0.02%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                         | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    370000 | PA      | $377690.19    | 0.02%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE                            | Toledo Hospital/The                                           | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    176000 | PA      | $177677.38    | 0.01%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| GLOBE LIFE INC                                 | Globe Life Inc                                                | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20204.79     | 0.00%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                     | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    555000 | PA      | $495312.45    | 0.03%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                     | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $313816.08    | 0.02%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                     | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    565000 | PA      | $558603.49    | 0.03%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                     | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    785000 | PA      | $731606.18    | 0.04%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                     | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    735000 | PA      | $737011.96    | 0.04%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                     | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1005000 | PA      | $1004027.05   | 0.06%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                     | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    695000 | PA      | $703459.76    | 0.04%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                     | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    775000 | PA      | $792554.39    | 0.05%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                     | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    555000 | PA      | $574956.21    | 0.03%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                     | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $425291.84    | 0.02%             | 2027-04-05      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                     | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    470000 | PA      | $482422.84    | 0.03%             | 2029-04-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                     | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    355000 | PA      | $363585.81    | 0.02%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                     | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    545000 | PA      | $554184.87    | 0.03%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                     | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    395000 | PA      | $412016.55    | 0.02%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                     | CUSIP: 89115KAB6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    745000 | PA      | $760178.20    | 0.04%             | 2030-06-03      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                     | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    455000 | PA      | $460865.80    | 0.03%             | 2028-06-02      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                     | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    605000 | PA      | $606232.57    | 0.04%             | 2028-10-13      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                     | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $418767.31    | 0.02%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                     | CUSIP: 89115KAK6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $125033.83    | 0.01%             | 2028-01-13      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                     | CUSIP: 89115KAM2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $145401.65    | 0.01%             | 2031-01-13      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                     | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $345795.54    | 0.02%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                       | TotalEnergies Capital SA                                      | CUSIP: 89152UAH5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    563000 | PA      | $564281.49    | 0.03%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| TOTALENERGIES CAP INTL                         | TotalEnergies Capital International SA                        | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    735000 | PA      | $725723.40    | 0.04%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                         | TotalEnergies Capital International SA                        | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    779000 | PA      | $745405.07    | 0.04%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                         | TotalEnergies Capital International SA                        | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    511000 | PA      | $367463.01    | 0.02%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                         | TotalEnergies Capital International SA                        | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1121000 | PA      | $753014.61    | 0.04%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                         | TotalEnergies Capital International SA                        | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    543000 | PA      | $354216.69    | 0.02%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                         | TotalEnergies Capital International SA                        | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    447000 | PA      | $336762.14    | 0.02%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                       | TotalEnergies Capital SA                                      | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    653000 | PA      | $675441.20    | 0.04%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                       | TotalEnergies Capital SA                                      | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    848000 | PA      | $825031.21    | 0.05%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                       | TotalEnergies Capital SA                                      | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    478000 | PA      | $466029.25    | 0.03%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                       | TotalEnergies Capital SA                                      | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    605000 | PA      | $607625.59    | 0.04%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                       | TotalEnergies Capital SA                                      | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    505000 | PA      | $476804.48    | 0.03%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                       | TotalEnergies Capital SA                                      | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    650000 | PA      | $611742.78    | 0.04%             | 2064-09-10      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                              | Toyota Motor Corp                                             | CUSIP: 892331AD1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    221000 | PA      | $220331.67    | 0.01%             | 2028-07-20      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                              | Toyota Motor Corp                                             | CUSIP: 892331AG4<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    315000 | PA      | $302361.55    | 0.02%             | 2029-07-02      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                              | Toyota Motor Corp                                             | CUSIP: 892331AN9<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    105000 | PA      | $95997.90     | 0.01%             | 2031-03-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                              | Toyota Motor Corp                                             | CUSIP: 892331AQ2<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    285000 | PA      | $293343.93    | 0.02%             | 2028-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                              | Toyota Motor Corp                                             | CUSIP: 892331AR0<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    185000 | PA      | $191530.10    | 0.01%             | 2033-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                              | Toyota Motor Corp                                             | CUSIP: 892331AS8<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $301746.78    | 0.02%             | 2027-06-30      | Fixed         | 4.19%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CORP                              | Toyota Motor Corp                                             | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    210000 | PA      | $212140.22    | 0.01%             | 2030-06-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                              | Toyota Motor Corp                                             | CUSIP: 892331AV1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    185000 | PA      | $189140.88    | 0.01%             | 2035-06-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                      | CUSIP: 89236TEM3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    285000 | PA      | $281375.23    | 0.02%             | 2028-01-11      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                      | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347808.30    | 0.02%             | 2029-01-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                      | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    475000 | PA      | $440881.23    | 0.03%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                      | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    555000 | PA      | $539251.67    | 0.03%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                      | CUSIP: 89236THG3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    310000 | PA      | $298329.80    | 0.02%             | 2027-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                      | CUSIP: 89236THX6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    320000 | PA      | $283117.85    | 0.02%             | 2031-01-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                      | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    275000 | PA      | $264356.66    | 0.02%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                      | CUSIP: 89236TJQ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    315000 | PA      | $277009.68    | 0.02%             | 2031-09-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                      | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    725000 | PA      | $719573.32    | 0.04%             | 2027-03-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                      | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    470000 | PA      | $476278.57    | 0.03%             | 2029-06-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                      | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    410000 | PA      | $415146.95    | 0.02%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                      | CUSIP: 89236TKL8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    295000 | PA      | $303461.23    | 0.02%             | 2027-11-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                      | CUSIP: 89236TKQ7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    545000 | PA      | $553690.37    | 0.03%             | 2028-01-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                      | CUSIP: 89236TKR5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    230000 | PA      | $232118.85    | 0.01%             | 2033-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                      | CUSIP: 89236TKU8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    270000 | PA      | $274341.56    | 0.02%             | 2030-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                      | CUSIP: 89236TLB9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    355000 | PA      | $367108.75    | 0.02%             | 2028-09-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                      | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    462000 | PA      | $488295.87    | 0.03%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                      | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229467.07    | 0.01%             | 2029-01-05      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                      | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    395000 | PA      | $399560.97    | 0.02%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                      | CUSIP: 89236TLY9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    360000 | PA      | $365074.10    | 0.02%             | 2027-03-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                      | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    490000 | PA      | $508230.87    | 0.03%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                      | CUSIP: 89236TMF9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    420000 | PA      | $433255.46    | 0.03%             | 2029-05-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                      | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    590000 | PA      | $600112.14    | 0.03%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                      | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    645000 | PA      | $651308.14    | 0.04%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                      | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    435000 | PA      | $440751.01    | 0.03%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                      | CUSIP: 89236TNA9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    420000 | PA      | $432539.86    | 0.03%             | 2030-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                      | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    410000 | PA      | $427559.69    | 0.02%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                      | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    455000 | PA      | $459432.61    | 0.03%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                      | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    440000 | PA      | $450458.73    | 0.03%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                      | CUSIP: 89236TNR2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    615000 | PA      | $618201.01    | 0.04%             | 2028-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                      | CUSIP: 89236TNT8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    320000 | PA      | $322252.81    | 0.02%             | 2032-09-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                      | CUSIP: 89236TPF6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300184.20    | 0.02%             | 2028-01-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                      | CUSIP: 89236TPH2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299330.04    | 0.02%             | 2031-01-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                      | CUSIP: 89236TPJ8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    320000 | PA      | $317262.92    | 0.02%             | 2036-01-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                             | Trane Technologies Financing Ltd                              | CUSIP: 892938AB7<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     40000 | PA      | $40954.74     | 0.00%             | 2034-06-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                         | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    424000 | PA      | $469785.70    | 0.03%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                         | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    370000 | PA      | $374790.53    | 0.02%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                         | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    310000 | PA      | $280704.88    | 0.02%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                         | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    308000 | PA      | $241171.26    | 0.01%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                         | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    355000 | PA      | $286357.21    | 0.02%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                         | CUSIP: 89417EAN9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    309000 | PA      | $249947.00    | 0.01%             | 2048-03-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                         | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    285000 | PA      | $230508.95    | 0.01%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                         | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    315000 | PA      | $190594.56    | 0.01%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                         | CUSIP: 89417EAR0<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    405000 | PA      | $268225.49    | 0.02%             | 2051-06-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                         | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    385000 | PA      | $377448.31    | 0.02%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                         | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    285000 | PA      | $288582.53    | 0.02%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                         | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    370000 | PA      | $376167.54    | 0.02%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRAVELERS PPTY CASUALTY                        | Travelers Property Casualty Corp                              | CUSIP: 89420GAE9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    373000 | PA      | $417897.08    | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                                   | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    670000 | PA      | $673694.27    | 0.04%             | 2028-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                                   | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    630000 | PA      | $629464.73    | 0.04%             | 2029-10-23      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                                   | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    395000 | PA      | $395429.33    | 0.02%             | 2029-01-27      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                                   | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    592000 | PA      | $541966.16    | 0.03%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                         | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    378000 | PA      | $343666.79    | 0.02%             | 2030-06-05      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                         | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    325000 | PA      | $312036.66    | 0.02%             | 2027-08-03      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                         | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    470000 | PA      | $447198.31    | 0.03%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                         | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    470000 | PA      | $471041.05    | 0.03%             | 2028-06-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                         | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    390000 | PA      | $420048.47    | 0.02%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                         | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    730000 | PA      | $741317.22    | 0.04%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                         | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    705000 | PA      | $715122.30    | 0.04%             | 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        |    790000 | PA      | $836405.37    | 0.05%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                         | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    845000 | PA      | $909545.00    | 0.05%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                         | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    670000 | PA      | $693460.06    | 0.04%             | 2030-01-24      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                         | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    960000 | PA      | $1004974.00   | 0.06%             | 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        |    540000 | PA      | $556157.21    | 0.03%             | 2032-08-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                         | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    640000 | PA      | $655880.82    | 0.04%             | 2031-05-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: —       |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                         | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    530000 | PA      | $521666.53    | 0.03%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                         | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275713.26    | 0.02%             | 2032-01-27      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                        | Trustees of Princeton University/The                          | CUSIP: 89837LAB1<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    229000 | PA      | $244881.30    | 0.01%             | 2039-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                        | Trustees of Princeton University/The                          | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    169000 | PA      | $105137.55    | 0.01%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: —       |
| TYCO ELECTRONICS GROUP S                       | Tyco Electronics Group SA                                     | CUSIP: 902133AY3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    315000 | PA      | $282840.52    | 0.02%             | 2032-02-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                       | Tyco Electronics Group SA                                     | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $100901.59    | 0.01%             | 2031-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                       | Tyco Electronics Group SA                                     | CUSIP: 902133BF3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    160000 | PA      | $159145.41    | 0.01%             | 2036-02-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                  | CUSIP: 902613AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    820000 | PA      | $756713.49    | 0.04%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                  | UBS AG/London                                                 | CUSIP: 902674A26<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    344000 | PA      | $300148.24    | 0.02%             | 2048-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                  | UBS AG/London                                                 | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    505000 | PA      | $526756.15    | 0.03%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UPMC                                           | UPMC                                                          | CUSIP: 90320WAG8<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |    270000 | PA      | $274855.29    | 0.02%             | 2033-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                          | US Bank NA/Cincinnati OH                                      | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    620000 | PA      | $625917.38    | 0.04%             | 2028-05-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                          | Unilever Capital Corp                                         | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    503000 | PA      | $549177.70    | 0.03%             | 2032-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                          | Unilever Capital Corp                                         | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    360000 | PA      | $356730.16    | 0.02%             | 2027-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                          | Unilever Capital Corp                                         | CUSIP: 904764BC0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    678000 | PA      | $674004.43    | 0.04%             | 2028-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                          | Unilever Capital Corp                                         | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    535000 | PA      | $503145.55    | 0.03%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                          | Unilever Capital Corp                                         | CUSIP: 904764BK2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    195000 | PA      | $173642.78    | 0.01%             | 2030-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                          | Unilever Capital Corp                                         | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    605000 | PA      | $532973.71    | 0.03%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                          | Unilever Capital Corp                                         | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    275000 | PA      | $170274.25    | 0.01%             | 2051-08-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                          | Unilever Capital Corp                                         | CUSIP: 904764BS5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    380000 | PA      | $389749.74    | 0.02%             | 2028-09-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                          | Unilever Capital Corp                                         | CUSIP: 904764BT3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    545000 | PA      | $563966.15    | 0.03%             | 2033-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| UNILEVER CAPITAL CORP                          | Unilever Capital Corp                                         | CUSIP: 904764BU0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    295000 | PA      | $297261.50    | 0.02%             | 2027-08-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                          | Unilever Capital Corp                                         | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    330000 | PA      | $331320.54    | 0.02%             | 2034-08-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| UNION ELECTRIC CO                              | Union Electric Co                                             | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    370000 | PA      | $223090.44    | 0.01%             | 2051-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                              | Union Electric Co                                             | CUSIP: 906548CT7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    260000 | PA      | $228872.20    | 0.01%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                              | Union Electric Co                                             | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $190717.46    | 0.01%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                              | Union Electric Co                                             | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    235000 | PA      | $227122.49    | 0.01%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                              | Union Electric Co                                             | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    205000 | PA      | $210531.31    | 0.01%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                              | Union Electric Co                                             | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    255000 | PA      | $261629.70    | 0.02%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                            | CUSIP: 907818EJ3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    275000 | PA      | $223787.47    | 0.01%             | 2046-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                            | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    550000 | PA      | $413944.49    | 0.02%             | 2051-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                            | CUSIP: 907818EN4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    260000 | PA      | $208772.95    | 0.01%             | 2047-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                            | CUSIP: 907818EP9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    265000 | PA      | $262665.31    | 0.02%             | 2027-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                            | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    155000 | PA      | $137433.67    | 0.01%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                            | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    270000 | PA      | $199371.51    | 0.01%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                            | CUSIP: 907818EY0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    805000 | PA      | $806820.72    | 0.05%             | 2028-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                            | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297984.95    | 0.02%             | 2029-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                            | CUSIP: 907818FC7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    325000 | PA      | $269730.68    | 0.02%             | 2049-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                            | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    215000 | PA      | $182997.10    | 0.01%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                            | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    305000 | PA      | $226816.89    | 0.01%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                            | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    955000 | PA      | $689007.56    | 0.04%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                            | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    365000 | PA      | $341928.73    | 0.02%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                            | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    205000 | PA      | $201682.33    | 0.01%             | 2027-02-05      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                            | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    855000 | PA      | $590719.94    | 0.03%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                            | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    401000 | PA      | $272227.05    | 0.02%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                            | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    535000 | PA      | $312449.64    | 0.02%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                            | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    310000 | PA      | $261863.30    | 0.02%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                            | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    440000 | PA      | $300241.60    | 0.02%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                            | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $391512.75    | 0.02%             | 2041-05-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                            | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    460000 | PA      | $420831.17    | 0.02%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                            | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    345000 | PA      | $231164.96    | 0.01%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                            | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    430000 | PA      | $274089.96    | 0.02%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                            | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    685000 | PA      | $630258.24    | 0.04%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| UNION PACIFIC CORP                             | Union Pacific Corp                                            | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    230000 | PA      | $180399.95    | 0.01%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                            | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    685000 | PA      | $484988.10    | 0.03%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| UNION PACIFIC CORP                             | Union Pacific Corp                                            | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    185000 | PA      | $127832.76    | 0.01%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                            | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    445000 | PA      | $448259.42    | 0.03%             | 2033-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                            | CUSIP: 907818GC6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    360000 | PA      | $327918.86    | 0.02%             | 2052-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                            | CUSIP: 907818GF9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    225000 | PA      | $203941.61    | 0.01%             | 2053-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                            | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    650000 | PA      | $668478.25    | 0.04%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| UNION PACIFIC CORP                             | Union Pacific Corp                                            | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    335000 | PA      | $333568.84    | 0.02%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| UNITED AIR 2020-1 A PTT                        | United Airlines 2020-1 Class A Pass Through Trust             | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    494922 | PA      | $506003.82    | 0.03%             | 2027-10-15      | Fixed         | 5.88%                 | 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        |    359830 | PA      | $333437.88    | 0.02%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| UNITED AIR 2023-1 A PTT                        | United Airlines 2023-1 Class A Pass Through Trust             | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525432 | PA      | $549434.00    | 0.03%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| UNITED AIR 2024-1 AA PTT                       | United Airlines 2024-1 Class AA Pass Through Trust            | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    646899 | PA      | $660680.64    | 0.04%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                     | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    696000 | PA      | $768188.23    | 0.04%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                     | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    209000 | PA      | $201591.66    | 0.01%             | 2040-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                     | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    195000 | PA      | $143615.31    | 0.01%             | 2046-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                     | CUSIP: 911312BM7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346184.81    | 0.02%             | 2027-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                     | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    228000 | PA      | $175866.95    | 0.01%             | 2047-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                     | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    423000 | PA      | $348244.25    | 0.02%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                     | CUSIP: 911312BR6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    563000 | PA      | $555407.45    | 0.03%             | 2029-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                     | CUSIP: 911312BS4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    413000 | PA      | $292567.34    | 0.02%             | 2049-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                     | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    218000 | PA      | $219780.67    | 0.01%             | 2040-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                     | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    679000 | PA      | $649660.06    | 0.04%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                     | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    596000 | PA      | $606037.77    | 0.04%             | 2030-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                     | CUSIP: 911312BZ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    510000 | PA      | $524189.96    | 0.03%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                     | CUSIP: 911312CA2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    575000 | PA      | $524644.36    | 0.03%             | 2053-03-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                     | CUSIP: 911312CD6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    455000 | PA      | $471927.40    | 0.03%             | 2034-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                     | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    605000 | PA      | $587738.93    | 0.03%             | 2054-05-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                     | CUSIP: 911312CF1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    330000 | PA      | $318239.09    | 0.02%             | 2064-05-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                     | CUSIP: 911312CH7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    460000 | PA      | $470930.87    | 0.03%             | 2030-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                     | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414208.35    | 0.02%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                     | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    625000 | PA      | $644949.33    | 0.04%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                     | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    515000 | PA      | $531767.59    | 0.03%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                    | CUSIP: 91159HHR4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    654000 | PA      | $649369.46    | 0.04%             | 2027-04-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                    | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    415000 | PA      | $415714.56    | 0.02%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                    | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    517000 | PA      | $498368.85    | 0.03%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                    | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    900000 | PA      | $796604.81    | 0.05%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                    | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    650000 | PA      | $568924.86    | 0.03%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                    | CUSIP: 91159HJD3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    415000 | PA      | $373866.22    | 0.02%             | 2033-01-27      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                    | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1063494.37   | 0.06%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                    | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    715000 | PA      | $720300.59    | 0.04%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                    | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    830000 | PA      | $886239.61    | 0.05%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                    | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    850000 | PA      | $860177.13    | 0.05%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                    | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1018612.64   | 0.06%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                    | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    755000 | PA      | $783684.13    | 0.05%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                    | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    793000 | PA      | $840039.56    | 0.05%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                    | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    791000 | PA      | $818434.64    | 0.05%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                    | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    895000 | PA      | $938401.44    | 0.05%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                    | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    540000 | PA      | $555838.82    | 0.03%             | 2030-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                    | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    465000 | PA      | $477274.76    | 0.03%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                    | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    605000 | PA      | $625889.37    | 0.04%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: —       |
| US BANCORP                                     | US Bancorp                                                    | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    595000 | PA      | $611693.59    | 0.04%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                    | CUSIP: 91159HJW1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400754.74    | 0.02%             | 2032-01-26      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                    | CUSIP: 91159HJY7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399537.55    | 0.02%             | 2037-01-26      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    580000 | PA      | $613525.67    | 0.04%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PAX0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    337000 | PA      | $375502.36    | 0.02%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    174000 | PA      | $194874.18    | 0.01%             | 2037-11-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    585000 | PA      | $670001.12    | 0.04%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    339000 | PA      | $307256.22    | 0.02%             | 2041-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    315000 | PA      | $275450.00    | 0.02%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    378000 | PA      | $311409.71    | 0.02%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    395000 | PA      | $336975.97    | 0.02%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    492000 | PA      | $481610.89    | 0.03%             | 2035-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $905286.89    | 0.05%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    342000 | PA      | $278593.36    | 0.02%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PCY6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258434.92    | 0.01%             | 2027-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    418000 | PA      | $342098.46    | 0.02%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    426000 | PA      | $420024.29    | 0.02%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    329000 | PA      | $248778.66    | 0.01%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    594000 | PA      | $592467.00    | 0.03%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    705000 | PA      | $573261.30    | 0.03%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    504000 | PA      | $503238.01    | 0.03%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    638000 | PA      | $530293.24    | 0.03%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    495000 | PA      | $475638.57    | 0.03%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    640000 | PA      | $528258.78    | 0.03%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    657000 | PA      | $484149.76    | 0.03%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    655000 | PA      | $467281.63    | 0.03%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    615000 | PA      | $561375.97    | 0.03%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    502000 | PA      | $371302.16    | 0.02%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    485000 | PA      | $307739.92    | 0.02%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    535000 | PA      | $321966.79    | 0.02%             | 2060-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    757000 | PA      | $682627.09    | 0.04%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    820000 | PA      | $616375.21    | 0.04%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    832000 | PA      | $559423.07    | 0.03%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219533.00    | 0.01%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    530000 | PA      | $529294.25    | 0.03%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    715000 | PA      | $703144.16    | 0.04%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    995000 | PA      | $854598.48    | 0.05%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    495000 | PA      | $424482.45    | 0.02%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    575000 | PA      | $589493.21    | 0.03%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    535000 | PA      | $557234.47    | 0.03%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1309258.78   | 0.08%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1029824.38   | 0.06%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    725000 | PA      | $735717.90    | 0.04%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    685000 | PA      | $689391.17    | 0.04%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    845000 | PA      | $833832.55    | 0.05%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $924812.17    | 0.05%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    720000 | PA      | $640523.16    | 0.04%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PEY4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    215000 | PA      | $216815.41    | 0.01%             | 2027-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    540000 | PA      | $553158.07    | 0.03%             | 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        |    590000 | PA      | $595428.96    | 0.03%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    895000 | PA      | $838824.08    | 0.05%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    550000 | PA      | $513480.52    | 0.03%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    660000 | PA      | $674941.95    | 0.04%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    775000 | PA      | $792931.40    | 0.05%             | 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        |   1065000 | PA      | $1085919.08   | 0.06%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    820000 | PA      | $806200.62    | 0.05%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1318975.41   | 0.08%             | 2054-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    895000 | PA      | $867199.65    | 0.05%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    205000 | PA      | $207080.41    | 0.01%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    450000 | PA      | $455609.85    | 0.03%             | 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        |    490000 | PA      | $504217.16    | 0.03%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                        | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    410000 | PA      | $418599.16    | 0.02%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| UNIVERSITY OF MIAMI                            | University of Miami                                           | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159905.25    | 0.01%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: —       |
| UNIV SOUTHERN CALIFORNIA                       | University of Southern California                             | CUSIP: 914886AB2<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    334000 | PA      | $276812.56    | 0.02%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                       | University of Southern California                             | CUSIP: 914886AH9<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78706.12     | 0.00%             | 2053-10-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    315000 | PA      | $337867.74    | 0.02%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    302000 | PA      | $323698.02    | 0.02%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    296000 | PA      | $393901.75    | 0.02%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    285000 | PA      | $234685.72    | 0.01%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    280000 | PA      | $250139.94    | 0.01%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    256000 | PA      | $221528.02    | 0.01%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                | CUSIP: 927804FW9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $237911.18    | 0.01%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    348000 | PA      | $346666.78    | 0.02%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    290000 | PA      | $222308.09    | 0.01%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    280000 | PA      | $279240.21    | 0.02%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    314000 | PA      | $267336.46    | 0.02%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    305000 | PA      | $293313.25    | 0.02%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                | CUSIP: 927804GC2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    292000 | PA      | $200501.44    | 0.01%             | 2049-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    443000 | PA      | $254598.29    | 0.01%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    258000 | PA      | $229915.98    | 0.01%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    455000 | PA      | $285563.06    | 0.02%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    290000 | PA      | $257878.85    | 0.01%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    320000 | PA      | $319461.93    | 0.02%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    313000 | PA      | $263243.06    | 0.02%             | 2052-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    375000 | PA      | $382093.60    | 0.02%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    390000 | PA      | $371627.05    | 0.02%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    275000 | PA      | $271409.49    | 0.02%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                | CUSIP: 927804GP3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161946.50    | 0.01%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    225000 | PA      | $212063.64    | 0.01%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    310000 | PA      | $313800.56    | 0.02%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    305000 | PA      | $295231.91    | 0.02%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    280000 | PA      | $284149.55    | 0.02%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    345000 | PA      | $339001.64    | 0.02%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    390000 | PA      | $387399.20    | 0.02%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    435000 | PA      | $423206.60    | 0.02%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VISA INC                                       | Visa Inc                                                      | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    782000 | PA      | $754365.83    | 0.04%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| VISA INC                                       | Visa Inc                                                      | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1726000 | PA      | $1498706.13   | 0.09%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VISA INC                                       | Visa Inc                                                      | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    417000 | PA      | $411450.15    | 0.02%             | 2027-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VISA INC                                       | Visa Inc                                                      | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    358000 | PA      | $277511.22    | 0.02%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VISA INC                                       | Visa Inc                                                      | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    586000 | PA      | $449179.21    | 0.03%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VISA INC                                       | Visa Inc                                                      | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    646000 | PA      | $633453.79    | 0.04%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| VISA INC                                       | Visa Inc                                                      | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    918000 | PA      | $851125.40    | 0.05%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| VISA INC                                       | Visa Inc                                                      | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    485000 | PA      | $422491.83    | 0.02%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| VISA INC                                       | Visa Inc                                                      | CUSIP: 92826CAP7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    292000 | PA      | $280027.60    | 0.02%             | 2027-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VISA INC                                       | Visa Inc                                                      | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    798000 | PA      | $431855.99    | 0.03%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO BANK NA                            | Wells Fargo Bank NA                                           | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    460000 | PA      | $484248.08    | 0.03%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                            | Wells Fargo Bank NA                                           | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    588000 | PA      | $655459.36    | 0.04%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| WACHOVIA CORP                                  | Wachovia Corp                                                 | CUSIP: 929903AM4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    620000 | PA      | $636211.06    | 0.04%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                                   | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    630000 | PA      | $665196.02    | 0.04%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                                   | CUSIP: 931142CK7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    610000 | PA      | $704571.80    | 0.04%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                                   | CUSIP: 931142CM3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    400000 | PA      | $449269.91    | 0.03%             | 2038-04-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                                   | CUSIP: 931142CS0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    335000 | PA      | $356817.67    | 0.02%             | 2040-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                                   | CUSIP: 931142DB6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    300000 | PA      | $317249.04    | 0.02%             | 2041-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                                   | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    175000 | PA      | $162358.73    | 0.01%             | 2038-06-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                                   | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    856000 | PA      | $712260.89    | 0.04%             | 2048-06-29      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                                   | CUSIP: 931142EE9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    645000 | PA      | $646482.91    | 0.04%             | 2028-06-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| WALMART INC                                    | Walmart Inc                                                   | CUSIP: 931142EN9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    388000 | PA      | $382032.21    | 0.02%             | 2029-07-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                                   | CUSIP: 931142EP4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    330000 | PA      | $224685.76    | 0.01%             | 2049-09-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                                   | CUSIP: 931142ES8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    587000 | PA      | $556196.12    | 0.03%             | 2028-09-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                                   | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1039013.88   | 0.06%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                                   | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    560000 | PA      | $404733.89    | 0.02%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                                   | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    635000 | PA      | $398427.14    | 0.02%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                                   | CUSIP: 931142EX7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    382000 | PA      | $384041.07    | 0.02%             | 2027-09-09      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                                   | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    470000 | PA      | $471984.54    | 0.03%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| WALMART INC                                    | Walmart Inc                                                   | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    500000 | PA      | $439106.99    | 0.03%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                                   | CUSIP: 931142FB4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    375000 | PA      | $376851.86    | 0.02%             | 2028-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                                   | CUSIP: 931142FC2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    330000 | PA      | $332165.92    | 0.02%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                                   | CUSIP: 931142FD0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    630000 | PA      | $626413.24    | 0.04%             | 2033-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                                   | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    790000 | PA      | $696658.07    | 0.04%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                                   | CUSIP: 931142FL2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    395000 | PA      | $397703.94    | 0.02%             | 2027-04-28      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| WALMART INC                                    | Walmart Inc                                                   | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    525000 | PA      | $533310.81    | 0.03%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| WALMART INC                                    | Walmart Inc                                                   | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    665000 | PA      | $680578.48    | 0.04%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| WASHINGTON UNIVERSITY                          | Washington University/The                                     | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    200000 | PA      | $145443.04    | 0.01%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: —       |
| WASHINGTON UNIVERSITY                          | Washington University/The                                     | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    240000 | PA      | $181094.96    | 0.01%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                          | Waste Connections Inc                                         | CUSIP: 941053AH3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $146191.93    | 0.01%             | 2028-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                          | Waste Connections Inc                                         | CUSIP: 941053AJ9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $39428.96     | 0.00%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                          | Waste Connections Inc                                         | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $75647.49     | 0.00%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                          | Waste Connections Inc                                         | CUSIP: 94106BAB7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $151130.88    | 0.01%             | 2050-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                          | Waste Connections Inc                                         | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $39781.28     | 0.00%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                          | Waste Connections Inc                                         | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    415000 | PA      | $268195.56    | 0.02%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| WASTE CONNECTIONS INC                          | Waste Connections Inc                                         | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $111697.56    | 0.01%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                          | Waste Connections Inc                                         | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    660000 | PA      | $644807.87    | 0.04%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                          | Waste Connections Inc                                         | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    485000 | PA      | $493400.73    | 0.03%             | 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        |    285000 | PA      | $293958.25    | 0.02%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| WASTE MANAGEMENT INC                           | Waste Management Inc                                          | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    380000 | PA      | $376237.00    | 0.02%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                           | Waste Management Inc                                          | CUSIP: 94106LBK4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    315000 | PA      | $261738.54    | 0.02%             | 2049-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                           | Waste Management Inc                                          | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    235000 | PA      | $141079.70    | 0.01%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                           | Waste Management Inc                                          | CUSIP: 94106LBN8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    230000 | PA      | $217666.93    | 0.01%             | 2028-03-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                           | Waste Management Inc                                          | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    812000 | PA      | $709461.87    | 0.04%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                           | Waste Management Inc                                          | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495241.00    | 0.03%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                           | Waste Management Inc                                          | CUSIP: 94106LBT5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    430000 | PA      | $437713.08    | 0.03%             | 2030-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                           | Waste Management Inc                                          | CUSIP: 94106LBU2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    295000 | PA      | $298086.81    | 0.02%             | 2033-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                           | Waste Management Inc                                          | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    435000 | PA      | $446453.38    | 0.03%             | 2029-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                           | Waste Management Inc                                          | CUSIP: 94106LBW8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    605000 | PA      | $618531.13    | 0.04%             | 2034-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| WASTE MANAGEMENT INC                           | Waste Management Inc                                          | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    370000 | PA      | $375878.27    | 0.02%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                           | Waste Management Inc                                          | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    480000 | PA      | $496211.33    | 0.03%             | 2031-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                           | Waste Management Inc                                          | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    465000 | PA      | $471566.50    | 0.03%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                           | Waste Management Inc                                          | CUSIP: 94106LCC1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    255000 | PA      | $260020.79    | 0.02%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                           | Waste Management Inc                                          | CUSIP: 94106LCD9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    280000 | PA      | $286547.93    | 0.02%             | 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        |    755000 | PA      | $764101.93    | 0.04%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                           | Waste Management Inc                                          | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    605000 | PA      | $588089.45    | 0.03%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1058865.53   | 0.06%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    950000 | PA      | $921068.15    | 0.05%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    927000 | PA      | $811060.04    | 0.05%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    773000 | PA      | $625396.83    | 0.04%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1231672.03   | 0.07%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    948000 | PA      | $853832.53    | 0.05%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $898786.40    | 0.05%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    261000 | PA      | $228990.25    | 0.01%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                            | Wells Fargo Bank NA                                           | CUSIP: 94980VAG3<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    365000 | PA      | $387422.68    | 0.02%             | 2036-08-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1429000 | PA      | $1421134.00   | 0.08%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1516573.05   | 0.09%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1733220.47   | 0.10%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1413000 | PA      | $1319836.01   | 0.08%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1191000 | PA      | $1196206.93   | 0.07%             | 2031-04-04      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2607000 | PA      | $2381328.88   | 0.14%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1598000 | PA      | $1232778.23   | 0.07%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1595857.60   | 0.09%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1770794.32   | 0.10%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1601290.42   | 0.09%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1139106.19   | 0.07%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1496764.29   | 0.09%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1922420.44   | 0.11%             | 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        |   1660000 | PA      | $1715980.00   | 0.10%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1795205.14   | 0.10%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $2037863.97   | 0.12%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1330347.39   | 0.08%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1886838.20   | 0.11%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1343821.75   | 0.08%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1477628.61   | 0.09%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1443486.07   | 0.08%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1404490.36   | 0.08%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1229127.07   | 0.07%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1013680.08   | 0.06%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1172070.12   | 0.07%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1920576.74   | 0.11%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1273399.58   | 0.07%             | 2029-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1014134.25   | 0.06%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    920000 | PA      | $920592.29    | 0.05%             | 2030-01-23      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1487921.43   | 0.09%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                              | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1475158.38   | 0.09%             | 2047-01-23      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                               | Welltower OP LLC                                              | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    100000 | PA      | $100678.70    | 0.01%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                               | Welltower OP LLC                                              | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    280000 | PA      | $260351.45    | 0.02%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                               | Welltower OP LLC                                              | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120310.42    | 0.01%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                               | Welltower OP LLC                                              | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    275000 | PA      | $263660.51    | 0.02%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                               | Welltower OP LLC                                              | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     45000 | PA      | $44477.45     | 0.00%             | 2027-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                               | Welltower OP LLC                                              | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    165000 | PA      | $153469.59    | 0.01%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                               | Welltower OP LLC                                              | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    185000 | PA      | $171182.64    | 0.01%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                               | Welltower OP LLC                                              | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     85000 | PA      | $80481.40     | 0.00%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                               | Welltower OP LLC                                              | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    370000 | PA      | $336793.52    | 0.02%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| WELLTOWER OP LLC                               | Welltower OP LLC                                              | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    555000 | PA      | $536091.23    | 0.03%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                               | Welltower OP LLC                                              | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    465000 | PA      | $469414.53    | 0.03%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                               | Welltower OP LLC                                              | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    725000 | PA      | $736127.66    | 0.04%             | 2035-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                          | Evergy Kansas Central Inc                                     | CUSIP: 95709TAH3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    221000 | PA      | $187619.40    | 0.01%             | 2042-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                          | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    330000 | PA      | $328602.06    | 0.02%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                          | CUSIP: 961214DW0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    595000 | PA      | $590781.44    | 0.03%             | 2028-01-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                          | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    535000 | PA      | $527202.83    | 0.03%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: —       |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                          | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    460000 | PA      | $424038.49    | 0.02%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                          | CUSIP: 961214EL3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    340000 | PA      | $322407.68    | 0.02%             | 2030-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                          | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    765000 | PA      | $694328.10    | 0.04%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                          | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    455000 | PA      | $346096.30    | 0.02%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                          | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    470000 | PA      | $424160.79    | 0.02%             | 2031-06-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                          | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    625000 | PA      | $594333.96    | 0.03%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                          | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    575000 | PA      | $520389.61    | 0.03%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                          | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    195000 | PA      | $147226.99    | 0.01%             | 2041-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                          | CUSIP: 961214FC2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    340000 | PA      | $341752.73    | 0.02%             | 2027-08-26      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                          | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    525000 | PA      | $541587.40    | 0.03%             | 2033-08-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                          | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    660000 | PA      | $679146.37    | 0.04%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: —       |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                          | CUSIP: 961214FN8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    630000 | PA      | $657760.78    | 0.04%             | 2028-11-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                          | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    415000 | PA      | $462823.04    | 0.03%             | 2033-11-17      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                          | CUSIP: 961214FT5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    465000 | PA      | $481046.22    | 0.03%             | 2029-04-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                          | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    745000 | PA      | $769675.32    | 0.04%             | 2035-11-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                          | CUSIP: 961214GC1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    485000 | PA      | $488684.11    | 0.03%             | 2030-07-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                            | BlackRock Cash Funds: Institutional, SL Agency Shares         | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        | 120003718 | NS      | $120063719.68 | 6.95%             |  |  |  | No            |                  1 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                       | Wisconsin Electric Power Co                                   | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    205000 | PA      | $209044.64    | 0.01%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| WISCONSIN ELECTRIC POWER                       | Wisconsin Electric Power Co                                   | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    255000 | PA      | $254219.41    | 0.01%             | 2030-10-15      | Fixed         | 4.15%                 | 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        |  14940000 | NS      | $14940000.00  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| WYETH LLC                                      | Wyeth LLC                                                     | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    427000 | PA      | $477892.31    | 0.03%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                      | Wyeth LLC                                                     | CUSIP: 983024AL4<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    376000 | PA      | $406143.40    | 0.02%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                      | Wyeth LLC                                                     | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    786000 | PA      | $844784.07    | 0.05%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| XILINX INC                                     | Xilinx Inc                                                    | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |    408000 | PA      | $379528.52    | 0.02%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                | Yale University                                               | CUSIP: 98459LAB9<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    395000 | PA      | $356707.29    | 0.02%             | 2030-04-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                | Yale University                                               | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    170000 | PA      | $101568.61    | 0.01%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |

### Signature

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

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer