# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-23-071993
**Filing Date:** 2023-3
**Character Count:** 168940
**Document Hash:** b9a18ee14b25a920c927482fc6f9ba42
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-071993.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-071993

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230329

**DATE AS OF CHANGE**: 20230329

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** iSHARES TRUST
- **CENTRAL INDEX KEY:** 0001100663
- **IRS NUMBER:** 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:** 23774131

**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 Convertible Bond ETF (Series ID: S000048637)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000153287 | iShares Convertible Bond ETF | ICVT            |

## Nport-Ex

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) | **iShares<sup>®</sup> Convertible Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Convertible Bonds** |  |  |
| **Airlines — 2.4%** |  |  |
| American Airlines Group Inc., 6.50%, 07/01/25 | $5695 | $6992435 |
| Copa Holdings SA, 4.50%, 04/15/25 | 2000 | 3697620 |
| GOL Equity Finance SA, 3.75%, 07/15/24<sup>(a)</sup> | 3800 | 1823468 |
| JetBlue Airways Corp., 0.50%, 04/01/26 | 4275 | 3416409 |
| Southwest Airlines Co., 1.25%, 05/01/25 | 9180 | 11050333 |
| Spirit Airlines Inc., 1.00%, 05/15/26 | 2850 | 2368379 |
|  |  | 29348644 |
| **Auto Manufacturers — 3.0%** |  |  |
| Arrival SA, 3.50%, 12/01/26<sup>(a)</sup> | 2100 | 525462 |
| Fisker Inc., 2.50%, 09/15/26<sup>(a)</sup> | 4100 | 1959841 |
| Ford Motor Co., 0.00% 03/15/26<sup>(b)</sup> | 13090 | 13319729 |
| Li Auto Inc., 0.25%, 05/01/28 | 4900 | 5572966 |
| Lucid Group Inc., 1.25%, 12/15/26<sup>(a)</sup> | 11450 | 7377807 |
| NIO Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 02/01/26<sup>(b)</sup> | 4275 | 3939028 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 02/01/27 | 4275 | 3542351 |
|  |  | 36237184 |
| **Auto Parts & Equipment — 0.2%** |  |  |
| Luminar Technologies Inc., 1.25%, 12/15/26<sup>(a)</sup> | 3850 | 2364054 |
| **Banks — 0.6%** |  |  |
| Barclays Bank PLC, Series VUN, 0.00% 02/18/25<sup>(b)</sup> | 1550 | 1655354 |
| BofA Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 05/01/23 | 1435 | 1519966 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.60%, 05/25/27 | 2000 | 2248120 |
| Deutsche Bank AG/London, 1.00%, 05/01/23 | 1345 | 1428121 |
|  |  | 6851561 |
| **Biotechnology — 5.9%** |  |  |
| Alnylam Pharmaceuticals Inc., 1.00%, 09/15/27<sup>(a)</sup> | 5900 | 6303619 |
| BioMarin Pharmaceutical Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.60%, 08/01/24 | 2820 | 3111560 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 05/15/27 | 3428 | 3877342 |
| Bridgebio Pharma Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 02/01/29 | 4250 | 1456730 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 03/15/27 | 3120 | 1492514 |
| Cerevel Therapeutics Holdings Inc., 2.50%, 08/15/27<sup>(a)</sup> | 1975 | 2056963 |
| Cytokinetics Inc., 3.50%, 07/01/27<sup>(a)</sup> | 3075 | 3326535 |
| Esperion Therapeutics Inc., 4.00%, 11/15/25 | 1550 | 936324 |
| Guardant Health Inc., 0.00% 11/15/27<sup>(b)</sup> | 6790 | 4566750 |
| Halozyme Therapeutics Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 03/01/27 | 4585 | 4317190 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 08/15/28<sup>(a)</sup> | 4100 | 4578675 |
| Illumina Inc., 0.00% 08/15/23<sup>(b)</sup> | 4265 | 4146774 |
| Innoviva Inc., 2.13%, 03/15/28<sup>(a)</sup> | 1600 | 1297584 |
| Insmed Inc., 0.75%, 06/01/28 | 3275 | 2909150 |
| Ionis Pharmaceuticals Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 04/01/26<sup>(b)</sup> | 3600 | 3455604 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 12/15/24 | 3126 | 2894488 |
| Livongo Health Inc., 0.88%, 06/01/25 | 3125 | 2794875 |
| NeoGenomics Inc., 0.25%, 01/15/28 | 2125 | 1418629 |
| PTC Therapeutics Inc., 1.50%, 09/15/26 | 1775 | 1952997 |
| Sarepta Therapeutics Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 09/15/27<sup>(a)</sup> | 6425 | 7321095 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 11/15/24 | 2400 | 4326960 |
| Travere Therapeutics Inc., 2.25%, 03/01/29 | 1950 | 1894991 |
|  |  | 70437349 |
| **Chemicals — 0.1%** |  |  |
| Amyris Inc., 1.50%, 11/15/26 | 4250 | 1336752 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Coal — 0.3%** |  |  |
| Peabody Energy Corp., 3.25%, 03/01/28<sup>(a)</sup> | $1875 | $3061725 |
| **Commercial Services — 4.3%** |  |  |
| 2U Inc., 2.25%, 05/01/25 | 2239 | 1677907 |
| Affirm Holdings Inc., 0.00% 11/15/26<sup>(b)</sup> | 9825 | 6223351 |
| Alarm.com Holdings Inc, 0.00% 01/15/26<sup>(b)</sup> | 2850 | 2391777 |
| Block Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 05/01/26<sup>(b)</sup> | 3275 | 2791938 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 03/01/25 | 5701 | 5822260 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 11/01/27 | 3379 | 2726752 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 05/15/23 | 2330 | 2663423 |
| Chegg Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 09/01/26<sup>(b)</sup> | 3205 | 2534738 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 03/15/25 | 3981 | 3542891 |
| Euronet Worldwide Inc., 0.75%, 03/15/49 (Call 03/20/25) | 2989 | 2930326 |
| FTI Consulting Inc., 2.00%, 08/15/23 | 1854 | 2937682 |
| Marathon Digital Holdings Inc., 1.00%, 12/01/26 | 4400 | 1377860 |
| Repay Holdings Corp., 0.00% 02/01/26<sup>(a)(b)</sup> | 2505 | 2010688 |
| Sabre GLBL Inc., 4.00%, 04/15/25 | 1888 | 2142465 |
| Shift4 Payments Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 12/15/25<sup>(b)</sup> | 3935 | 4212260 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 08/01/27 | 3600 | 3217860 |
| Stride Inc., 1.13%, 09/01/27 | 2392 | 2479188 |
|  |  | 51683366 |
| **Computers — 4.1%** |  |  |
| 3D Systems Corp., 0.00% 11/15/26<sup>(b)</sup> | 2825 | 2087873 |
| CyberArk Software Ltd., 0.00% 11/15/24<sup>(b)</sup> | 3275 | 3603614 |
| Insight Enterprises Inc., 0.75%, 02/15/25 | 2001 | 3337208 |
| KBR Inc., 2.50%, 11/01/23 | 1990 | 4065729 |
| Lumentum Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 03/15/24 | 2560 | 2867251 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 12/15/26 | 5971 | 5451045 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 06/15/28<sup>(a)</sup> | 4900 | 3931221 |
| PAR Technology Corp., 1.50%, 10/15/27 | 1500 | 1194285 |
| Parsons Corp., 0.25%, 08/15/25 | 2365 | 2587428 |
| Pure Storage Inc., 0.13%, 04/15/23 | 3030 | 3382389 |
| Rapid7 Inc., 0.25%, 03/15/27 | 3405 | 2799489 |
| Varonis Systems Inc., 1.25%, 08/15/25 | 1480 | 1613481 |
| Western Digital Corp., 1.50%, 02/01/24 | 5990 | 5756689 |
| Zscaler Inc., 0.13%, 07/01/25 | 6557 | 7167785 |
|  |  | 49845487 |
| **Cosmetics & Personal Care — 0.3%** |  |  |
| Beauty Health Co. (The), 1.25%, 10/01/26<sup>(a)</sup> | 4275 | 3510288 |
| **Diversified Financial Services — 1.9%** |  |  |
| Coinbase Global Inc., 0.50%, 06/01/26 | 8175 | 5567175 |
| JPMorgan Chase Financial Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 05/01/23<sup>(a)</sup> | 3100 | 3345799 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 06/15/27 | 2125 | 2528346 |
| LendingTree Inc., 0.50%, 07/15/25 | 3286 | 2537482 |
| PRA Group Inc., 3.50%, 06/01/23 | 1525 | 1533510 |
| SoFi Technologies Inc., 0.00% 10/15/26<sup>(a)(b)</sup> | 7068 | 5338672 |
| Upstart Holdings Inc., 0.25%, 08/15/26 | 3900 | 2358369 |
|  |  | 23209353 |
| **Electric — 0.8%** |  |  |
| Array Technologies Inc., 1.00%, 12/01/28 | 2425 | 2737413 |
| NRG Energy Inc., 2.75%, 06/01/48 (Call 06/01/25) | 3397 | 3491980 |
| Ormat Technologies Inc., 2.50%, 07/15/27<sup>(a)</sup> | 2450 | 2983414 |
|  |  | 9212807 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Convertible Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Electronics — 0.4%** |  |  |
| Itron Inc., 0.00% 03/15/26<sup>(b)</sup> | $2700 | $2284470 |
| Vishay Intertechnology Inc., 2.25%, 06/15/25 | 2659 | 2650332 |
|  |  | 4934802 |
| **Energy - Alternate Sources — 2.5%** |  |  |
| Enphase Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 03/01/26<sup>(b)</sup> | 3593 | 3788890 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 03/01/28<sup>(b)</sup> | 3265 | 3518625 |
| NextEra Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 06/15/24<sup>(a)(b)</sup> | 2850 | 2720981 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 11/15/25<sup>(a)(b)</sup> | 3420 | 3511040 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 06/15/26 | 2850 | 2719214 |
| SolarEdge Technologies Inc., 0.00% 09/15/25<sup>(b)</sup> | 3735 | 5016964 |
| Stem Inc., 0.50%, 12/01/28<sup>(a)</sup> | 2825 | 1898626 |
| Sunnova Energy International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 12/01/26 | 3275 | 2643351 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 02/15/28<sup>(a)</sup> | 3425 | 2880288 |
| Sunrun Inc., 0.00% 02/01/26<sup>(b)</sup> | 2350 | 1669393 |
|  |  | 30367372 |
| **Entertainment — 2.4%** |  |  |
| Cinemark Holdings Inc., 4.50%, 08/15/25 | 2615 | 2945798 |
| DraftKings Inc., 0.00% 03/15/28<sup>(b)</sup> | 7450 | 5101685 |
| Live Nation Entertainment Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 02/15/25 | 2363 | 2437104 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 03/15/23 | 3250 | 3792002 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 01/15/29 | 4000 | 4287880 |
| Marriott Vacations Worldwide Corp., 0.00% 01/15/26<sup>(b)</sup> | 3280 | 3541383 |
| Penn National Gaming Inc., 2.75%, 05/15/26 | 1889 | 3163641 |
| Vail Resorts Inc., 0.00% 01/01/26<sup>(b)</sup> | 3275 | 3114492 |
|  |  | 28383985 |
| **Food — 0.6%** |  |  |
| Beyond Meat Inc., 0.00% 03/15/27<sup>(b)</sup> | 7075 | 1753256 |
| Chefs' Warehouse Inc. (The), 2.38%, 12/15/28 | 1775 | 1953369 |
| Post Holdings Inc., 2.50%, 08/15/27<sup>(a)</sup> | 3275 | 3568571 |
|  |  | 7275196 |
| **Health Care - Products — 5.0%** |  |  |
| Alphatec Holdings Inc., 0.75%, 08/01/26 | 1950 | 1889043 |
| CONMED Corp., 2.25%, 06/15/27<sup>(a)</sup> | 4550 | 4313764 |
| Envista Holdings Corp., 2.38%, 06/01/25 | 2951 | 5630833 |
| Exact Sciences Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 03/15/27 | 4255 | 4020762 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 03/01/28 | 6560 | 5870085 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 01/15/25 | 1800 | 2108142 |
| Glaukos Corp., 2.75%, 06/15/27 | 1648 | 2001117 |
| Haemonetics Corp., 0.00% 03/01/26<sup>(b)</sup> | 2945 | 2513734 |
| Insulet Corp., 0.38%, 09/01/26 | 4565 | 6308145 |
| Integra LifeSciences Holdings Corp., 0.50%, 08/15/25 | 3268 | 3191758 |
| Lantheus Holdings Inc., 2.63%, 12/15/27 | 3275 | 3511946 |
| LivaNova USA Inc., 3.00%, 12/15/25 | 1645 | 1887637 |
| Natera Inc., 2.25%, 05/01/27 | 1689 | 2299117 |
| Novocure Ltd., 0.00% 11/01/25<sup>(b)</sup> | 3285 | 3179486 |
| NuVasive Inc., 0.38%, 03/15/25 | 3016 | 2698234 |
| Omnicell Inc., 0.25%, 09/15/25 | 3283 | 2998627 |
| Repligen Corp., 0.38%, 07/15/24 | 1629 | 2755144 |
| SmileDirectClub Inc., 0.00% 02/01/26<sup>(a)(b)</sup> | 4600 | 773536 |
| Tandem Diabetes Care Inc., 1.50%, 05/01/25<sup>(a)</sup> | 1700 | 1547850 |
|  |  | 59498960 |
| **Health Care - Services — 1.0%** |  |  |
| Accolade Inc., 0.50%, 04/01/26 | 1775 | 1375022 |
| Invitae Corp., 2.00%, 09/01/24 | 2055 | 1636602 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Health Care - Services (continued)** |  |  |
| Oak Street Health Inc., 0.00% 03/15/26<sup>(b)</sup> | $5425 | $4663221 |
| Teladoc Health Inc., 1.25%, 06/01/27 | 5690 | 4563608 |
|  |  | 12238453 |
| **Holding Companies - Diversified — 0.2%** |  |  |
| Ares Capital Corp., 4.63%, 03/01/24 | 2385 | 2508281 |
| **Home Builders — 0.4%** |  |  |
| LCI Industries, 1.13%, 05/15/26 | 2700 | 2447631 |
| Winnebago Industries Inc., 1.50%, 04/01/25 | 1775 | 2085465 |
|  |  | 4533096 |
| **Internet — 20.3%** |  |  |
| Airbnb Inc., 0.00% 03/15/26<sup>(b)</sup> | 11400 | 9802860 |
| Booking Holdings Inc., 0.75%, 05/01/25 | 4906 | 7000126 |
| Etsy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 10/01/26 | 3707 | 6379154 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 09/01/27 | 3823 | 3942431 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 06/15/28 | 5700 | 5139348 |
| Expedia Group Inc., 0.00% 02/15/26<sup>(b)</sup> | 5695 | 5185354 |
| Farfetch Ltd., 3.75%, 05/01/27 | 2350 | 2062713 |
| Fiverr International Ltd., 0.00% 11/01/25<sup>(b)</sup> | 2714 | 2292000 |
| fuboTV Inc., 3.25%, 02/15/26 | 2475 | 1153647 |
| Hello Group Inc., 1.25%, 07/01/25 | 3103 | 3012641 |
| iQIYI Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 04/01/25, (Put 04/01/23) | 6844 | 6705204 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/15/26 | 5135 | 4458669 |
| JOYY Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 06/15/25 | 2855 | 2760699 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 06/15/26 | 2850 | 2570016 |
| Lyft Inc., 1.50%, 05/15/25 | 4415 | 4047275 |
| Magnite Inc., 0.25%, 03/15/26 | 2475 | 2002077 |
| Match Group Financeco 2 Inc., 0.88%, 06/15/26<sup>(a)</sup> | 3275 | 3149240 |
| Match Group Financeco 3 Inc., 2.00%, 01/15/30<sup>(a)</sup> | 3285 | 3226264 |
| MercadoLibre Inc., 2.00%, 08/15/28 | 2500 | 6804175 |
| Okta Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 09/01/25 | 6045 | 5344808 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 06/15/26 | 6552 | 5592656 |
| Opendoor Technologies Inc., 0.25%, 08/15/26<sup>(a)</sup> | 5575 | 2822901 |
| Palo Alto Networks Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 06/01/25 | 11388 | 18698185 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 07/01/23 | 9625 | 17240396 |
| Perficient Inc., 0.13%, 11/15/26 | 2245 | 1805002 |
| Pinduoduo Inc., 0.00% 12/01/25<sup>(b)</sup> | 11390 | 11008663 |
| Q2 Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 11/15/25 | 2075 | 1773212 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 06/01/26 | 1855 | 1596617 |
| RealReal Inc., 1.00%, 03/01/28 | 1700 | 666825 |
| Sea Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 09/15/26 | 16375 | 12706509 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 12/01/25 | 6550 | 6965466 |
| Shopify Inc., 0.13%, 11/01/25 | 5237 | 4598400 |
| Snap Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 05/01/27<sup>(b)</sup> | 6550 | 4831738 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 03/01/28<sup>(a)</sup> | 8550 | 6140268 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 05/01/25 | 1623 | 1558323 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 08/01/26 | 4765 | 4425923 |
| Spotify USA Inc., 0.00% 03/15/26<sup>(b)</sup> | 8545 | 7134391 |
| TechTarget Inc., 0.00% 12/15/26<sup>(b)</sup> | 2625 | 2089710 |
| TripAdvisor Inc., 0.25%, 04/01/26 | 2025 | 1714163 |
| Uber Technologies Inc., 0.00% 12/15/25<sup>(b)</sup> | 6545 | 5691663 |
| Upwork Inc., 0.25%, 08/15/26 | 3275 | 2572873 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Convertible Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Internet (continued)** |  |  |
| Vnet Group Inc., 0.00% 02/01/26<sup>(b)</sup> | $3425 | $2950775 |
| Wayfair Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 10/01/25 | 7410 | 5686508 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 08/15/26 | 5495 | 4200927 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 09/15/27<sup>(a)</sup> | 3975 | 4770795 |
| Wix.com Ltd., 0.00% 08/15/25<sup>(b)</sup> | 4497 | 3858696 |
| Ziff Davis Inc., 1.75%, 11/01/26<sup>(a)</sup> | 3131 | 3320989 |
| Zillow Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 09/01/24 | 3475 | 4080936 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 09/01/26 | 2850 | 3391899 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 05/15/25 | 3225 | 3337907 |
|  |  | 244272017 |
| **Iron & Steel — 0.7%** |  |  |
| Allegheny Technologies Inc., 3.50%, 06/15/25 | 1669 | 4033890 |
| U.S. Steel Corp., 5.00%, 11/01/26 | 2005 | 4458438 |
|  |  | 8492328 |
| **Leisure Time — 3.5%** |  |  |
| Callaway Golf Co., 2.75%, 05/01/26 | 1523 | 2304939 |
| Carnival Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 10/01/24 | 2425 | 3182328 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 12/01/27<sup>(a)</sup> | 6450 | 7185622 |
| Liberty TripAdvisor Holdings Inc., 0.50%, 06/30/51 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 03/27/25)<sup>(a)</sup> | 2025 | 1626642 |
| NCL Corp. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 02/15/27 | 6550 | 5007213 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 02/15/27<sup>(a)</sup> | 2700 | 2133837 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 08/01/25 | 2555 | 2936487 |
| Peloton Interactive Inc., 0.00% 02/15/26<sup>(b)</sup> | 5885 | 4565877 |
| Royal Caribbean Cruises Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 06/15/23 | 2067 | 2178742 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 08/15/25<sup>(a)</sup> | 6550 | 10027657 |
| Virgin Galactic Holdings Inc, 2.50%, 02/01/27<sup>(a)</sup> | 2425 | 1403808 |
|  |  | 42553152 |
| **Lodging — 0.6%** |  |  |
| Huazhu Group Ltd., 3.00%, 05/01/26, (Put 05/01/24) | 2854 | 3818652 |
| Marriott Vacations Worldwide Corp., 3.25%, 12/15/27 | 3275 | 3539030 |
|  |  | 7357682 |
| **Machinery — 0.7%** |  |  |
| Chart Industries Inc., 1.00%, 11/15/24 | 1445 | 3291349 |
| Middleby Corp. (The), 1.00%, 09/01/25 | 4257 | 5561898 |
|  |  | 8853247 |
| **Manufacturing — 0.5%** |  |  |
| Axon Enterprise Inc., 0.50%, 12/15/27 | 4058 | 4376431 |
| John Bean Technologies Corp., 0.25%, 05/15/26 | 2300 | 2124326 |
|  |  | 6500757 |
| **Media — 5.0%** |  |  |
| Cable One Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 03/15/26<sup>(b)</sup> | 3275 | 2653208 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 03/15/28 | 1966 | 1516769 |
| DISH Network Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 12/15/25<sup>(b)</sup> | 11385 | 7554517 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 03/15/24 | 5960 | 5545363 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 08/15/26 | 17083 | 11151270 |
| Liberty Broadband Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 09/30/50 (Call 10/05/23)<sup>(a)</sup> | 4700 | 4549788 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 09/30/50 (Call 10/05/23)<sup>(a)</sup> | 3268 | 3200320 |
| Liberty Interactive LLC, 1.75%, 09/30/46 (Call 10/05/23)<sup>(a)</sup> | 1950 | 2143382 |
| Liberty Latin America Ltd., 2.00%, 07/15/24 | 2371 | 2171717 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Media (continued)** |  |  |
| Liberty Media Corp. |  |  |
| 0.50%, 12/01/50 (Call 09/01/24)<sup>(a)</sup> | $5250 | $5503837 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 10/15/23 | 4495 | 5878291 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 03/31/48 (Call 04/07/23)<sup>(a)</sup> | 2203 | 2110849 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 12/01/49 (Call 12/01/24)<sup>(a)</sup> | 3337 | 3080385 |
| Liberty Media Corp.-Liberty Formula One, 2.25%, 08/15/27<sup>(a)</sup> | 2700 | 2831247 |
|  |  | 59890943 |
| **Metal Fabricate & Hardware — 0.1%** |  |  |
| Xometry Inc., 1.00%, 02/01/27<sup>(a)</sup> | 1700 | 1541050 |
| **Mining — 0.5%** |  |  |
| Lithium Americas Corp., 1.75%, 01/15/27 | 2575 | 2244344 |
| MP Materials Corp., 0.25%, 04/01/26<sup>(a)</sup> | 3925 | 3925550 |
|  |  | 6169894 |
| **Oil & Gas — 2.5%** |  |  |
| CNX Resources Corp., 2.25%, 05/01/26 | 1885 | 2729895 |
| EQT Corp., 1.75%, 05/01/26 | 2440 | 5479020 |
| Northern Oil & Gas Inc., 3.63%, 04/15/29<sup>(a)</sup> | 2850 | 3254757 |
| Pioneer Natural Resources Co., 0.25%, 05/15/25 | 5374 | 12660822 |
| Transocean Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/15/25 | 1675 | 2574977 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 09/30/29<sup>(a)</sup> | 1700 | 3692315 |
|  |  | 30391786 |
| **Pharmaceuticals — 3.4%** |  |  |
| Aphria Inc., 5.25%, 06/01/24<sup>(a)</sup> | 1600 | 1518496 |
| Ascendis Pharma A/S, 2.25%, 04/01/28<sup>(a)</sup> | 3400 | 3540284 |
| Dexcom Inc., 0.25%, 11/15/25 | 6920 | 7279356 |
| DexCom Inc., 0.75%, 12/01/23 | 4379 | 11411849 |
| Herbalife Nutrition Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 03/15/24 | 1035 | 970002 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 06/15/28 | 1625 | 2050913 |
| Jazz Investments I Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 08/15/24 | 3347 | 3302217 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 06/15/26 | 5700 | 6718362 |
| Pacira BioSciences Inc., 0.75%, 08/01/25 | 2285 | 2094225 |
| Revance Therapeutics Inc., 1.75%, 02/15/27 | 1646 | 2122583 |
|  |  | 41008287 |
| **Real Estate — 0.6%** |  |  |
| Radius Global Infrastructure Inc., 2.50%, 09/15/26<sup>(a)</sup> | 1625 | 1500980 |
| Realogy Group LLC/Realogy Co.-Issuer Corp., 0.25%, 06/15/26 | 2475 | 1878104 |
| Redfin Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 10/15/25<sup>(b)</sup> | 3758 | 2456191 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 04/01/27 | 3275 | 1650993 |
|  |  | 7486268 |
| **Real Estate Investment Trusts — 1.2%** |  |  |
| Arbor Realty Trust Inc., 7.50%, 08/01/25<sup>(a)</sup> | 1775 | 1816517 |
| Blackstone Mortgage Trust Inc., 5.50%, 03/15/27 | 1847 | 1681934 |
| Pebblebrook Hotel Trust, 1.75%, 12/15/26 | 4270 | 3872890 |
| PennyMac Corp., 5.50%, 03/15/26 | 1960 | 1786520 |
| Summit Hotel Properties Inc., 1.50%, 02/15/26 | 1770 | 1639976 |
| Two Harbors Investment Corp., 6.25%, 01/15/26 | 1675 | 1488639 |
| Uniti Group Inc., 7.50%, 12/01/27 | 1800 | 1842858 |
|  |  | 14129334 |
| **Retail — 1.3%** |  |  |
| Burlington Stores Inc., 2.25%, 04/15/25 | 2902 | 3585131 |
| Cheesecake Factory Inc. (The), 0.38%, 06/15/26 | 2025 | 1762519 |
| Cracker Barrel Old Country Store Inc., 0.63%, 06/15/26 | 1775 | 1599115 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Convertible Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)* | *Value* |
| **Retail (continued)** |  |  |
| Guess? Inc., 2.00%, 04/15/24 | $1700 | $1894582 |
| National Vision Holdings Inc., 2.50%, 05/15/25 | 2297 | 3269366 |
| Patrick Industries Inc., 1.75%, 12/01/28 | 1525 | 1389062 |
| Shake Shack Inc., 0.00% 03/01/28<sup>(b)</sup> | 1550 | 1158920 |
| Vroom Inc., 0.75%, 07/01/26 | 2400 | 824520 |
|  |  | 15483215 |
| **Semiconductors — 3.5%** |  |  |
| Impinj Inc., 1.13%, 05/15/27 | 1625 | 2227306 |
| MACOM Technology Solutions Holdings Inc., 0.25%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;03/15/26 | 2550 | 2633666 |
| Microchip Technology Inc., 0.13%, 11/15/24 | 3925 | 4345485 |
| ON Semiconductor Corp., 0.00% 05/01/27<sup>(b)</sup> | 4575 | 6859892 |
| Semtech Corp., 1.63%, 11/01/27<sup>(a)</sup> | 1825 | 2023067 |
| Silicon Laboratories Inc., 0.63%, 06/15/25 | 3041 | 4181497 |
| Wolfspeed Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 02/15/28<sup>(a)</sup> | 4425 | 4055778 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 05/01/26 | 3276 | 5634655 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 12/01/29<sup>(a)</sup> | 9975 | 9681635 |
|  |  | 41642981 |
| **Software — 16.5%** |  |  |
| 1Life Healthcare Inc., 3.00%, 06/15/25 | 1875 | 1795913 |
| Akamai Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 05/01/25 | 6537 | 7024987 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 09/01/27 | 6551 | 6510449 |
| Alteryx Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 08/01/24 | 2350 | 2183691 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 08/01/26 | 2367 | 1991594 |
| Avaya Inc., 8.00%, 12/15/27 | 1650 | 542718 |
| Bandwidth Inc., 0.50%, 04/01/28 | 1483 | 964944 |
| Bentley Systems Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 01/15/26 | 3940 | 3649386 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 07/01/27 | 3275 | 2728370 |
| BigCommerce Holdings Inc., 0.25%, 10/01/26 | 1975 | 1495391 |
| Bilibili Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 12/01/26 | 2550 | 2217480 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 06/15/27 | 4259 | 4493288 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 04/01/26 | 2440 | 3088210 |
| Bill.com Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 12/01/25<sup>(b)</sup> | 6545 | 6870614 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 04/01/27<sup>(b)</sup> | 3275 | 2643613 |
| Blackline Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 03/15/26<sup>(b)</sup> | 6540 | 5666975 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 08/01/24 | 1463 | 1675501 |
| Box Inc., 0.00% 01/15/26<sup>(b)</sup> | 1975 | 2648120 |
| Ceridian HCM Holding Inc., 0.25%, 03/15/26 | 3275 | 2969410 |
| Cloudflare Inc., 0.00% 08/15/26<sup>(b)</sup> | 7375 | 6139687 |
| Confluent Inc., 0.00% 01/15/27<sup>(b)</sup> | 6475 | 5052378 |
| Coupa Software Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 06/15/25 | 4575 | 4466572 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 06/15/26 | 7857 | 7653504 |
| Datadog Inc., 0.13%, 06/15/25 | 4404 | 4825991 |
| DigitalOcean Holdings Inc., 0.00% 12/01/26<sup>(b)</sup> | 8550 | 6605131 |
| DocuSign Inc, 0.00% 01/15/24<sup>(b)</sup> | 3760 | 3572902 |
| Dropbox Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 03/01/26<sup>(b)</sup> | 3965 | 3640703 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 03/01/28<sup>(b)</sup> | 3945 | 3573854 |
| Envestnet Inc., 0.75%, 08/15/25 | 4560 | 4238839 |
| Everbridge Inc., 0.00% 03/15/26<sup>(b)</sup> | 2200 | 1871518 |
| Fastly Inc., 0.00% 03/15/26<sup>(b)</sup> | 4075 | 3164400 |
| Five9 Inc., 0.50%, 06/01/25 | 4410 | 4166303 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par/*<br> *Shares*<br> *(000)* | *Value* |
| **Software (continued)** |  |  |
| Guidewire Software Inc., 1.25%, 03/15/25 | $2274 | $2188998 |
| HubSpot Inc., 0.38%, 06/01/25 | 2614 | 3620468 |
| Jamf Holding Corp., 0.13%, 09/01/26 | 2300 | 1924916 |
| LivePerson Inc., 0.00% 12/15/26<sup>(b)</sup> | 3085 | 2291014 |
| MicroStrategy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 02/15/27<sup>(b)</sup> | 5975 | 2655828 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 12/15/25 | 3700 | 2741737 |
| MongoDB Inc., 0.25%, 01/15/26 | 6539 | 8018972 |
| New Relic Inc., 0.50%, 05/01/23 | 1650 | 1628171 |
| NextGen Healthcare Inc., 3.75%, 11/15/27<sup>(a)</sup> | 1700 | 1781124 |
| Nutanix Inc., 0.25%, 10/01/27 | 3275 | 2840997 |
| PagerDuty Inc., 1.25%, 07/01/25 | 1775 | 1879583 |
| Pegasystems Inc., 0.75%, 03/01/25 | 3407 | 2973834 |
| Porch Group Inc., 0.75%, 09/15/26<sup>(a)</sup> | 2500 | 1507900 |
| Progress Software Corp., 1.00%, 04/15/26 | 2125 | 2233906 |
| RingCentral Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 03/01/25<sup>(b)</sup> | 5703 | 4998394 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 03/15/26<sup>(b)</sup> | 3696 | 2970253 |
| Splunk Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 09/15/23 | 4568 | 4449095 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 09/15/25 | 4906 | 4835501 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 06/15/27 | 7191 | 6207846 |
| Tabula Rasa HealthCare Inc., 1.75%, 02/15/26 | 2003 | 1602400 |
| Tyler Technologies Inc., 0.25%, 03/15/26 | 3415 | 3242440 |
| Unity Software Inc., 0.00% 11/15/26<sup>(b)</sup> | 9825 | 7586865 |
| Verint Systems Inc., 0.25%, 04/15/26 | 1935 | 1726330 |
| Workiva Inc., 1.13%, 08/15/26 | 2025 | 2551601 |
|  |  | 198590609 |
| **Telecommunications — 0.8%** |  |  |
| GDS Holdings Ltd., 2.00%, 06/01/25, (Put 06/01/23) | 1720 | 1700650 |
| Infinera Corp., 3.75%, 08/01/28<sup>(a)</sup> | 2200 | 2914934 |
| InterDigital Inc., 3.50%, 06/01/27<sup>(a)</sup> | 2625 | 2885426 |
| Nice Ltd., 0.00% 09/15/25<sup>(b)</sup> | 2629 | 2508434 |
|  |  | 10009444 |
| **Transportation — 1.1%** |  |  |
| Air Transport Services Group Inc., 1.13%, 10/15/24 | 1582 | 1673519 |
| Atlas Air Worldwide Holdings Inc., 1.88%, 06/01/24 | 1700 | 2866761 |
| CryoPort Inc., 0.75%, 12/01/26<sup>(a)</sup> | 2450 | 1934569 |
| ZTO Express Cayman Inc., 1.50%, 09/01/27, (Put 09/02/25)<sup>(a)</sup> | 5700 | 6343986 |
|  |  | 12818835 |
| **Trucking & Leasing — 0.2%** |  |  |
| Greenbrier Companies Inc., 2.88%, 04/15/28 | 2300 | 1977678 |
| **Total Convertible Bonds — 99.4%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**(Cost: $1,493,480,539)** |  | 1196008222 |
| **Common Stocks** |  |  |
| **Media — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gannett Co. Inc.<sup>(c)(d)</sup> | 250 | 565000 |
| **Total Common Stocks — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**(Cost $1,444,315)** |  | 565000 |
| **Total Long-Term Investments — 99.5%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**(Cost: $1,494,924,854)** |  | 1196573222 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Convertible Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares*<br> *(000)* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*Value* |
| **Short-Term Securities** |  |  |
| **Money Market Funds — 0.5%** |  |  |
| BlackRock Cash Funds: Institutional, SL Agency Shares, 4.56%<sup>(e)(f)(g)</sup> | 254 | $254036 |
| BlackRock Cash Funds: Treasury, SL Agency Shares, 4.18%<sup>(e)(f)</sup> | 6310 | 6310000 |
| **Total Short-Term Securities — 0.5%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**(Cost: $6,564,010)** |  | 6564036 |
| **Total Investments — 100.0%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**(Cost: $1,501,488,864)** |  | 1203137258 |
| **Liabilities in Excess of Other Assets — (0.0)%** |  | (464769) |
| **Net Assets — 100.0%** |  | $1202672489 |

---

<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> Zero-coupon bond.

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

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

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

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

<sup>(g)</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, 2023 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at<br> 10/31/22* | *Purchases<br> at Cost* | *Proceeds from Sale* | *Net Realized <br> Gain (Loss)* | *Change in Unrealized* <br> *Appreciation* <br> *(Depreciation)* | *Value at* <br> *01/31/23*  | *Shares*<br> *Held at*<br> *01/31/23*<br> *(000)*  | *Income* | *Capital Gain*<br> *Distributions from*<br> *Underlying Funds* |
| BlackRock Cash Funds: Institutional, SL Agency Shares | $310355 | $— | $(56555)<sup>(a)</sup> | $124 | $112 | $254036 | 254 | $220 <sup>(b)</sup> | $— |
| BlackRock Cash Funds: Treasury, SL Agency Shares | 10280000 |  | (3970000)<sup>(a)</sup> |  |  | 6310000 | 6310 | 125158 | 14 |
|  |  |  |  | $124 | $112 | $6564036 |  | $125378 | $14 |

---

<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 fees and collateral investment expenses, and other payments to and from borrowers of securities.

**Fair Value Hierarchy as of Period End**

Various inputs are used in determining the fair value of financial instruments. 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 for identical assets or liabilities that each Fund has the ability to access;

● Level 2 – Other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market-corroborated inputs); and

● Level 3 – Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available (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. There may not be a secondary market, and/or there are 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.

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Convertible Bond ETF** |
| January 31, 2023 |  |

---

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | *Level 1* | | *Level 2* | *Level 3* | *Total* |
| Assets |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Long-Term Investments |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Convertible Bonds | $— |  | $1196008222 | $— | $1196008222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Common Stocks | 565000 |  |  |  | 565000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-Term Securities |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 6564036 |  |  |  | 6564036 |
|  | $7129036 |  | $1196008222 | $— | $1203137258 |

---

## 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 Convertible Bond ETF

- **b. EDGAR series identifier (if any):** S000048637

- **c. LEI of Series:** 5493009GXGY863LN1X56

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $1247471598.60

**Total Liabilities:** $44784606.60

**Net Assets:** $1202686992.00

**Cash Not Reported:** $9067.48

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 94.19000000 | **1-Year:** 3050.79000000 | **5-Year:** 3117.34000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 645.77000000 | **1-Year:** 24279.46000000 | **5-Year:** 153701.46000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000153287 | 1.33%                | -2.52%               | 6.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2703613.17              | $18701647.35                               |
| Month 2  | $-3461402.18             | $-46926051.66                              |
| Month 3  | $-16699730.69            | $114556635.00                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SEA LTD                                        | Sea Ltd                                               | CUSIP: 81141RAG5<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |  16375000 | PA      | $12706508.75  | 1.06%             | 2026-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| WORKIVA INC                                    | Workiva Inc                                           | CUSIP: 98139AAB1<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2551601.25   | 0.21%             | 2026-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                            | Coinbase Global Inc                                   | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   8175000 | PA      | $5567175.00   | 0.46%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LYFT INC                                       | Lyft Inc                                              | CUSIP: 55087PAB0<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |   4415000 | PA      | $4047274.65   | 0.34%             | 2025-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CRYOPORT INC                                   | CryoPort Inc                                          | CUSIP: 229050AC3<br>LEI: 9845004D8538BT8JF626 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $1934569.00   | 0.16%             | 2026-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SOFI TECHNOLOGIES INC                          | SoFi Technologies Inc                                 | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |   7068000 | PA      | $5338672.44   | 0.44%             | 2026-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT VACATION WORLDW                       | Marriott Vacations Worldwide Corp                     | CUSIP: 57164YAE7<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $3539030.50   | 0.29%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RADIUS GBL INFASTRUCTURE                       | Radius Global Infrastructure Inc                      | CUSIP: 750481AA1<br>LEI: 213800NT341MQ5USBX63 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1500980.00   | 0.12%             | 2026-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                         | Jazz Investments I Ltd                                | CUSIP: 472145AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3347000 | PA      | $3302217.14   | 0.27%             | 2024-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BIGCOMMERCE HOLDINGS INC                       | BigCommerce Holdings Inc                              | CUSIP: 08975PAB4<br>LEI: 549300MOVEFQ78DMPG58 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1495391.00   | 0.12%             | 2026-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DROPBOX INC                                    | Dropbox Inc                                           | CUSIP: 26210CAC8<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |   3965000 | PA      | $3640702.65   | 0.30%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SMART GLOBAL HOLDINGS IN                       | SMART Global Holdings Inc                             | CUSIP: 83205YAB0<br>LEI: 529900RDGHQY8XKXPN14 | Long             | DBT              | CORP              | KY        |    875000 | PA      | $945927.50    | 0.08%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PENNYMAC CORP                                  | PennyMac Corp                                         | CUSIP: 70932AAF0<br>LEI: EWN0I878407TKQNXZ933 | Long             | DBT              |  | US        |   1960000 | PA      | $1786520.40   | 0.15%             | 2026-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLACKLINE INC                                  | Blackline Inc                                         | CUSIP: 09239BAB5<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |   1463000 | PA      | $1675500.75   | 0.14%             | 2024-08-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| VARONIS SYSTEM INC                             | Varonis Systems Inc                                   | CUSIP: 922280AB8<br>LEI: 549300SHIVNRRH7STS26 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1613481.20   | 0.13%             | 2025-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                            | Axon Enterprise Inc                                   | CUSIP: 05464CAA9<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   4058000 | PA      | $4376431.26   | 0.36%             | 2027-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| STEM INC                                       | Stem Inc                                              | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $1898626.00   | 0.16%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                | RingCentral Inc                                       | CUSIP: 76680RAH0<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |   3696000 | PA      | $2970253.44   | 0.25%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HELLO GROUP INC                                | Hello Group Inc                                       | CUSIP: 60879BAB3<br>LEI: 549300YMGLID32W48529 | Long             | DBT              | CORP              | KY        |   3103000 | PA      | $3012640.64   | 0.25%             | 2025-07-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TOPGOLF CALL BRAN CORP                         | Topgolf Callaway Brands Corp                          | CUSIP: 131193AE4<br>LEI: 5493005UB0KFRKBPCU72 | Long             | DBT              | CORP              | US        |   1523000 | PA      | $2304938.66   | 0.19%             | 2026-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DROPBOX INC                                    | Dropbox Inc                                           | CUSIP: 26210CAD6<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |   3945000 | PA      | $3573854.40   | 0.30%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THE REALREAL INC                               | RealReal Inc/The                                      | CUSIP: 88339PAD3<br>LEI: 549300O00VUGT4H1PE90 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $666825.00    | 0.06%             | 2028-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                          | Lumentum Holdings Inc                                 | CUSIP: 55024UAE9<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $3931221.00   | 0.33%             | 2028-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SHOPIFY INC                                    | Shopify Inc                                           | CUSIP: 82509LAA5<br>LEI: 549300HGQ43STJLLP808 | Long             | DBT              | CORP              | CA        |   5237000 | PA      | $4598400.22   | 0.38%             | 2025-11-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY INTL INC                        | Sunnova Energy International Inc                      | CUSIP: 86745KAF1<br>LEI: 549300JK1Y1VVC3JU540 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $2643350.75   | 0.22%             | 2026-12-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| REVANCE THERAPEUTICS INC                       | Revance Therapeutics Inc                              | CUSIP: 761330AB5<br>LEI: 549300N33TFDZHS81H11 | Long             | DBT              | CORP              | US        |   1646000 | PA      | $2122582.84   | 0.18%             | 2027-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                               | MercadoLibre Inc                                      | CUSIP: 58733RAD4<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $6804175.00   | 0.57%             | 2028-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                       | Ionis Pharmaceuticals Inc                             | CUSIP: 462222AD2<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3455604.00   | 0.29%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPLIGEN CORP                                  | Repligen Corp                                         | CUSIP: 759916AB5<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |   1629000 | PA      | $2755143.99   | 0.23%             | 2024-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                          | Uber Technologies Inc                                 | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   6545000 | PA      | $5691662.90   | 0.47%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIVE9 INC                                      | Five9 Inc                                             | CUSIP: 338307AD3<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |   4410000 | PA      | $4166303.40   | 0.35%             | 2025-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FUBOTV INC                                     | fuboTV Inc                                            | CUSIP: 35953DAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2475000 | PA      | $1153647.00   | 0.10%             | 2026-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                       | Ionis Pharmaceuticals Inc                             | CUSIP: 462222AB6<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   3126000 | PA      | $2894488.44   | 0.24%             | 2024-12-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                         | Penn Entertainment Inc                                | CUSIP: 707569AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1889000 | PA      | $3163640.53   | 0.26%             | 2026-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LI AUTO INC                                    | Li Auto Inc                                           | CUSIP: 50202MAB8<br>LEI: 2549003R73Q70J5H4I65 | Long             | DBT              | CORP              | KY        |   4900000 | PA      | $5572966.00   | 0.46%             | 2028-05-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                               | Vail Resorts Inc                                      | CUSIP: 91879QAN9<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $3114492.25   | 0.26%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INNOVIVA INC                                   | Innoviva Inc                                          | CUSIP: 45781MAC5<br>LEI: 549300ACOX4QTBES6535 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1297584.00   | 0.11%             | 2028-03-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Q2 HOLDINGS INC                                | Q2 Holdings Inc                                       | CUSIP: 74736LAD1<br>LEI: 549300M9RKR9DZXWS696 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1596617.05   | 0.13%             | 2026-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HERBALIFE LTD                                  | Herbalife Nutrition Ltd                               | CUSIP: 42703MAE3<br>LEI: 549300BA7TYPBSZZIA41 | Long             | DBT              | CORP              | KY        |   1625000 | PA      | $2050912.50   | 0.17%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES STEEL CORP                       | United States Steel Corp                              | CUSIP: 912909AT5<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $4458438.30   | 0.37%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP/CO-ISSUER                        | Realogy Group LLC / Realogy Co-Issuer Corp            | CUSIP: 75606DAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2475000 | PA      | $1878104.25   | 0.16%             | 2026-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TRAVERE THERAPEUTICS INC                       | Travere Therapeutics Inc                              | CUSIP: 89422GAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1894990.50   | 0.16%             | 2029-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TELADOC HEALTH INC                             | Teladoc Health Inc                                    | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |   5690000 | PA      | $4563607.60   | 0.38%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HUBSPOT INC                                    | HubSpot Inc                                           | CUSIP: 443573AD2<br>LEI: 529900BLNVEW0MVKJB37 | Long             | DBT              | CORP              | US        |   2614000 | PA      | $3620468.42   | 0.30%             | 2025-06-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                  | Cable One Inc                                         | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $2653208.50   | 0.22%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                         | Array Technologies Inc                                | CUSIP: 04271TAB6<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2737412.75   | 0.23%             | 2028-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                         | Jazz Investments I Ltd                                | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5700000 | PA      | $6718362.00   | 0.56%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MIDDLEBY CORP                                  | Middleby Corp/The                                     | CUSIP: 596278AB7<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | DBT              | CORP              | US        |   4257000 | PA      | $5561898.21   | 0.46%             | 2025-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                          | Burlington Stores Inc                                 | CUSIP: 122017AB2<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |   2902000 | PA      | $3585130.80   | 0.30%             | 2025-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                 | Sabre GLBL Inc                                        | CUSIP: 78573NAE2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   1888000 | PA      | $2142464.64   | 0.18%             | 2025-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                       | Etsy Inc                                              | CUSIP: 29786AAJ5<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   3707000 | PA      | $6379153.88   | 0.53%             | 2026-10-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CHEGG INC                                      | Chegg Inc                                             | CUSIP: 163092AF6<br>LEI: 549300AKX7O8JG0O3G77 | Long             | DBT              | CORP              | US        |   3205000 | PA      | $2534738.35   | 0.21%             | 2026-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPLUNK INC                                     | Splunk Inc                                            | CUSIP: 848637AC8<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |   4568000 | PA      | $4449094.96   | 0.37%             | 2023-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BENTLEY SYSTEMS INC                            | Bentley Systems Inc                                   | CUSIP: 08265TAB5<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |   3940000 | PA      | $3649385.60   | 0.30%             | 2026-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                          | ON Semiconductor Corp                                 | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   4575000 | PA      | $6859892.25   | 0.57%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                             | CNX Resources Corp                                    | CUSIP: 12653CAG3<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $2729894.70   | 0.23%             | 2026-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNIT GROUP INC                                 | Uniti Group Inc                                       | CUSIP: 91325VAA6<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              |  | US        |   1800000 | PA      | $1842858.00   | 0.15%             | 2027-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INTEGRA LIFESCIENCES HLD                       | Integra LifeSciences Holdings Corp                    | CUSIP: 457985AM1<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | DBT              | CORP              | US        |   3268000 | PA      | $3191757.56   | 0.27%             | 2025-08-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                  | Wolfspeed Inc                                         | CUSIP: 225447AD3<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |   3276000 | PA      | $5634654.48   | 0.47%             | 2026-05-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS                        | Alnylam Pharmaceuticals Inc                           | CUSIP: 02043QAA5<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $6303619.00   | 0.52%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RAPID7 INC                                     | Rapid7 Inc                                            | CUSIP: 753422AF1<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |   3405000 | PA      | $2799488.85   | 0.23%             | 2027-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CHEGG INC                                      | Chegg Inc                                             | CUSIP: 163092AD1<br>LEI: 549300AKX7O8JG0O3G77 | Long             | DBT              | CORP              | US        |   3981000 | PA      | $3542890.95   | 0.29%             | 2025-03-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| JAMF HOLDING CORP                              | Jamf Holding Corp                                     | CUSIP: 47074LAB1<br>LEI: 254900IHLXZU4Z5ANA12 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1924916.00   | 0.16%             | 2026-09-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                              | Post Holdings Inc                                     | CUSIP: 737446AS3<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $3568571.00   | 0.30%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PAGERDUTY INC.                                 | PagerDuty Inc                                         | CUSIP: 69553PAB6<br>LEI: 549300U1SB749EDAGH21 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1879583.00   | 0.16%             | 2025-07-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                             | Enphase Energy Inc                                    | CUSIP: 29355AAH0<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |   3593000 | PA      | $3788890.36   | 0.32%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                       | Snap Inc                                              | CUSIP: 83304AAB2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   4765000 | PA      | $4425922.60   | 0.37%             | 2026-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| COPA HOLDINGS SA                               | Copa Holdings SA                                      | CUSIP: 21720AAB8<br>LEI: 529900BB9UQJV6QQHA59 | Long             | DBT              | CORP              | PA        |   2000000 | PA      | $3697620.00   | 0.31%             | 2025-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHN BEAN TECHNOLOGIES C                       | John Bean Technologies Corp                           | CUSIP: 477839AB0<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2124326.00   | 0.18%             | 2026-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NEW RELIC INC                                  | New Relic Inc                                         | CUSIP: 64829BAB6<br>LEI: 549300AB8FY2HQILL804 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1628170.50   | 0.14%             | 2023-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FARFETCH LTD                                   | Farfetch Ltd                                          | CUSIP: 30744WAD9<br>LEI: 549300QFQ74Z0F96NS78 | Long             | DBT              | CORP              | KY        |   2350000 | PA      | $2062712.50   | 0.17%             | 2027-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALTERYX INC                                    | Alteryx Inc                                           | CUSIP: 02156BAF0<br>LEI: 549300XWZG0JHL7I0827 | Long             | DBT              | CORP              | US        |   2367000 | PA      | $1991593.80   | 0.17%             | 2026-08-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP FINANCECO 3                        | Match Group Financeco 3 Inc                           | CUSIP: 44932KAA4<br>LEI: 5493003IEL8HSZKWUI17 | Long             | DBT              | CORP              | US        |   3285000 | PA      | $3226264.20   | 0.27%             | 2030-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                        | Pebblebrook Hotel Trust                               | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              |  | US        |   4270000 | PA      | $3872890.00   | 0.32%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY INTL INC                        | Sunnova Energy International Inc                      | CUSIP: 86745KAG9<br>LEI: 549300JK1Y1VVC3JU540 | Long             | DBT              | CORP              | US        |   3425000 | PA      | $2880288.00   | 0.24%             | 2028-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ESPERION THERAPEUTICS                          | Esperion Therapeutics Inc                             | CUSIP: 29664WAB1<br>LEI: 549300OFU56UKEWVUS92 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $936324.00    | 0.08%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES INC                         | Tyler Technologies Inc                                | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |   3415000 | PA      | $3242440.05   | 0.27%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PELOTON INTERACTIVE INC                        | Peloton Interactive Inc                               | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |   5885000 | PA      | $4565877.25   | 0.38%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LUCID GROUP INC                                | Lucid Group Inc                                       | CUSIP: 549498AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11450000 | PA      | $7377807.50   | 0.61%             | 2026-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ALARM.COM HLDGS INC                            | Alarm.com Holdings Inc                                | CUSIP: 011642AB1<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2391777.00   | 0.20%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                             | Liberty Media Corp                                    | CUSIP: 531229AB8<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |   4495000 | PA      | $5878291.30   | 0.49%             | 2023-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                              | DISH Network Corp                                     | CUSIP: 25470MAD1<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   5960000 | PA      | $5545362.80   | 0.46%             | 2024-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MONGODB INC                                    | MongoDB Inc                                           | CUSIP: 60937PAD8<br>LEI: 549300TPTG69WKWE1Z37 | Long             | DBT              | CORP              | US        |   6539000 | PA      | $8018971.87   | 0.67%             | 2026-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES                        | Summit Hotel Properties Inc                           | CUSIP: 866082AA8<br>LEI: 254900OBQWJK6X20LS71 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1639975.80   | 0.14%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                             | Enphase Energy Inc                                    | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |   3265000 | PA      | $3518625.20   | 0.29%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLAUKOS CORP                                   | Glaukos Corp                                          | CUSIP: 377322AB8<br>LEI: 5299004JA1LHE21M6T14 | Long             | DBT              | CORP              | US        |   1648000 | PA      | $2001116.96   | 0.17%             | 2027-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LCI INDUSTRIES                                 | LCI Industries                                        | CUSIP: 501812AB7<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2447631.00   | 0.20%             | 2026-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                  | PRA Group Inc                                         | CUSIP: 69354NAB2<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1533509.50   | 0.13%             | 2023-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APHRIA INC                                     | Aphria Inc                                            | CUSIP: 03765KAA2<br>LEI: 52990092S6BM5E48CI11 | Long             | DBT              | CORP              | CA        |   1600000 | PA      | $1518496.00   | 0.13%             | 2024-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                            | Exact Sciences Corp                                   | CUSIP: 30063PAB1<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |   4255000 | PA      | $4020762.25   | 0.33%             | 2027-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BENTLEY SYSTEMS                                | Bentley Systems Inc                                   | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $2728369.75   | 0.23%             | 2027-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                       | Live Nation Entertainment Inc                         | CUSIP: 538034AU3<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   2363000 | PA      | $2437103.68   | 0.20%             | 2025-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ZILLOW GROUP INC                               | Zillow Group Inc                                      | CUSIP: 98954MAE1<br>LEI: 2549002XEELQDIR6FU05 | Long             | DBT              | CORP              | US        |   3475000 | PA      | $4080935.75   | 0.34%             | 2024-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BOFA FINANCE LLC                               | BofA Finance LLC                                      | CUSIP: 09709TED9<br>LEI: 549300CGZYSEY3ZSIW16 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1519966.35   | 0.13%             | 2023-05-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PINDUODUO INC                                  | Pinduoduo Inc                                         | CUSIP: 722304AC6<br>LEI: 5493000573DS7005T657 | Long             | DBT              | CORP              | KY        |  11390000 | PA      | $11008662.80  | 0.92%             | 2025-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEXCOM INC                                     | Dexcom Inc                                            | CUSIP: 252131AH0<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |   4379000 | PA      | $11411849.16  | 0.95%             | 2023-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORP                                   | Semtech Corp                                          | CUSIP: 816850AE1<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $2023067.25   | 0.17%             | 2027-11-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NATIONAL VISION HOLDINGS                       | National Vision Holdings Inc                          | CUSIP: 63845RAB3<br>LEI: 549300JHURCBLI5ROA42 | Long             | DBT              | CORP              | US        |   2297000 | PA      | $3269366.04   | 0.27%             | 2025-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                            | Shift4 Payments Inc                                   | CUSIP: 82452JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3935000 | PA      | $4212260.10   | 0.35%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                       | Snap Inc                                              | CUSIP: 83304AAF3<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   6550000 | PA      | $4831738.50   | 0.40%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VERINT SYSTEMS INC                             | Verint Systems Inc                                    | CUSIP: 92343XAC4<br>LEI: 549300KEQJS5FRVUCO94 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1726329.60   | 0.14%             | 2026-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                            | BlackRock Cash Funds: Institutional, SL Agency Shares | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |    253883 | NS      | $254035.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLAR EDGE TECHNOLOGIES                        | SolarEdge Technologies Inc                            | CUSIP: 83417MAD6<br>LEI: 5493000K6Y58XXPDF853 | Long             | DBT              | CORP              | US        |   3735000 | PA      | $5016964.05   | 0.42%             | 2025-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                             | Liberty Media Corp                                    | CUSIP: 531229AJ1<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |   3337000 | PA      | $3080384.70   | 0.26%             | 2049-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                      | Block Inc                                             | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   3379000 | PA      | $2726751.63   | 0.23%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| H WORLD GROUP LTD                              | H World Group Ltd                                     | CUSIP: 44332NAB2<br>LEI: 549300Y5ML31FVN83730 | Long             | DBT              | CORP              | KY        |   2854000 | PA      | $3818652.00   | 0.32%             | 2026-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HAEMONETICS CORP                               | Haemonetics Corp                                      | CUSIP: 405024AB6<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |   2945000 | PA      | $2513734.20   | 0.21%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT VACATION WORLDW                       | Marriott Vacations Worldwide Corp                     | CUSIP: 57164YAD9<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |   3280000 | PA      | $3541383.20   | 0.29%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                         | CUSIP: 143658BT8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2425000 | PA      | $3182327.50   | 0.26%             | 2024-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTERDIGITAL INC                               | InterDigital Inc                                      | CUSIP: 45867GAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2885426.25   | 0.24%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                     | Airbnb Inc                                            | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |  11400000 | PA      | $9802860.00   | 0.82%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PORCH GROUP INC                                | Porch Group Inc                                       | CUSIP: 733245AA2<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1507900.00   | 0.13%             | 2026-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BEYOND MEAT INC                                | Beyond Meat Inc                                       | CUSIP: 08862EAB5<br>LEI: 549300XQ946NCE51DR09 | Long             | DBT              | CORP              | US        |   7075000 | PA      | $1753255.75   | 0.15%             | 2027-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOCUSIGN INC                                   | DocuSign Inc                                          | CUSIP: 256163AD8<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | DBT              | CORP              | US        |   3760000 | PA      | $3572902.40   | 0.30%             | 2024-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                           | Bridgebio Pharma Inc                                  | CUSIP: 10806XAB8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   3120000 | PA      | $1492514.40   | 0.12%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WINNEBAGO INDUSTRIES                           | Winnebago Industries Inc                              | CUSIP: 974637AB6<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $2085465.25   | 0.17%             | 2025-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ITRON INC                                      | Itron Inc                                             | CUSIP: 465741AN6<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2284470.00   | 0.19%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                         | Patrick Industries Inc                                | CUSIP: 703343AG8<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1389061.50   | 0.12%             | 2028-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DIGITALOCEAN HOLDINGS                          | DigitalOcean Holdings Inc                             | CUSIP: 25402DAB8<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |   8550000 | PA      | $6605131.50   | 0.55%             | 2026-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                         | CUSIP: 143658BU5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   6450000 | PA      | $7185622.50   | 0.60%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                   | NCL Corp Ltd                                          | CUSIP: 62886HBJ9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   2700000 | PA      | $2133837.00   | 0.18%             | 2027-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FTI CONSULTING INC                             | FTI Consulting Inc                                    | CUSIP: 302941AP4<br>LEI: 549300K17GM8EQD0FQ48 | Long             | DBT              | CORP              | US        |   1854000 | PA      | $2937681.54   | 0.24%             | 2023-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                             | Liberty Media Corp                                    | CUSIP: 531229AG7<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |   2203000 | PA      | $2110848.51   | 0.18%             | 2048-03-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| M/A-COM TECH SOLUTIONS                         | MACOM Technology Solutions Holdings Inc               | CUSIP: 55405YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2633665.50   | 0.22%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                              | DISH Network Corp                                     | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |  11385000 | PA      | $7554516.75   | 0.63%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNRUN INC                                     | Sunrun Inc                                            | CUSIP: 86771WAB1<br>LEI: 54930007SJ77CI66U531 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $1669393.00   | 0.14%             | 2026-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS IN                       | Halozyme Therapeutics Inc                             | CUSIP: 40637HAE9<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4578675.00   | 0.38%             | 2028-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                       | Pioneer Natural Resources Co                          | CUSIP: 723787AP2<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   5374000 | PA      | $12660821.56  | 1.05%             | 2025-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                                    | Wayfair Inc                                           | CUSIP: 94419LAN1<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   3975000 | PA      | $4770795.00   | 0.40%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY PARTNERS                        | NextEra Energy Partners LP                            | CUSIP: 65341BAD8<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |   3420000 | PA      | $3511040.40   | 0.29%             | 2025-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                              | Expedia Group Inc                                     | CUSIP: 30212PBE4<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   5695000 | PA      | $5185354.45   | 0.43%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                        | BioMarin Pharmaceutical Inc                           | CUSIP: 09061GAH4<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |   2820000 | PA      | $3111559.80   | 0.26%             | 2024-08-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| NIO INC                                        | NIO Inc                                               | CUSIP: 62914VAE6<br>LEI: 549300JBU4TV5OCKJV96 | Long             | DBT              | CORP              | KY        |   4275000 | PA      | $3939027.75   | 0.33%             | 2026-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                            | Shift4 Payments Inc                                   | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3217860.00   | 0.27%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| INVITAE CORP                                   | Invitae Corp                                          | CUSIP: 46185LAB9<br>LEI: 549300MYI59DZW1WIX92 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $1636602.00   | 0.14%             | 2024-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC                           | Upstart Holdings Inc                                  | CUSIP: 91680MAB3<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $2358369.00   | 0.20%             | 2026-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                         | Guidewire Software Inc                                | CUSIP: 40171VAA8<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |   2274000 | PA      | $2188997.88   | 0.18%             | 2025-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NOVOCURE LTD                                   | Novocure Ltd                                          | CUSIP: 67011XAB9<br>LEI: 213800YPP55UMHWA4826 | Long             | DBT              | CORP              | JE        |   3285000 | PA      | $3179485.80   | 0.26%             | 2025-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                             | Liberty Media Corp                                    | CUSIP: 531229AK8<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5503837.50   | 0.46%             | 2050-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ENVESTNET INC                                  | Envestnet Inc                                         | CUSIP: 29404KAE6<br>LEI: 549300HLWZ5OKIDM8737 | Long             | DBT              | CORP              | US        |   4560000 | PA      | $4238839.20   | 0.35%             | 2025-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                            | NCL Corp Ltd                                          | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   6550000 | PA      | $5007213.00   | 0.42%             | 2027-02-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| INFINERA CORP                                  | Infinera Corp                                         | CUSIP: 45667GAF0<br>LEI: 549300ZOF66WPV3H0H17 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2914934.00   | 0.24%             | 2028-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ACCOLADE INC                                   | Accolade Inc                                          | CUSIP: 00437EAB8<br>LEI: 549300PHKG8J7A22NF08 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1375021.50   | 0.11%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WIX LTD                                        | Wix.com Ltd                                           | CUSIP: 92940WAD1<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |   4497000 | PA      | $3858695.82   | 0.32%             | 2025-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG LONDON                        | Deutsche Bank AG/London                               | CUSIP: 25155MKM2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1345000 | PA      | $1428121.00   | 0.12%             | 2023-05-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                           | Bridgebio Pharma Inc                                  | CUSIP: 10806XAD4<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $1456730.00   | 0.12%             | 2029-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP                         | Liberty Broadband Corp                                | CUSIP: 530307AC1<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4549788.00   | 0.38%             | 2050-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INSMED INC                                     | Insmed Inc                                            | CUSIP: 457669AB5<br>LEI: 529900Q55QAG41CCAC11 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $2909149.75   | 0.24%             | 2028-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TRIPADVISOR INC                                | TripAdvisor Inc                                       | CUSIP: 896945AD4<br>LEI: 549300XVG45PT5BART17 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1714162.50   | 0.14%             | 2026-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                 | Cloudflare Inc                                        | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   7375000 | PA      | $6139687.50   | 0.51%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LITHIUM AMERICAS CORP                          | Lithium Americas Corp                                 | CUSIP: 53680QAA6<br>LEI: 529900Q9ENG7EHHZ5R75 | Long             | DBT              | CORP              | CA        |   2575000 | PA      | $2244344.25   | 0.19%             | 2027-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ALPHATEC HOLDINGS INC                          | Alphatec Holdings Inc                                 | CUSIP: 02081GAB8<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1889043.00   | 0.16%             | 2026-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY LATIN AMERICA                          | Liberty Latin America Ltd                             | CUSIP: 53069QAB5<br>LEI: 213800YWQHEAX7CAVO83 | Long             | DBT              | CORP              | BM        |   2371000 | PA      | $2171717.45   | 0.18%             | 2024-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN GALACTIC HOLDINGS                       | Virgin Galactic Holdings Inc                          | CUSIP: 92766KAA4<br>LEI: 549300C631IMXCSMN048 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $1403808.25   | 0.12%             | 2027-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TABULA RASA HLTHCR INC                         | Tabula Rasa HealthCare Inc                            | CUSIP: 873379AA9<br>LEI: 549300K6KY242XRMEF28 | Long             | DBT              | CORP              | US        |   2003000 | PA      | $1602400.00   | 0.13%             | 2026-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PAR TECHNOLOGY CORP                            | PAR Technology Corp                                   | CUSIP: 698884AE3<br>LEI: 549300HYPTHBJQINVG57 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1194285.00   | 0.10%             | 2027-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LIVONGO HEALTH                                 | Livongo Health Inc                                    | CUSIP: 539183AA1<br>LEI: 54930061HKCVF1H2O156 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $2794875.00   | 0.23%             | 2025-06-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                 | Ziff Davis Inc                                        | CUSIP: 48123VAD4<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |   3131000 | PA      | $3320989.08   | 0.28%             | 2026-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EURONET WORLDWIDE INC                          | Euronet Worldwide Inc                                 | CUSIP: 298736AL3<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |   2989000 | PA      | $2930325.93   | 0.24%             | 2049-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                            | Guardant Health Inc                                   | CUSIP: 40131MAB5<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |   6790000 | PA      | $4566750.30   | 0.38%             | 2027-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE FINANCIAL                       | JPMorgan Chase Financial Co LLC                       | CUSIP: 48133DL24<br>LEI: 549300NJFDJOFYVV6789 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2528346.25   | 0.21%             | 2027-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BILIBILI INC                                   | Bilibili Inc                                          | CUSIP: 090040AB2<br>LEI: 5493008V60M52L3PIS45 | Long             | DBT              | CORP              | KY        |   2440000 | PA      | $3088210.40   | 0.26%             | 2026-04-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy Inc                                        | CUSIP: 629377CG5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   3397000 | PA      | $3491980.12   | 0.29%             | 2048-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LANTHEUS HOLDINGS INC                          | Lantheus Holdings Inc                                 | CUSIP: 516544AA1<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $3511946.25   | 0.29%             | 2027-12-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                  | Wolfspeed Inc                                         | CUSIP: 977852AA0<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |   4425000 | PA      | $4055778.00   | 0.34%             | 2028-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VROOM INC                                      | Vroom Inc                                             | CUSIP: 92918VAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2400000 | PA      | $824520.00    | 0.07%             | 2026-07-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| OKTA INC                                       | Okta Inc                                              | CUSIP: 679295AD7<br>LEI: 549300N8J06I8MRHU620 | Long             | DBT              | CORP              | US        |   6045000 | PA      | $5344807.65   | 0.44%             | 2025-09-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY PARTNERS                        | NextEra Energy Partners LP                            | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2719213.50   | 0.23%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NIO INC                                        | NIO Inc                                               | CUSIP: 62914VAF3<br>LEI: 549300JBU4TV5OCKJV96 | Long             | DBT              | CORP              | KY        |   4275000 | PA      | $3542350.50   | 0.29%             | 2027-02-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| OMNICELL INC                                   | Omnicell Inc                                          | CUSIP: 68213NAD1<br>LEI: 5493008RH0GTKHHPZI77 | Long             | DBT              | CORP              | US        |   3283000 | PA      | $2998626.54   | 0.25%             | 2025-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                            | Exact Sciences Corp                                   | CUSIP: 30063PAA3<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $2108142.00   | 0.18%             | 2025-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| OAK STREET HEALTH INC                          | Oak Street Health Inc                                 | CUSIP: 67181AAB3<br>LEI: 2549007CJE6GSEURLA30 | Long             | DBT              | CORP              | US        |   5425000 | PA      | $4663221.50   | 0.39%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LENDINGTREE INC                                | LendingTree Inc                                       | CUSIP: 52603BAD9<br>LEI: 549300ISY5YHUJZTON08 | Long             | DBT              | CORP              | US        |   3286000 | PA      | $2537482.06   | 0.21%             | 2025-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                           | Western Digital Corp                                  | CUSIP: 958102AP0<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   5990000 | PA      | $5756689.50   | 0.48%             | 2024-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                             | Ford Motor Co                                         | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |  13090000 | PA      | $13319729.50  | 1.11%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FASTLY INC                                     | Fastly Inc                                            | CUSIP: 31188VAB6<br>LEI: 549300E2FZC83FJ3H565 | Long             | DBT              | CORP              | US        |   4075000 | PA      | $3164400.50   | 0.26%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                              | Barclays Bank PLC                                     | CUSIP: 06739GCF4<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |   1550000 | PA      | $1655353.50   | 0.14%             | 2025-02-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLACKLINE INC                                  | Blackline Inc                                         | CUSIP: 09239BAD1<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |   6540000 | PA      | $5666975.40   | 0.47%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                       | EQT Corp                                              | CUSIP: 26884LAK5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $5479020.00   | 0.46%             | 2026-05-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AVAYA INC                                      | Avaya Inc                                             | CUSIP: 053499AN9<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $542718.00    | 0.05%             | 2027-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                          | Lumentum Holdings Inc                                 | CUSIP: 55024UAB5<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2867251.20   | 0.24%             | 2024-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PERFICIENT INC                                 | Perficient Inc                                        | CUSIP: 71375UAF8<br>LEI: 549300HTBXKL2755T650 | Long             | DBT              | CORP              | US        |   2245000 | PA      | $1805002.45   | 0.15%             | 2026-11-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                        | Royal Caribbean Cruises Ltd                           | CUSIP: 780153BB7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   2067000 | PA      | $2178742.02   | 0.18%             | 2023-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VISHAY INTERTECHNOLOGY                         | Vishay Intertechnology Inc                            | CUSIP: 928298AP3<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |   2659000 | PA      | $2650331.66   | 0.22%             | 2025-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LUMINAR TECHNOLOGIES INC                       | Luminar Technologies Inc                              | CUSIP: 550424AA3<br>LEI: 549300AVGXLDWYMI4298 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $2364054.00   | 0.20%             | 2026-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                        | Royal Caribbean Cruises Ltd                           | CUSIP: 780153BP6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   6550000 | PA      | $10027657.00  | 0.83%             | 2025-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                              | DISH Network Corp                                     | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |  17083000 | PA      | $11151269.91  | 0.93%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRS                               | Insight Enterprises Inc                               | CUSIP: 45765UAB9<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |   2001000 | PA      | $3337207.77   | 0.28%             | 2025-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BOX INC                                        | Box Inc                                               | CUSIP: 10316TAB0<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $2648119.50   | 0.22%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIDE INC                                     | Stride Inc                                            | CUSIP: 86333MAA6<br>LEI: 254900BRWS3AFONWU277 | Long             | DBT              | CORP              | US        |   2392000 | PA      | $2479188.40   | 0.21%             | 2027-09-01      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| TANDEM DIABETES CARE INC                       | Tandem Diabetes Care Inc                              | CUSIP: 875372AA2<br>LEI: 549300JEPFOD0K4D3I05 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1547850.00   | 0.13%             | 2025-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                      | Block Inc                                             | CUSIP: 852234AF0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   5701000 | PA      | $5822260.27   | 0.48%             | 2025-03-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| UPWORK INC                                     | Upwork Inc                                            | CUSIP: 91688FAB0<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $2572872.75   | 0.21%             | 2026-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                              | Ares Capital Corp                                     | CUSIP: 04010LAW3<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   2385000 | PA      | $2508280.65   | 0.21%             | 2024-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| IQIYI INC                                      | iQIYI Inc                                             | CUSIP: 46267XAE8<br>LEI: 222100XL8T2Q5B8MS302 | Long             | DBT              | CORP              | KY        |   5135000 | PA      | $4458669.15   | 0.37%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BILIBILI INC                                   | Bilibili Inc                                          | CUSIP: 090040AF3<br>LEI: 5493008V60M52L3PIS45 | Long             | DBT              | CORP              | KY        |   5800000 | PA      | $5043680.00   | 0.42%             | 2026-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CHEESECAKE FACTORY (THE)                       | Cheesecake Factory Inc/The                            | CUSIP: 163072AA9<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1762519.50   | 0.15%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| REDFIN CORP                                    | Redfin Corp                                           | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $1650993.00   | 0.14%             | 2027-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PALO ALTO NETWORKS                             | Palo Alto Networks Inc                                | CUSIP: 697435AD7<br>LEI: 549300QXR2YVZV231H43 | Long             | DBT              | CORP              | US        |   9625000 | PA      | $17240396.25  | 1.43%             | 2023-07-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| COUPA SOFTWARE INC                             | Coupa Software Inc                                    | CUSIP: 22266LAF3<br>LEI: 549300Q95ICR2GFL2K37 | Long             | DBT              | CORP              | US        |   7857000 | PA      | $7653503.70   | 0.64%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| KBR INC                                        | KBR Inc                                               | CUSIP: 48242WAB2<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $4065729.20   | 0.34%             | 2023-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Q2 HOLDINGS INC                                | Q2 Holdings Inc                                       | CUSIP: 74736LAF6<br>LEI: 549300M9RKR9DZXWS696 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1773212.00   | 0.15%             | 2025-11-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                             | Unity Software Inc                                    | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |   9825000 | PA      | $7586865.00   | 0.63%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PEABODY ENERGY CORP                            | Peabody Energy Corp                                   | CUSIP: 704551AC4<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $3061725.00   | 0.25%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                        | Akamai Technologies Inc                               | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   6551000 | PA      | $6510449.31   | 0.54%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GREENBRIER COS INC                             | Greenbrier Cos Inc/The                                | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1977678.00   | 0.16%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CEREVEL THERAP HLDS INC                        | Cerevel Therapeutics Holdings Inc                     | CUSIP: 15678UAA0<br>LEI: 254900RJNIRS9COSQR41 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $2056962.50   | 0.17%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REDFIN CORP                                    | Redfin Corp                                           | CUSIP: 75737FAC2<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |   3758000 | PA      | $2456191.22   | 0.20%             | 2025-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS SOFTWARE CORP                         | Progress Software Corp                                | CUSIP: 743312AB6<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2233906.25   | 0.19%             | 2026-04-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SAREPTA THERAPEUTICS INC                       | Sarepta Therapeutics Inc                              | CUSIP: 803607AB6<br>LEI: 549300IKDPIED8J8IG21 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $4326960.00   | 0.36%             | 2024-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                              | MicroStrategy Inc                                     | CUSIP: 594972AE1<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   5975000 | PA      | $2655827.75   | 0.22%             | 2027-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                            | NCL Corp Ltd                                          | CUSIP: 62886HAX9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   2555000 | PA      | $2936487.05   | 0.24%             | 2025-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                | RingCentral Inc                                       | CUSIP: 76680RAF4<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |   5703000 | PA      | $4998394.35   | 0.42%             | 2025-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHEFS' WAREHOUSE THE                           | Chefs' Warehouse Inc/The                              | CUSIP: 163086AD3<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1953369.75   | 0.16%             | 2028-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VNET GROUP INC                                 | Vnet Group Inc                                        | CUSIP: 90138VAB3<br>LEI: 529900672GYJQ3T38I58 | Long             | DBT              | CORP              | KY        |   3425000 | PA      | $2950774.50   | 0.25%             | 2026-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY INTERACTIVE LLC                        | Liberty Interactive LLC                               | CUSIP: 530610AD6<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $2143381.50   | 0.18%             | 2046-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENVISTA HOLDINGS CORP                          | Envista Holdings Corp                                 | CUSIP: 29415FAB0<br>LEI: 549300BX623VURJZ5269 | Long             | DBT              | CORP              | US        |   2951000 | PA      | $5630832.61   | 0.47%             | 2025-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JOYY INC                                       | JOYY Inc                                              | CUSIP: 98426TAD8<br>LEI: 549300N6CHVU5CQZPW24 | Long             | DBT              | CORP              | KY        |   2855000 | PA      | $2760699.35   | 0.23%             | 2025-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD                          | CyberArk Software Ltd                                 | CUSIP: 23248VAB1<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |   3275000 | PA      | $3603613.50   | 0.30%             | 2024-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                 | Transocean Inc                                        | CUSIP: 893830BU2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |   1700000 | PA      | $3692315.00   | 0.31%             | 2029-09-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                                    | Wayfair Inc                                           | CUSIP: 94419LAM3<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   7410000 | PA      | $5686508.10   | 0.47%             | 2025-10-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| NEXTGEN HEALTHCARE INC                         | NextGen Healthcare Inc                                | CUSIP: 65343CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1781124.00   | 0.15%             | 2027-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EVERBRIDGE INC                                 | Everbridge Inc                                        | CUSIP: 29978AAE4<br>LEI: 549300WCY0UMR64ATW81 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1871518.00   | 0.16%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gannett Co Inc                                 | Gannett Co Inc                                        | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |    250000 | NS      | $565000.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| SNAP INC                                       | Snap Inc                                              | CUSIP: 83304AAD8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   1623000 | PA      | $1558323.45   | 0.13%             | 2025-05-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SPLUNK INC                                     | Splunk Inc                                            | CUSIP: 848637AD6<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |   4906000 | PA      | $4835500.78   | 0.40%             | 2025-09-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| NUVASIVE INC                                   | NuVasive Inc                                          | CUSIP: 670704AJ4<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | DBT              | CORP              | US        |   3016000 | PA      | $2698234.24   | 0.22%             | 2025-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LIVEPERSON INC                                 | LivePerson Inc                                        | CUSIP: 538146AD3<br>LEI: 549300IN2P1JZ20G7N40 | Long             | DBT              | CORP              | US        |   3085000 | PA      | $2291013.55   | 0.19%             | 2026-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MP MATERIALS CORP                              | MP Materials Corp                                     | CUSIP: 553368AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3925000 | PA      | $3925549.50   | 0.33%             | 2026-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                    | Datadog Inc                                           | CUSIP: 23804LAB9<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |   4404000 | PA      | $4825991.28   | 0.40%             | 2025-06-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| LIVANOVA USA INC                               | LivaNova USA Inc                                      | CUSIP: 538030AB3<br>LEI: 549300NGTE5LS6KMBT20 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1887637.50   | 0.16%             | 2025-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZILLOW GROUP INC                               | Zillow Group Inc                                      | CUSIP: 98954MAH4<br>LEI: 2549002XEELQDIR6FU05 | Long             | DBT              | CORP              | US        |   3225000 | PA      | $3337907.25   | 0.28%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                           | Chart Industries Inc                                  | CUSIP: 16115QAE0<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $3291348.75   | 0.27%             | 2024-11-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                       | Etsy Inc                                              | CUSIP: 29786AAN6<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   5700000 | PA      | $5139348.00   | 0.43%             | 2028-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS IN                       | Halozyme Therapeutics Inc                             | CUSIP: 40637HAD1<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   4585000 | PA      | $4317190.15   | 0.36%             | 2027-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                         | Blackstone Mortgage Trust Inc                         | CUSIP: 09257WAE0<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |   1847000 | PA      | $1681933.61   | 0.14%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                  | Wolfspeed Inc                                         | CUSIP: 977852AC6<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |   9975000 | PA      | $9681635.25   | 0.81%             | 2029-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                   | Illumina Inc                                          | CUSIP: 452327AK5<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   4265000 | PA      | $4146774.20   | 0.34%             | 2023-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZSCALER INC.                                   | Zscaler Inc                                           | CUSIP: 98980GAB8<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |   6557000 | PA      | $7167784.55   | 0.60%             | 2025-07-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| OKTA INC                                       | Okta Inc                                              | CUSIP: 679295AF2<br>LEI: 549300N8J06I8MRHU620 | Long             | DBT              | CORP              | US        |   6552000 | PA      | $5592656.16   | 0.47%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| OPENDOOR TECHNOLOGIES IN                       | Opendoor Technologies Inc                             | CUSIP: 683712AA1<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | DBT              | CORP              | US        |   5575000 | PA      | $2822901.25   | 0.23%             | 2026-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                            | Exact Sciences Corp                                   | CUSIP: 30063PAC9<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |   6560000 | PA      | $5870084.80   | 0.49%             | 2028-03-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SILICON LABORATORIES INC                       | Silicon Laboratories Inc                              | CUSIP: 826919AD4<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | DBT              | CORP              | US        |   3041000 | PA      | $4181496.64   | 0.35%             | 2025-06-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                               | Cytokinetics Inc                                      | CUSIP: 23282WAB6<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |   3075000 | PA      | $3326535.00   | 0.28%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IQIYI INC                                      | iQIYI Inc                                             | CUSIP: 46267XAD0<br>LEI: 222100XL8T2Q5B8MS302 | Long             | DBT              | CORP              | KY        |   6844000 | PA      | $6705203.68   | 0.56%             | 2025-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOL EQUITY FINANCE SA                          | GOL Equity Finance SA                                 | CUSIP: 36256KAA8<br>LEI: 222100H9BH197YU7RY14 | Long             | DBT              | CORP              | LU        |   3800000 | PA      | $1823468.00   | 0.15%             | 2024-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                           | Booking Holdings Inc                                  | CUSIP: 09857LAN8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |   4906000 | PA      | $7000126.10   | 0.58%             | 2025-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                          | Southwest Airlines Co                                 | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   9180000 | PA      | $11050333.20  | 0.92%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                        | BioMarin Pharmaceutical Inc                           | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |   3428000 | PA      | $3877342.24   | 0.32%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                        | Akamai Technologies Inc                               | CUSIP: 00971TAJ0<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   6537000 | PA      | $7024987.05   | 0.58%             | 2025-05-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| REPAY HOLDINGS                                 | Repay Holdings Corp                                   | CUSIP: 76029LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2505000 | PA      | $2010688.35   | 0.17%             | 2026-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                                   | Parsons Corp                                          | CUSIP: 70202LAB8<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2587428.25   | 0.22%             | 2025-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PALO ALTO NETWORKS                             | Palo Alto Networks Inc                                | CUSIP: 697435AF2<br>LEI: 549300QXR2YVZV231H43 | Long             | DBT              | CORP              | US        |  11388000 | PA      | $18698184.96  | 1.55%             | 2025-06-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                      | Block Inc                                             | CUSIP: 852234AD5<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2663423.00   | 0.22%             | 2023-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BILL.COM HOLDINGS INC                          | Bill.com Holdings Inc                                 | CUSIP: 090043AD2<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $2643612.75   | 0.22%             | 2027-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COUPA SOFTWARE INC                             | Coupa Software Inc                                    | CUSIP: 22266LAC0<br>LEI: 549300Q95ICR2GFL2K37 | Long             | DBT              | CORP              | US        |   4575000 | PA      | $4466572.50   | 0.37%             | 2025-06-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| SHAKE SHACK INC                                | Shake Shack Inc                                       | CUSIP: 819047AB7<br>LEI: 529900J74GJAHYP80N79 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1158919.50   | 0.10%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NICE LTD                                       | Nice Ltd                                              | CUSIP: 653656AB4<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | DBT              | CORP              | IL        |   2629000 | PA      | $2508434.06   | 0.21%             | 2025-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PURE STORAGE INC                               | Pure Storage Inc                                      | CUSIP: 74624MAB8<br>LEI: 549300NPDB0BZTK3WO90 | Long             | DBT              | CORP              | US        |   3030000 | PA      | $3382389.00   | 0.28%             | 2023-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BILL.COM HOLDINGS INC                          | Bill.com Holdings Inc                                 | CUSIP: 090043AB6<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |   6545000 | PA      | $6870613.75   | 0.57%             | 2025-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTERYX INC                                    | Alteryx Inc                                           | CUSIP: 02156BAD5<br>LEI: 549300XWZG0JHL7I0827 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2183690.50   | 0.18%             | 2024-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BANDWIDTH INC                                  | Bandwidth Inc                                         | CUSIP: 05988JAD5<br>LEI: 549300QC70JB7MUGXM66 | Long             | DBT              | CORP              | US        |   1483000 | PA      | $964943.61    | 0.08%             | 2028-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TWO HARBORS INV CORP                           | Two Harbors Investment Corp                           | CUSIP: 90187BAB7<br>LEI: 549300ZUIBT6KH4HU823 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1488639.50   | 0.12%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                  | Cable One Inc                                         | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |   1966000 | PA      | $1516769.00   | 0.13%             | 2028-03-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CONFLUENT INC                                  | Confluent Inc                                         | CUSIP: 20717MAA1<br>LEI: 254900MRZ83YWUV7SN74 | Long             | DBT              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASCENDIS PHARMA A/S                            | Ascendis Pharma A/S                                   | CUSIP: 04351PAC5<br>LEI: 549300B66JN3W3J8GH73 | Long             | DBT              | CORP              | DK        |   3400000 | PA      | $3540284.00   | 0.29%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ARRIVAL SA                                     | Arrival SA                                            | CUSIP: 04271QAA4<br>LEI: 549300IID9QLI5KRBG37 | Long             | DBT              | CORP              | LU        |   2100000 | PA      | $525462.00    | 0.04%             | 2026-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                 | Transocean Inc                                        | CUSIP: 893830BT5<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |   1675000 | PA      | $2574977.50   | 0.21%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAREPTA THERAPEUTICS INC                       | Sarepta Therapeutics Inc                              | CUSIP: 803607AC4<br>LEI: 549300IKDPIED8J8IG21 | Long             | DBT              | CORP              | US        |   6425000 | PA      | $7321094.75   | 0.61%             | 2027-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TECHTARGET INC                                 | TechTarget Inc                                        | CUSIP: 87874RAD2<br>LEI: 529900YQA5JL2H2VMB84 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $1870788.00   | 0.16%             | 2026-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BILIBILI INC                                   | Bilibili Inc                                          | CUSIP: 090040AD8<br>LEI: 5493008V60M52L3PIS45 | Long             | DBT              | CORP              | KY        |   4259000 | PA      | $4493287.59   | 0.37%             | 2027-06-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NATERA INC                                     | Natera Inc                                            | CUSIP: 632307AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1689000 | PA      | $2299117.47   | 0.19%             | 2027-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CINEMARK HOLDINGS INC                          | Cinemark Holdings Inc                                 | CUSIP: 17243VAB8<br>LEI: 549300LL2QMPTYIE0K55 | Long             | DBT              | CORP              | US        |   2615000 | PA      | $2945797.50   | 0.24%             | 2025-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                       | Northern Oil and Gas Inc                              | CUSIP: 665531AH2<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $3254757.00   | 0.27%             | 2029-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SMILEDIRECTCLUB INC                            | SmileDirectClub Inc                                   | CUSIP: 83192HAA4<br>LEI: 254900QFZEGKCURCJS93 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $773536.00    | 0.06%             | 2026-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZILLOW GROUP INC                               | Zillow Group Inc                                      | CUSIP: 98954MAG6<br>LEI: 2549002XEELQDIR6FU05 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $3391899.00   | 0.28%             | 2026-09-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                             | Liberty Media Corp-Liberty Formula One                | CUSIP: 531229AL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2831247.00   | 0.24%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CONFLUENT INC                                  | Confluent Inc                                         | CUSIP: 20717MAB9<br>LEI: 254900MRZ83YWUV7SN74 | Long             | DBT              | CORP              | US        |   6475000 | PA      | $5052377.75   | 0.42%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARATHON DIGITAL HOLDING                       | Marathon Digital Holdings Inc                         | CUSIP: 565788AB2<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $1377860.00   | 0.11%             | 2026-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AFFIRM HOLDINGS INC                            | Affirm Holdings Inc                                   | CUSIP: 00827BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9825000 | PA      | $6223351.50   | 0.52%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GDS HOLDINGS LIMITED                           | GDS Holdings Ltd                                      | CUSIP: 36165LAB4<br>LEI: 391200MGV8DDCHTN2R77 | Long             | DBT              | CORP              | KY        |   1720000 | PA      | $1700650.00   | 0.14%             | 2025-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP                        | American Airlines Group Inc                           | CUSIP: 02376RAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5695000 | PA      | $6992434.90   | 0.58%             | 2025-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 1LIFE HEALTHCARE INC                           | 1Life Healthcare Inc                                  | CUSIP: 68269GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1795912.50   | 0.15%             | 2025-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONMED CORP                                    | CONMED Corp                                           | CUSIP: 207410AG6<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4313764.00   | 0.36%             | 2027-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES INC                            | Spirit Airlines Inc                                   | CUSIP: 848577AB8<br>LEI: 549300DCAFIXFNFR3304 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2368378.50   | 0.20%             | 2026-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                                    | Wayfair Inc                                           | CUSIP: 94419LAF8<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   5495000 | PA      | $4200927.50   | 0.35%             | 2026-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| IMPINJ INC                                     | Impinj Inc                                            | CUSIP: 453204AD1<br>LEI: 549300M26VGKSMMWWN17 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $2227306.25   | 0.19%             | 2027-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| XOMETRY INC                                    | Xometry Inc                                           | CUSIP: 98423FAA7<br>LEI: 5493006JFRGU7YRRXE44 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1541050.00   | 0.13%             | 2027-02-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AMYRIS INC                                     | Amyris Inc                                            | CUSIP: 03236MAJ0<br>LEI: 549300BG17WCUK6EIM58 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $1336752.50   | 0.11%             | 2026-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PACIRA PHARMACEUTICALS                         | Pacira BioSciences Inc                                | CUSIP: 695127AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2094225.35   | 0.17%             | 2025-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JOYY INC                                       | JOYY Inc                                              | CUSIP: 98426TAF3<br>LEI: 549300N6CHVU5CQZPW24 | Long             | DBT              | CORP              | KY        |   2850000 | PA      | $2570016.00   | 0.21%             | 2026-06-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP                         | Liberty Broadband Corp                                | CUSIP: 530307AA5<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |   3268000 | PA      | $3200319.72   | 0.27%             | 2050-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                              | MicroStrategy Inc                                     | CUSIP: 594972AC5<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $2741737.00   | 0.23%             | 2025-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SPLUNK INC                                     | Splunk Inc                                            | CUSIP: 848637AF1<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |   7191000 | PA      | $6207846.48   | 0.52%             | 2027-06-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                       | Live Nation Entertainment Inc                         | CUSIP: 538034AQ2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3792002.50   | 0.32%             | 2023-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CERIDIAN HCM HOLDING INC                       | Ceridian HCM Holding Inc                              | CUSIP: 15677JAD0<br>LEI: 549300T64GVCHFJ8L449 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $2969409.75   | 0.25%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY PARTNERS                        | NextEra Energy Partners LP                            | CUSIP: 65341BAE6<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2720980.50   | 0.23%             | 2024-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ATI INC                                        | ATI Inc                                               | CUSIP: 01741RAK8<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |   1669000 | PA      | $4033889.55   | 0.34%             | 2025-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                          | Lumentum Holdings Inc                                 | CUSIP: 55024UAD1<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   5971000 | PA      | $5451045.32   | 0.45%             | 2026-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SEA LTD                                        | Sea Ltd                                               | CUSIP: 81141RAF7<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |   6550000 | PA      | $6965466.50   | 0.58%             | 2025-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BEAUTY HEALTH CO/THE                           | Beauty Health Co/The                                  | CUSIP: 88331LAA6<br>LEI: 5493001Z2JZQT4C63C50 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $3510288.00   | 0.29%             | 2026-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP FINANCECO 2                        | Match Group Financeco 2 Inc                           | CUSIP: 44932FAA5<br>LEI: 549300IPGK4BWL134U96 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $3149240.00   | 0.26%             | 2026-06-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ZTO EXPRESS KY INC                             | ZTO Express Cayman Inc                                | CUSIP: 98980AAA3<br>LEI: 549300SCJPK3YZJTJR78 | Long             | DBT              | CORP              | KY        |   5700000 | PA      | $6343986.00   | 0.53%             | 2027-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                                | Spotify USA Inc                                       | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8545000 | PA      | $7134391.40   | 0.59%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY TRIPADVISOR HOLD                       | Liberty TripAdvisor Holdings Inc                      | CUSIP: 531465AA0<br>LEI: 5299006PCRAU736ZJ155 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1626642.00   | 0.14%             | 2051-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                       | Snap Inc                                              | CUSIP: 83304AAG1<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   8550000 | PA      | $6140268.00   | 0.51%             | 2028-03-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                       | Etsy Inc                                              | CUSIP: 29786AAL0<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   3823000 | PA      | $3942430.52   | 0.33%             | 2027-09-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| MAGNITE INC                                    | Magnite Inc                                           | CUSIP: 55955DAB6<br>LEI: 54930018FR2YX1HHSB02 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2002077.00   | 0.17%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                    | Nutanix Inc                                           | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $2840997.00   | 0.24%             | 2027-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                           | JetBlue Airways Corp                                  | CUSIP: 477143AP6<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $3416409.00   | 0.28%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                            | Insulet Corp                                          | CUSIP: 45784PAK7<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |   4565000 | PA      | $6308145.25   | 0.52%             | 2026-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GUESS INC                                      | Guess? Inc                                            | CUSIP: 401617AD7<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1894582.00   | 0.16%             | 2024-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORMAT TECHNOLOGIES INC                         | Ormat Technologies Inc                                | CUSIP: 686688AA0<br>LEI: 5493000TSHHWY24VHM09 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2983414.00   | 0.25%             | 2027-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HERBALIFE LTD                                  | Herbalife Nutrition Ltd                               | CUSIP: 42703MAD5<br>LEI: 549300BA7TYPBSZZIA41 | Long             | DBT              | CORP              | KY        |   1035000 | PA      | $970002.00    | 0.08%             | 2024-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                       | Microchip Technology Inc                              | CUSIP: 595017AU8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   3925000 | PA      | $4345485.25   | 0.36%             | 2024-11-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ATLAS AIR WORLDWIDE HLDG                       | Atlas Air Worldwide Holdings Inc                      | CUSIP: 049164BJ4<br>LEI: 549300R0A2TUVCYZB465 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $2866761.00   | 0.24%             | 2024-06-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AIR TRANSPORT SERVICES G                       | Air Transport Services Group Inc                      | CUSIP: 00922RAB1<br>LEI: 5493000F3MSFGIXTQE27 | Long             | DBT              | CORP              | US        |   1582000 | PA      | $1673518.70   | 0.14%             | 2024-10-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| 2U INC                                         | 2U Inc                                                | CUSIP: 90214JAB7<br>LEI: 5493008RVTXVR43PYF84 | Long             | DBT              | CORP              | US        |   2239000 | PA      | $1677906.60   | 0.14%             | 2025-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIVERR INTERNATIONAL LTD                       | Fiverr International Ltd                              | CUSIP: 33835LAA3<br>LEI: 549300Z8OREY6THCPF67 | Long             | DBT              | CORP              | IL        |   2714000 | PA      | $2292000.14   | 0.19%             | 2025-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                      | Block Inc                                             | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $2791937.50   | 0.23%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES | BlackRock Cash Funds: Treasury, SL Agency Shares      | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |   6310000 | NS      | $6310000.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D SYSTEMS CORP                                | 3D Systems Corp                                       | CUSIP: 88554DAD8<br>LEI: 5493003HHDOCCW4OP744 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2087872.75   | 0.17%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                        | DraftKings Holdings Inc                               | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |   7450000 | PA      | $5101685.50   | 0.42%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FISKER INC                                     | Fisker Inc                                            | CUSIP: 33813JAA4<br>LEI: 549300UUN5RWU44MBX79 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $1959841.00   | 0.16%             | 2026-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE FINANCIAL                       | JPMorgan Chase Financial Co LLC                       | CUSIP: 48129KAE0<br>LEI: 549300NJFDJOFYVV6789 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3345799.00   | 0.28%             | 2023-05-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY TRUST INC                         | Arbor Realty Trust Inc                                | CUSIP: 038923AZ1<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              |  | US        |   1775000 | PA      | $1816517.25   | 0.15%             | 2025-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEOGENOMICS INC                                | NeoGenomics Inc                                       | CUSIP: 64049MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2125000 | PA      | $1418628.75   | 0.12%             | 2028-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PEGASYSTEMS INC                                | Pegasystems Inc                                       | CUSIP: 705573AB9<br>LEI: 549300FMCOKPL06FYN26 | Long             | DBT              | CORP              | US        |   3407000 | PA      | $2973834.02   | 0.25%             | 2025-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CRACKER BARREL OLD COUNT                       | Cracker Barrel Old Country Store Inc                  | CUSIP: 22410JAB2<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1599115.25   | 0.13%             | 2026-06-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| DEXCOM INC                                     | Dexcom Inc                                            | CUSIP: 252131AK3<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |   6920000 | PA      | $7279355.60   | 0.61%             | 2025-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PTC THERAPEUTICS INC                           | PTC Therapeutics Inc                                  | CUSIP: 69366JAD3<br>LEI: 549300UJLWOIWFDGB318 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1952997.00   | 0.16%             | 2026-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-01

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer