# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001410368-26-031735
**Filing Date:** 2026-3
**Character Count:** 95016
**Document Hash:** b765dd0d489523c5849b537185e8a4b5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-031735.hdr.sgml**: 20260326

**ACCESSION NUMBER**: 0001410368-26-031735

**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:** 26795905

**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 Fallen Angels USD Bond ETF (Series ID: S000054186)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000170247 | iShares Fallen Angels USD Bond ETF | FALN            |

## Nport-Ex

Schedule of Investments (unaudited)

January 31, 2026

**iShares® Fallen Angels USD Bond ETF**

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

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Corporate Bonds & Notes** | **Corporate Bonds & Notes** | **Corporate Bonds & Notes** |
| **Aerospace & Defense — 1.5%** | **Aerospace & Defense — 1.5%** | **Aerospace & Defense — 1.5%** |
| Bombardier, Inc., 7.45%, 05/01/34<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; $20129 | $22551510 |
| Spirit AeroSystems, Inc., 4.60%, 06/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4750 | 4782754 |
|  |  | 27334264 |
| **Airlines — 0.1%** | **Airlines — 0.1%** | **Airlines — 0.1%** |
| &nbsp;&nbsp;&nbsp; United Airlines Pass-Through Trust, Series A, <br> 3.10%, 04/07/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2559 | 2445726 |
| **Apparel — 3.0%** | **Apparel — 3.0%** | **Apparel — 3.0%** |
| VF Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 04/23/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15961 | 15575339 |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/23/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 24214 | 22055106 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 8972 | 9011994 |
| &nbsp;&nbsp;&nbsp; 6.45%, 11/01/37<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 9278 | 8935717 |
|  |  | 55578156 |
| **Auto Manufacturers — 3.0%** | **Auto Manufacturers — 3.0%** | **Auto Manufacturers — 3.0%** |
| Nissan Motor Acceptance Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 09/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3556 | 3297635 |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/09/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4655 | 4426401 |
| &nbsp;&nbsp;&nbsp; 5.30%, 09/13/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3150 | 3158071 |
| &nbsp;&nbsp;&nbsp; 5.55%, 09/13/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2348 | 2333423 |
| &nbsp;&nbsp;&nbsp; 7.05%, 09/15/28<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 5451 | 5650836 |
| Nissan Motor Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 09/17/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 19234 | 18991326 |
| &nbsp;&nbsp;&nbsp; 4.81%, 09/17/30<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 19275 | 18184411 |
|  |  | 56042103 |
| **Auto Parts & Equipment — 1.4%** | **Auto Parts & Equipment — 1.4%** | **Auto Parts & Equipment — 1.4%** |
| &nbsp;&nbsp;&nbsp; Aptiv Swiss Holdings Ltd., 6.88%, 12/15/54, <br> (5-year CMT + 3.39%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 19805 | 20684966 |
| &nbsp;&nbsp;&nbsp; Goodyear Tire & Rubber Co. (The), 7.00%, <br> 03/15/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5683 | 5885847 |
|  |  | 26570813 |
| **Banks — 1.0%** | **Banks — 1.0%** | **Banks — 1.0%** |
| Dresdner Funding Trust I, 8.15%, 06/30/31<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 16276 | 17875069 |
| **Chemicals — 10.8%** | **Chemicals — 10.8%** | **Chemicals — 10.8%** |
| Celanese U.S. Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.85%, 11/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 7917 | 8312226 |
| &nbsp;&nbsp;&nbsp; 7.05%, 11/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 11092 | 11720550 |
| &nbsp;&nbsp;&nbsp; 7.20%, 11/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10497 | 11102298 |
| &nbsp;&nbsp;&nbsp; 7.33%, 07/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 7945 | 8354022 |
| &nbsp;&nbsp;&nbsp; 7.38%, 07/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10503 | 10964190 |
| FMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 10/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 13430 | 12022154 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/49<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 17450 | 10923459 |
| &nbsp;&nbsp;&nbsp; 5.65%, 05/18/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 13557 | 12014685 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/18/53<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 17450 | 13198538 |
| HB Fuller Co., 4.00%, 02/15/27 | &nbsp;&nbsp;&nbsp; 10848 | 10721168 |
| Huntsman International LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15838 | 13526657 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 28665 | 27611491 |
| &nbsp;&nbsp;&nbsp; 5.70%, 10/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 13864 | 12957754 |
| Methanex Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 12/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 27337 | 27492079 |
| &nbsp;&nbsp;&nbsp; 5.65%, 12/01/44<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 11835 | 10655398 |
|  |  | 201576669 |
| **Commercial Services — 1.5%** | **Commercial Services — 1.5%** | **Commercial Services — 1.5%** |
| &nbsp;&nbsp;&nbsp; United Rentals North America, Inc., 3.88%, <br> 11/15/27<br>| &nbsp;&nbsp;&nbsp; 28919 | 28668175 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Computers — 1.3%** | **Computers — 1.3%** | **Computers — 1.3%** |
| Crane NXT Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/48 | &nbsp;&nbsp;&nbsp; $13870 | $8991779 |
| &nbsp;&nbsp;&nbsp; 6.55%, 11/15/36<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 7463 | 7979424 |
| Seagate Data Storage Technology Pte Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/15/31<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 1250 | 1190902 |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/01/34<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 3200 | 3266475 |
| Seagate HDD Cayman, 5.75%, 12/01/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2515 | 2552913 |
|  |  | 23981493 |
| **Cosmetics & Personal Care — 2.0%** | **Cosmetics & Personal Care — 2.0%** | **Cosmetics & Personal Care — 2.0%** |
| Perrigo Finance Unlimited Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/15/44<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 12053 | 9484130 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 29708 | 28744770 |
|  |  | 38228900 |
| **Diversified Financial Services — 1.1%** | **Diversified Financial Services — 1.1%** | **Diversified Financial Services — 1.1%** |
| Navient Corp., 5.63%, 08/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 23536 | 20510030 |
| **Electric — 2.4%** | **Electric — 2.4%** | **Electric — 2.4%** |
| &nbsp;&nbsp;&nbsp; PacifiCorp, 7.38%, 09/15/55, (5-year CMT + <br> 3.32%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 32136 | 32970022 |
| TransAlta Corp., 6.50%, 03/15/40 | &nbsp;&nbsp;&nbsp; 11880 | 11900182 |
|  |  | 44870204 |
| **Energy - Alternate Sources — 0.1%** | **Energy - Alternate Sources — 0.1%** | **Energy - Alternate Sources — 0.1%** |
| Topaz Solar Farms LLC, 5.75%, 09/30/39<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 2250 | 2268511 |
| **Engineering & Construction — 1.2%** | **Engineering & Construction — 1.2%** | **Engineering & Construction — 1.2%** |
| Fluor Corp., 4.25%, 09/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 22049 | 21884321 |
| **Entertainment — 3.8%** | **Entertainment — 3.8%** | **Entertainment — 3.8%** |
| Resorts World Las Vegas LLC/RWLV Capital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/16/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 39490 | 36019493 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/06/31<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 13901 | 11904138 |
| Warnermedia Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.76%, 03/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2300 | 2270339 |
| &nbsp;&nbsp;&nbsp; 3.76%, 03/15/27 | &nbsp;&nbsp;&nbsp; 1250 | 1241233 |
| &nbsp;&nbsp;&nbsp; 4.28%, 03/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 11730 | 9710019 |
| &nbsp;&nbsp;&nbsp; 4.28%, 03/15/32 | &nbsp;&nbsp;&nbsp; 750 | 659862 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/42<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2000 | 1302000 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/42 | &nbsp;&nbsp;&nbsp; 10500 | 7418060 |
|  |  | 70525144 |
| **Environmental Control — 2.2%** | **Environmental Control — 2.2%** | **Environmental Control — 2.2%** |
| GFL Environmental, Inc., 6.75%, 01/15/31<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 38602 | 40390296 |
| **Food — 0.6%** | **Food — 0.6%** | **Food — 0.6%** |
| Safeway, Inc., 7.25%, 02/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10063 | 10904563 |
| **Health Care - Services — 2.4%** | **Health Care - Services — 2.4%** | **Health Care - Services — 2.4%** |
| Horizon Mutual Holdings, Inc., 6.20%, 11/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 23775 | 23219550 |
| Tenet Healthcare Corp., 6.88%, 11/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 14032 | 15353300 |
| Toledo Hospital(The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.98%, 11/15/45<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 750 | 631475 |
| &nbsp;&nbsp;&nbsp; 6.02%, 11/15/48 | &nbsp;&nbsp;&nbsp; 750 | 725914 |
| &nbsp;&nbsp;&nbsp; Series B, 5.33%, 11/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4750 | 4828033 |
|  |  | 44758272 |
| **Holding Companies - Diversified — 0.6%** | **Holding Companies - Diversified — 0.6%** | **Holding Companies - Diversified — 0.6%** |
| Prospect Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.36%, 11/15/26<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4250 | 4159653 |
| &nbsp;&nbsp;&nbsp; 3.44%, 10/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 9000 | 7996649 |
|  |  | 12156302 |
| **Home Furnishings — 2.9%** | **Home Furnishings — 2.9%** | **Home Furnishings — 2.9%** |
| Whirlpool Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 05/15/31 | &nbsp;&nbsp;&nbsp; 6145 | 5135185 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Fallen Angels USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Home Furnishings (continued)** | **Home Furnishings (continued)** | **Home Furnishings (continued)** |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/46<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $10047 | $7336714 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/50<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10191 | 7400406 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/14/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 6153 | 5616354 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/26/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 14176 | 14017628 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/01/43 | &nbsp;&nbsp;&nbsp; 5225 | 4278507 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 6121 | 5748804 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/01/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 6092 | 5735524 |
|  |  | 55269122 |
| **Housewares — 2.0%** | **Housewares — 2.0%** | **Housewares — 2.0%** |
| Newell Brands, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.38%, 04/01/36<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 16670 | 16097632 |
| &nbsp;&nbsp;&nbsp; 7.50%, 04/01/46 | &nbsp;&nbsp;&nbsp; 26341 | 22228786 |
|  |  | 38326418 |
| **Insurance — 3.9%** | **Insurance — 3.9%** | **Insurance — 3.9%** |
| Constellation Insurance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6697 | 6587559 |
| &nbsp;&nbsp;&nbsp; 6.80%, 01/24/30<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 12935 | 13198254 |
| Genworth Holdings, Inc., 6.50%, 06/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 9675 | 9978536 |
| Liberty Mutual Group, Inc., 7.80%, 03/07/87<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 17222 | 19729044 |
| Provident Financing Trust I, 7.41%, 03/15/38<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 7487 | 8171032 |
| &nbsp;&nbsp;&nbsp; Wilton RE Ltd., 6.00%, (5-year CMT + <br> 5.27%)<sup>(a)(b)(c)(e)</sup><br>| &nbsp;&nbsp;&nbsp; 15819 | 15633241 |
|  |  | 73297666 |
| **Iron & Steel — 1.0%** | **Iron & Steel — 1.0%** | **Iron & Steel — 1.0%** |
| Cleveland-Cliffs, Inc., 6.25%, 10/01/40<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 9372 | 8196683 |
| U.S. Steel Corp., 6.65%, 06/01/37 | &nbsp;&nbsp;&nbsp; 10605 | 11165743 |
|  |  | 19362426 |
| **Leisure Time — 0.4%** | **Leisure Time — 0.4%** | **Leisure Time — 0.4%** |
| Carnival Corp., 6.65%, 01/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 7435 | 7735060 |
| **Lodging — 0.8%** | **Lodging — 0.8%** | **Lodging — 0.8%** |
| Travel & Leisure Co., 6.00%, 04/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 14570 | 14749533 |
| **Media — 1.2%** | **Media — 1.2%** | **Media — 1.2%** |
| Belo Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 09/15/27 | &nbsp;&nbsp;&nbsp; 8954 | 9303484 |
| &nbsp;&nbsp;&nbsp; 7.75%, 06/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 6991 | 7273375 |
| &nbsp;&nbsp;&nbsp; Discovery Communications LLC, 6.35%, <br> 06/01/40<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4750 | 3810855 |
| Liberty Interactive LLC |  |  |
| &nbsp;&nbsp;&nbsp; 8.25%, 02/01/30 | &nbsp;&nbsp;&nbsp; 15241 | 1003976 |
| &nbsp;&nbsp;&nbsp; 8.50%, 07/15/29 | &nbsp;&nbsp;&nbsp; 8707 | 623862 |
|  |  | 22015552 |
| **Mining — 1.4%** | **Mining — 1.4%** | **Mining — 1.4%** |
| Alcoa Nederland Holding BV |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/31/29<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 18952 | 18657100 |
| &nbsp;&nbsp;&nbsp; 6.13%, 05/15/28<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 7842 | 7850196 |
|  |  | 26507296 |
| **Office & Business Equipment — 0.3%** | **Office & Business Equipment — 0.3%** | **Office & Business Equipment — 0.3%** |
| Xerox Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/01/35 | &nbsp;&nbsp;&nbsp; 8390 | 2232080 |
| &nbsp;&nbsp;&nbsp; 6.75%, 12/15/39<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 11709 | 3589260 |
|  |  | 5821340 |
| **Office Furnishings — 0.2%** | **Office Furnishings — 0.2%** | **Office Furnishings — 0.2%** |
| HNI Corp., 5.13%, 01/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4750 | 4691604 |
| **Oil & Gas — 3.1%** | **Oil & Gas — 3.1%** | **Oil & Gas — 3.1%** |
| Global Marine, Inc., 7.00%, 06/01/28 | &nbsp;&nbsp;&nbsp; 9727 | 9590022 |
| Murphy Oil Corp., 5.88%, 12/01/42<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 13473 | 11783252 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Oil & Gas (continued)** | **Oil & Gas (continued)** | **Oil & Gas (continued)** |
| Transocean International Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 6.80%, 03/15/38<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $24161 | $21679949 |
| &nbsp;&nbsp;&nbsp; 7.50%, 04/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15666 | 15441300 |
|  |  | 58494523 |
| **Packaging & Containers — 1.0%** | **Packaging & Containers — 1.0%** | **Packaging & Containers — 1.0%** |
| Sealed Air Corp., 6.88%, 07/15/33<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 17451 | 18359172 |
| **Pipelines — 5.9%** | **Pipelines — 5.9%** | **Pipelines — 5.9%** |
| Buckeye Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/26<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 9075 | 9020521 |
| &nbsp;&nbsp;&nbsp; 4.13%, 12/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15315 | 15176372 |
| &nbsp;&nbsp;&nbsp; 5.60%, 10/15/44<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10867 | 9855921 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/15/43<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 18233 | 17056791 |
| &nbsp;&nbsp;&nbsp; 6.75%, 08/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3196 | 3320210 |
| Rockies Express Pipeline LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/30<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 11717 | 11552784 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/15/29<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 17971 | 17921966 |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/15/40<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 16595 | 16981135 |
| &nbsp;&nbsp;&nbsp; 7.50%, 07/15/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 8200 | 8952994 |
|  |  | 109838694 |
| **Real Estate Investment Trusts — 9.6%** | **Real Estate Investment Trusts — 9.6%** | **Real Estate Investment Trusts — 9.6%** |
| Brandywine Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 11/15/27 | &nbsp;&nbsp;&nbsp; 16984 | 16669576 |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 13866 | 13181387 |
| &nbsp;&nbsp;&nbsp; 8.30%, 03/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 14309 | 15094270 |
| Diversified Healthcare Trust, 4.75%, 02/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 19785 | 19174611 |
| Hudson Pacific Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 14496 | 12300326 |
| &nbsp;&nbsp;&nbsp; 3.95%, 11/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 14537 | 13948615 |
| &nbsp;&nbsp;&nbsp; 4.65%, 04/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 18248 | 16714365 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 12703 | 12501026 |
| Service Properties Trust |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15825 | 14993188 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15819 | 13714054 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3434 | 3420481 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 16843 | 14872405 |
| Vornado Realty LP, 3.40%, 06/01/31 | &nbsp;&nbsp;&nbsp; 13590 | 12394415 |
|  |  | 178978719 |
| **Retail — 12.5%** | **Retail — 12.5%** | **Retail — 12.5%** |
| Advance Auto Parts, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 13407 | 12730979 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 13882 | 11956463 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/15/30<sup>(b)(f)</sup> | &nbsp;&nbsp;&nbsp; 20020 | 18500752 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/09/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 11603 | 11885243 |
| Bath & Body Works, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.95%, 03/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 11326 | 11295575 |
| &nbsp;&nbsp;&nbsp; 7.60%, 07/15/37 | &nbsp;&nbsp;&nbsp; 7975 | 7942271 |
| Kohl's Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 19851 | 16988072 |
| &nbsp;&nbsp;&nbsp; 5.55%, 07/17/45<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 16861 | 11433402 |
| Macy's Retail Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/15/43 | &nbsp;&nbsp;&nbsp; 9904 | 7150927 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 14407 | 12968444 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/15/42<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 9895 | 8142888 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/15/37<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 7651 | 7213879 |
| &nbsp;&nbsp;&nbsp; 6.70%, 07/15/34<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 7177 | 6953670 |
| Nordstrom, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 8084 | 7997473 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/01/31 | &nbsp;&nbsp;&nbsp; 10286 | 9486930 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 12388 | 11831463 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Fallen Angels USD 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; 5.00%, 01/15/44<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $23750 | $17771215 |
| &nbsp;&nbsp;&nbsp; 6.95%, 03/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 7457 | 7744491 |
| QVC, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 13607 | 5226939 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/43 | &nbsp;&nbsp;&nbsp; 10181 | 3863399 |
| Yum! Brands, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/01/43<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10779 | 10480395 |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/15/37<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 12770 | 14067493 |
|  |  | 233632363 |
| **Telecommunications — 10.9%** | **Telecommunications — 10.9%** | **Telecommunications — 10.9%** |
| Embarq LLC, 8.00%, 06/01/36<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45743 | 18108066 |
| Frontier Florida LLC, Series E, 6.86%, 02/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5000 | 5176828 |
| Frontier North, Inc., Series G, 6.73%, 02/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5000 | 5148700 |
| Lumen Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Series P, 7.60%, 09/15/39<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 14021 | 13838416 |
| &nbsp;&nbsp;&nbsp; Series U, 7.65%, 03/15/42<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 11539 | 11166072 |
| &nbsp;&nbsp;&nbsp; Rogers Communications, Inc., 5.25%, 03/15/82, <br> (5-year CMT + 3.59%)<sup>(a)(c)</sup><br>| &nbsp;&nbsp;&nbsp; 28995 | 28925394 |
| SES Americom, Inc., 5.30%, 03/25/44<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 10876 | 8735051 |
| SES SA, 5.30%, 04/04/43<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 400 | 308239 |
| Telecom Italia Capital SA |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/30/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 13161 | 13481740 |
| &nbsp;&nbsp;&nbsp; 6.38%, 11/15/33 | &nbsp;&nbsp;&nbsp; 12933 | 13553083 |
| &nbsp;&nbsp;&nbsp; 7.20%, 07/18/36 | &nbsp;&nbsp;&nbsp; 12966 | 14063575 |
| &nbsp;&nbsp;&nbsp; 7.72%, 06/04/38 | &nbsp;&nbsp;&nbsp; 12856 | 14348449 |
| T-Mobile USA, Inc., 6.70%, 12/15/33 | &nbsp;&nbsp;&nbsp; 1750 | 1952813 |
| &nbsp;&nbsp;&nbsp; Vodafone Group PLC, 7.00%, 04/04/79, (5-year <br> USD Swap + 4.87%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; 51943 | 54771775 |
|  |  | 203578201 |
| **Transportation — 0.7%** | **Transportation — 0.7%** | **Transportation — 0.7%** |
| XPO CNW, Inc., 6.70%, 05/01/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 11682 | 12454320 |
| **Total Long-Term Investments — 97.8%** <br>**(Cost: $1,899,583,924)** | **Total Long-Term Investments — 97.8%** <br>**(Cost: $1,899,583,924)** | 1829681020 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Money Market Funds — 15.6%** | **Money Market Funds — 15.6%** | **Money Market Funds — 15.6%** |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institutional, SL Agency <br> Shares, 3.82%<sup>(g)(h)(i)</sup><br>| &nbsp;&nbsp;&nbsp; 284058346 | $284200376 |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL Agency <br> Shares, 3.64%<sup>(g)(h)</sup><br>| &nbsp;&nbsp;&nbsp; 7580000 | 7580000 |
| **Total Short-Term Securities — 15.6%** <br>**(Cost: $291,644,582)** | **Total Short-Term Securities — 15.6%** <br>**(Cost: $291,644,582)** | 291780376 |
| **Total Investments — 113.4%** <br>**(Cost: $2,191,228,506)** | **Total Investments — 113.4%** <br>**(Cost: $2,191,228,506)** | 2121461396 |
| **Liabilities in Excess of Other Assets — (13.4)%** | **Liabilities in Excess of Other Assets — (13.4)%** | (250801199)<br>|
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | $1870660197 |

---

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

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

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

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

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

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

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

<sup>(i)</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>| *Purchases* <br>*at Cost*<br>| &nbsp;&nbsp; *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>| $319021788 | $—<br> $(34822032 )<sup>(a)</sup><br>| $4481 | $(3861)<br>| $284200376 | 284058346 | $545458 <br><sup>(b)</sup><br>| $— |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL <br> Agency Shares<br>| &nbsp;&nbsp;&nbsp; 26450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; —<br> (18870000 )<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; 7580000 | 7580000 | &nbsp;&nbsp; 142519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
|  |  |  | $4481 | $(3861) | $291780376 |  | $687977 | $— |

---

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

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

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

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Fallen Angels USD Bond ETF**

**Fair Value Hierarchy as of Period End** 

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

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

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Assets  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Long-Term Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds & Notes | &nbsp;&nbsp; $— | &nbsp;&nbsp; $1829681020 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $1829681020 |
| &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; 291780376 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 291780376 |
|  | &nbsp;&nbsp; $291780376 | &nbsp;&nbsp; $1829681020 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $2121461396 |

---

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

---

| | |
|:---|:---|
| **Portfolio Abbreviation** | **Portfolio Abbreviation** |
| CMT | Constant Maturity Treasury |

---

------

## 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 Fallen Angels USD Bond ETF

- **b. EDGAR series identifier (if any):** S000054186

- **c. LEI of Series:** 549300TGAA9LRLT3ZX42

**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:** $2439848989.18

**Total Liabilities:** $576051766.19

**Net Assets:** $1863797222.99

**Cash Not Reported:** $12136.59

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2.43000000 | **1-Year:** 3588.72000000 | **5-Year:** 3777.22000000 | **10-Year:** 0.00000000 | **30-Year:** 1630.67000000

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

- **3-Month:** 438.55000000 | **1-Year:** 53652.54000000 | **5-Year:** 370460.83000000 | **10-Year:** 291944.11000000 | **30-Year:** 202463.94000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000170247 | 0.38%                | 0.32%                | 0.70%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1844576.45              | $-3813160.16                               |
| Month 2  | $-1081177.80             | $-3583644.21                               |
| Month 3  | $2116505.81              | $875000.94                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ADVANCE AUTO PARTS                             | Advance Auto Parts Inc                                | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |  20020000 | PA      | $18500751.87  | 0.99%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| ADVANCE AUTO PARTS                             | Advance Auto Parts Inc                                | CUSIP: 00751YAF3<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |  13357000 | PA      | $12683499.86  | 0.68%             | 2027-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| ADVANCE AUTO PARTS                             | Advance Auto Parts Inc                                | CUSIP: 00751YAG1<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |  13882000 | PA      | $11956463.04  | 0.64%             | 2032-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| ADVANCE AUTO PARTS                             | Advance Auto Parts Inc                                | CUSIP: 00751YAJ5<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |  11503000 | PA      | $11782810.24  | 0.63%             | 2028-03-09      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| ALCOA NEDERLAND HOLDING                        | Alcoa Nederland Holding BV                            | CUSIP: 013822AC5<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |   7817000 | PA      | $7825170.09   | 0.42%             | 2028-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| ALCOA NEDERLAND HOLDING                        | Alcoa Nederland Holding BV                            | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |  18852000 | PA      | $18558655.53  | 1.00%             | 2029-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| APTIV SWISS HOLDINGS LTD                       | Aptiv Swiss Holdings Ltd                              | CUSIP: 03837AAD2<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |  19705000 | PA      | $20580522.90  | 1.10%             | 2054-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BELO CORP                                      | Belo Corp                                             | CUSIP: 080555AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6991000 | PA      | $7273375.37   | 0.39%             | 2027-06-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| BELO CORP                                      | Belo Corp                                             | CUSIP: 080555AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8854000 | PA      | $9199581.27   | 0.49%             | 2027-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                 | Bombardier Inc                                        | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |  19329000 | PA      | $21655230.07  | 1.16%             | 2034-05-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: —       |
| BRANDYWINE OPER PARTNERS                       | Brandywine Operating Partnership LP                   | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |  13841000 | PA      | $13157620.97  | 0.71%             | 2029-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| BRANDYWINE OPER PARTNERS                       | Brandywine Operating Partnership LP                   | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |  16884000 | PA      | $16571427.01  | 0.89%             | 2027-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                       | Brandywine Operating Partnership LP                   | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |  14309000 | PA      | $15094270.19  | 0.81%             | 2028-03-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: —       |
| BUCKEYE PARTNERS                               | Buckeye Partners LP                                   | CUSIP: 118230AC5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   3196000 | PA      | $3320210.59   | 0.18%             | 2033-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| BUCKEYE PARTNERS LP                            | Buckeye Partners LP                                   | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |  18233000 | PA      | $17056790.63  | 0.92%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| BUCKEYE PARTNERS LP                            | Buckeye Partners LP                                   | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |  10667000 | PA      | $9674529.20   | 0.52%             | 2044-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| BUCKEYE PARTNERS LP                            | Buckeye Partners LP                                   | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   9075000 | PA      | $9020520.69   | 0.48%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| BUCKEYE PARTNERS LP                            | Buckeye Partners LP                                   | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |  15215000 | PA      | $15077276.86  | 0.81%             | 2027-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| XPO CNW INC                                    | XPO CNW Inc                                           | CUSIP: 12612WAB0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |  11582000 | PA      | $12347708.95  | 0.66%             | 2034-05-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                         | CUSIP: 143658AH5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   7400000 | PA      | $7698647.94   | 0.41%             | 2028-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: —       |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                              | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   7920000 | PA      | $8327734.83   | 0.45%             | 2029-07-15      | Fixed         | 7.33%                 | No            |                  2 | On Loan: —       |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                              | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |  10503000 | PA      | $10964189.99  | 0.59%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                              | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   6466000 | PA      | $6788790.54   | 0.36%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                              | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |  11092000 | PA      | $11720550.14  | 0.63%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: —       |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                              | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |  10497000 | PA      | $11102298.38  | 0.60%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: —       |
| LUMEN TECHNOLOGIES INC                         | Lumen Technologies Inc                                | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |  13921000 | PA      | $13739718.51  | 0.74%             | 2039-09-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: —       |
| LUMEN TECHNOLOGIES INC                         | Lumen Technologies Inc                                | CUSIP: 156700AT3<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |  11489000 | PA      | $11117688.16  | 0.60%             | 2042-03-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: —       |
| CLEVELAND-CLIFFS INC                           | Cleveland-Cliffs Inc                                  | CUSIP: 18683KAC5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   9372000 | PA      | $8196682.78   | 0.44%             | 2040-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| CRANE NXT CO                                   | Crane NXT Co                                          | CUSIP: 224399AP0<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |   7463000 | PA      | $7979423.70   | 0.43%             | 2036-11-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: —       |
| CRANE NXT CO                                   | Crane NXT Co                                          | CUSIP: 224399AT2<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |  13820000 | PA      | $8959364.76   | 0.48%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                          | CUSIP: 25470DAD1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $3650397.84   | 0.20%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| DRESDNER FNDG TRUST I                          | Dresdner Funding Trust I                              | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |  16276000 | PA      | $17875069.47  | 0.96%             | 2031-06-30      | Fixed         | 8.15%                 | No            |                  2 | On Loan: —       |
| EMBARQ LLC                                     | Embarq LLC                                            | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  45047000 | PA      | $17832544.17  | 0.96%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| FMC CORP                                       | FMC Corp                                              | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |  13230000 | PA      | $11843119.74  | 0.64%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| FMC CORP                                       | FMC Corp                                              | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |  17425000 | PA      | $10907809.01  | 0.59%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| FMC CORP                                       | FMC Corp                                              | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |  13357000 | PA      | $11837437.69  | 0.64%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| FMC CORP                                       | FMC Corp                                              | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |  17425000 | PA      | $13179629.11  | 0.71%             | 2053-05-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| MACY'S RETAIL HLDGS LLC                        | Macy's Retail Holdings LLC                            | CUSIP: 314275AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7626000 | PA      | $7190307.17   | 0.39%             | 2037-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| FLUOR CORP                                     | Fluor Corp                                            | CUSIP: 343412AF9<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |  21949000 | PA      | $21785067.53  | 1.17%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| H.B. FULLER CO                                 | HB Fuller Co                                          | CUSIP: 359694AB2<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |  10848000 | PA      | $10721168.44  | 0.58%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                          | GFL Environmental Inc                                 | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |  38502000 | PA      | $40285663.29  | 2.16%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| FRONTIER FLORIDA LLC                           | Frontier Florida LLC                                  | CUSIP: 362333AH9<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |  11037000 | PA      | $11427329.35  | 0.61%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: —       |
| FRONTIER NORTH INC                             | Frontier North Inc                                    | CUSIP: 362337AK3<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |   7386000 | PA      | $7605659.94   | 0.41%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: —       |
| GENWORTH HOLDINGS INC                          | Genworth Holdings Inc                                 | CUSIP: 37247DAB2<br>LEI: PXDECZED7L8SRUP41R09 | Long             | DBT              | CORP              | US        |   9650000 | PA      | $9952751.38   | 0.53%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| GLOBAL MARINE INC                              | Global Marine Inc                                     | CUSIP: 379352AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9702000 | PA      | $9565374.20   | 0.51%             | 2028-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                         | Goodyear Tire & Rubber Co/The                         | CUSIP: 382550AD3<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   5583000 | PA      | $5782277.31   | 0.31%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| HNI CORP                                       | HNI Corp                                              | CUSIP: 404251AA8<br>LEI: 549300SKRADLC4O5HV93 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4691604.02   | 0.25%             | 2029-01-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HORIZON MUTUAL HOLDINGS                        | Horizon Mutual Holdings Inc                           | CUSIP: 43990FAA6<br>LEI: 254900R6BWV4LUXBN549 | Long             | DBT              | CORP              | US        |  23775000 | PA      | $23219549.67  | 1.25%             | 2034-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                       | Service Properties Trust                              | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   3434000 | PA      | $3420480.79   | 0.18%             | 2027-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| SERVICE PROPERTIES TRUST                       | Service Properties Trust                              | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |  15725000 | PA      | $14898444.78  | 0.80%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| SERVICE PROPERTIES TRUST                       | Service Properties Trust                              | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |  15794000 | PA      | $13692380.87  | 0.73%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| SERVICE PROPERTIES TRUST                       | Service Properties Trust                              | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |  16793000 | PA      | $14828255.27  | 0.80%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| HUDSON PACIFIC PROPERTIE                       | Hudson Pacific Properties LP                          | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |  14487000 | PA      | $13900638.39  | 0.75%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| HUDSON PACIFIC PROPERTIE                       | Hudson Pacific Properties LP                          | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |  18248000 | PA      | $16714365.27  | 0.90%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| HUDSON PACIFIC PROPERTIE                       | Hudson Pacific Properties LP                          | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |  14496000 | PA      | $12300325.53  | 0.66%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| HUDSON PACIFIC PROPERTIE                       | Hudson Pacific Properties LP                          | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |  12703000 | PA      | $12501025.60  | 0.67%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| HUNTSMAN INTERNATIONAL L                       | Huntsman International LLC                            | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |  28565000 | PA      | $27515166.27  | 1.48%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| HUNTSMAN INTERNATIONAL L                       | Huntsman International LLC                            | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |  15738000 | PA      | $13441250.58  | 0.72%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| HUNTSMAN INTERNATIONAL L                       | Huntsman International LLC                            | CUSIP: 44701QBG6<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |  13864000 | PA      | $12957753.71  | 0.70%             | 2034-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| KOHL'S CORPORATION                             | Kohl's Corp                                           | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |  16811000 | PA      | $11399496.90  | 0.61%             | 2045-07-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| KOHL'S CORPORATION                             | Kohl's Corp                                           | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |  19851000 | PA      | $16988072.11  | 0.91%             | 2031-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| LIBERTY INTERACTIVE LLC                        | Liberty Interactive LLC                               | CUSIP: 530715AD3<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |   8707000 | PA      | $623861.51    | 0.03%             | 2029-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY INTERACTIVE LLC                        | Liberty Interactive LLC                               | CUSIP: 530715AJ0<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |  15241000 | PA      | $1003975.73   | 0.05%             | 2030-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                       | Liberty Mutual Group Inc                              | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |  16472000 | PA      | $18869864.78  | 1.01%             | 2037-03-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: —       |
| BATH & BODY WORKS INC                          | Bath & Body Works Inc                                 | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |  11326000 | PA      | $11295575.08  | 0.61%             | 2033-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| BATH & BODY WORKS INC                          | Bath & Body Works Inc                                 | CUSIP: 532716AN7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   7925000 | PA      | $7892476.51   | 0.42%             | 2037-07-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                        | Macy's Retail Holdings LLC                            | CUSIP: 55616XAG2<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |   9845000 | PA      | $8101741.62   | 0.43%             | 2042-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| MACY'S RETAIL HLDGS LLC                        | Macy's Retail Holdings LLC                            | CUSIP: 55616XAJ6<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |   9879000 | PA      | $7132876.28   | 0.38%             | 2043-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                        | Macy's Retail Holdings LLC                            | CUSIP: 55616XAM9<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |  14307000 | PA      | $12878429.31  | 0.69%             | 2034-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| MACY'S RETAIL HLDGS LLC                        | Macy's Retail Holdings LLC                            | CUSIP: 55617LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7177000 | PA      | $6953670.13   | 0.37%             | 2034-07-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                              | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2270339.29   | 0.12%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: —       |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                              | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  11730000 | PA      | $9710018.93   | 0.52%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: —       |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                              | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1301999.82   | 0.07%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                              | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1241233.01   | 0.07%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                              | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    750000 | PA      | $659861.63    | 0.04%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                              | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $7418060.06   | 0.40%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                  | Methanex Corp                                         | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |  11735000 | PA      | $10565365.63  | 0.57%             | 2044-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| METHANEX CORP                                  | Methanex Corp                                         | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |  27237000 | PA      | $27391511.42  | 1.47%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| MURPHY OIL CORP                                | Murphy Oil Corp                                       | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |  13373000 | PA      | $11695794.18  | 0.63%             | 2042-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| NEWELL BRANDS INC                              | Newell Brands Inc                                     | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |  16670000 | PA      | $16097632.05  | 0.86%             | 2036-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| NEWELL BRANDS INC                              | Newell Brands Inc                                     | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |  26341000 | PA      | $22228785.58  | 1.19%             | 2046-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                        | Nissan Motor Acceptance Co LLC                        | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   4655000 | PA      | $4426400.77   | 0.24%             | 2028-03-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                | Nissan Motor Co Ltd                                   | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |  19209000 | PA      | $18966641.97  | 1.02%             | 2027-09-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                | Nissan Motor Co Ltd                                   | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |  19225000 | PA      | $18137239.70  | 0.97%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                        | Nissan Motor Acceptance Co LLC                        | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   3556000 | PA      | $3297635.09   | 0.18%             | 2028-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                        | Nissan Motor Acceptance Co LLC                        | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   5451000 | PA      | $5650835.68   | 0.30%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: —       |
| NISSAN MOTOR ACCEPTANCE                        | Nissan Motor Acceptance Co LLC                        | CUSIP: 65480CAG0<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3158071.40   | 0.17%             | 2027-09-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                        | Nissan Motor Acceptance Co LLC                        | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   2348000 | PA      | $2333422.82   | 0.13%             | 2029-09-13      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                  | Nordstrom Inc                                         | CUSIP: 655664AH3<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   7457000 | PA      | $7744490.84   | 0.42%             | 2028-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| NORDSTROM INC                                  | Nordstrom Inc                                         | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |  23750000 | PA      | $17771215.14  | 0.95%             | 2044-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| NORDSTROM INC                                  | Nordstrom Inc                                         | CUSIP: 655664AS9<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   8084000 | PA      | $7997472.83   | 0.43%             | 2027-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| NORDSTROM INC                                  | Nordstrom Inc                                         | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |  12288000 | PA      | $11735955.70  | 0.63%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| NORDSTROM INC                                  | Nordstrom Inc                                         | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |  10286000 | PA      | $9486930.24   | 0.51%             | 2031-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION INSURC INC                       | Constellation Insurance Inc                           | CUSIP: 67740QAG1<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |   6697000 | PA      | $6587559.57   | 0.35%             | 2031-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION INSURC INC                       | Constellation Insurance Inc                           | CUSIP: 67740QAH9<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |  12910000 | PA      | $13172745.35  | 0.71%             | 2030-01-24      | Fixed         | 6.80%                 | No            |                  2 | On Loan: —       |
| PACIFICORP                                     | PacifiCorp                                            | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |  31936000 | PA      | $32764831.50  | 1.76%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITD                       | Perrigo Finance Unlimited Co                          | CUSIP: 714295AA0<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |  12003000 | PA      | $9444786.45   | 0.51%             | 2044-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| PERRIGO FINANCE UNLIMITE                       | Perrigo Finance Unlimited Co                          | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |  29658000 | PA      | $28696391.84  | 1.54%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| PROSPECT CAPITAL CORP                          | Prospect Capital Corp                                 | CUSIP: 74348TAV4<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4159653.08   | 0.22%             | 2026-11-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: —       |
| PROSPECT CAPITAL CORP                          | Prospect Capital Corp                                 | CUSIP: 74348TAW2<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $7996649.13   | 0.43%             | 2028-10-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: —       |
| PROVIDENT FINANCING TR I                       | Provident Financing Trust I                           | CUSIP: 743863AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7452000 | PA      | $8132834.32   | 0.44%             | 2038-03-15      | Fixed         | 7.41%                 | No            |                  2 | On Loan: —       |
| QVC INC                                        | QVC Inc                                               | CUSIP: 747262AM5<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |  10181000 | PA      | $3863399.24   | 0.21%             | 2043-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| QVC INC                                        | QVC Inc                                               | CUSIP: 747262AW3<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |  13607000 | PA      | $5226938.69   | 0.28%             | 2034-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| RESORTS WORLD/RWLV CAP                         | Resorts World Las Vegas LLC / RWLV Capital Inc        | CUSIP: 76120HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13701000 | PA      | $11732867.52  | 0.63%             | 2031-04-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| ROCKIES EXPRESS PIPELINE                       | Rockies Express Pipeline LLC                          | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   8200000 | PA      | $8952994.27   | 0.48%             | 2038-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                       | Rockies Express Pipeline LLC                          | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |  16495000 | PA      | $16878808.13  | 0.91%             | 2040-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| ROCKIES EXPRESS PIPELINE                       | Rockies Express Pipeline LLC                          | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |  17871000 | PA      | $17822239.16  | 0.96%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                       | Rockies Express Pipeline LLC                          | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |  11692000 | PA      | $11528134.28  | 0.62%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                             | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |  28895000 | PA      | $28825634.09  | 1.55%             | 2082-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SES SA                                         | SES SA                                                | CUSIP: 78413HAB5<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $154119.31    | 0.01%             | 2043-04-04      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SES AMERICOM INC                               | SES AMERICOM Inc                                      | CUSIP: 78413KAB8<br>LEI: 5299000YGN3VJ3R60481 | Long             | DBT              | CORP              | US        |  10676000 | PA      | $8574421.18   | 0.46%             | 2044-03-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| NAVIENT CORP                                   | Navient Corp                                          | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |  23536000 | PA      | $20510029.91  | 1.10%             | 2033-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| SAFEWAY INC                                    | Safeway Inc                                           | CUSIP: 786514BA6<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |   9963000 | PA      | $10796199.81  | 0.58%             | 2031-02-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Seagate Data Storage Technology Pte Ltd        | SEAGATE DATA STOR                                     | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   1250000 | PA      | $1190902.19   | 0.06%             | 2031-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| SEAGATE DATA STOR                              | Seagate Data Storage Technology Pte Ltd               | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   3200000 | PA      | $3266474.69   | 0.18%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| SEAGATE HDD CAYMAN                             | Seagate HDD Cayman                                    | CUSIP: 81180WAN1<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   2315000 | PA      | $2349898.42   | 0.13%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| SEALED AIR CORP                                | Sealed Air Corp                                       | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |  17351000 | PA      | $18253967.73  | 0.98%             | 2033-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| DIVERSIFIED HEALTHCARE T                       | Diversified Healthcare Trust                          | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              |  | US        |  19735000 | PA      | $19126153.94  | 1.03%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| SPIRIT AEROSYSTEMS INC                         | Spirit AeroSystems Inc                                | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4782754.24   | 0.26%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                      | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1952812.68   | 0.10%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                         | Telecom Italia Capital SA                             | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |  12833000 | PA      | $13448288.07  | 0.72%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                         | Telecom Italia Capital SA                             | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |  13161000 | PA      | $13481740.15  | 0.72%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| TELECOM ITALIA CAPITAL                         | Telecom Italia Capital SA                             | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |  12866000 | PA      | $13955109.86  | 0.75%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: —       |
| TELECOM ITALIA CAPITAL                         | Telecom Italia Capital SA                             | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |  12856000 | PA      | $14348448.80  | 0.77%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp                                 | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  13932000 | PA      | $15243884.21  | 0.82%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| TOLEDO HOSPITAL/THE                            | Toledo Hospital/The                                   | CUSIP: 889184AA5<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    750000 | PA      | $631475.00    | 0.03%             | 2045-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: —       |
| TOLEDO HOSPITAL/THE                            | Toledo Hospital/The                                   | CUSIP: 889184AC1<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4828032.91   | 0.26%             | 2028-11-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE                            | Toledo Hospital/The                                   | CUSIP: 889184AE7<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    750000 | PA      | $725913.89    | 0.04%             | 2048-11-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: —       |
| TOPAZ SOLAR FARMS LLC                          | Topaz Solar Farms LLC                                 | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2268510.59   | 0.12%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| TRANSALTA CORP                                 | TransAlta Corp                                        | CUSIP: 89346DAE7<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |  11830000 | PA      | $11850097.28  | 0.64%             | 2040-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                       | Transocean International Ltd                          | CUSIP: 893830AF6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |  15566000 | PA      | $15342734.06  | 0.82%             | 2031-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| TRANSOCEAN INTERNTNL LTD                       | Transocean International Ltd                          | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |  24161000 | PA      | $21679948.71  | 1.16%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: —       |
| UNITED AIR 2016-2 A PTT                        | United Airlines 2016-2 Class A Pass Through Trust     | CUSIP: 90932DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2559409 | PA      | $2445726.31   | 0.13%             | 2028-10-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| UNITED RENTALS NORTH AM                        | United Rentals North America Inc                      | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |  28819000 | PA      | $28569042.15  | 1.53%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES STEEL CORP                       | United States Steel Corp                              | CUSIP: 912909AD0<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |  10505000 | PA      | $11060455.97  | 0.59%             | 2037-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| VF CORP                                        | VF Corp                                               | CUSIP: 918204AR9<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |   8972000 | PA      | $9011993.68   | 0.48%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| VF CORP                                        | VF Corp                                               | CUSIP: 918204AT5<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |   9278000 | PA      | $8935716.86   | 0.48%             | 2037-11-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| VF CORP                                        | VF Corp                                               | CUSIP: 918204BB3<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |  15961000 | PA      | $15575339.15  | 0.84%             | 2027-04-23      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| VF CORP                                        | VF Corp                                               | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |  24214000 | PA      | $22055106.40  | 1.18%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| VODAFONE GROUP PLC                             | Vodafone Group PLC                                    | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |  51843000 | PA      | $54666329.34  | 2.93%             | 2079-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| VORNADO REALTY LP                              | Vornado Realty LP                                     | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |  13490000 | PA      | $12303212.39  | 0.66%             | 2031-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                            | BlackRock Cash Funds: Institutional, SL Agency Shares | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        | 287229015 | NS      | $287372629.60 | 15.42%            |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                                 | Whirlpool Corp                                        | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   9947000 | PA      | $7263689.62   | 0.39%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| WHIRLPOOL CORP                                 | Whirlpool Corp                                        | CUSIP: 963320AW6<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |  14076000 | PA      | $13918745.18  | 0.75%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| WHIRLPOOL CORP                                 | Whirlpool Corp                                        | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |  10116000 | PA      | $7345943.10   | 0.39%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| WHIRLPOOL CORP                                 | Whirlpool Corp                                        | CUSIP: 963320AY2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   6145000 | PA      | $5135184.71   | 0.28%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                 | Whirlpool Corp                                        | CUSIP: 963320AZ9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   6153000 | PA      | $5616354.05   | 0.30%             | 2032-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| WHIRLPOOL CORP                                 | Whirlpool Corp                                        | CUSIP: 963320BA3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   6121000 | PA      | $5748804.39   | 0.31%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| WHIRLPOOL CORP                                 | Whirlpool Corp                                        | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   6092000 | PA      | $5735524.43   | 0.31%             | 2034-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| WHIRLPOOL CORP                                 | Whirlpool Corp                                        | CUSIP: 96332HCG2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   5225000 | PA      | $4278506.87   | 0.23%             | 2043-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WILTON RE LTD                                  | Wilton RE Ltd                                         | CUSIP: 97263CAA9<br>LEI: 5493004VQ9VSL29MT373 | Long             | DBT              | CORP              | CA        |  15719000 | PA      | $15534415.24  | 0.83%             | 2030-10-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES | BlackRock Cash Funds: Treasury, SL Agency Shares      | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |   7580000 | NS      | $7580000.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVEL + LEISURE CO                            | Travel + Leisure Co                                   | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |  14545000 | PA      | $14724224.65  | 0.79%             | 2027-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| XEROX CORPORATION                              | Xerox Corp                                            | CUSIP: 984121CB7<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |  11709000 | PA      | $3589260.35   | 0.19%             | 2039-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| XEROX CORPORATION                              | Xerox Corp                                            | CUSIP: 984121CL5<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |   8390000 | PA      | $2232079.63   | 0.12%             | 2035-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                | Yum! Brands Inc                                       | CUSIP: 988498AD3<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |  12670000 | PA      | $13957331.93  | 0.75%             | 2037-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| YUM! BRANDS INC                                | Yum! Brands Inc                                       | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |  10279000 | PA      | $9994246.52   | 0.54%             | 2043-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| RESORTS WORLD/RWLV CAP                         | Resorts World Las Vegas LLC / RWLV Capital Inc        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  38390000 | PA      | $35016165.10  | 1.88%             | 2029-04-16      | Fixed         | 4.63%                 | 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